Related papers: Testing exponentiality using extropy of upper reco…
In this paper, we develop an exact test for testing exponentiality against renewal increasing mean residual life class. Pitman's asymptotic efficacy value shows that our test perform well. Some numerical results are presented to demonstrate…
A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…
This article aims to introduced a new lifetime distribution named as exponentiated xgamma distribution (EXGD). The new generalization obtained from xgamma distribution, a special finite mixture of exponential and gamma distributions. The…
Estimation of the parameters of an exponential distribution based on record data has been treated by Samaniego and Whitaker (1986) and Doostparast (2009). Recently, Doostparast and Balakrishnan (2011) obtained optimal confidence intervals…
We prove that the exponential distribution is the only one which satisfies a regression identity. This identity involves conditional expectation of the sample mean of record values given two record values outside of the sample.
We use extensive Monte Carlo transfer matrix calculations on infinite strips of widths $L$ up to 30 lattice spacing and a finite-size scaling analysis to obtain critical exponents and conformal anomaly number $c$ for the two-dimensional…
In this paper we introduce a new lifetime distribution by compounding exponential and Poisson-Lindley distributions, named exponential Poisson-Lindley distribution. Several properties are derived, such as density, failure rate, mean…
We present an algorithmic approach to estimate the value distributions of random variables of probabilistic loops whose statistical moments are (partially) known. Based on these moments, we apply two statistical methods, Maximum Entropy and…
The core of the classical block maxima method consists of fitting an extreme value distribution to a sample of maxima over blocks extracted from an underlying series. In asymptotic theory, it is usually postulated that the block maxima are…
In the paper, we suggest three tests on the validity of a factor model which can be applied for both small dimensional and large dimensional data. Both the exact and asymptotic distributions of the resulting test statistics are derived…
$\textbf{Motivation:}$ Small $p$-values are often required to be accurately estimated in large-scale genomic studies for the adjustment of multiple hypothesis tests and the ranking of genomic features based on their statistical…
An overview of existing nonparametric tests of extreme-value dependence is presented. Given an i.i.d.\ sample of random vectors from a continuous distribution, such tests aim at assessing whether the underlying unknown copula is of the {\em…
We conduct a KL-divergence based procedure for testing elliptical distributions. The procedure simultaneously takes into account the two defining properties of an elliptically distributed random vector: independence between length and…
The existence of large and extreme claims of a non-life insurance portfolio influences the ability of (re)insurers to estimate the reserve. The excess over-threshold method provides a way to capture and model the typical behaviour of…
We consider Bayesian multiple statistical classification problem in the case where the unknown source distributions are estimated from the labeled training sequences, then the estimates are used as nominal distributions in a robust…
For deterministic continuous time nonlinear control systems, epsilon-practical stabilization entropy and practical stabilization entropy are introduced. Here the rate of attraction is specified by a KL-function. Upper and lower bounds for…
This paper proposes new nonparametric diagnostic tools to assess the asymptotic validity of different treatment effects estimators that rely on the correct specification of the propensity score. We derive a particular restriction relating…
The ultimate purpose of the statistical analysis of ordinal patterns is to characterize the distribution of the features they induce. In particular, knowing the joint distribution of the pair Entropy-Statistical Complexity for a large class…
We investigate extreme values of Mahonian and Eulerian distributions arising from counting inversions and descents of random elements of finite Coxeter groups. To this end, we construct a triangular array of either distribution from a…
The method of Maximum (relative) Entropy (ME) is used to translate the information contained in the known form of the likelihood into a prior distribution for Bayesian inference. The argument is guided by intuition gained from the…