scientific article; zbMATH DE number 3403599

zbMath0255.62003MaRDI QIDQ5670064

No author found.

Publication date: 1972

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Probability distributions: general theory (60E05) Statistical tables (62Q05) Tables in numerical analysis (65A05)

Related Items

A conversation with Kanti Mardia ⋮ Properties of estimators for the gamma distribution ⋮ On weighting the studentized empirical characteristic function for testing normality ⋮ NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS ⋮ Using reinforcement learning to find an optimal set of features ⋮ A Simulation Study of the Performance of Five Discriminant Analysis Methods for Mixtures of Continuous and Binary Variables ⋮ A criterion for selecting log-linear models for contingency tables ⋮ Tables and Procedures for the Determination of Power and Sample Sizes in Univariate and Multivariate Analyses of Variance and Regression ⋮ Percentage points of a weighted Kolmogorov-Smirnov statistic ⋮ Relative efficiencies of goodness of fit procedures for assessing univariate normality ⋮ The starship ⋮ Interval-valued time series models: estimation based on order statistics exploring the agriculture marketing service data ⋮ The distribution of a sum of independent binomial random variables ⋮ Shift estimation and forms of von Mises distribution ⋮ An approximation to the distribution of the product of two dependent correlation coefficients ⋮ Evaluation of the Noncentral t Distribution with S-Systems ⋮ An efficient approach in rainfall prediction around Sathanur dam, India, by model based clustering, structural equation modelling (SEM) and artificial neural networks (ANN) ⋮ W. F. Sheppard's correspondence with Karl Pearson and the development of his tables and moment estimates ⋮ Testing for autocorreiation in nested analysis of variance ⋮ Optimal testing in a three way anova model ⋮ Additional bowman-shenton approximate percentage points for pearson distributions based on pearson type vi ⋮ On using percentiles to fit data by a johnson distribution ⋮ More on the correct use of omnibus tests for normality ⋮ Classical Analysis of Variance Methods and Nonparametric Counterparts ⋮ Efficiency of ranked set sampling in tests for normality ⋮ Comparision of expectations of the extreme of sums and the sum of extremes from gamma distributions ⋮ Bayesian Inference Based on Robust Priors and MML Estimators: Part II, Skew Location-scale Distributions ⋮ Coefficients of the asymptotic distribution of the kolmogorov-smirnov statistic when parameters are estimated ⋮ Testing multinormality based on low-dimensional projection ⋮ Data driven smooth tests for composite hypotheses comparison of powers ⋮ Computation of the central and noncentral f distributions ⋮ A power function model for determining sample sizes for the operations of multivariate control charts ⋮ The S-system computation of non-central gamma distribution ⋮ A Test of Independence in Two-Way Contingency Tables Based on Maximal Correlation ⋮ Approximations to a conservative inverse chi-square procedure for combining \(p\)-values in integrative research ⋮ GS-distributions: a new family of distributions for continuous unimodal variables ⋮ Multidimensional Analysis of the Effects of Organic Molecules, Metabolic Inhibitors and Drugs on Biochemical Responses ⋮ Testing homogeneity of variance or expected value in sequence of independent normal distribu\-tions ⋮ On multivariate coefficients of variation ⋮ Estimation and hypothesis testing for a nonnormal bivariate distribution with applications ⋮ A \texttt{JAVA} program for the multivariate \(Z_{p}\) and \(C_{p}\) tests and its application ⋮ Relative efficiencies of goodness-of-fit procedures with truncated data ⋮ Modified cramer-von mises and anderson-darling tests for weibull distributions with unknown location and scale parameters ⋮ The life and work of Michael A. Stephens: a conversation with Richard A. Lockhart and John J. Spinelli ⋮ The Estimation of the Fitness Function from Several Samples Taken from a Population ⋮ The covariance matrix of normal order statistics ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Using order statistics to assess the sampling variability of personnel selection utility estimates ⋮ On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity ⋮ Determining parameters of the Johnson S_u ⋮ Clustering the rows and columns of a contingency table ⋮ A power comparison and simulation study of goodness-of-fit tests ⋮ Power studies of some tests for uniformity ⋮ A note on finding critical values for a locally optimal multivariate test statistic ⋮ Further approximate pearson percentage points and Cornish-Fisher ⋮ A comparison of some approximations to the Wilcoxon-Mann-Whitney distribution ⋮ Monte Carlo comparison of seven normality tests ⋮ Single and Product Moments of Generalized Order Statistics from Linear Exponential Distribution ⋮ Percentiles and other characteristics of the four-parameter generalized gamma distribution ⋮ An extension of three-parameter Burr III distribution for low-flow frequency analysis ⋮ Inventory control with general demand and lead time distributions ⋮ Tests of fit for exponentiality based on a characterization via the mean residual life function ⋮ Power studies of tests for uniformity, II ⋮ A likelihood-ratio-based normal approximation for the non-null distribution of the multiple correlation coefficient ⋮ On neyman's statistic for testing uniformity ⋮ Unnamed Item ⋮ Testing in robust anova ⋮ Power of A Class of Goodness-of-Fit Tests I ⋮ Goodness-of-Fit Tests for Multivariate Distributions ⋮ The moments and central moments of a compound distribution ⋮ Some Bayesian lower bounds on reliability in the lognormal distribution ⋮ Testing Normality Using Transformed Data ⋮ Estimating parameters in autoregressive models in non-normal situations: symmetric innovations ⋮ MANOVA multiple comparisons using the generalized step-down procedure ⋮ Independence characterizations and testing normality against restricted skewness-kurtosis alternatives