نتایج جستجو برای: smirnov nonparametric test

تعداد نتایج: 828194  

Journal: :Communications for Statistical Applications and Methods 2008

Meisam Akbarzadeh, Milad Bandegani

This paper explores the effects of trip purpose on price elasticity of bus mode. Data for the research was collected through passenger field survey in Isfahan, Iran. Due to the nature of the data, nonlinear regression and nonparametric statistics tools were used for analysis. It was found that the logarithmic function best explains the relationship between percentage of change in demand and per...

Journal: :iranian journal of nuclear medicine 2005
samira rasaneh hossein rajabi fereidoon rastgoo ebrahim hajizadeh ahmad bitarafan rajabi

introduction: non-uniformity test is essentially the only required daily qc procedure in nuclear medicine practice. noise creates statistical variation or random error in a flood image. non-uniformity on the other hand does not have statistical nature and may be regarded as systemic error. the present methods of non-uniformity calculation do not distinguish between these two types of error. the...

Journal: :Bio Systems 2007
M. Broom P. Nouvellet J. P. Bacon D. Waxman

The Kolmogorov-Smirnov test determines the consistency of empirical data with a particular probability distribution. Often, parameters in the distribution are unknown, and have to be estimated from the data. In this case, the Kolmogorov-Smirnov test depends on the form of the particular probability distribution under consideration, even when the estimated parameter-values are used within the di...

2009
Jiti Gao Maxwell King Zudi Lu Dag Tjøstheim

This paper considers a class of nonparametric autoregressive processes and then a class of nonparametric time series regression models with a nonstationary regressor. For the autoregression case, we propose a nonparametric unit–root test for the conditional mean. For the nonparametric time series regression case, we construct a nonparametric test for testing whether the regression is of a known...

2012
Hira L. Koul Indeewara Perera Mervyn J. Silvapulle

The family of multiplicative error models, introduced by Engle (2002), has attracted considerable attention in the recent literature for modeling positive random variables, such as the duration between trades at a stock exchange, volume transactions and squared log returns. Such models are also applicable to other positive variables like waiting time at a queue, daily/hourly rainfall, or demand...

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