Zobrazeno 1 - 10
of 107
pro vyhledávání: '"T. Pham-Gia"'
Autor:
T. Pham-Gia
Publikováno v:
International Journal of Mathematics and Mathematical Sciences, Vol 5, Iss 4, Pp 721-728 (1982)
The spectrum of a distribution function is related to the quasi-analyticity of a class of functions {CM(j)}, where M(j) is a multisequence of positive numbers. For a regular multisequence, a result on the uniqueness of characteristic function decompo
Externí odkaz:
https://doaj.org/article/1fee5bb7502c41929d3c38351771ec99
Publikováno v:
Statistical Methods & Applications. 29:651-668
We consider the central Beta matrix variates of both kinds, and establish the expressions of the densities of integral powers of these variates, for all their three types of distributions encountered in the statistical literature: entries, determinan
Publikováno v:
Open Journal of Statistics. :1-15
Let π=π1-π2 be the difference of two independent proportions related to two populations. We study the test H0:π≥0 against different alternatives, in the Bayesian context. The various Bayesian approaches use standard beta distributions, and are
Autor:
Dinh Ngoc Thanh, T. Pham-Gia
Publikováno v:
Open Journal of Statistics. :951-994
Hypergeometric functions have been increasingly present in several disciplines including Statistics, but there is much confusion on their proper uses, as well as on their existence and domain of definition. In this article, we try to clarify several
Publikováno v:
Open Journal of Statistics. :173-190
The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish some new results and provide a disc
Publikováno v:
Open Journal of Statistics. :665-679
The maximum of k numerical functions defined on , , by , is used here in Statistical classification. Previously, it has been used in Statistical Discrimination [1] and in Clustering [2]. We present first some theoretical results on this function, and
Autor:
Vartan Choulakian, T. Pham-Gia
Publikováno v:
Open Journal of Statistics. :330-344
For the case where the multivariate normal population does not have null correlations, we give the exact expression of the distribution of the sample matrix of correlations R, with the sample variances acting as parameters. Also, the distribution of
Autor:
T. Pham-Gia, N. Turkkan
Publikováno v:
Journal of Statistical Computation and Simulation. 81:1233-1246
Using a new approach based on Meijer G-functions and computer simulation, we numerically compute the exact null distribution of the modified-likelihood ratio statistic used to test the hypothesis that several covariances matrices of normal distributi
Autor:
N. Turkkan, T. Pham-Gia
Publikováno v:
Open Journal of Statistics. :93-104
The ratio R of two random quantities is frequently encountered in probability and statistics. But while for unidimensional statistical variables the distribution of R can be computed relatively easily, for symmetric positive definite random matrices,
Autor:
N. Turkkan, T. Pham-Gia
Publikováno v:
Statistics. 44:601-616
It is shown here that with small sample sizes, the null distribution of the ellipticity, or sphericity, likelihood criterion W(n, p) can be obtained very accurately, either by computation using the Meijer function, or by Monte Carlo simulation. Testi