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Träfflista för sökning "L773:0006 3444 OR L773:1464 3510 srt2:(1972-1979)"

Search: L773:0006 3444 OR L773:1464 3510 > (1972-1979)

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1.
  • Holst, Lars (author)
  • Asymptotic normality and efficiency for certain goodness-of-fit tests
  • 1972
  • In: Biometrika. - 0006-3444 .- 1464-3510. ; 59:1, s. 137-145
  • Journal article (peer-reviewed)abstract
    • Assume that a random sample of size n has been taken from a multinomial distribution with N cells. Let ξk be the number of observations in the kth cell and setZn=(ξ1, 1/N)+Fn(ξn,N/N).It is proved that, under general conditions, Zn is asymptotically normal when n and N tend to infinity so that n/N ↑ α > 0. This result is used to study asymptotic efficiency for certain goodness-of-fit tests. The chi-squared statistic turns out to be optimal in some situations.
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2.
  • Lindgren, Georg (author)
  • Spectral moment estimation by means of level crossings
  • 1974
  • In: Biometrika. - 0006-3444. ; 61:3, s. 401-418
  • Journal article (peer-reviewed)abstract
    • Three types of estimator of the second spectral moment of a stationary Gaussian process are considered. The integral estimator is based on the integral of the squared derivative of the process, while crossing estimators make use of the number of upcrossings of zero or nonzero levels. It is shown that the zero-crossing estimator can often compete with the integral estimator in efficiency and that it can be considerably improved by the additional use of nonzero levels.
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  • Result 1-2 of 2
Type of publication
journal article (2)
Type of content
peer-reviewed (2)
Author/Editor
Lindgren, Georg (1)
Holst, Lars (1)
University
Uppsala University (1)
Lund University (1)
Language
English (2)
Research subject (UKÄ/SCB)
Natural sciences (2)

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