Probabilistic-WCET reliability: Statistical testing of EVT hypotheses

Statistical Testing of Hypotheses

TESTING STATISTICAL HYPOTHESES UNDER FUZZY DATA AND BASED ON A NEW SIGNED DISTANCE

This paper deals with the problem of testing statisticalhypotheses when the available data are fuzzy. In this approach, wefirst obtain a fuzzy test statistic based on fuzzy data, and then,based on a new signed distance between fuzzy numbers, we introducea new decision rule to accept/reject the hypothesis of interest.The proposed approach is investigated for two cases: the casewithout nuisance p...

Testing Statistical Hypotheses in Fuzzy Environment

In traditional statistics all parameters of the mathematical model and possible observations should be well defined. Sometimes such assumption appears too rigid for the real-life problems, especially while dealing with linguistic data or imprecise requirements. To relax this rigidity fuzzy methods are incorporated into statistics. We review hitherto existing achievements in testing statistical ...

Testing fuzzy hypotheses with vague data

The problem of testing fuzzy hypotheses in the presence of vague data is considered. A new method based on the necessity index of strict dominance (NSD) is suggested. An example hoe to apply the proposed test in statistical quality control is shown.

Statistical inference and hypotheses testing of risk averse stochastic programs

We study statistical properties of the optimal value and optimal solutions of the Sample Average Approximation of risk averse stochastic problems. Central Limit Theorem type results are derived for the optimal value and optimal solutions when the stochastic program is expressed in terms of a law invariant coherent risk measure. The obtained results are applied to hypotheses testing problems aim...