Characterization and identification of probability distributions: Monograph - Couverture souple

Rahman, Shafiqur

 
9783848408252: Characterization and identification of probability distributions: Monograph
Couverture souple
ISBN 10 : 3848408252 ISBN 13 : 9783848408252
Editeur : LAP LAMBERT Academic Publishing, 2012

Synopsis

This book introduces three new criteria (a) moment relations, (b) moment ratios and (c) ratios of the coefficients of the recurrence relations to characterize and indentify probability distributions. In general moment relations criteria are effective but there are some special situations, where the moment relations of two or more suspected distributions are same or one particular moment function takes same value for two or more distributions. In such a situation two moment ratios as extra criteria are proposed for deciding among them. This book also discussed the identification of a distribution by using the ratios of the coefficients of the recurrence relations obtained from its generating function. The significant contribution of this research is to introduce a new special class of exponential family of distributions named ‘transformed Chi-square family”. Explicit expressions for the MVUE with MV of a function of the parameter of this family are given. The critical region and the power function for various tests of hypotheses for the parameter of this family are also obtained. An identification procedure with probability of correct identification is discussed in detail.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book introduces three new criteria (a) moment relations, (b) moment ratios and (c) ratios of the coefficients of the recurrence relations to characterize and indentify probability distributions. In general moment relations criteria are effective but there are some special situations, where the moment relations of two or more suspected distributions are same or one particular moment function takes same value for two or more distributions. In such a situation two moment ratios as extra criteria are proposed for deciding among them. This book also discussed the identification of a distribution by using the ratios of the coefficients of the recurrence relations obtained from its generating function. The significant contribution of this research is to introduce a new special class of exponential family of distributions named ‘transformed Chi-square family”. Explicit expressions for the MVUE with MV of a function of the parameter of this family are given. The critical region and the power function for various tests of hypotheses for the parameter of this family are also obtained. An identification procedure with probability of correct identification is discussed in detail.

Biographie de l'auteur

Dr. Shafiqur Rahman was born and brought up in Bangladesh and then migrated to Australia. He has a PhD in Statistics from Dalhousie Uni of Canada. He taught at Chittagong Uni of Bangladesh, Dalhousie and Saint Mary’s Uni of Canada, Monash Uni of Australia, UPNG of PNG and SQU of Oman. He has numerous publications. He is an Associate Editor of JAPS.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2012
Langue
anglais
ISBN 10 
3848408252
ISBN 13 
9783848408252
Reliure
Broché
Nombre de pages
108
Coordonnées du fabricant
non disponible
Personne responsable
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