Asymptotic Results for Goodness-of-Fit Tests Using a Class of Generalized Spacing Methods with Estimated Parameters

A class of pseudo distances is used to derive test statistics using transformed data or spacings for testing goodness-of-fit for parametric models. These statistics can be considered as density based statistics and expressible as simple functions of spacings. It is known that when the null hypothesis is simple, the statistics follow asymptotic normal distributions without unknown parameters. In this paper we emphasize results for the null composite hypothesis: the parameters can be estimated by a generalized spacing method (GSP) first which is equivalent to minimize a pseudo distance from the class which is considered;subsequently the estimated parameters are used to replace the parameters in the pseudo distance used for estimation;goodness-of-fit statistics for the composite hypothesis can be constructed and shown to have again an asymptotic normal distribution without unknown parameters. Since these statistics are related to a discrepancy measure, these tests can be shown to be consistent in general. Furthermore, due to the simplicity of these statistics and they come a no extra cost after fitting the model, they can be considered as alternative statistics to chi-square statistics which require a choice of intervals and statistics based on empirical distribution (EDF) using the original data with a complicated null distribution which might depend on the parametric family being considered and also might depend on the vector of true parameters but EDF tests might be more powerful against some specific models which are specified by the alternative hypothesis.

An Approximate Hotelling T²-Test for Heteroscedastic One-Way MANOVA

In this paper, we consider the general linear hypothesis testing (GLHT) problem in heteroscedastic one-way MANOVA. The well-known Wald-type test statistic is used. Its null distribution is approximated by a Hotelling T2 distribution with one parameter estimated from the data, resulting in the so-called approximate Hotelling T2 (AHT) test. The AHT test is shown to be invariant under affine transformation, different choices of the contrast matrix specifying the same hypothesis, and different labeling schemes of the mean vectors. The AHT test can be simply conducted using the usual F-distribution. Simulation studies and real data applications show that the AHT test substantially outperforms the test of [1] and is comparable to the parametric bootstrap (PB) test of [2] for the multivariate k-sample Behrens-Fisher problem which is a special case of the GLHT problem in heteroscedastic one-way MANOVA.

Prediction of compaction parameters for fine-grained soil: Critical comparison of the deep learning and standalone models

A comparison between deep learning and standalone models in predicting the compaction parameters of soil is presented in this research.One hundred and ninety and fifty-three soil samples were randomly picked up from two hundred and forty-three soil samples to create training and validation datasets,respectively.The performance and accuracy of the models were measured by root mean square error(RMSE),coefficient of determination(R2),Pearson product-moment correlation coefficient(r),mean absolute error(MAE),variance accounted for(VAF),mean absolute percentage error(MAPE),weighted mean absolute percentage error(WMAPE),a20-index,index of scatter(IOS),and index of agreement(IOA).Comparisons between standalone models demonstrate that the model MD 29 in Gaussian process regression(GPR)and model MD 101 in support vector machine(SVM)can achieve over 96%of accuracy in predicting the optimum moisture content(OMC)and maximum dry density(MDD)of soil,and outperformed other standalone models.The comparison between deep learning models shows that the models MD 46 and MD 146 in long short-term memory(LSTM)predict OMC and MDD with higher accuracy than ANN models.However,the LSTM models outperformed the GPR models in predicting the compaction parameters.The sensitivity analysis illustrates that fine content(FC),specific gravity(SG),and liquid limit(LL)highly influence the prediction of compaction parameters.

Application of soft computing techniques for shallow foundation reliability in geotechnical engineering

This research focuses on the application of three soft computing techniques including Minimax Probability Machine Regression(MPMR),Particle Swarm Optimization based Artificial Neural Network(ANN-PSO)and Particle Swarm Optimization based Adaptive Network Fuzzy Inference System(ANFIS-PSO)to study the shallow foundation reliability based on settlement criteria.Soil is a heterogeneous medium and the involvement of its attributes for geotechnical behaviour in soil-foundation system makes the prediction of settlement of shallow a complex engineering problem.This study explores the feasibility of soft computing techniques against the deterministic approach.The settlement of shallow foundation depends on the parametersγ(unit weight),e0(void ratio)and CC(compression index).These soil parameters are taken as input variables while the settlement of shallow foundation as output.To assess the performance of models,different performance indices i.e.RMSE,VAF,R^2,Bias Factor,MAPE,LMI,U(95),RSR,NS,RPD,etc.were used.From the analysis of results,it was found that MPMR model outperformed PSO-ANFIS and PSO-ANN.Therefore,MPMR can be used as a reliable soft computing technique for non-linear problems for settlement of shallow foundations on soils.

On the k-sample Behrens-Fisher problem for high-dimensional data

For several decades,much attention has been paid to the two-sample Behrens-Fisher(BF) problem which tests the equality of the means or mean vectors of two normal populations with unequal variance/covariance structures.Little work,however,has been done for the k-sample BF problem for high dimensional data which tests the equality of the mean vectors of several high-dimensional normal populations with unequal covariance structures.In this paper we study this challenging problem via extending the famous Scheffe's transformation method,which reduces the k-sample BF problem to a one-sample problem.The induced one-sample problem can be easily tested by the classical Hotelling's T 2 test when the size of the resulting sample is very large relative to its dimensionality.For high dimensional data,however,the dimensionality of the resulting sample is often very large,and even much larger than its sample size,which makes the classical Hotelling's T 2 test not powerful or not even well defined.To overcome this diffculty,we propose and study an L2-norm based test.The asymp-totic powers of the proposed L2-norm based test and Hotelling's T 2 test are derived and theoretically compared.Methods for implementing the L2-norm based test are described.Simulation studies are conducted to compare the L2-norm based test and Hotelling's T 2 test when the latter can be well defined,and to compare the proposed implementation methods for the L2-norm based test otherwise.The methodologies are motivated and illustrated by a real data example.

The exponentiated generalized power Lindley distribution: Properties and applications

In this paper, we introduce a new extension of the power Lindley distribution, called the exponentiated generalized power Lindley distribution. Several mathematical properties of the new model such as the shapes of the density and hazard rate functions, the quantile function, moments, mean deviations, Bonferroni and Lorenz curves and order statistics are derived. Moreover, we discuss the parameter estimation of the new distribution using the maximum likelihood and diagonally weighted least squares methods. A simulation study is performed to evaluate the estimators. We use two real data sets to illustrate the applicability of the new model. Empirical findings show that the proposed model provides better fits than some other well-known extensions of Lindley distributions.

A distribution-free test of independence based on a modified mean variance index

Cui and Zhong(2019),(Computational Statistics&Data Analysis,139,117–133)proposed a test based on the mean variance(MV)index to test independence between a categorical random variable Y with R categories and a continuous random variable X.They ingeniously proved the asymptotic normality of the MV test statistic when R diverges to infinity,which brings many merits to the MV test,including making it more convenient for independence testing when R is large.This paper considers a new test called the integral Pearson chi-square(IPC)test,whose test statistic can be viewed as a modified MV test statistic.A central limit theorem of the martin-gale difference is used to show that the asymptotic null distribution of the standardized IPC test statistic when R is diverging is also a normal distribution,rendering the IPC test sharing many merits with the MV test.As an application of such a theoretical finding,the IPC test is extended to test independence between continuous random variables.The finite sample performance of the proposed test is assessed by Monte Carlo simulations,and a real data example is presented for illustration.