This paper is concerned with the probability-constrained filtering problem for a class of time-varying nonlinear stochastic systems with estimation error variance constraint. The stochastic nonlinearity considered is quite general that is capable of describing several well-studied stochastic nonlinear systems. The second-order statistics of the noise sequence are unknown but belong to certain k...

Estimates of sampling errors are of importance for survey designers when allocating sample sizes, in production as a tool for output editing and for users of statistics in decision making. The use of two-dimensional designs with elements of non-probability sampling methods, annually updated samples and complex estimators creates problems when estimating sampling variances for CPI-statistics. In...

Abstract The class of $$\alpha$$ α -stable distributions is ubiquitous in many areas including signal processing, finance, biology, physics, and condition monitoring. In particular, it allows efficient noise modeling incorporates distributional properties such as asymmetry heavy-tails. Despite the popularity ...

Pi (pi) and kappa (kappa) statistics are widely used in the areas of psychiatry and psychological testing to compute the extent of agreement between raters on nominally scaled data. It is a fact that these coefficients occasionally yield unexpected results in situations known as the paradoxes of kappa. This paper explores the origin of these limitations, and introduces an alternative and more s...

The editorial policies of several prominent educational and psychological journals require that researchers report some measure of effect size along with tests for statistical significance. In analysis of variance contexts, this requirement might be met by using eta squared or omega squared statistics. Current procedures for computing these measures of effect often do not consider the effect th...

In statistic tests, the probability distribution of the statistics is important. When samples are drawn from population N (µ, σ(2)) with a sample size of n, the distribution of the sample mean X̄ should be a normal distribution N (µ, σ(2)/n). Under the null hypothesis µ = µ0, the distribution of statistics [Formula: see text] should be standardized as a normal distribution. When the variance of ...

We introduce a novel type of orientation–selective rank features that are sensitive to contrast modulations (second–order stimuli). Variance Ranklets are designed in close analogy with the standard Ranklets, but use the Siegel–Tukey statistics for dispersion instead of the Wilcoxon statistics. Their response shows the same orientation selectivity pattern of Haar wavelets on second–order signals...

With time series data, there is often the issue of finding accurate approximations for the variance of such quantities as the sample autocovariance function or spectral estimate. Smith and Field (1993) proposed a variance estimate motivated by resampling in the frequency domain. In this paper we present some results on the cumulants of this and other frequency domain estimates obtained via symb...