On the admissibility of tests for extended hypotheses of fit
We present a mathematical model allowing formally define the concepts of empirical and theoretical knowledge. The model consists of a finite set P of predicates and a probability space (Ω, S, P) over a finite set Ω called ontology which consists of objects ω for which the predicates π ∈ P are either valid (π(ω) = 1) or not valid (π(ω) = 0). Since this is a first step in this area, our approach is as simple as possible, but still nontrivial, as it is demonstrated by examples. More realistic approach...
Explicit formulas for the non-centrality parameters of the limiting chi-square distribution of proposed multisample rank based test statistics, aimed at testing the hypothesis of the simultaneous equality of location and scale parameters of underlying populations, are obtained by means of a general assertion concerning the location-scale test statistics. The finite sample behaviour of the proposed tests is discussed and illustrated by simulation estimates of the rejection probabilities. A modification...
We consider a centered Gaussian random field X = X t : t ∈ T with values in a Banach space defined on a parametric set T equal to ℝm or ℤm. It is supposed that the distribution of X t is independent of t. We consider the asymptotic behavior of closed convex hulls W n = convX t : t ∈ T n, where (T n) is an increasing sequence of subsets of T. We show that under some conditions of weak dependence for the random field under consideration and some sequence (b n)n≥1 with probability 1, (in the sense...
We consider an estimate of the mode of a multivariate probability density with support in using a kernel estimate drawn from a sample . The estimate is defined as any in such that . It is shown that behaves asymptotically as any maximizer of . More precisely, we prove that for any sequence of positive real numbers such that and , one has in probability. The asymptotic normality of follows without further work.
We consider an estimate of the mode θ of a multivariate probability density f with support in using a kernel estimate fn drawn from a sample X1,...,Xn. The estimate θn is defined as any x in {X1,...,Xn} such that . It is shown that θn behaves asymptotically as any maximizer of fn. More precisely, we prove that for any sequence of positive real numbers such that and , one has in probability. The asymptotic normality of θn follows without further work.
The equivalence of the symmetry of density of the distribution of observations and the oddness and evenness of the score-generating functions for the location and the scale problem, respectively, is established at first. Then, it is shown that the linear rank statistics with scores generated by these functions are asymptotically independent under the hypothesis of randomness as well as under contiguous alternatives in the last part of the paper. The linear and quadratic forms of these statistics...
Particle filter algorithms approximate a sequence of distributions by a sequence of empirical measures generated by a population of simulated particles. In the context of Hidden Markov Models (HMM), they provide approximations of the distribution of optimal filters associated to these models. For a given set of observations, the behaviour of particle filters, as the number of particles tends to infinity, is asymptotically Gaussian, and the asymptotic variance in the central limit theorem depends...
Particle filter algorithms approximate a sequence of distributions by a sequence of empirical measures generated by a population of simulated particles. In the context of Hidden Markov Models (HMM), they provide approximations of the distribution of optimal filters associated to these models. For a given set of observations, the behaviour of particle filters, as the number of particles tends to infinity, is asymptotically Gaussian, and the asymptotic variance in the central limit theorem depends...
Equations are derived for the autocorrelation function of a trended series. The special case of a linear trend is analysed in detail. It is shown that the zero of the autocorrelation function of a trended series is, in general, only dependent on the length of the series. This result is valid for stochastic and deterministic trends.
In this paper, we study the class of inflated modified power series distributions (IMPSD) where inflation occurs at any of support points. This class includes among others the generalized Poisson,the generalized negative binomial and the lost games distributions. We derive the Bayes estimators of parameters for these distributions when a parameter of inflation is known. First, we take as the prior distribution the uniform, Beta and Gamma distribution. In the second part of this paper, the prior...