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Tests de la razón de verosimilitud para medias de poblaciones normales, sujetas a restricciones.

José Antonio Menéndez Fernández (1984)

Trabajos de Estadística e Investigación Operativa

This paper shows the statistics that define the likelihood ratio tests about the mean of a k-dimensional normal population, when the hypotheses to test are H0: θ = 0; H0*: θ ∈ τφ; H1: θ ∈ τ; H2: θ ∈ Rk, being τ a closed and poliedric convex cone in Rk, and τφ the minima dimension face in τ.It is proved that the obtained statistics distributions are certain combinations of chi-squared distributions, when θ = 0.At last, it is proved that the power functions of the tests satisfy some desirable properties....

The distribution of mathematical expectations of a randomized fuzzy variable.

V. B. Kuz'min, S. I. Travkin (1998)

Mathware and Soft Computing

The Shaffer's definition of the upper and lower expectations of fuzzy variables is considered with respect to randomized fuzzy sets. The notion of randomized fuzzy sets is introduced in order to evaluate fuzzy statistical indices for an arbitrary chosen fuzzy variable. Provided the distribution of the mathematical expectation of a randomized fuzzy variable is known, it is possible to adopt the traditional methods of testing statistical hypotheses for fuzzy variables.We show that this distribution...

The gamma-uniform distribution and its applications

Hamzeh Torabi, Narges Montazeri Hedesh (2012)

Kybernetika

Up to present for modelling and analyzing of random phenomenons, some statistical distributions are proposed. This paper considers a new general class of distributions, generated from the logit of the gamma random variable. A special case of this family is the Gamma-Uniform distribution. We derive expressions for the four moments, variance, skewness, kurtosis, Shannon and Rényi entropy of this distribution. We also discuss the asymptotic distribution of the extreme order statistics, simulation issues,...

The inverse distribution for a dichotomous random variable

Elisabetta Bona, Dario Sacchetti (1997)

Commentationes Mathematicae Universitatis Carolinae

In this paper we will deal with the determination of the inverse of a dichotomous probability distribution. In particular it will be shown that a dichotomous distribution admit inverse if and only if it corresponds to a random variable assuming values ( 0 , a ) , a + . Moreover we will provide two general results about the behaviour of the inverse distribution relative to the power and to a linear transformation of a measure.

The LASSO estimator: Distributional properties

Rakshith Jagannath, Neelesh S. Upadhye (2018)

Kybernetika

The least absolute shrinkage and selection operator (LASSO) is a popular technique for simultaneous estimation and model selection. There have been a lot of studies on the large sample asymptotic distributional properties of the LASSO estimator, but it is also well-known that the asymptotic results can give a wrong picture of the LASSO estimator's actual finite-sample behaviour. The finite sample distribution of the LASSO estimator has been previously studied for the special case of orthogonal models....

Theoretical aspects of total time on test transform of weighted variables and applications

Mojtaba Esfahani, Gholam Reza Mohtashami-Borzadaran, Mohammad Amini (2023)

Kybernetika

Although the total time on test (TTT) transform is not a newly discovered concept, it has many applications in various fields. On the other hand, weighted distributions are extensively developed by the statisticians to tackle the insufficiency of the standard statistical distributions in modeling the arising data from real-world problems in the contexts like medicine, ecology, and reliability engineering. This paper develops the TTT transform for the weighted random variables and investigates the...

Three methods for constructing reference prior distributions.

Eusebio Gómez Sánchez-Manzano, Miguel A. Gómez Villegas (1990)

Revista Matemática de la Universidad Complutense de Madrid

Three methods are proposed for constructing reference prior densities for certain biparametric distribution families. These densities represent approximations to the Bayesian concept of noninformative distribution.

Transformations of copulas

Erich Peter Klement, Radko Mesiar, Endre Pap (2005)

Kybernetika

Transformations of copulas by means of increasing bijections on the unit interval and attractors of copulas are discussed. The invariance of copulas under such transformations as well as the relationship to maximum attractors and Archimax copulas is investigated.

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