Results 61 to 70 of about 2,000,076 (197)
On the Convergence of Empiric Distribution Functions
The Annals of Mathematical Statistics, 1955 Let $\mu$ be a probability measure on the Borel sets of $k$-dimensional Euclidean space $E_k.$ Let ${X_n}, n = 1, 2, \cdots,$ be a sequence of $k$-dimensional independent random vectors, distributed according to $\mu.$ For each $n = 1, 2, \cdots$ let $\mu_n$ be the empiric distribution function corresponding to $X_1, \cdots, X_n,$ i.e., for every Borel
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Distributions Related to Linear Bounds for the Empirical Distribution Function
The Annals of Statistics, 1977 $X_1, \cdots, X_n$ are i.i.d. Uniform (0, 1) rv's with empirical df $\Gamma_n$ and order statistics $0 < U_1 < \cdots < U_n < 1.$ Define random variables $U_\ast, i_\ast$ (for $n \geqq 2$) by $\max_{1\leqq i \leqq n - 1} \frac{U_{i + 1}}{i} = \frac{U_{i_\ast} + 1}{i_\ast}, U_\ast = U_{i_\ast + 1};$ $i_\ast + 1$ is the (random) index of the order ...
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An out-of-equilibrium model of the distributions of wealth
, 2004 The distribution of wealth among the members of a society is herein assumed to result from two fundamental mechanisms, trade and investment. An empirical distribution of wealth shows an abrupt change between the low-medium range, that may be fitted by a ...
Picozzi, Sergio +2 more
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"Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE" [PDF]
We consider goodness-of-fit tests of Cauchy distribution based on weighted integrals of the squared distance of the difference between the empirical characteristic function of the standardized data and the characteristic function of the standard Cauchy ...
Akimichi Takemura, Muneya Matsui
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Structure of shells in complex networks
, 2009 In a network, we define shell $\ell$ as the set of nodes at distance $\ell$ with respect to a given node and define $r_\ell$ as the fraction of nodes outside shell $\ell$. In a transport process, information or disease usually diffuses from a random node
B. Bollobás +12 more
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Austrian Journal of Statistics, 2015 This paper derives Bayes shrinkage estimator of Rayleigh parameter and its associated risk based on conjugate prior under the assumption of general entropy loss function for progressive type-II censored data. Risk function of maximum likelihood estimate,
Sanku Dey +2 more
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Nonparametric Estimation of the Fractional Derivative of a Distribution Function [PDF]
We propose an estimator for the fractional derivative of a distribution function. Our estimator, based on finite differences of the empirical distribution function generalizes the estimator proposed by Maltz for the nonnegative real case.
Andreea Borla, Costin Protopopescu
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Scale invariance in financial time series [PDF]
We focus on new insights of scale invariance and scaling properties usefully applied in the framework of a statistical approach to study the empirical finance.
Ranasinghe Malmini
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, 2014 An extension of the empirical copula is considered by combining an estimator of a multivariate cumulative distribution function with estimators of the marginal cumulative distribution functions for marginal estimators that are not necessarily equal to ...
Segers, Johan
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International Journal of Mathematics and Mathematical Sciences, 2003 We give a new characterization of inverse Gaussian distributions using the regression of a suitable statistic based on a given random sample. A corollary of this result is a characterization of inverse Gaussian distribution based on a conditional joint ...
Khoan T. Dinh +2 more
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