A new moment-dependent method of probability distribution identification

作者: A.N. Shuaib , S.Z. Selim , M. Ahmed

DOI: 10.1109/ISUMA.1990.151276

关键词: Inverse-chi-squared distributionStatisticsNormal-gamma distributionJoint probability distributionMarginal distributionAlgorithmProbability integral transformMathematicsUnivariate distributionCompound probability distributionCentral moment

摘要: A distribution identification method is developed in the paper. The derives a sequence of characteristic standardized moment ratios for class common continuous distribution. use has been demonstrated via several examples identifying hypothesized random variables. correctly identified >

参考文章(11)
Noel Cressie, Timothy R. C. Read, Pearson's X 2 and the Loglikelihood Ratio Statistic G 2 : A Comparative Review International Statistical Review / Revue Internationale de Statistique. ,vol. 57, pp. 19- 43 ,(1989) , 10.2307/1403582
J. Galambos, Characterizations of Probability Distributions by Properties of Order Statistics I A Modern Course on Statistical Distributions in Scientific Work. pp. 71- 88 ,(1975) , 10.1007/978-94-010-1848-7_5
M. A. Stephens, On the W Test for Exponentiality with Origin Known Technometrics. ,vol. 20, pp. 33- 35 ,(1978) , 10.1080/00401706.1978.10489614
M. A. Stephens, EDF Statistics for Goodness of Fit and Some Comparisons Journal of the American Statistical Association. ,vol. 69, pp. 730- 737 ,(1974) , 10.1080/01621459.1974.10480196
C. Giardini, A. Bugini, R. Pacagnella, The optimal cutting conditions as a function of probability distribution function of tool life and experimental test numbers International Journal of Machine Tools & Manufacture. ,vol. 28, pp. 453- 459 ,(1988) , 10.1016/0890-6955(88)90058-2
Yosiyuki Sakamoto, Hirotugu Akaike, Analysis of Cross Classified Data by AIC Annals of the Institute of Statistical Mathematics. ,vol. 30, pp. 185- 197 ,(1978) , 10.1007/978-1-4612-1694-0_19
Ram C. Dahiya, John Gurland, Goodness of Fit Tests for the Gamma and Exponential Distributions Technometrics. ,vol. 14, pp. 791- 801 ,(1972) , 10.1080/00401706.1972.10488967
C. C. Heyde, Kurtosis and Departure from Normality A Modern Course on Statistical Distributions in Scientific Work. pp. 193- 201 ,(1975) , 10.1007/978-94-010-1842-5_15
J. C. W. Rayner, D. J. Best, Smooth tests of goodness of fit : an overview International Statistical Review. ,vol. 58, pp. 9- 17 ,(1990) , 10.2307/1403470