Hellinger integrals, contiguity and entire separation
We construct a new class of data driven tests for uniformity, which have greater average power than existing ones for finite samples. Using a simulation study, we show that these tests as well as some "optimal maximum test" attain an average power close to the optimal Bayes test. Finally, we prove that, in the middle range of the power function, the loss in average power of the "optimal maximum test" with respect to the Neyman-Pearson tests, constructed separately for each alternative, in the Gaussian...
We investigate the role of the initialization for the stability of the қ-means clustering algorithm. As opposed to other papers, we consider the actual қ-means algorithm (also known as Lloyd algorithm). In particular we leverage on the property that this algorithm can get stuck in local optima of the қ-means objective function. We are interested in the actual clustering, not only in the costs of the solution. We analyze when different initializations lead to the same local optimum, and when they...
We investigate the role of the initialization for the stability of the қ-means clustering algorithm. As opposed to other papers, we consider the actual қ-means algorithm (also known as Lloyd algorithm). In particular we leverage on the property that this algorithm can get stuck in local optima of the қ-means objective function. We are interested in the actual clustering, not only in the costs of the solution. We analyze when different initializations...
In problems of testing statistical hypotheses, we may be confronted with fuzzy concepts. There are also situations in which the available data are record statistics such as weather and sports. In this paper, we consider the problem of testing fuzzy hypotheses on the basis of records. Pareto distribution is investigated in more details since it is used in applications including economic and life testing analysis. For illustrative proposes, a real data set on annual wage is analyzed using the results...
In many applications of linear random models to multilevel data, it is of interest to test whether the random effects variance components are zero. In this paper we propose approximate tests for testing significance of variance components in the unbalanced two-fold nested random model in the presence of non-normality. In the derivations of the asymptotic distributions of the test statistics, as an intermediate result, the explicit form of the asymptotic covariance matrix of the vector of mean squares...