Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Mohamed Amezziane"'
Publikováno v:
Computational Statistics.
Autor:
Keshab R. Dahal, Mohamed Amezziane
Publikováno v:
Open Journal of Statistics. 10:363-374
Comparing two population proportions using confidence interval could be misleading in many cases, such as the sample size being small and the test being based on normal approximation. In this case, the only one option that we have is to collect a lar
Autor:
Mohamed Amezziane, Claudia Schmegner
Publikováno v:
Journal of Statistical Computation and Simulation. 85:587-595
The main idea behind the proposed class of tests is rooted on an extension of the technique used in the derivation of the Mann–Whitney–Wilcoxon test. Just like the case of two-sample rank-based tests, the new class consists of tests defined throu
Autor:
Ibrahim A. Ahmad, Mohamed Amezziane
Publikováno v:
Statistics & Probability Letters. 83:1136-1142
Probability inequalities are powerful tools that can be applied in many areas such as laws of large numbers, central limit theorem, law of iterated logarithm, deviation probabilities and asymptotics of inference problems. In this work, extensions of
Autor:
Mohamed Amezziane, S. Ejaz Ahmed
Publikováno v:
Statistical Methodology.
Shrinkage estimation is used to develop a semiparametric density estimator as a linear combination of a fully known parametric density function and a nonparametric density estimator. We determine the asymptotic properties of the shrinkage coefficient
Publikováno v:
Advances in Intelligent Systems and Computing ISBN: 9789811018367
Financial data such as asset returns, exchange rates, or option prices cannot be modeled effectively by classical distributions such as the Gaussian. These types of data have probability density functions that are thick-tailed and negatively skewed.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::23a01ff609b8f184d0e1a260d3541aa3
https://doi.org/10.1007/978-981-10-1837-4_32
https://doi.org/10.1007/978-981-10-1837-4_32
Autor:
Mohamed Amezziane
Publikováno v:
Journal of Statistical Computation and Simulation. 82:151-164
We explore the asymptotic normality of the kernel density estimator (KDE) and show, using both theoretical and empirical arguments, that for samples of realistic sizes, the estimator's sampling distribution exhibits a clearly noticeable skewness that
Autor:
Ibrahim A. Ahmad, Mohamed Amezziane
Publikováno v:
Journal of Nonparametric Statistics. 19:165-187
A new method of bandwidth estimation is developed in this article. It has the attractive property of controlled rate of convergence, regardless of sample size. This approach is applied in different...
Publikováno v:
GLOBECOM
This paper presents a new approach to modeling call holding time of VoIP traffic on tandem networks. Call holding time is a key variable of traffic engineering models, and the traditional Erlang-B model uses the negative exponential function to model
Publikováno v:
ICON
We propose a new model for call arrival process on VoIP tandem networks under heavy traffic load condition. Based on empirical evidence, such call arrivals can be modeled as linear Gaussian processes, and we show that this approach can provide an int