Asymptotics of Bonferroni for dependent normal test statistics
نویسندگان
چکیده
منابع مشابه
A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Outliers in a Normal Sample
Usually when performing a statistical test or estimation procedure, we assume the data are all observations of i.i.d. random variables, often from a normal distribution. Sometimes, however, we notice in a sample one or more observations that stand out from the crowd. These observation(s) are commonly called outlier(s). Outlier tests are more formal procedures which have been developed for detec...
متن کاملAsymptotics in Quantum Statistics
Observations or measurements taken of a quantum system (a small number of fundamental particles) are inherently random. If the state of the system depends on unknown parameters, then the distribution of the outcome depends on these parameters too, and statistical inference problems result. Often one has a choice of what measurement to take, corresponding to different experimental set-ups or set...
متن کاملTheoretical Statistics and Asymptotics
Cox and Hinkley’s Theoretical Statistics (1974) was arguably the first modern treatment of the foundations and theory of statistics, and for the past thirty years has served as a unique book for the study of what used to be called mathematical statistics. One of its strengths is the large number of examples that serve not only to illustrate key concepts, but also to illustrate limitations of ma...
متن کاملAsymptotics of Percentile Order Statistics
1 Asymptotics of Percentile Order Statistics Let Xi (i = 1, . . . , N) be independently identically distributed (IID) continuous random variables with CDF, P (x) = P(Xi ≤ x), and PDF, p(x) = dP . Let Y (α) be the 100αth percentile, which is dx N uniquely defined by ordering the outcomes, X(1) ≤ X(2) ≤ . . . ≤ X(N) (using the standard notation of order statistics) and setting YN (α) = X([αN ]) (...
متن کاملOn the asymptotics of discrete order statistics
Let X1; X2; : : : ; Xn be a sequence of independent, identically distributed positive integer random variables. We study the asymptotics of the likelihood that the sample maximum is achieved k times and in its spacing relative to the second highest value. Earlier and other results are discussed in context. Also, some investigation is made when the sample is Markovian. Di1erent results emerge in...
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: Statistics & Probability Letters
سال: 2011
ISSN: 0167-7152
DOI: 10.1016/j.spl.2010.11.013