共查询到20条相似文献,搜索用时 9 毫秒
1.
Summary A procedure based on the extremal quotient is proposed for testing the null hypothesis
H
0: the population of the sample has an exponential distribution against
H
a
: it does not have an exponential distribution.The proposed procedure is a nonparametric test which could lead to an early decision for the rejection of H
0 相似文献
2.
In this paper we consider the problem of testing for equality of two density or two conditional density functions defined over mixed discrete and continuous variables. We smooth both the discrete and continuous variables, with the smoothing parameters chosen via least-squares cross-validation. The test statistics are shown to have (asymptotic) normal null distributions. However, we advocate the use of bootstrap methods in order to better approximate their null distribution in finite-sample settings and we provide asymptotic validity of the proposed bootstrap method. Simulations show that the proposed tests have better power than both conventional frequency-based tests and smoothing tests based on ad hoc smoothing parameter selection, while a demonstrative empirical application to the joint distribution of earnings and educational attainment underscores the utility of the proposed approach in mixed data settings. 相似文献
3.
Recent work on social status led to derivation of a new continuous distribution based on the exponential. The new variate, termed the ring(2)-exponential, in turn leads to derivation of two closely related new families of continuous distributions, the mirror-exponential and the ring-exponential. Both the standard exponential and the ring(2)-exponential are special cases of both the new families. In this paper, we first focus on the ring(2)-exponential, describing its derivation and examining its properties, and next introduce the two new families, describing their derivation and initiating exploration of their properties. The mirror-exponential arises naturally in the study of status; the ring-exponential arises from the mathematical structure of the ring(2)-exponential. Both have the potential for broad application in diverse contexts across science and engineering. Within sociobehavioral contexts, the new mirror-exponential may have application to the problem of approximating the form and inequality of the wage distribution. 相似文献
4.
Mukhopadhyay and Padmanabhan (Metrika 40:121–128, 1993) considered the construction of fixed-width confidence intervals for the difference of location parameters of two negative exponential distributions via triple sampling when the scale parameters are unknown and unequal. Under the same setting, this paper deals with the problem of fixed-width confidence interval estimation for a linear combination of location parameters, using the above mentioned three-stage procedure. 相似文献
6.
This note contains a characterization of exponential distributions based on the properties of linear transformations of order statistics. This is a certain converse of a well known theorem of Rényi about the distribution of linear combinations of order statistics from exponential distributions. Some statistical applications of the result are indicated. 相似文献
7.
Fixed-width confidence interval estimation problems for location parameters of negative exponential populations have been
studied. Three-stage sampling procedures have been developed for both the one- and two-sample situations. Our discussions
are primarily concerned with second-order expansions of various characteristics of the proposed procedures including those
for the achieved coverage probability in either problem. Some simulated results are also presented to indicate the usefulness
of our procedures for moderate sample sizes. 相似文献
9.
The problem of sequentially estimating an unknown distribution parameter of a particular exponential family of distributions
is considered under LINEX loss function for estimation error and a cost c > 0 for each of an i.i.d. sequence of potential observations X
1, X
2, . . . A Bayesian approach is adopted and conjugate prior distributions are assumed. Asymptotically pointwise optimal and
asymptotically optimal procedures are derived. 相似文献
10.
We exhibit an empirical Bayes test δ * n for a decision problem using a linear error loss in a class of positive exponential families. This empirical Bayes test δ * n possesses the asymptotic optimality, and its associated regret converges to zero with rate n −1(ln n ) 6 This rate of convergence improves the previous results in the literature in the sense that a faster rate of convergence is achieved under much weaker conditions. Examples are presented to illustrate the performance of the empirical Bayes test δ * n 相似文献
11.
In the present communication we introduce a dynamic measure of inaccuracy between two past lifetime distributions over the
interval (0, t). Based on proportional reversed hazard rate model (PRHRM), a characterization problem for this dynamic inaccuracy measure
has been studied. An upper bound to the dynamic measure of inaccuracy H*( f, g; t) has also been derived. 相似文献
12.
Hasse diagram technique, based on partial ordering is an advantageous method to analyse complex systems of data such as objects characterized by multi-indicator systems. Beside ordered sequences of objects the theory may reveal the impact of each indicator for the set of order relations, which in general is of high interest. A method to measure the impact has already been known for more than 20 years; however, up to now there is no method for a testing as to how far these impacts are considered to be relevant. The actual study presents a first attempt for a testing theory, albeit an extension to statistical testing framework is still open. The testing approach so far is applied to the indicators of gender-equality. It turns out that for the 28 nations (pre-Brexit) of the EU, 2006, in addition to the unified European Union only one indicator can definitely be declared as relevant. 相似文献
16.
We provide a new test for equality of two symmetric positive-definite matrices that leads to a convenient mechanism for testing specification using the information matrix equality or the sandwich asymptotic covariance matrix of the GMM estimator. The test relies on a new characterization of equality between two dimensional symmetric positive-definite matrices and : the traces of and are equal to if and only if . Using this simple criterion, we introduce a class of omnibus test statistics for equality and examine their null and local alternative approximations under some mild regularity conditions. A preferred test in the class with good omni-directional power is recommended for practical work. Monte Carlo experiments are conducted to explore performance characteristics under the null and local as well as fixed alternatives. The test is applicable in many settings, including GMM estimation, SVAR models and high dimensional variance matrix settings. 相似文献
17.
We consider the problem of component-wise estimation of ordered scale parameters of two gamma populations, when it is known
apriori which population corresponds to each ordered parameter. Under the scale equivariant squared error loss function, smooth
estimators that improve upon the best scale equivariant estimators are derived. These smooth estimators are shown to be generalized
Bayes with respect to a non-informative prior. Finally, using Monte Carlo simulations, these improved smooth estimators are
compared with the best scale equivariant estimators, their non-smooth improvements obtained in Vijayasree, Misra & Singh (1995),
and the restricted maximum likelihood estimators.
Acknowledgments. Authors are thankful to a referee for suggestions leading to improved presentation. 相似文献
18.
In this paper we construct shortest confidence intervals for families of distributions involving two unknown truncation parameters.
The method used is that of the pivotal quantity. 相似文献
19.
Summary The exact distribution function of the ratio of two sums of gamma variates is derived in this paper. The result applies to
ratios of quadratic forms and to a statistic used for testing the equality of scale parameters in two gamma populations. 相似文献
20.
Summary A conservative distribution-free general procedure is proposed for testing the null hypothesis that two distributions differ
at most by the value of a parameter. 相似文献
|