相关论文: Problems with Fitting to the Power-Law Distributio…

In this paper we present a new characterization of Pareto distribution and consider goodness of fit tests based on it. We provide an integral and Kolmogorov- Smirnov type statistics based on U-statistics and we calculate Bahadur efficiency…

Consider a setting with $N$ independent individuals, each with an unknown parameter, $p_i \in [0, 1]$ drawn from some unknown distribution $P^\star$. After observing the outcomes of $t$ independent Bernoulli trials, i.e., $X_i \sim…

In multigroup data settings with small within-group sample sizes, standard $F$-tests of group-specific linear hypotheses can have low power, particularly if the within-group sample sizes are not large relative to the number of explanatory…

We explore the possibility of evaluating flow harmonics by employing the maximum likelihood estimator (MLE). For a given finite multiplicity, the MLE simultaneously furnishes estimations for all the parameters of the underlying distribution…

We use numerical simulations of ray tracing through N-body simulations to investigate weak lensing by large-scale structure. These are needed for testing the analytic predictions of two-point correlators, to set error estimates on them and…

Given an i.i.d. sample drawn from a density $f$, we propose to test that $f$ equals some prescribed density $f_0$ or that $f$ belongs to some translation/scale family. We introduce a multiple testing procedure based on an estimation of the…

A striking result of [Acharya et al. 2017] showed that to estimate symmetric properties of discrete distributions, plugging in the distribution that maximizes the likelihood of observed multiset of frequencies, also known as the profile…

In this work, the distributional properties of the goodness-of-fit term in likelihood-based information criteria are explored. These properties are then leveraged to construct a novel goodness-of-fit test for normal linear regression models…

Multivariate analyses play an important role in high energy physics. Such analyses often involve performing an unbinned maximum likelihood fit of a probability density function (p.d.f.) to the data. This paper explores a variety of unbinned…

Many biological networks have been labelled scale-free as their degree distribution can be approximately described by a powerlaw distribution. While the degree distribution does not summarize all aspects of a network it has often been…

Log-logistic distribution is a flexible distribution that can model a wide range of failure patterns in the field of electrical, electronic and mechanical engineering and is often used in reliability inference. However, the inference of the…

The complexity of linear mixed-effects (LME) models means that traditional diagnostics are rendered less effective. This is due to a breakdown of asymptotic results, boundary issues, and visible patterns in residual plots that are…

Modeling power transmission networks is an important area of research with applications such as vulnerability analysis, study of cascading failures, and location of measurement devices. Graph-theoretic approaches have been widely used to…

We develop a preference elicitation method for a Von Neumann-Morgenstern (VNM)-type decision-maker from pairwise comparison data in the presence of response errors. We apply the maximum likelihood estimation (MLE) method to jointly elicit…

The problem of maximum-likelihood (ML) estimation of discrete tree-structured distributions is considered. Chow and Liu established that ML-estimation reduces to the construction of a maximum-weight spanning tree using the empirical mutual…

We bring rigor to the vibrant activity of detecting power laws in empirical degree distributions in real-world networks. We first provide a rigorous definition of power-law distributions, equivalent to the definition of regularly varying…

Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…

Efficiently solving Optimal Power Flow (OPF) problems in power systems is crucial for operational planning and grid management. There is a growing need for scalable algorithms capable of handling the increasing variability, constraints, and…

For a number of researchers a number of publications for each author is simulated using the zeta distribution and then for each publication a number of citations per publication simulated. Bootstrap confidence intervals indicate that the…

The exact maximum likelihood estimate (MLE) provides a test statistic for the unit root test that is more powerful \citep[p. 577]{Fuller96} than the usual least squares approach. In this paper a new derivation is given for the asymptotic…