In this paper, we present the Anderson-Darling (AD) and Kolmogorov-Smirnov (KS) goodness of fit statistics for stationary and non-stationary random fields. Namely, we adopt an easy-to-apply method based on a random projection of a Hilbert-valued random field onto the real line R, and then, applying the well-known AD and KS goodness of fit tests. We conclude this paper by studying the behavior o...

Based on the γ-ray data of blazars in the third EGRET catalog and radio data at 5 GHz, we studied the correlation between the radio and γ-ray luminosities using two statistical methods. The first method was the partial correlation analysis method, which indicates that there exist correlations between the radio and γ-ray luminosities in both high and low states as well as in the average case. Th...

In this paper, we are interested in extending the classical KolmogorovSmirnov homogeneity test to compare two samples of interval-valued observed measurements. In such a case, the test result is interval-valued, and one major difficulty is to find the bounds of this set. We propose a very efficient computational method for approximating these bounds by using a p-box (pairs of upper and lower cu...

When a reliability analysis, survival analysis, or discrete-event simulation input modeling analysis is performed, it is typically the case that a modeler collects data associated with some system under consideration. Although this raw data provides an initial insight into the stochastic elements of the system, often it is desirable to construct a model of the system which is tractable for math...

Two novel methods for heart disease prediction, which use the kurtosis of features and Maxwell–Boltzmann distribution, are presented. A Majority Voting approach is applied, two base classifiers derived through statistical weight calculation. First, exploitation attribute Kolmogorov–Smirnov test (KS test) result done by plugging categorizer into a Bagging Classifier. Second, fitting Maxwell rand...

A nonparametric test based on bootstrap for detecting multicollinearity is proposed: MTest. This gives statistical support to two of the most famous methods in applied work: Klein’s rule and Variance Inflation Factor (VIF essential multicollinearity). As part procedure, MTest generates a distribution coefficient determination which: i) lets researcher assess by setting significance "alfa", or m...

We prove the following conjecture of Narayana: there are no nontrivial dominance refinements of the Smirnov two-sample test if and only if the two sample sizes are relatively prime. We also count the number of natural significance levels of the Smirnov two-sample test in terms of the sample sizes and relate this to the Narayana conjecture. In particular, Smirnov tests with relatively prime samp...