相关论文: A Jarque-Bera test for skew normal data

Online evaluation of machine learning models is typically conducted through A/B experiments. Sequential statistical tests are valuable tools for analysing these experiments, as they enable researchers to stop data collection early without…

This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…

Originally suggested for the blood testing problem by Dorfman in 1943, an idea of Group Testing (GT) has found many applications in other fields as well. Among many (binomial) GT procedures introduced since then, in 1990, Yao and Hwang…

In this paper we recall a non-standard construction of the Borel sigma-algebra B in [0,1] and construct a family of measures (in particular, Lebesgue measure) in B by a completely non-topological method. This approach, that goes back to…

Inverse normal transformations applied to the partially overlapping samples t-tests by Derrick et.al. (2017) are considered for their Type I error robustness and power. The inverse normal transformation solutions proposed in this paper are…

The distribution of seismic moment is of capital interest to evaluate earthquake hazard, in particular regarding the most extreme events. We make use of likelihood-ratio tests to compare the simple Gutenberg-Richter power-law distribution…

Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…

We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…

For the universal hypothesis testing problem, where the goal is to decide between the known null hypothesis distribution and some other unknown distribution, Hoeffding proposed a universal test in the nineteen sixties. Hoeffding's universal…

Samples with a common mean but possibly different, ordered variances arise in various fields such as interlaboratory experiments, field studies or the analysis of sensor data. Estimators for the common mean under ordered variances typically…

We propose an objective non-local prior for testing symmetry against skew-symmetric alternatives. The prior is derived through a formal construction rule by assigning a uniform distribution to a discrepancy-based measure of the shape…

Although Zipf's law is widespread in natural and social data, one often encounters situations where one or both ends of the ranked data deviate from the power-law function. Previously we proposed the Beta rank function to improve the…

It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…

This paper studies the problem of testing the null assumption of no-change in the mean of chronologically ordered independent observations on a random variable $X$ {\it versus} the at most one change in the mean alternative hypothesis. The…

The contribution of this work is the introduction of a multivariate circular-linear (or poly- cylindrical) distribution obtained by combining the projected and the skew-normal. We show the flexibility of our proposal, its property of…

We consider a more generalized spiked covariance matrix $\Sigma$, which is a general non-definite matrix with the spiked eigenvalues scattered into a few bulks and the largest ones allowed to tend to infinity. By relaxing the matching of…

The pseudo-Lindley distribution was introduced as a useful generalization of the Lindley distribution in Zeghdoudi and Nedjar (2016) who showed interesting properties of their new laws and efficiencies in modeling data in Reliability and…

Beginning with work of Zeilberger on classical pattern counts, there are a variety of structural results for moments of permutation statistics applied to random permutations. Using tools from representation theory, Gaetz and Ryba…

The paper presents improved mathematical models and methods for statistical regularities in the behavior of some important characteristics of precipitation: duration of a wet period, maximum daily and total precipitation volumes within a…

Kernel two-sample tests have been widely used for multivariate data to test equality of distributions. However, existing tests based on mapping distributions into a reproducing kernel Hilbert space mainly target specific alternatives and do…