scholarly journals On the Consistency of the Two-Sample Empty Cell Test

1964 ◽  
Vol 7 (1) ◽  
pp. 57-63 ◽  
Author(s):  
M. Csorgo ◽  
Irwin Guttman
Keyword(s):  
Distribution Function ◽  
Order Statistics ◽  
Cumulative Distribution Function ◽  
Cumulative Distribution ◽  
Empty Cell ◽  
Independent Observations ◽  
Cell Test

This paper considers the consistency of the two-sample empty cell test suggested by S. S. Wilks [2]. A description of this test is as follows: Let a sample of n1 independent observations be taken from a population whose cumulative distribution function F1(x) is continuous, but 1 otherwise unknown. Let X(1) < X(2) < … < X(n1) be their order statistics. Let a second sample of n2 observations be taken from a population whose cumulative distribution function is F2(x), assumed continuous, but otherwise unknown.

Semiparametric estimation and inference

2019 ◽  
pp. 139-164
Author(s):  
M. D. Edge
Keyword(s):  
Distribution Function ◽  
Cumulative Distribution Function ◽  
Empirical Distribution Function ◽  
Empirical Distribution ◽  
Permutation Test ◽  
Cumulative Distribution ◽  
Permutation Testing ◽  
Unknown Distribution ◽  
Regression Parameters ◽  
Independent Observations

Nonparametric and semiparametric statistical methods assume models whose properties cannot be described by a finite number of parameters. For example, a linear regression model that assumes that the disturbances are independent draws from an unknown distribution is semiparametric—it includes the intercept and slope as regression parameters but has a nonparametric part, the unknown distribution of the disturbances. Nonparametric and semiparametric methods focus on the empirical distribution function, which, assuming that the data are really independent observations from the same distribution, is a consistent estimator of the true cumulative distribution function. In this chapter, with plug-in estimation and the method of moments, functionals or parameters are estimated by treating the empirical distribution function as if it were the true cumulative distribution function. Such estimators are consistent. To understand the variation of point estimates, bootstrapping is used to resample from the empirical distribution function. For hypothesis testing, one can either use a bootstrap-based confidence interval or conduct a permutation test, which can be designed to test null hypotheses of independence or exchangeability. Resampling methods—including bootstrapping and permutation testing—are flexible and easy to implement with a little programming expertise.

scholarly journals Exact distributions of order statistics from ln,p-symmetric sample distributions

2017 ◽  
Vol 5 (1) ◽  
pp. 221-245 ◽  
Author(s):  
K. Müller ◽  
W.-D. Richter
Keyword(s):  
Distribution Function ◽  
Finite Number ◽  
Order Statistics ◽  
Cumulative Distribution Function ◽  
Cumulative Distribution ◽  
Symmetric Distributions ◽  
Sample Distribution ◽  
Special Cases ◽  
Exact Distributions ◽  
Gaussian Sample

Abstract We derive the exact distributions of order statistics from a finite number of, in general, dependent random variables following a joint ln,p-symmetric distribution. To this end,we first review the special cases of order statistics fromspherical aswell as from p-generalized Gaussian sample distributions from the literature. To study the case of general ln,p-dependence, we use both single-out and cone decompositions of the events in the sample space that correspond to the cumulative distribution function of the kth order statistic if they are measured by the ln,p-symmetric probability measure.We show that in each case distributions of the order statistics from ln,p-symmetric sample distribution can be represented as mixtures of skewed ln−ν,p-symmetric distributions, ν ∈ {1, . . . , n − 1}.

scholarly journals Moments of order statistics from nonidentically Distributed Lomax, exponential Lomax and exponential Pareto Variables

2018 ◽  
Vol 14 (1) ◽  
pp. 7431-7438
Author(s):  
Nasr Ibrahim Rashwan
Keyword(s):  
Distribution Function ◽  
Probability Density Function ◽  
Probability Density ◽  
Order Statistics ◽  
Density Function ◽  
Order Statistic ◽  
Cumulative Distribution Function ◽  
Cumulative Distribution ◽  
Numerical Examples ◽  
Moments Of Order Statistics

In this paper, the probability density function and the cumulative distribution function of the rth order statistic arising from independent nonidentically distributed (INID) Lomax, exponential Lomax and exponential Pareto variables are presented. The moments of order statistics from INID Lomax, exponential lomax and exponential Pareto were derived using the technique established by Barakat and Abdelkader. Also, numerical examples are given.

scholarly journals Recurrence of extreme observations

1959 ◽  
Vol 1 (1) ◽  
pp. 106-112 ◽  
Author(s):  
S. S. Wilks
Keyword(s):  
Distribution Function ◽  
Cumulative Distribution Function ◽  
Random Variable ◽  
Cumulative Distribution ◽  
Independent Observations

Suppose a preliminary set of m independent observations are drawn from a population in which a random variable x has a continuous but unknown cumulative distribution function F(x). Let y be the largest observation in this preliminary sample. Now suppose further observations are drawn one at a time from this population until an observation exceeding y is obtained. Let n be the number of further drawings required to achieve this objective. The problem is to determine the distribution function of the random variable n. More generally, suppose y is the r-th from the largest observation in the preliminary sample and let n denote the number of further trials required in order to obtain k observations which exceed y. What is the distribution function of n?

DISSONANCE — A MEASURE OF VARIABILITY FOR ORDINAL RANDOM VARIABLES

2001 ◽  
Vol 09 (01) ◽  
pp. 39-53 ◽  
Author(s):  
RONALD R. YAGER
Keyword(s):  
Distribution Function ◽  
Cumulative Distribution Function ◽  
Probability Distributions ◽  
Random Variables ◽  
Cumulative Distribution ◽  
General Properties

We look at the issue of obtaining a variance like measure associated with probability distributions over ordinal sets. We call these dissonance measures. We specify some general properties desired in these dissonance measures. The centrality of the cumulative distribution function in formulating the concept of dissonance is pointed out. We introduce some specific examples of measures of dissonance.

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