A classical test for the detection of level shifts in such weakly dependent data is the CUSUM test, which compares the partial sum of the first m observations to the sum of all observations for each candidate change-point m, and maximizes this statistic with respect to m after some appropriate scaling. Asymptotical critical values for the CUSUM test can be calculated from tables of the Kolmogor...

The purpose of this study is to test The Weak Form Efficient Market Hypothesis in Dhaka’s Stock Market. The study examined the distribution of equity returns by dividing the sample period into two sub periods of daily DSE General Index (DGEN) and sub periods are sample-1(2004-2007), and sample-2 (2008-2012). Also, monthly general index starting from 1990 to 2012 are taken as sample to test the ...

We study the problem of distinguishing between two distributions on a metric space; i.e., given metric measure spaces (X, d, μ1) and (X, d, μ2), we are interested in the problem of determining from finite data whether or not μ1 is μ2. The key is to use pairwise distances between observations and, employing a reconstruction theorem of Gromov, we can perform such a test using a two sample Kolmogo...

INTRODUCTION Proper maintenance policy can play a vital role for effective investigation of product reliability. Every engineered object such as product, plant or infrastructure needs preventive and corrective maintenance. CASE DESCRIPTION In this paper we look at a real case study. It deals with the maintenance of hydraulic pumps used in excavators by a mining company. We obtain the data tha...

Energy-dependent solar neutrino flux reduction caused by the Mikheyev– Smirnov–Wolfenstein (MSW) effect is applied to the Exact Parity Model. Several scenarios are possible, depending on the region of parameter space chosen. The interplay between intergenerational MSW transitions and vacuum “intragenerational” ordinary–mirror neutrino oscillations is discussed. Expectations for the ratio of cha...