Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications

LetF andG denote two distribution functions defined on the same probability space and are absolutely continuous with respect to the Lebesgue measure with probability density functionsf andg, respectively. A measure of the closeness betweenF andG is defined by: . Based on two independent samples it is proposed to estimate λ by , whereF _n (x) andG _n (x) are the empirical distribution functions ofF(x) andG(x) respectively and and are taken to be the so-called kernel estimates off(x) andg(x) respectively, as defined by Parzen [16]. Large sample theory of is presented and a two sample goodness-of-fit test is presented based on . Also discussed are estimates of certain modifications of λ which allow us to propose some test statistics for the one sample case, i.e., wheng(x)=f ₀ (x), withf ₀ (x) completely known and for testing symmetry, i.e., testingH ₀:f(x)=f(−x).     

A minimax regret estimator of a normal mean after preliminary test

Summary This paper considers the problem of estimating a normal mean from the point of view of the estimation after preliminary test of significance. But our point of view is different from the usual one. The difference is interpretation about a null hypothesis. Let denote the sample mean based on a sample of sizen from a normal population with unknown mean μ and known varianceσ ². We consider the estimator that assumes the value when and the value when where ω is a real number such that 0≤ω≤1 andC is some positive constant. We prove the existence of ω, satisfying the minimax regret criterion and make a numerical comparison among estimators by using the mean square error as a criterion of goodness of estimators.     

Asymptotic normality of a quadratic measure of orthogonal series type density estimate

LetX ₁,...,X _n be i.i.d. random variable with a common densityf. Let be an estimate off(x) based on a complete orthonormal basis {φ _k :k≧0} ofL ₂[a, b]. A Martingale central limit theorem is used to show that , where and .     

On estimation of a density and its derivatives

Summary Letf _n ^(p) be a recursive kernel estimate off ^(p) thepth order derivative of the probability density functionf, based on a random sample of sizen. In this paper, we provide bounds for the moments of and show that the rate of almost sure convergence of to zero isO(n ^−α), α<(r−p)/(2r+1), iff ^(r),r>p≧0, is a continuousL ₂(−∞, ∞) function. Similar rate-factor is also obtained for the almost sure convergence of to zero under different conditions onf. This work was supported in part by the Research Foundation of SUNY.     

Moments of a statistic caused by random combinations or random matings

Summary Given two sets of sizek, {α ₁...,α _k} and {β ₁...,β _k} there arek! possible combinations of these two , and suppose there is apriori given a number corresponding to the partnership (α ₁,β _j}. The average of the numbers corresponding to is a random variable, and this paper presents the first five moments of the average, and an application in the study of an isolated human population is demonstrated.     

Fourier and Hermite series estimates of regression functions

Summary In the paper we estimate a regressionm(x)=E {Y|X=x} from a sequence of independent observations (X ₁,Y ₁),…, (X _n, Y_n) of a pair (X, Y) of random variables. We examine an estimate of a type , whereN depends onn andϕ _N is Dirichlet kernel and the kernel associated with the hermite series. Assuming, that E|Y|<∞ and |Y|≦γ≦∞, we give condition for to converge tom(x) at almost allx, provided thatX has a density. if the regression hass derivatives, then converges tom(x) as rapidly asO(nC^{−(2s−1)/4s}) in probability andO(n ^{−(2s−1)/4s} logn) almost completely.     

On small zeros of quadratic forms over finite fields (II)

Let be a quadratic form with integer coefficients and letp denote a prime. Cochrane^[1] proved that ifn≥4 then has a solution satisfying , where . The aim of the present paper is to generalize the above result to finite fields.     

Interval estimation of the critical value in a general linear model

Summary This paper concerns interval estimation of the critical value θ which satisfies under the general linear model,Y _i =μ(x _i )+ε _i (i=1,2,···), where for and the functional forms off _j ^′ s are known. From an asymptotic expansion it is shown that, under reasonable conditions, the limiting distribution of is normal. Thus in the large-sample case a confidence interval for θ can be obtained. Such a result is useful when one is interested in carrying out a retrospective analysis rather than designing the experiment (as in the Kiefer-Wolfowitz procedure). In Section 3 a sequential procedure is considered for confidence intervals with fixed width 2d. It is shown that, for a given stopping variableN, is also asymptotically normal asd→0. Thus the coverage probability converges to 1−α (preassigned) asd→0. An example of application in estimating the phase parameter in circadian rhythms is given for the purpose of illustration. Research partially supported by the NSF Grant DMS-8502346.     

Some convergence theorems on a supercritical Galton-Watson process

Summary LetX=(X _n; n≧0,X ₀=1) be a supercritical Galton-Watson process. The limiting distribution of ) where is the m.l.e. of the offspring mean, is derived. As an application of this result, some limit theorems leading ultimately to a parameter free result of statistical interest, are also established.     

Inequalities for a distribution with monotone hazard rate

Summary LetX be a positive random variable with the survival function and the densityf. LetX have the moments μ=E(X) and μ₂=E(X ²) and put ε=|1-μ₂/2μ²|. Put and . It is proved that the following inequalities hold: , for allx>0, ifq(x) is monotone and that , ifq ₁ (x) is monotone. It is also shown that Brown's inequality which holds wheneverq ₁ (x) is increasing is not valid in general whenq ₁ is decreasing. The Institute of Statistical Mathematics     

On the riemann zeta-function and the divisor problem II

Let Δ(x) denote the error term in the Dirichlet divisor problem, and E(T) the error term in the asymptotic formula for the mean square of . If E ^*(t)=E(t)-2πΔ^*(t/2π) with , then we obtain

Propagation of oscillations to 2D incompressible Euler equations

The asymptotic expansions are studied for the vorticity to 2D incompressible Euler equations with-initial vorticity , where ϕ₀(x) satisfies |d ϕ₀(x)|≠0 on the support of and is sufficiently smooth and with compact support in ℝ² (resp. ℝ²×T) The limit,v(t,x), of the corresponding velocity fields {v ^ɛ(t,x)} is obtained, which is the unique solution of (E) with initial vorticity ω₀(x). Moreover, (ℤ²)) for all 1≽p∞, where and ϕ(t,x) satisfy some modulation equation and eikonal equation, respectively.     

Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process

Summary In this paper we obtain an asymptotic expansion of the distribution of the maximum likelihood estimate (MLE) based onT observations from the first order Gaussian process up to the term of orderT ⁻¹. The expansion is used to compare with a generalized estimate including the least square estimate (LSE) , based on the asymptotic probabilities around the true value of the estimates up to the terms of orderT ⁻¹. It is shown that (or the modified MLE ) is better than (or the modified estimate ). Further, we note that does not attain the bound for third order asymptotic median unbiased estimates.     

Integration of a zonal function related to the local harmonic analysis on spheres

In studying local harmonic analysis on the sphere Sⁿ, R.S. Strichartz introduced certain zonal functions ϕ₂(d(x, y)) which satisfy the equation , where Δ_z is the Laplace operator and δ_−y the Dirac measure. The explicit expression of the constant a (λ) is given by R.S. Strichartz in the case that n is odd. Appyling the Apéry identity, we show in this paper that for n even, where w_n-1 is the surface area of S^n-1, . The author's research was supported by a grant from NSFC.     

Necessary and sufficient conditions for inclusion relations for absolute summability

We obtain a set of necessary and sufficient conditions for to imply for 1 <k ≤ s < ∞. Using this result we establish several inclusion theorems as well as conditions for the equivalence of and .     

Polynomial solutions of quasi-homogeneous partial differential equations

By means of a method of analytic number theory the following theorem is proved. Letp be a quasi-homogeneous linear partial differential operator with degreem,m > 0, w.r.t a dilation given by ( a₁, …, a_n). Assume that either a₁, …, a_n are positive rational numbers or for some Then the dimension of the space of polynomial solutions of the equationp[u] = 0 on ℝⁿ must be infinite     

Sul comportamento quasi periodico del resto di una certa classe di funzioni fortemente moltiplicative

Riassunto Siaf(x) una funzione periodica di periodo 1 ed a variazione limitata. Nel presente lavoro si dimostrano risultati diB ² quasi periodicità per convoluzioni aritmetiche del tipo dove la successione soddisfa opportuna ipotesi. I risultati ottenuti si possono applicare ai resti di certe funzioni fortemente moltiplicative.

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Summary Letf(x) be a periodic function with period 1 and of bounded variation. In this paper we prove results ofB ² almost periodicity for arithmetical convolutions of the type , where the sequence satisfies certain conditions. The results obtained can be applied to the remainder term of strongly multiplicative functions.

     

Harmonic measure of curves in the disk

A powerful tool for studying the growth of analytic and harmonic functions is Hall's Lemma, which states that there is a constantC>0 so that the harmonic measure of a subsetE of the closed unit disk evaluated at 0 satisfies whereE _rad is the radial projection ofE onto . FitzGerald, Rodin and Warschawski proved that ifE is a continuum in whose radial projection has length at most π then (*) is true withC=1, and they asked how large the length, |E _rad|, can be in order for their result to be valid. We prove that (*) holds withC=1 for every continuum satisfying and θc cannot be replaced by a larger number. Fuchs asked for the largest constantC so that (*) holds for allE. We show that for every continuum , (*) holds withC=C _2π≅.977126698498665669…, whereC _2π is the harmonic measure of the two long sides of a 3∶1 rectangle evaluated at the center. There are Jordan curves for which equality holds in (*) withC=C _2π. The authors are supported in part by NSF grants DMS-9302823 and DMS-9401027, and while at MSRI by NSF grant DMS-9022140.     

InfiniteB 2[g] sequences

We exhibit, for any integerg≥2, an infinite sequenceA ∈B ₂[g] such that . Furthermore, we obtain better estimates for small values ofg. For instance, we exhibit an infinite sequenceA ∈B ₂[2] such that Partially supported by Colciencias, Colombia and Universidad del Cauca.     

An asymptotic method for calculating limits of maximal means

For a continuous almost periodic function , we show that the function