• Title/Summary/Keyword: Statistical Distribution

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On Testing Multisample Sphericity in the Complex Case

  • Nagar, D.K.;Gupta, A.K.
    • Journal of the Korean Statistical Society
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    • v.13 no.2
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    • pp.73-80
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    • 1984
  • In this paper, likelihood-ratio test has been derived for testing multisample sphericity in complex multivariate Gaussian populations. The $h^{th}$ moment of the test statistic is given and its exact distribution has been derived using inverse Mellin transform. Asymptotic distribution of the statistic is also given.

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Some Nonparametric Tests for Change-points with Epidemic Alternatives

  • Kim, Kyung-Moo
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.427-434
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    • 1997
  • The purpose of this paper is to discuss distribution-free tests of hypothesis that the random samples are identically distributed against the epidemic alternative. But most tests that have been considered are depended only on specific null distribution. Two nonparametric tests are considered and compared with a likelihood ratio test by the empirical powers.

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Bayesian and Empirical Bayesian Prediction Analysis for Future Observation

  • Jeong Hwan Ko
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.465-471
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    • 1997
  • This paper deals with the problems of obtaining some Bayesian and empirical Bayesian Predictive densities and prediction intervals of a future observation $X_{(\tau+\gamma)}$ in the Rayleigh distribution. Using an inverse gamma prior distribution, some prodictive densities and prodiction intervals are proposed and studied. Also the behaviors of the proposed results are examined via numerical examples.

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Unbiased Estimators of Standard Deviation in a Truncated Arcsine Distribution

  • Woo, Jung-soo;Kim, Jung-dae;Lee, Chang-soo
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.507-514
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    • 1997
  • Three kinds of unbiased estimators of standard deviation in a truncated arcsine distribution based on the quasi-range, the jackknife quasi-range, and the angle jackknife range are proposed and numerically compared each other in a sense of MSE.

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Noninformative Priors for the Intraclass Coefficient of a Symmetric Normal Distribution

  • Chang, In-Hong;Kim, Byung-Hwee
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.15-19
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    • 2003
  • In this paper, we develop the Jeffreys' prior, reference priors and the probability matching priors for the intraclass correlation coefficient of a symmetric normal distribution. We next verify propriety of posterior distributions under those noninformative priors. We examine whether reference priors satisfy the probability matching criterion.

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On the Distribution of the Scaled Residuals under Multivariate Normal Distributions

  • Cheolyong Park
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.591-597
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    • 1998
  • We prove (at least empirically) that some forms of the scaled residuals calculated from i.i.d. multivariate normal random vectors are ancillary. We further show that, if the scaled residuals are ancillary, then they have the same distribution whatever form of rotation is rosed to remove sample correlations.

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Approximate MLE for Singly Truncated Normal Distribution

  • Suk-Bok Kang;Young-Suk Cho
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.879-885
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    • 1998
  • In this paper, we propose the approximate maximum likelihood estimators (AMLE) of the location and the scale parameter of the singly left truncated normal distribution. We compare the proposed estimators with the simpler estimators (SE) in terms of the mean squared error (MSE) through Monte Carlo methods.

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Jackknife Estimates for Parameter Changes in the Weibull Distribution

  • Jungsoo;Changsoo
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.199-210
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    • 2000
  • We shall propose several estimators for the shape and scale parameters I the Weibull distribution based upon the complete or truncated samples when both parameters are functions of a known exposure level and study properties for proposed several estimators

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