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...

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...

The compound Poisson-gamma variable is the sum of a random sample from a gamma distribution with sample size an independent Poisson random variable. It has received wide ranging applications. In this note, we give an account of its mathematical properties including estimation procedures by the methods of moments and maximum likelihood. Most of the properties given are hitherto unknown.

This paper deals with the convergence in distribution of the maximum of n independent and identically distributed random variables under power normalization. We measure the difference between the actual and asymptotic distributions in terms of the double-log scale. The error committed when replacing the actual distribution of the maximum under power normalization by its asymptotic distribution is studied, assuming that the cumulative distribution function of the random variables is known. Finally,...

Let $F_n$ be the empirical distribution function (df) pertaining to independent random variables with continuous df $F$. We investigate the minimizing point ${\widehat{\tau }}_n$ of the empirical process $F_n-F_0$, where $F_0$ is another df which differs from $F$. If $F$ and $F_0$ are locally Hölder-continuous of order $\alpha$ at a point $\tau$ our main result states that $n^{1/\alpha }({\widehat{\tau }}_n-\tau )$ converges in distribution. The limit variable is the almost sure unique minimizing point of a two-sided time-transformed homogeneous Poisson-process with a drift. The time-transformation...

Let Fn be the empirical distribution function (df) pertaining to independent random variables with continuous df F. We investigate the minimizing point ${\widehat{\tau }}_n$ of the empirical process Fn - F0, where F0 is another df which differs from F. If F and F0 are locally Hölder-continuous of order α at a point τ our main result states that $n^{1/\alpha }({\widehat{\tau }}_n-\tau )$ converges in distribution. The limit variable is the almost sure unique minimizing point of a two-sided time-transformed homogeneous Poisson-process with a drift. The time-transformation...

We consider positive real valued random data X with the decadic representation X = Σi=∞∞Di 10i and the first significant digit D = D(X) in {1,2,...,9} of X defined by the condition D = Di ≥ 1, Di+1 = Di+2 = ... = 0. The data X are said to satisfy the Newcomb-Benford law if P{D=d} = log10(d+1 / d) for all d in {1,2,...,9}. This law holds for example for the data with log10X uniformly distributed on an interval (m,n) where m and n are integers. We show that if log10X has a distribution function...

Let the random variable $X$ have the normal distribution $N(\mu ,{\sigma }^2)$. Explicit formulas for maximum likelihood estimator of $\mu ,\sigma$ are derived under the hypotheses $\mu +c\sigma \le m+\delta ,\mu -c\sigma \ge m-\delta$, where $c,m,\delta$ are arbitrary fixed numbers. Asymptotic distribution of the likelihood ratio statistic for testing this hypothesis is derived and some of its quantiles are presented.

Consider the following inhomogeneous fragmentation model: suppose an initial particle with mass x₀ ∈ (0,1) undergoes splitting into b > 1 fragments of random sizes with some size-dependent probability p(x₀). With probability 1-p(x₀), this particle is left unchanged forever. Iterate the splitting procedure on each sub-fragment if any, independently. Two cases are considered: the stable and unstable case with $p\left(x₀\right)=x{₀}^a$ and $p\left(x₀\right)=1-x{₀}^a$ respectively, for some a > 0. In the first (resp. second) case, since smaller...

The theory of copulas provides a useful tool for modelling dependence in risk management. The goal of this paper is to describe the tail behaviour of bivariate copulas and its role in modelling extreme events. We say that a bivariate copula has a uniform lower tail expansion if near the origin it can be approximated by a homogeneous function L(u,v) of degree 1; and it is said to have a uniform upper tail expansion if the associated survival copula has a lower tail expansion. In this paper we (1)...