Displaying 121 – 140 of 169

Showing per page

On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments

Dietmar Ferger (2005)

ESAIM: Probability and Statistics

Let F n be the empirical distribution function (df) pertaining to independent random variables with continuous df F . We investigate the minimizing point τ ^ 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 α at a point τ our main result states that n 1 / α ( τ ^ n - τ ) 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...

On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments

Dietmar Ferger (2010)

ESAIM: Probability and Statistics

Let Fn be the empirical distribution function (df) pertaining to independent random variables with continuous df F. We investigate the minimizing point τ ^ 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 / α ( τ ^ n - τ ) 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...

On the number of word occurrences in a semi-Markov sequence of letters

Margarita Karaliopoulou (2009)

ESAIM: Probability and Statistics

Let a finite alphabet Ω. We consider a sequence of letters from Ω generated by a discrete time semi-Markov process { Z γ ; γ } . We derive the probability of a word occurrence in the sequence. We also obtain results for the mean and variance of the number of overlapping occurrences of a word in a finite discrete time semi-Markov sequence of letters under certain conditions.

On the properties of the Generalized Normal Distribution

Thomas L. Toulias, Christos P. Kitsos (2014)

Discussiones Mathematicae Probability and Statistics

The target of this paper is to provide a critical review and to enlarge the theory related to the Generalized Normal Distributions (GND). This three term (position, scale shape) distribution is based in a strong theoretical background due to Logarithm Sobolev Inequalities. Moreover, the GND is the appropriate one to support the Generalized entropy type Fisher's information measure.

Currently displaying 121 – 140 of 169