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A new test for unimodality
Roman I. Andrushkiwa, Dmitry A. Klyushinb, Yuriy I. Petuninb a Department of Mathematical Sciences and Center for Applied Mathematics and Statistics, New Jersey Institute of Technology, Newark, NJ 07102, USA
b Taras Shevchenko Kyiv National University, Department of Cybernetics, 64, Volodymyrska Str., Kyiv 01033, Ukraine
Abstract:
A distribution function (d.f.) of a random variable is unimodal if there exists a number such that d.f. is convex left from this number and is concave right from this
number. This number is called a mode of d.f. Since one may have more than one
mode, a mode is not necessarily unique. The purpose of this paper is to construct
nonparametric tests for the unimodality of d.f. based on a sample obtained from the
general population of values of the random variable by simple sampling. The tests
proposed are significance tests such that the unimodality of d.f. can be guaranteed
with some probability (confidence level).
Keywords:
Unimodality, distribution function, significance test.
Citation:
Roman I. Andrushkiw, Dmitry A. Klyushin, Yuriy I. Petunin, “A new test for unimodality”, Theory Stoch. Process., 14(30):1 (2008), 1–6
Linking options:
https://www.mathnet.ru/eng/thsp113 https://www.mathnet.ru/eng/thsp/v14/i1/p1
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Abstract page: | 132 | Full-text PDF : | 62 | References: | 29 |
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