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Goodness-of-Fit tests with Dependent Observations
Extreme value statistics Stochastic processes Models of financial markets
2011/7/7
We revisit the Kolmogorov-Smirnov and Cram\'er-von Mises goodness-of-fit (GoF) tests and propose a generalisation to identically distributed, but dependent univariate random variables. We show that th...
Improved estimator of the entropy and goodness of fit tests in ranked set sampling
Ordered Ranked set sampling Judgement ranking Order statistic Information theory
2011/7/5
The entropy is one of the most applicable uncertainty measures in many statistical and en- gineering problems. In statistical literature, the entropy is used in calculation of the Kullback- Leibler (K...