排序方式: 共有41条查询结果,搜索用时 15 毫秒
1.
There have been numerous tests proposed to determine whether or not the exponential model is suitable for a given data set. In this article, we propose a new test statistic based on spacings to test whether the general progressive Type-II censored samples are from exponential distribution. The null distribution of the test statistic is discussed and it could be approximated by the standard normal distribution. Meanwhile, we propose an approximate method for calculating the expectation and variance of samples under null hypothesis and corresponding power function is also given. Then, a simulation study is conducted. We calculate the approximation of the power based on normality and compare the results with those obtained by Monte Carlo simulation under different alternatives with distinct types of hazard function. Results of simulation study disclose that the power properties of this statistic by using Monte Carlo simulation are better for the alternatives with monotone increasing hazard function, and otherwise, normal approximation simulation results are relatively better. Finally, two illustrative examples are presented. 相似文献
2.
B.P.M. McCabe 《统计学通讯:理论与方法》2013,42(5):1597-1813
This paper considers procedures for the detection of heteroscedasticity when it occurs at unknown points. First the number of points is assumed known apriori and then this assumption is relaxed so that both the position and the number of possible aberrant observations is unknown. Monte Carlo evidence is provided on the performance of both tests and they are found to perform reasonably. 相似文献
3.
The smooth goodness of fit tests are generalized to singly censored data and applied to the problem of testing Weibull (or extreme value) fit. Smooth tests, Pearson-type tests, and the spacings tests proposed by Mann, Schemer, and Fertig (1973) are compared on the basis of local asymptotic relative efficiency with respect to the asymptotic best test against generalized gamma alternatives, The smooth test of order one Is found to be most efficient for the generalized gamma alternatives. 相似文献
4.
Juan C. Correa 《统计学通讯:理论与方法》2013,42(10):2439-2449
Vasicek (1976) proposed an estimator of entropy based on spacings. A new estimator of entropy is proposed. This new estimator is based on local linear regression. Comparisons between this new estimator and Vasicek's estimator are made. The mean square error (MSE) of the new estimator is consistently smaller than the MSE of Vasicek's estimator. 相似文献
5.
Suppose that the maximum of a random sample from a distribution F(x) may be obtained in each of k equally spaced observation periods. This paper proposes a test to determine the domain of attraction of F(x), and investigates the properties when the sample size is very large and perhaps unknown and k is fixed and small. The test statistic is a function of the spacings between the order statistics based on the sequence of maxima and is suggested by reference to one studied previously when inference was based on the largest k observations of a random sample. A Monte Carlo study shows that the proposed test is more powerful than its main competitor. The test is illustrated by two examples. 相似文献
6.
Steven G. From 《统计学通讯:理论与方法》2013,42(6):2201-2223
Methods for estimating the mixing parameters in a mixture of two exponential distributions are proposed. The estimators proposed are consistent and BAN(best asymptotically normal). The optimal spacings for estimating these mixture parameters are calculated. 相似文献
7.
《Journal of Statistical Computation and Simulation》2012,82(5):315-331
The exact inference and prediction intervals for the K-sample exponential scale parameter under doubly Type-II censored samples are derived using an algorithm of Huffer and Lin [Huffer, F.W. and Lin, C.T., 2001, Computing the joint distribution of general linear combinations of spacings or exponen-tial variates. Statistica Sinica, 11, 1141–1157.]. This approach provides a simple way to determine the exact percentage points of the pivotal quantity based on the best linear unbiased estimator in order to develop exact inference for the scale parameter as well as to construct exact prediction intervals for failure times unobserved in the ith sample. Similarly, exact prediction intervals for failure times of units from a future sample can also be easily obtained. 相似文献
8.
This article studies some ordering results for the sample spacings arising from the single- and multiple-outlier exponential models. In the single-outlier exponential models, it is shown that the weak majorization order between the two hazard rate vectors implies the hazard rate order as well as the dispersive order between the corresponding sample spacings. We also extend this result from the single-outlier model to the multiple-outlier model for the special case of the second sample spacing. Furthermore, we obtain some necessary and sufficient conditions such that, on the one hand, the hazard rate, dispersive and usual stochastic orders, and on the other hand, the likelihood ratio and reversed hazard rate orders of the second sample spacings from two independent heterogeneous exponential random variables are equivalent. 相似文献
9.
Randomly generated points in Rd are connected to their nearest neighbours (Euclidean distance). The resulting connected clusters of points are studied. This paper examines questions related to the collection of clusters formed and to the internal structure of a cluster. In particular, the one-dimensional structure is examined in detail. 相似文献
10.
Philippe Barbe 《Journal of statistical planning and inference》1997,60(2):199-214
We define the generalized bootstrapped version of the empirical and quantile renewal spacing processes. We show that the asymptotic theory of the renewal spacings processes holds for the bootstrap version. 相似文献