Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio

نویسندگان

  • Tomasz J. Kozubowski
  • Anna K. Panorska
  • Fares Qeadan
  • Alexander Gershunov
  • Debra Rominger
چکیده

Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio Tomasz J. Kozubowski a , Anna K. Panorska a , Fares Qeadan a , Alexander Gershunov b & Debra Rominger c a Department of Mathematics and Statistics, University of Nevada, Reno, Nevada, USA b Climate Research Division, Scripps Institution of Oceanography, San Diego, California, USA c Game Design, International Game Technology, Reno, Nevada, USA

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Exponentiality versus Generalized Pareto — a Resistant and Robust Test

• Using resistant and robust methods we propose the statistic Tn= (FU−M)/(M−FL) for testing exponentiality versus generalized Pareto, where FU , FL and M are, respectively, the upper and lower fourths and the median of a random sample of size n. The statistic Tn is based on the statistic Vn= (Xn:n−M)/(M−X1:n) used by Gomes (1982) to discriminate extremal models in a similar context but with a h...

متن کامل

Empirical likelihood based hypothesis testing

Omnibus tests for various nonparametric hypotheses are developed using the empirical likelihood method. These include tests for symmetry about zero, changes in distribution, independence and exponentiality. The approach is to localize the empirical likelihood using a suitable ‘time’ variable implicit in the null hypothesis and then form an integral of the log-likelihood ratio statistic. The asy...

متن کامل

CONSTANT STRESS ACCELERATED LIFE TESTING DESIGNWITH TYPE-II CENSORING SCHEME FOR PARETO DISTRIBUTION USING GEOMETRIC PROCESS

In many of the studies concerning Accelerated life testing (ALT), the log linear function between life and stress which is just a simple re-parameterization of the original parameter of the life distribution is used to obtain the estimates of original parameters but from the statistical point of view, it is preferable to work with the original parameters instead of developing inferences for the...

متن کامل

A Multivariate Weibull Distribution

In this paper, we introduce a new multivariate Weibull (MVW) distribution with many interesting properties. We obtain the maximum likelihood estimate (MLE) of the parameters and their asymptotic multivariate normal (AMVN) distribution in MVWmodel. We propose large sample studentized tests for testing multivariate exponentiality and also tests for independence and identical marginals of the comp...

متن کامل

On the Maximum Likelihood Estimators for some Generalized Pareto-like Frequency Distribution

Abstract. In this paper we consider some four-parametric, so-called Generalized Pareto-like Frequency Distribution, which have been constructed using stochastic Birth-Death Process in order to model phenomena arising in Bioinformatics (Astola and Danielian, 2007). As examples, two ”real data” sets on the number of proteins and number of residues for analyzing such distribution are given. The co...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Communications in Statistics - Simulation and Computation

دوره 38  شماره 

صفحات  -

تاریخ انتشار 2009