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On the amount of information resulting from empirical and theoretical knowledge.

Igor Vajda, Arnost Vesely, Jana Zvarova (2005)

Revista Matemática Complutense

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...

On the asymptotic efficiency of the multisample location-scale rank tests and their adjustment for ties

František Rublík (2007)

Kybernetika

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...

On the asymptotic form of convex hulls of Gaussian random fields

Youri Davydov, Vygantas Paulauskas (2014)

Open Mathematics

We consider a centered Gaussian random field X = X t : t ∈ T with values in a Banach space 𝔹 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...

On the asymptotic properties of a simple estimate of the Mode

Christophe Abraham, Gérard Biau, Benoît Cadre (2004)

ESAIM: Probability and Statistics

We consider an estimate of the mode θ of a multivariate probability density f with support in d using a kernel estimate f n drawn from a sample X 1 , , X n . The estimate θ n is defined as any x in { X 1 , , X n } such that f n ( x ) = max i = 1 , , n f n ( X i ) . It is shown that θ n behaves asymptotically as any maximizer θ ^ n of f n . More precisely, we prove that for any sequence ( r n ) n 1 of positive real numbers such that r n and r n d log n / n 0 , one has r n θ n - θ ^ n 0 in probability. The asymptotic normality of θ n follows without further work.

On the asymptotic properties of a simple estimate of the Mode

Christophe Abraham, Gérard Biau, Benoît Cadre (2010)

ESAIM: Probability and Statistics

We consider an estimate of the mode θ of a multivariate probability density f with support in d using a kernel estimate fn drawn from a sample X1,...,Xn. The estimate θn is defined as any x in {X1,...,Xn} such that f n ( x ) = max i = 1 , , n f n ( X i ) . It is shown that θn behaves asymptotically as any maximizer θ ^ n of fn. More precisely, we prove that for any sequence ( r n ) n 1 of positive real numbers such that r n and r n d log n / n 0 , one has r n θ n - θ ^ n 0 in probability. The asymptotic normality of θn follows without further work.

On the asymptotic properties of rank statistics for the two-sample location and scale problem

Mohamed N. Goria, Dana Vorlíčková (1985)

Aplikace matematiky

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...

On the asymptotic variance in the central limit theorem for particle filters

Benjamin Favetto (2012)

ESAIM: Probability and 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...

On the asymptotic variance in the central limit theorem for particle filters

Benjamin Favetto (2012)

ESAIM: Probability and 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...

On the autocorrelation function of a trended series.

Cecilio Mar Molinero (1985)

Qüestiió

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.

On the Bayes estimators of the parameters of inflated modified power series distributions

Małgorzata Murat, Dominik Szynal (2000)

Discussiones Mathematicae Probability and Statistics

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...

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