摘要:

The Kolmogorov-Smirnov (K–S) one-sided and two-sided tests of goodness of fit based on the test statistics D+nD−nand Dnare equivalent to tests based on taking the cumulative probability of the i–th order statistic of a sample of size n to be (i–.5)/n. Modified test statistics C+n, C−nand Cnare obtained by taking the cumulative probability to be i/(n+l). More generally, the cumula-tive probability may be taken to be (i−δ)/(n+l−2δ), as suggested by Blom (1958), where 0 less than or equal δ less than or equal .5. Critical values of the test statis-tics can be found by interpolating inversely in tables of the proba-bility integrals obtained by setting a=l/(n+l−2δ) in an expression given by Pyke (1959). Critical values for the D's (corresponding to δ=.5) have been tabulated to 5DP by Miller (1956) for n=1(1)100. The authors have made analogous tabulations for the C's (corresponding to δ=0) [previously tabulated by Durbin (1969) for n=1(1)60(2)100] and for the test statistics E+n, E−nand Encorresponding to δf.3. They have also made a Monte Carlo comparison of the power of the modified tests with that of the K–S test for several hypothetical distributions. In a number of cases, the power of the modified tests is greater than that of the K–S test, especially when the standard deviation is greater under the alternative than under the null hypo-thesis.

ISSN:0361-0918    

DOI:10.1080/03610918408812378

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

Tests for randomness of observations that involve one factor have been considered by many authors among them are Mosteller [4], Bateman [21], Barton and David [1] and Shaughnessy [7]. However, on many occasions, data involve two different factors such as time and location, temperature and pressure, or levels of doses and responses of patients and so on. In this paper, we consider tests for randomness of observations that involve two factors for which data are given in a matrix form. Some new definitions of runs of a matrix of data are defined and discussed. A special kind of run is proposed for the test for randomness. Distributions and properties of this run are studied. Some critical regions are tabulated.

ISSN:0361-0918    

DOI:10.1080/03610918408812379

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

The estimation procedure of Paulson, Holcomb and Leitch (1975) for the parameters of the stable laws is shown to be similar in spirit to the modified X2minimum procedure. This observation suggests that a class of modified integrated squared error procedures may be developed for the stable laws as well as much more generally. For the stable case, some influence curves, asymptotic covariances, and efficiencies are given, and the robustness of maximum likelihood estimators is discussed.

ISSN:0361-0918    

DOI:10.1080/03610918408812380

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

If a probability distribution of phase type has an irreducible representation (α,T), the abscissa of convergence of its Laplace-Stieltjes transform is shown to be the eigenvalue of maximum real part of the matrix T.

ISSN:0361-0918    

DOI:10.1080/03610918408812381

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

An algorithm is presented for generating pseudorandom variates distributed uniformly over an arbitrary convex polytope in a Euclidean space of arbitrary dimension. Many commonly used methods for generating uniform variates require that the polytope be expressed as the solution set of a system of linear inequalities; the algorithm presented here requires instead that the polytope be presented in terms of a finite generating set, typically the set of its vertices. Included in the algorithm are procedures for identifying all faces of the polytope and for decomposing the polytope into simplices.

ISSN:0361-0918    

DOI:10.1080/03610918408812382

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

Selected percent points are presented for a test for the two-sample problem based on empirical probability measures. The test is illustrated in two examples.

ISSN:0361-0918    

DOI:10.1080/03610918408812383

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918408812384

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

An algorithm is presented for computing the psi(digamma) and other polygamma functions.

ISSN:0361-0918    

DOI:10.1080/03610918408812385

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

An algorithm is presented for computing the exact probability value associated with a recently–developed class of statistical inference techniques termed multi–response permutation procedures (MRPP).

ISSN:0361-0918    

DOI:10.1080/03610918408812386

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918408812377

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor