Displaying similar documents to “The distribution of the estimate of entropy and its applications”

Computing the distribution of a linear combination of inverted gamma variables

Viktor Witkovský (2001)

Kybernetika

Similarity:

A formula for evaluation of the distribution of a linear combination of independent inverted gamma random variables by one-dimensional numerical integration is presented. The formula is direct application of the inversion formula given by Gil–Pelaez [gil-pelaez]. This method is applied to computation of the generalized p -values used for exact significance testing and interval estimation of the parameter of interest in the Behrens–Fisher problem and for variance components in balanced...

On an interval-partitioning scheme

Marcel Neuts, Jian-Min Li, Charles Pearce (1999)

Applicationes Mathematicae

Similarity:

In a recent paper, Neuts, Rauschenberg and Li [10] examined, by computer experimentation, four different procedures to randomly partition the interval [0,1] into m intervals. The present paper presents some new theoretical results on one of the partitioning schemes. That scheme is called Random Interval (RI); it starts with a first random point in [0,1] and places the kth point at random in a subinterval randomly picked from the current k subintervals (1

Goodness of fit tests with weights in the classes based on ( h , φ ) -divergences

Elena Landaburu, Leandro Pardo (2000)

Kybernetika

Similarity:

The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted h , φ -divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted h , φ -divergence between an empirical distribution and a fixed distribution is here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution...