Related papers: Statistical tests for the Pseudo-Lindley distribut…
The pseudo-Lindley distribution which was introduced in Zeghdoudi and Nedjar (2016) is studied with regards to its upper tail. In that regard, and when the underlying distribution function follows the Pseudo-Lindley law, we investigate the…
We introduce a new generalization of the Pseudo-Lindley distribution by applying alpha power transformation. The obtained distribution is referred as the Pseudo-Lindley alpha power transformed distribution (\textit{PL-APT}). Some tractable…
The likelihood ratio statistic, with its asymptotic $\chi^2$ distribution at regular model points, is often used for hypothesis testing. At model singularities and boundaries, however, the asymptotic distribution may not be $\chi^2$, as…
The unit-Lindley distribution was recently introduced in the literature as a viable alternative to the Beta and the Kumaraswamy distributions with support in (0; 1). This distribution enjoys many virtuous properties over the named…
Consider the likelihood ratio test (LRT) statistics for the independence of sub-vectors from a $p$-variate normal random vector. We are devoted to deriving the limiting distributions of the LRT statistics based on a random sample of size…
In this paper, we develop new test statistics for private hypothesis testing. These statistics are designed specifically so that their asymptotic distributions, after accounting for noise added for privacy concerns, match the asymptotics of…
We describe likelihood-based statistical tests for use in high energy physics for the discovery of new phenomena and for construction of confidence intervals on model parameters. We focus on the properties of the test procedures that allow…
In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…
This paper introduces chi-square goodness-of-fit tests to check for conditional distribution model specification. The data is cross-classified according to the Rosenblatt transform of the dependent variable and the explanatory variables,…
Since the two seminal papers by Fisher (1915, 1921) were published, the test under a fixed value correlation coefficient null hypothesis for the bivariate normal distribution constitutes an important statistical problem. In the framework of…
A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…
The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…
This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…
This paper presents the asymptotic distributions of a general likelihood-based test statistic, derived using results of Wilks and Wald. The general form of the test statistic incorporates the test statistics and associated asymptotic…
This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…
Likelihood ratio tests are widely used in high-energy physics, where the test statistic is usually assumed to follow a chi-squared distribution with a number of degrees of freedom specified by Wilks' theorem. This assumption breaks down…
In this study an attempt has been made to propose a way to develop new distribution. For this purpose, we need only idea about distribution function. Some important statistical properties of the new distribution like moments, cumulants,…
Generalized likelihood ratio statistics have been proposed in Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193] as a generally applicable method for testing nonparametric hypotheses about nonparametric functions. The likelihood ratio…
In this work, we attempt to refine the classic asymptotic formulae to describe the probability distribution of likelihood-ratio statistical tests. The idea is to split the probability distribution function into two parts. One part is…
Many experiments can be interpreted in terms of random processes operating according to some internal protocols. When experiments are costly or cannot be repeated only one or a few finite samples are available. In this paper we study data…