Estimation of Shift and Center of Symmetry Based on Kolmogorov-Smirnov Statistics

Assessment of nonlinear dynamic models by Kolmogorov-Smirnov statistics

Model assessment is a fundamental problem in science and engineering and it addresses the question of the validity of a model in the light of empirical evidence. In this paper, we propose a method for the assessment of dynamic nonlinear models based on empirical and predictive cumulative distributions of data and the Kolmogorov–Smirnov statistics. The technique is based on the generation of dis...

Sure Invariance Principle for Multivariate Kolmogorov - Smirnov Statistics

Signal Time of Arrival based on the Kolmogorov-Smirnov Test

The algorithm takes as input a vector of data values which contains an initial segment of noise followed by the arrival of a signal. The algorithm returns an estimate of the time of arrival of the signal along with a binary random variable conf indicating the credibility of the estimate: conf = 1 indicating a level of confidence, conf = 0 indicating no confidence in the estimate. For the purpos...

On Some Results and Problems in Connection with Statistics of the Kolmogorov-smirnov Type

Since Kolmogorov and Smirnov established their limiting distribution theorems concerning maximal deviations between empirical and theoretical distributions, an increasing amount of scientific work has been done by statisticians in this field. Practical importance and theoretical interest give the motivation. Researchers have worked on distribution laws, power considerations and the limiting pro...

asymptotic property of order statistics and sample quntile

چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...