Displaying similar documents to “The Bhattacharyya metric as an absolute similarity measure for frequency coded data”

The Bayesian approach to the combination of forecasts: some extensions into a skewed environment.

Gerrit K. Janssens (1987)

Trabajos de Estadística

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Where a decision-maker has to rely on expert opinions a need for a normative model to combine these forecasts appears. This can be done using Bayes' formula and by making some assumptions on the prior distribution and the distribution of the expert assessments. We extend the case to skewed distributions of these assessments. By using an Edgeworth expansion of the density function including the skewness parameter, we are able to obtain the formula to combine the forecasts in a Bayesian...

Goodness-of-fit tests based on K φ -divergence

Teresa Pérez, Julio A. Pardo (2003)

Kybernetika

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In this paper a new family of statistics based on K φ -divergence for testing goodness-of-fit under composite null hypotheses are considered. The asymptotic distribution of this test is obtained when the unspecified parameters are estimated by maximum likelihood as well as minimum K φ -divergence.

A note on interval estimation for the mean of inverse Gaussian distribution.

M. Arefi, G. R. Mohtashami Borzadaran, Y. Vaghei (2008)

SORT

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In this paper, we study the interval estimation for the mean from inverse Gaussian distribution. This distribution is a member of the natural exponential families with cubic variance function. Also, we simulate the coverage probabilities for the confidence intervals considered. The results show that the likelihood ratio interval is the best interval and Wald interval has the poorest performance.