The problem of testing the underlying distribution in a general regression model is considered when the data are right censored. It is proposed that tests be based on efficient scores from a certain class of parametri...
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The problem of testing the underlying distribution in a general regression model is considered when the data are right censored. It is proposed that tests be based on efficient scores from a certain class of parametric alternatives. The connection between tests based on the scores and more traditional approaches using empirical distribution functions is explored. Neyman's smooth test is extended to allow for censored data.
Some problems of estimating characteristics of random variables are considered. The observations used as a basis are a sample from a mixture of distributions, and the concentrations of components vary in the process o...
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Some problems of estimating characteristics of random variables are considered. The observations used as a basis are a sample from a mixture of distributions, and the concentrations of components vary in the process of measurement. The distributions of components of the mixture are evaluated nonparametrically, while estimates for some functions of concentrations are both parametric and nonparametric. The estimates considered are proved to be consistent. Estimates are constructed on the basis of inhomogeneous empirical distribution functions.
In this paper, we discuss two types of estimators for cumulative distribution function (CDF) based on fuzzy data: substituting estimators and nonparametric maximum likelihood (NPML) based estimators, both of them are ...
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ISBN:
(纸本)9783642330414
In this paper, we discuss two types of estimators for cumulative distribution function (CDF) based on fuzzy data: substituting estimators and nonparametric maximum likelihood (NPML) based estimators, both of them are extensions of empirical distribution functions (EDF) of real-valued (non-fuzzy) data. We also list some further problems.
The composition of the Moscow atmosphere during the joint smoke screening by near fires in the Moscow region and far forest fires in October 2014 is studied. According to ecological monitoring data, the ratio of mass ...
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The composition of the Moscow atmosphere during the joint smoke screening by near fires in the Moscow region and far forest fires in October 2014 is studied. According to ecological monitoring data, the ratio of mass concentrations of nitrogen oxides and carbon monoxide in "fresh" smokes of near fires reached 0.35;in "old" smokes of far fires, decreased to 0.025. The ratio of the nitrogen oxide concentration to the sum of oxide and dioxide concentrations reached 0.87 in "fresh" smokes" and decreased to zero in "old" ones. It has been shown that statistical characteristics of variations and empirical probability distributions of carbon monoxide and nitrogen oxide concentrations in the smoky Moscow atmosphere in October 2014 radically differ from the corresponding characteristics and empiricaldistributions in a smokeless atmosphere and during the smoke events in 2002 and 2010. The empirical concentration distribution function for carbon monoxide can be approximated by piecewise exponential functions;for nitrogen oxide, by piecewise power functions. During the smoke event in Moscow in October 2014, a close correlation between the concentration of carbon monoxide and total concentration of nitrogen oxides was observed in a wide range of time scales, which testifies to the joint formation of the abovementioned pollutants during forest fires. The coefficient of the spectral correlation between ozone and nitrogen dioxide concentrations on different time scales varied from +1 to-1, which indicates the complexity of relationships between ozone and nitrogen oxides in a smoky atmosphere.
Diplomová práce se zaměřuje na statistické zkoumání vlastností přípravků na ochranu rostlin u firmy Agro-Artikel, s.r.o. Pomocí statistických metod se soustředí na pr...
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Diplomová práce se zaměřuje na statistické zkoumání vlastností přípravků na ochranu rostlin u firmy Agro-Artikel, s.r.o. Pomocí statistických metod se soustředí na prodejní cenu a ochrannou lhůtu přípravků, testuje hypotézy o vlastnostech přípravků a závislostí mezi nimi. Práce také zkoumá výsledky z dotazníkového šetření a na jejich základě nabízí doporučení pro zavedení nových produktů.
A population's long-term exposure distribution for a specified compound is typically estimated from short-term measurements of a sample of individuals from the population of interest. in this situation, estimates ...
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A population's long-term exposure distribution for a specified compound is typically estimated from short-term measurements of a sample of individuals from the population of interest. in this situation, estimates of a population's long-term exposure parameters contain two sources of sampling error: the typical sampling error associated with taking a sample from the population and the sampling error from estimating individual long-term exposure. These components are not separable in the data collected, i.e., the value observed is due partly to the individual sampled and partly to the time at which the individual was sampled. Hence, the distribution of the data collected is not the same as the population exposure distribution. Monte Carlo simulations are used to compare the distribution of the observed data with the population exposure distribution for a simple additive model. A simple adjustment to standard estimates of percentiles and quantiles is shown to be effective in reducing bias particularly for the upper percentiles and quantiles of the population distribution.
A model for the activities of a finite number of agents in an economy is presented as the solution to a system of stochastic differential equations driven by general semimartingales and displaying an extended form of ...
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A model for the activities of a finite number of agents in an economy is presented as the solution to a system of stochastic differential equations driven by general semimartingales and displaying an extended form of strong local interaction. We demonstrate a law of large numbers for the systems of processes as the number of agents goes to infinity under a weak convergence hypothesis on the triangular array of starting values and driving semimartingales which induces the systems of equations. Further, it is shown that the limit can be uniquely characterized by the distributions of the coordinate processes of the solution to an associated infinite-dimensional stochastic differential equation. Finally, an explicit example describing a currency market is discussed.
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