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A class of tests for exponentiality based on a continuum of moment conditions

Simos G. Meintanis (2009)

Kybernetika

The empirical moment process is utilized to construct a family of tests for the null hypothesis that a random variable is exponentially distributed. The tests are consistent against the 'new better than used in expectation' (NBUE) class of alternatives. Consistency is shown and the limit null distribution of the test statistic is derived, while efficiency results are also provided. The finite-sample properties of the proposed procedure in comparison to more standard procedures are investigated via...

A nonparametric test of zero intrapair correlation

Antonín Lukš (1983)

Aplikace matematiky

The author applies the test criterion of P. Rothety to the statistical analysis of the positive correclation of symmetric pairs of observations. In this particular case he arrives at some new results. His work ends with a general proof of the consistency of Rothery's test.

A note on control of the false discovery proportion

Marcin Dudziński, Konrad Furmańczyk (2009)

Applicationes Mathematicae

We consider the problem of simultaneous testing of a finite number of null hypotheses H i , i=1,...,s. Starting from the classical paper of Lehmann (1957), it has become a very popular subject of research. In many applications, particularly in molecular biology (see e.g. Dudoit et al. (2003), Pollard et al. (2005)), the number s, i.e. the number of tested hypotheses, is large and the popular procedures that control the familywise error rate (FWERM) have small power. Therefore, we are concerned with...

A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics

František Rublík (2001)

Applications of Mathematics

A test statistic for testing goodness-of-fit of the Cauchy distribution is presented. It is a quadratic form of the first and of the last order statistic and its matrix is the inverse of the asymptotic covariance matrix of the quantile difference statistic. The distribution of the presented test statistic does not depend on the parameter of the sampled Cauchy distribution. The paper contains critical constants for this test statistic, obtained from 50 000 simulations for each sample size considered....

Adaptive goodness-of-fit testing from indirect observations

Cristina Butucea, Catherine Matias, Christophe Pouet (2009)

Annales de l'I.H.P. Probabilités et statistiques

In a convolution model, we observe random variables whose distribution is the convolution of some unknown density f and some known noise density g. We assume that g is polynomially smooth. We provide goodness-of-fit testing procedures for the test H0: f=f0, where the alternative H1is expressed with respect to 𝕃 2 -norm (i.e. has the form ψ n - 2 f - f 0 2 2 𝒞 ). Our procedure is adaptive with respect to the unknown smoothness parameterτ of f. Different testing rates (ψn) are obtained according to whether f0 is polynomially...

Adaptive non-asymptotic confidence balls in density estimation

Matthieu Lerasle (2012)

ESAIM: Probability and Statistics

We build confidence balls for the common density s of a real valued sample X1,...,Xn. We use resampling methods to estimate the projection of s onto finite dimensional linear spaces and a model selection procedure to choose an optimal approximation space. The covering property is ensured for all n ≥ 2 and the balls are adaptive over a collection of linear spaces.

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