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Stability of characterizations of distribution functions using failure rate functions

Maia Koicheva, Edward Omey (1990)

Aplikace matematiky

Let λ denote the failure rate function of the d , f . F and let λ 1 denote the failure rate function of the mean residual life distribution. In this paper we characterize the distribution functions F for which λ 1 = c λ and we estimate F when it is only known that λ 1 / λ or λ 1 - c λ is bounded.

Statistical applications of order α - β weighted information energy

María Del Carmen Pardo, Julio A. Pardo (1995)

Applications of Mathematics

A statistic using the concept of order α - β weighted information energy introduced by Tuteja et al. (1992) is considered and its asymptotic distribution in a stratified random sampling is obtained. Some special cases are also discussed.

Statistical aspects of associativity for copulas

José M. González-Barrios (2010)

Kybernetika

In this paper we study in detail the associativity property of the discrete copulas. We observe the connection between discrete copulas and the empirical copulas, and then we propose a statistic that indicates when an empirical copula is associative and obtain its main statistical properties under independence. We also obtained asymptotic results of the proposed statistic. Finally, we study the associativity statistic under different copulas and we include some final remarks about associativity...

Stochastic comparisons of moment estimators of gamma distribution parameters

Piotr Nowak (2012)

Applicationes Mathematicae

Recently the order preserving property of estimators has been intensively studied, e.g. by Gan and Balakrishnan and collaborators. In this paper we prove the stochastic monotonicity of moment estimators of gamma distribution parameters using the standard coupling method and majorization theory. We also give some properties of the moment estimator of the shape parameter and derive an approximate confidence interval for this parameter.

Structural breaks in dependent, heteroscedastic, and extremal panel data

Matúš Maciak, Barbora Peštová, Michal Pešta (2018)

Kybernetika

New statistical procedures for a change in means problem within a very general panel data structure are proposed. Unlike classical inference tools used for the changepoint problem in the panel data framework, we allow for mutually dependent panels, unequal variances across the panels, and possibly an extremely short follow up period. Two competitive ratio type test statistics are introduced and their asymptotic properties are derived for a large number of available panels. The proposed tests are...

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