61 research outputs found

    Testing multivariate uniformity based on random geometric graphs

    Get PDF
    We present new families of goodness-of-fit tests of uniformity on a full-dimensional set W⊂RdW\subset\R^d based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the null hypothesis as well as under fixed alternatives. The derived tests are consistent and their behaviour for some contiguous alternatives can be controlled. A simulation study suggests that the procedures can compete with or are better than established goodness-of-fit tests. We show with a real data example that the new tests can detect non-uniformity of a small sample data set, where most of the competitors fail.Comment: 36 pages, 2 figure

    Zentrale Grenzwertsätze im Random Connection Model

    Get PDF

    Characterizations of non-normalized discrete probability distributions and their application in statistics

    Get PDF
    From the distributional characterizations that lie at the heart of Stein's method we derive explicit formulae for the mass functions of discrete probability laws that identify those distributions. These identities are applied to develop tools for the solution of statistical problems. Our characterizations, and hence the applications built on them, do not require any knowledge about normalization constants of the probability laws. To demonstrate that our statistical methods are sound, we provide comparative simulation studies for the testing of fit to the Poisson distribution and for parameter estimation of the negative binomial family when both parameters are unknown. We also consider the problem of parameter estimation for discrete exponential-polynomial models which generally are non-normalized.Comment: 24 pages, 3 figure

    A hydrologic contribution to risk assessment for the Caspian Sea

    Get PDF
    AbstractThe Caspian Sea (CS), the world's largest inland sea, may also be considered as large-scale limnic system. Due to strong fluctuations of its water level during the 20th century and the flooding of vast areas in a highly vulnerable coastal zone, economic and environmental risk potentials have to be considered. Since the major water input into the CS is attributed to the Volga river, the understanding of its long-term flow process is necessary for an appropriate risk assessment for the CS and its coastal area. Therefore, a top–down approach based on statistical analyses of long-term Volga flow series is pursued. For the series of annual mean flow (MQ) of the Volga river basin during the 20th century, a complex oscillation pattern was identified. Analyses for multiple gauges in the Volga river basin and Eurasian reference basins revealed that this oscillation pattern resulted from the superposition of oscillations with periods of ∼30 years (MQ) in the western part of the Volga river basin, and ∼14 years (flow volume of snowmelt events) and ∼20 years (flow volume of summer and autumn) in the eastern part of the Volga river basin (Kama river basin). Almost synchronous minima or maxima of these oscillations occurred just in the periods of substantial changes of the Caspian Sea level (CSL). It can thus be assumed that the described mechanism is fundamental for an understanding of the CSL development during the 20th century. Regarding the global climate change, it is still difficult to predict reliably the development of the CSL for the 21st century. Consequently, we suggest an ongoing, interdisciplinary research co-operation among climatology, hydrology, hydraulics, ecology and spatial data management
    • …
    corecore