Acta Universitatis Lodziensis. Folia Oeconomica nr 152/2000APPLICATIONS OF MULTIVARIATE STATISTICAL ANALYSIShttp://hdl.handle.net/11089/193342024-02-23T02:29:44Z2024-02-23T02:29:44ZSample Breakdown Points of the Wilcoxon and Sign Tests for LocationKorzeniewski, Jerzyhttp://hdl.handle.net/11089/193832021-07-05T11:11:51Z2000-01-01T00:00:00ZSample Breakdown Points of the Wilcoxon and Sign Tests for Location
Korzeniewski, Jerzy
In 1996 Zhang introduced sample replacement points for the level and
power of tests and their simplified versions. This paper presents numerical values of the
breakdown points of the Wilcoxon and sign tests for location for the normal distribution.
The results confirm the conclusions of He et al. (1990) as well as the
asymptotic dominance of the power breakdown points of the sign tests over the
Wilcoxon test. The breakdown points of the acceptance decision show a bit different
behaviour.
2000-01-01T00:00:00ZMultivalued Stop-Loss Stochastic Dominance TestTrzpiot, Grażynahttp://hdl.handle.net/11089/193822018-02-01T11:21:01Z2000-01-01T00:00:00ZMultivalued Stop-Loss Stochastic Dominance Test
Trzpiot, Grażyna
Stochastic Dominance tests can be employed to assist decision-makers in
ordering uncertain alternatives. Thes tests require specification of alternatives probability
distributions and the assumption of the utility function of the decision-maker. With these
assumptions, decision alternatives can be partitioned into classes by stochastic dominance
or inverse stochastic dominance (stop-loss dominance). This paper notices procedures to
identify this class of alternatives in case of multivalued probability distributions.
2000-01-01T00:00:00ZEstimation of Mode on the Basis of a Truncated SampleWywiał, Januszhttp://hdl.handle.net/11089/193812018-02-01T11:21:01Z2000-01-01T00:00:00ZEstimation of Mode on the Basis of a Truncated Sample
Wywiał, Janusz
The problem of estimation of the mode of a continuous distribution
(unction is considered. The estimation of the mode based on estimators of the density
function is well known, see e.g. Härdle (1991) and Parzen (1962). New parameters
of the continuous distribution function will be defined: the quasi-mode and mean median.
They are parameters of the appropriately truncated random variable. Next, the estimators
of the mode, such as the sample quasi-mode or sample mean-median, are determined.
These statistics are usually biased estimators of the mode. Well known “jackknife”
procedure is adapted to estimate Their mean square error. The accuracy of the mode
estimation is studied on the basis of computer simulation.
2000-01-01T00:00:00ZLogical Many-Valuedness Versus ProbabilityMalinowski, Grzegorzhttp://hdl.handle.net/11089/193802018-02-01T11:21:00Z2000-01-01T00:00:00ZLogical Many-Valuedness Versus Probability
Malinowski, Grzegorz
The aim of the papers is to present and discuss the most direct issues on
relation between logical many-valuedness and logical probability i.e. probability related
to propositions. Having introduced the reader into the realm of many-valued logics, we
outline two faces of the problem. One is that logical values must not be identified with
the probability values, the other concerns the so-called subjective probability which, as
shown by Giles, may be interpreted within the infinite-valued logic of Łukasiewicz.
2000-01-01T00:00:00Z