Some parametric tests based on sample spacings
نویسندگان
چکیده
Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with known functional form and some unknown parameters. In this paper, studied several parametric tests based on statistics are symmetric functions of m-step disjoint spacings. Asymptotic properties these been investigated under the simple null hypothesis sequence local alternatives converging to hypothesis. The asymptotic proposed also composite We observed similar as likelihood ratio test. Finite performances assessed numerically. A data analysis real is reported. provide alternative spacings (i.e. $$m=1$$ ), were earlier in literature. These situations where function may be unbounded, hence, do not exist.
منابع مشابه
Some Notes on Parametric Significance Tests for Geographically Weighted Regression
The technique of geographically weighted regression (GWR) is used to model spatial ‘drift’ in linear model coefficients. In this paper we extend the ideas of GWR in a number of ways. First, we introduce a set of analytically derived significance tests allowing a null hypothesis of no spatial parameter drift to be investigated. Second, we discuss ‘mixed’ GWR models where some parameters are fixe...
متن کاملU-Statistics Based on Spacings
In this paper, we investigate the asymptotic theory for U -statistics based on sample spacings, i.e. the gaps between successive observations. The usual asymptotic theory for U -statistics does not apply here because spacings are dependent variables. However, under the null hypothesis, the uniform spacings can be expressed as conditionally independent Exponential random variables. We exploit th...
متن کاملOn the Nonparametric Test for Two Sample Problem Based on Spacings
A new nonparametric test for two sample problem based on order statistics is suggested. This test can be successful in the case of small samples. The probabilities of the statistic are given. Comparisons with KolmogorovSmirnov, Mann Whitney-Wilcoxon, and Wilks’ empty block test for small sample sizes are made by the simulation.
متن کاملNon-parametric k-sample tests: Density functions vs distribution functions
In this paper we introduce some tests for the comparison of k samples based on kernel density estimators (KDE), and we develope the Double Minimum method as a new and useful procedure for the crucial problem of bandwidth selection. We study, via Monte Carlo simulations, the statistical power of the proposed tests, as well as the impact of the smoothing degree and the performance of the Double M...
متن کاملSome high-dimensional one-sample tests based on functions of interpoint distances
The multivariate one-sample location problem is well studied in the literature, and several tests are available for it. But most of the existing tests perform poorly for high dimensional data, and many of them are not applicable when the dimension exceeds the sample size. In this article, we develop and investigate some nonparametric one-sample tests based on functions of interpoint distances. ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Test
سال: 2022
ISSN: ['0193-4120']
DOI: https://doi.org/10.1007/s11749-022-00831-0