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We investigate how the statistics of extremes and records is affected when taking the moving average over a window of width $p$ of a sequence of independent, identically distributed random variables. An asymptotic analysis of the general…
We study distributional robustness in the context of Extreme Value Theory (EVT). We provide a data-driven method for estimating extreme quantiles in a manner that is robust against incorrect model assumptions underlying the application of…
Machine learning theory has mostly focused on generalization to samples from the same distribution as the training data. Whereas a better understanding of generalization beyond the training distribution where the observed distribution…
Arnold and Villasenor (2013) obtain a series of characterizations of the exponential distribution based on random samples of size two. These results were already applied in constructing goodness-of-fit tests. Extending the techniques from…
A measure-preserving dynamical system can be approximated by a Markov shift with a bistochastic matrix. This leads to using empirical stochastic matrices to measure and estimate properties of stirring protocols. Specifically, the second…
The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…
A test based on tapering is proposed for use in testing a global linear hypothesis under a functional linear model. The test statistic is constructed as a weighted sum of squared linear combinations of Fourier coefficients, a tapered…
In this article two methods to distinguish between polynomial and exponential tails are introduced. The methods are mainly based on the properties of the residual coefficient of variation for the exponential and non-exponential…
The extropy measure, first proposed by Lad, Sanfilippo, and Agro in their (2015) paper in Statistical Science, has attracted considerable attention in recent years. Our study introduces a fresh approach to representing weighted extropy in…
In this note we study the numerical stability problem that may take place when calculating the cumulative distribution function of the {\it Hypoexponential} random variable. This computation is extensively used during the execution of Monte…
Based on the median and the median absolute deviation estimators, and the Hodges-Lehmann and Shamos estimators, robustified analogues of the conventional $t$-test statistic are proposed. The asymptotic distributions of these statistics are…
Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties…
The classical combinatorics-based password strength formula provides a result in tens of bits, whereas the NIST Entropy Estimation Suite give a result between 0 and 1 for Min-entropy. In this work, we present a newly developed metric --…
Although the fundamental probabilistic theory of extremes has been well developed, there are many practical considerations that must be addressed in application. The contribution of this thesis is four-fold. The first concerns the choice of…
The numerical computation of the exponentiation of a real matrix has been intensively studied. The main objective of a good numerical method is to deal with round-off errors and computational cost. The situation is more complicated when…
We demonstrate how information in the form of observable data and moment constraints are introduced into the method of Maximum relative Entropy (ME). A general example of updating with data and moments is shown. A specific econometric…
Identifying future congestion points in electricity distribution networks is an important challenge distribution system operators face. A proven approach for addressing this challenge is to assess distribution grid adequacy using…
Extreme value theory provides an asymptotically justified framework for estimation of exceedance probabilities in regions where few or no observations are available. For multivariate tail estimation, the strength of extremal dependence is…
DUS transformation of lifetime distributions received attention by engineers and researchers in recent years. The present study introduces a new class of distribution using exponentiation of DUS transformation. A new distribution using the…
Recently Batsidis \textit{et al.} (2011) have presented a new procedure based on divergence measures for testing the hypothesis of the existence of a change point in exponential populations. A simulation study was carried out, in this…