Displaying similar documents to “Bayesian analysis of the model of hidden periodicities”

Parametric test for change in a parameter occurring in the density of one-parameter exponential family

van Huu Nguyen (1980)

Aplikace matematiky

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The problem of testing hypothesis under which the observations are independent, identically distributed against a class of alternatives of regression in a parameter of the one-parameter exponential family is studied. A parametric test for this problem is suggested. The relative efficiency of the parametric test compared to the rank test proposed in the author's preceding paper is also derived.

Investigation of periodicity for dependent observations

Tomáš Cipra (1984)

Aplikace matematiky

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It is proved that Hannan's procedure for statistical test of periodicity in the case of time series with dependent observations can be combined with Siegel's improvement of the classical Fischer's test of periodicity. Simulations performed in the paper show that this combination can increase the power of Hannan's test when at least two periodicities are present in the time series with dependent observations.

Bayesian inference in life tests based on exponential model with outliers when sample size is a random variable.

G. S. Lingappaiah (1990)

Trabajos de Estadística

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This paper deals with the problem of prediction of the order statistics in a future sample. Underlying model is exponential. Outlier is present in the sample drawn and the sample size is considered a random variable. Firstly, an outlier of type θδ in the exponential model, is treated. Actual predictive distribution of the order statistics is obtained. As an extension, the two-sample problem is also taken up. Finally, an outlier of type θ + δ is dealt with and now the predictive distribution...

Periodic autoregression with exogenous variables and periodic variances

Jiří Anděl (1989)

Aplikace matematiky

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The periodic autoregressive process with non-vanishing mean and with exogenous variables is investigated in the paper. It is assumed that the model has also periodic variances. The statistical analysis is based on the Bayes approach with a vague prior density. Estimators of the parameters and asymptotic tests of hypotheses are derived.