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Characterizing statistics and their applications
A. V. Prokhorov, A. V. Savitskii Lomonosov Moscow State University
Abstract:
The paper is concerned with the problem of construction of characterizing
statistics for some types of distributions within certain classes.
A characterizing statistic for multivariate normal distribution is
constructed with the use of the theory of random matrices. Properties and
characteristics of spherically symmetric distributions are studied. Examples
of statistics that can be used for characterization of symmetric
distributions are given. Applications of characterizing statistics to the
theory of hypothesis testing are given. The problem of discrimination between the
uniform and normal types of multivariate distributions within the group of
spherically symmetric distributions from small samples is studied on the
basis of the results obtained. A lower estimate is obtained for the number of
observations that can serve as a basis for discrimination between these
distributions.
Keywords:
multivariate distributions, characterizing statistics, hypothesis testing, probability theory, random matrices, spherically symmetric distributions, linear type of distributions, complete linear type.
Received: 09.06.2019 Revised: 30.03.2021 Accepted: 02.04.2021
Citation:
A. V. Prokhorov, A. V. Savitskii, “Characterizing statistics and their applications”, Teor. Veroyatnost. i Primenen., 66:3 (2021), 487–507; Theory Probab. Appl., 66:3 (2021), 391–407
Linking options:
https://www.mathnet.ru/eng/tvp5326https://doi.org/10.4213/tvp5326 https://www.mathnet.ru/eng/tvp/v66/i3/p487
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Statistics & downloads: |
Abstract page: | 207 | Full-text PDF : | 58 | References: | 47 | First page: | 11 |
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