Efficiency rate and local deficiency of the most powerful tests in the model of contaminacy with general neighbourhoods
Einfache Begründung für die Irrtumswahrscheinlichkeitsschranke der HOMMEL'schen Mehrheitstestkombination.
El contraste de hipótesis compuesta frente a alternativa simple como problema de programación matemática infinita.
Empirical Comparisons of Some Tests of Separate Families of Hypotheses.
Estimating the contamination level of data in the framework of linear regression analysis.
An estimator of the contamination level of data is proposed in the framework of linear models and its asymptotic behavior is investigated. A numerical study illustrates its finite sample performance under an alternative.
Estimation and bimodality testing in the cusp model
The probability density function of the stochastic cusp model belongs to the class of generalized exponential distributions. It accommodates variable skewness, kurtosis, and bimodality. A statistical test for bimodality of the stochastic cusp model using the maximum likelihood estimation and delta method for Cardan's discriminant is introduced in this paper, as is a necessary condition for bimodality, which can be used for simplified testing to reject bimodality. Numerical maximum likelihood estimation...
Estimation and tests of the discrete probability law based on the empirical generating function, (two dimensional case).
Estimation functions and uniformly most powerful tests for inverse Gaussian distribution
The aim of this article is to develop estimation functions by confidence regions for the inverse Gaussian distribution with two parameters and to construct tests for hypotheses testing concerning the parameter when the mean parameter is known. The tests constructed are uniformly most powerful tests and for testing the point null hypothesis it is also unbiased.
Estimation in models driven by fractional brownian motion
Let {bH(t), t∈ℝ} be the fractional brownian motion with parameter 0<H<1. When 1/2<H, we consider diffusion equations of the type X(t)=c+∫0tσ(X(u)) dbH(u)+∫0tμ(X(u)) du. In different particular models where σ(x)=σ or σ(x)=σ x and μ(x)=μ or μ(x)=μ x, we propose a central limit theorem for estimators of H and of σ based on regression methods. Then we give tests of the hypothesis on σ for these models. We also consider functional estimation on σ(⋅)...
Estimation of a Regression Coefficient After two Preliminary Tests of Significance.
Exact Critical Values of Bartlett's Test of Homogeneity of Variances for Unequal Sample Sizes for two Populations and Power of the Test.
Exact distributions in the model of a regression line for the threshold parameter with exponential distribution of errors
In this paper it is shown how one can work out exact distributions of estimators and test statistics in the model of a regression line for the threshold parameter with exponential distribution of errors. This is done on a test statistics which is related to a problem of Zvára [Zvara95].
Exact simultaneous location-scale tests for two shifted exponential samples
The failure time distribution for various items often follows a shifted (two-parameter) exponential model and not the traditional (one-parameter) exponential model. The shifted exponential is very useful in practice, in particular in the engineering, biomedical sciences and industrial quality control when modeling time to event or survival data. The open problem of simultaneous testing for differences in origin and scale parameters of two shifted exponential distributions is addressed. Two exact...
Exemple de test statistique non standard
Exponential inequalities for self-normalized processes with applications.