Distributions of a M. Kac Statistic

Kac-Moody Algebras in M-theory

M-Statistic for Kernel Change-Point Detection

Detecting the emergence of an abrupt change-point is a classic problem in statistics and machine learning. Kernel-based nonparametric statistics have been proposed for this task which make fewer assumptions on the distributions than traditional parametric approach. However, none of the existing kernel statistics has provided a computationally efficient way to characterize the extremal behavior ...

A Comparison of the Power of Wilcoxon's Rank-Sum Statistic to That of Student's t Statistic under Various Nonnormal Distributions

Computer generated Monte Carlo techniques were used to compare the power of Wilcoxon's rank-sum test to the power of the two independent means t test for situations in which samples were drawn from (1) uniform, (2) Laplace, (3) halfnormal, (4) exponential, (5) mixed-normal, and (6) mixeduniform distributions. Sample sizes studied were (n ,n) = (3,9), (6,6), (9,27), (18,18), (27,81), and (54,54)...

The Skew t and Other Families of Order Statistic Distributions

This talk will be about a recently developed family of skew t distributions, their place in a wider setting of families of generalised order statistic distributions, and related miscellanea.

New statistic for financial return distributions: power-law or exponential?

We introduce a new statistical tool (the TP-statistic and TE-statistic) designed specifically to compare the behavior of the sample tail of distributions with power-law and exponential tails as a function of the lower threshold u. One important property of these statistics is that they converge to zero for power laws or for exponentials correspondingly, regardless of the value of the exponent o...