Rényi divergence measures for commonly used univariate continuous distributions

M Gil, F Alajaji, T Linder - Information Sciences, 2013 - Elsevier
Probabilistic 'distances'(also called divergences), which in some sense assess how
'close'two probability distributions are from one another, have been widely employed in …

[图书][B] Random graphs for statistical pattern recognition

DJ Marchette - 2005 - books.google.com
A timely convergence of two widely used disciplines Random Graphs for Statistical Pattern
Recognition is the first book to address the topic of random graphs as it applies to statistical …

The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test

Z Bai, K Wang, WK Wong - Statistics & probability letters, 2011 - Elsevier
To circumvent the limitations of the tests for coefficients of variation and Sharpe ratios, we
develop the mean–variance ratio statistic for testing the equality of mean–variance ratios …

On Rényi divergence measures for continuous alphabet sources

M Gil - PhD Thesis, 2011 - library-archives.canada.ca
Abstract<? Pub Inc> The idea of'probabilistic distances'(also called divergences), which in
some sense assess how'close'two probability distributions are from one another, has been …

Robust Hypothesis Testing with -Divergence

G Gül, AM Zoubir - IEEE Transactions on Signal Processing, 2016 - ieeexplore.ieee.org
A robust minimax test for two composite hypotheses, which are determined by the
neighborhoods of two nominal distributions with respect to a set of distances-called α …

Robust asymptotic tests for the equality of multivariate coefficients of variation

S Aerts, G Haesbroeck - Test, 2017 - Springer
In order to easily compare several populations on the basis of more than one feature,
multivariate coefficients of variation (MCV) may be used as they allow to summarize relative …

[HTML][HTML] Application of equality test of coefficients of variation to the heteroskedasticity test

JM Tovohery, A Totohasina, FD Rajaonasy - American Journal of …, 2020 - scirp.org
The presence of heteroskedasticity in a considered regression model may bias the standard
deviations of parameters obtained by the Ordinary Least Square (OLS) method. In this case …

Sample size determination when the parameter of interest is the coefficient of variation under normality for the data

JA Achcar, E Barili - Pakistan Journal of Statistics and Operation …, 2024 - pjsor.com
This study considers classical and Bayesian inference approaches for the coefficient of
variation under normality for the data, especially on the determination of the sample size of a …

A parametric bootstrap approach for the equality of coefficients of variation

AA Jafari, MR Kazemi - Computational Statistics, 2013 - Springer
In this article, a parametric bootstrap approach for testing the equality of coefficient of
variation of kk normal populations is proposed. Simulations show that the actual size of our …

[HTML][HTML] Inference about the ratio of the coefficients of variation of two independent symmetric or asymmetric populations

Z Yue, D Baleanu - Symmetry, 2019 - mdpi.com
Coefficient of variation (CV) is a simple but useful statistical tool to make comparisons about
the independent populations in many research areas. In this study, firstly, we proposed the …