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Minimum Distance Estimation For Time Series Analysis With Little Data, Hakan Tekin
Minimum Distance Estimation For Time Series Analysis With Little Data, Hakan Tekin
Theses and Dissertations
Minimum distance estimate is a statistical parameter estimate technique that selects model parameters that minimize a good-of-fit statistic. Minimum distance estimation has been demonstrated better standard approaches, including maximum likelihood estimators and least squares, in estimating statistical distribution parameters with very small data sets. This research applies minimum distance estimation to the task of making time series predictions with very few historical observations. In a Monte Carlo analysis, we test a variety of distance measures and report the results based on many different criteria. Our analysis tests the robustness of the approach by testing its ability to make predictions when …
A New Goodness-Of-Fit Test For The Gamma Distribution Based On Sample Spacings From Complete And Censored Samples, Huseyin Duman
A New Goodness-Of-Fit Test For The Gamma Distribution Based On Sample Spacings From Complete And Censored Samples, Huseyin Duman
Theses and Dissertations
This thesis studies a new goodness-of-fit test for the gamma distribution with known shape parameter. This test statistic, Z*, is based on spacings from complete or censored samples. The size of samples varied between 5 and 35. The critical value tables were generated for the Z* test statistic for complete and censored samples. The critical values were obtained for five different significance levels: 0.20 0.15, 0.10, 0.05, and 0.01. An extensive power study, containing 50,000 Monte Carlo runs was conducted using nine alternative distributions, Ha. It was observed that the Z* test statistic was more powerful against certain …