We propose several statistics to test the Markov hypothesis for β-mixing stationary processes sampled at discrete time intervals. Our tests are based on the Chapman–Kolmogorov equation. We establish the asymptotic null distributions of the proposed test statistics, showing that Wilks’s phenomenon holds. We compute the power of the test and provide simulations to investigate the finite sample pe...

A strong law is established for linear statistics that are weighted sums of a random sample. Using an observation of Cheng (1995a) about the Bernstein and Kolmogorov inequalities, we present an extension to the Hardy-Littlewood strong law under certain moment conditions on the weights and the distribution. As a byproduct, the Marcinkiewicz-Zygmund strong law and the law of the iterated logarith...

This paper analyzes statistical characteristics of underwater acoustic channels using experimental measurements. Channel impulse responses (CIRs) are estimated in the time domain using a least square method with sliding windows applied to received data. The probability density functions (PDF) of the real part, imaginary part, magnitude, and phase of the CIR are estimated, and the two-sample Kol...

This paper presents estimation of reliability R P(X Y)   of a system, for the cases when its strength (X) and stress (Y) follow exponential, normal or gamma distributions, using Monte Carlo simulation (MCS). First the parameters of strength and / stress are estimated and substituting them in the reliability expressions, in different cases, the estimates of reliability are obtained. Normal dis...

A new method for the determination of electric signal time-shifts is introduced. As the Kolmogorov-Smirnov test, it is based on the comparison of the cumulative distribution functions of the reference signal with the test signal. This method is very fast and thus well suited for on-line applications. It is robust to noise and its performances in terms of precision are excellent for shift times ...

A test for the one-sample goodness-of-t problem is proposed. The test is based on a distance that measures the diierence, in terms of roughness, between the underlying density function and the hypothesized density function. One advantage of using a roughness measure is high power in detecting high-frequency alternatives and densities with sharp features. The test statistic that estimates the di...

An empirical statistic for a class C of stationary processes is a function g which assigns to each process (Xn) ∈ C with distribution P and to each sample X1 . . . Xn of the process a real number gP (X1, . . . , Xn). We describe a condition on g which implies that the sequence (gP (X1 . . . Xn)) ∞ n=1 obeys a (universal) upcrossing inequality, that is, that the probability that this sequence fl...

Probability theory is measure theory specialized by assumptions having to do with stochastic independence. Delete from probability and statistics those theorems that explicitly or implicitly (e.g., by postulating a random sample) invoke independence, and relatively little remains. Or at tempt to estimate probabilities from data without assuming that at least certain observations are independent...

the aim of this study was to compare mental health, quality of life and emotional intelligence in physical education teachers and non-physical education teachers in kermanshah. this study was carried out by a causal-comparative and field method. the statistical population of this study comprised all the teachers of kermanshah (972 physical education teachers and 2854 non-physical education teac...

the main purpose of this study is the analysis of the correlation between organizational justice and quality of work life. this study also analyzes the correlation between organizational justice components as encompassed by three specific forms of justice perceptions; distributive justice, procedural justice, and interactional justice with quality of work life. statistical population consists o...