We derive general distribution tests based on the method of Maximum Entropy density. The proposed tests are derived from maximizing the differential entropy subject to moment constraints. By exploiting the equivalence between the Maximum Entropy and Maximum Likelihood estimates of the general exponential family, we can use the conventional Likelihood Ratio, Wald and Lagrange Multiplier testing ...

June 4, 2010 Xiaofeng Shao and Xianyang Zhang University of Illinois at Urbana-Champaign Abstract: This article considers the CUSUM-based (cumulative sum) test for a change point in a time series. In the case of testing for a mean shift, the traditional KolmogorovSmirnov test statistic involves a consistent long run variance estimator, which is needed to make the limiting null distribution free...

Estimation of Peak Flood Discharge (PFD) at a desired location on a river is important for planning, design and management of hydraulic structures. This can be achieved through Flood Frequency Analysis (FFA) by fitting of probability distributions to the series of annual maximum discharge data. In the present study, Exponential, Extreme Value Type-1, Extreme Value Type-2, Generalized Pareto and...

We develop asymptotic and bootstrap tests for stochastic dominance of the infinite order for distributions with known common support the set of non-negative real numbers. These tests posit a null of dominance, which is characterized by an inequality in the corresponding Laplace transforms of the distribution functions. The bootstrap procedure uses a bootstrap data generating process that satisf...

We perform return interval analysis of 1-min realized volatility defined by the sum of absolute high-frequency intraday returns for the Shanghai Stock Exchange Composite Index (SSEC) and 22 constituent stocks of SSEC. The scaling behavior and memory effect of the return intervals between successive realized volatilities above a certain threshold q are carefully investigated. In comparison with ...

Estimation of parameters in the drift and diffusion terms of stochastic differential equations involves simulation and generally requires substantial data sets. We examine a method that can be applied when available time series are limited to less than 20 observations per replication. We compare and contrast parameter estimation for linear and nonlinear firstorder stochastic differential equati...

Introduction Many existing brain network distances are based on matrix norms. The element-wise differences may fail to capture underlying topological differences. Further, matrix norms are sensitive to outliers. A few extreme edge weights may severely affect the distance. There is a need to develop network distances that recognize topology. We introduce Gromov-Hausdorff (GH) and KolmogorovSmirn...

The Monte Carlo simulations of pulsar periods, pulse-widths and magnetic inclination angles are performed. Using the available observational data sets we study a possible trial parent distribution functions by means of the KolmogorovSmirnov significance tests. We also use an additional condition that the numbers of generated interpulses, whether from both magnetic poles or from single pole, are...

The demand to increase the productivity of agricultural products greatly drives use pesticides in areas. Uncontrolled by farmers and non-compliance with personalprotective equipment leads long-term poisoning that can affect liver kidney function. However, relationship between them is poor research. This study aimed find history work areas function farmers. design this was cross-sectional.Respon...