排序方式: 共有26条查询结果,搜索用时 0 毫秒
1.
G. G. Hamedani 《统计学通讯:理论与方法》2013,42(3):510-514
A characterization of the uniform distribution based on distributions of spacings is presented which extends the existing result in this direction. Also, a result on the distribution of spacings for distributions close to the uniform one is discussed. 相似文献
2.
The exact distribution of a linear combination of n independent negative exponential random variables, when the coefficients of the linear combination are distinct and positive quantities, is well-known. This paper extends the above result to the general case, namely when the coefficients are arbitrary real numbers, positive or negative, distinct or coincident. 相似文献
3.
Emad-Eldin A.A. Aly 《统计学通讯:理论与方法》2013,42(4):1075-1086
A simple proof for a theorem of Csörgö and Révész (1981b and 1984) concerning sums of weighted spacings is given, The conditions of the theorem are relaxed. As an application, a goodness-of-fit test for the logistic distribution is proposed. The percentage points of the proposed test statistic are obtained by a simulation experiment. 相似文献
4.
Let X 1, X 2,…, X n be independent exponential random variables with X i having failure rate λ i for i = 1,…, n. Denote by D i:n = X i:n ? X i?1:n the ith spacing of the order statistics X 1:n ≤ X 2:n ≤ ··· ≤ X n:n , i = 1,…, n, where X 0:n ≡ 0. It is shown that if λ n+1 ≤ [≥] λ k for k = 1,…, n then D n:n ≤ lr D n+1:n+1 and D 1:n ≤ lr D 2:n+1 [D 2:n+1 ≤ lr D 2:n ], and that if λ i + λ j ≥ λ k for all distinct i,j, and k then D n?1:n ≤ lr D n:n and D n:n+1 ≤ lr D n:n , where ≤ lr denotes the likelihood ratio order. We also prove that D 1:n ≤ lr D 2:n for n ≥ 2 and D 2:3 ≤ lr D 3:3 for all λ i 's. 相似文献
5.
In this article, we consider the problem of best linear unbiased estimation and best linear invariant estimation of the common scale parameter of several distributions using spacing of the pooled sample of all observations of individual samples. We derived conditions for the non negativity of the scale estimator obtained by the above methods. Further, we obtained necessary and sufficient conditions for the derived estimators to be constant multiples of the pooled sample range. 相似文献
6.
Bariş Sürücü 《统计学通讯:理论与方法》2013,42(7):1319-1331
We propose three new statistics, Z p , C p , and R p for testing a p-variate (p ≥ 2) normal distribution and compare them with the prominent test statistics. We show that C p is overall most powerful and is effective against skew, long-tailed as well as short-tailed symmetric alternatives. We show that Z p and R p are most powerful against skew and long-tailed alternatives, respectively. The Z p and R p statistics can also be used for testing an assumed p-variate nonnormal distribution. 相似文献
7.
Christos T. Nakas 《统计学通讯:模拟与计算》2013,42(5):1053-1059
This article studies the performance of the one-sample goodness-of-fit test which is based on the length of the P–P-plot initially introduced in a similar context by Reschenhofer and Bomze (1991). The distributional properties of the length test are revised empirically via simulations. In the Monte Carlo power study that follows the length test is shown empirically to have high power under various alternatives considered relative to members of the Cramér–von Mises family of goodness-of-fit tests, and the Kolmogorov–Smirnov test. 相似文献
8.
M. Mahdizadeh 《统计学通讯:模拟与计算》2017,46(8):6173-6196
As a measure of certainty, informational energy has been used in many statistical problems. In this article, we introduce some estimators of this quantity by modifying the basic estimator available in the literature. The new measures are then used to develop tests of uniformity. A Monte Carlo simulation study is performed to evaluate power behavior of the proposed tests. The results confirm the preference of the new tests in some situations. 相似文献
9.
Ishay Weissman 《The American statistician》2013,67(3):216-217
Francis Galton proposed to split the money available for the first two prizes in a competition according to some ratio X, depending on the marks of the three best competitors, but invariant under change of location or scale of the marks. Assuming normality, Galton found that EX is about .75 and empirically he observed that X is nearly uniformly distributed between and 1. Our main purpose is to show that Galton was indeed right for a wide class of underlying distributions. As the number of competitors tends to ∞, the ratio X tends (in distribution) to a uniform random variable. 相似文献
10.
We introduce a new test of isotropy or uniformity on the circle, based on the Gini mean difference of the sample arc-lengths and obtain both the exact and asymptotic distributions under the null hypothesis of circular uniformity. We also provide a table of upper percentile values of the exact distribution for small to moderate sample sizes. Illustrative examples in circular data analysis are also given. It is shown that a “generalized” Gini mean difference test has better asymptotic efficiency than a corresponding “generalized” Rao's test in the sense of Pitman asymptotic relative efficiency. 相似文献