Related papers: Testing for Stochastic Order in Interval-Valued Da…
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…
Consider a set of order statistics that arise from sorting samples from two different populations, each with their own, possibly different distribution function. The probability that these order statistics fall in disjoint, ordered…
The initial mass function for the stars is often modeled by a lognormal distribution. This paper is devoted to demonstrating the advantage of introducing a left and right truncated lognormal probability density function, which is…
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…
A new test statistic based on success runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail. It supplements the classic $\chi^{2}$ test which ignores the…
In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…
We introduce new test statistic to test the independence of two multi-dimensional random variables. Based on the $L_1$-distance and the historgram density estimation method, the test is compared via Bahadur relative efficiency to several…
The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…
Intraclass correlation in bilateral data has been investigated in recent decades with various statistical methods. In practice, stratifying bilateral data by some control variables will provide more sophisticated statistical results to…
Given a fixed-sample-size test that controls the error probabilities under two specific, but arbitrary, distributions, a 3-stage and two 4-stage tests are proposed and analyzed. For each of them, a novel, concrete, non-asymptotic,…
Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…
We consider several stochastic service systems, and study the asymptotic behavior of the moments of various quantities that have application to models for random interval graphs and algorithms for searching for an idle server or empty…
We propose a novel inverse method that utilizes a set of data to construct a simple equation that governs the stochastic process for which the data have been measured, hence enabling us to reconstruct the stochastic process. As an example,…
We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…
In some inferential statistical methods, such as tests and confidence intervals, it is important to describe the stochastic behavior of statistical functionals, aside from their large sample properties. We study such behavior in terms of…
Order statistics theory is applied in this paper to probabilistic robust control theory to compute the minimum sample size needed to come up with a reliable estimate of an uncertain quantity under continuity assumption of the related…
This paper reveals a novel numerical method, the sequential test, which approves chaos through sequences of numbers observations. The method alights alongside the Lyapunov exponent and bifurcation diagram test. Explicitly elucidation of the…
This work is concern with testing the low-dimensional parameters of interest with divergent dimensional data and variable selection for the rest under the sparse case. A consistent test via the partial penalized likelihood approach, called…
In clinical and epidemiological research doubly truncated data often appear. This is the case, for instance, when the data registry is formed by interval sampling. Double truncation generally induces a sampling bias on the target variable,…
The stochastic comparisons of parallel and series system are worthy of study. In this paper, we present some stochastic comparisons of parallel and series systems having independent components from Gumble distribution with two parameters…