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Record W2149733270 · doi:10.1080/03610910802439121

Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio

2008· article· en· W2149733270 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueCommunications in Statistics - Simulation and Computation · 2008
Typearticle
Languageen
FieldMathematics
TopicStatistical Distribution Estimation and Applications
Canadian institutionsInternational Game Technology (Canada)
FundersNational Institutes of HealthUniversity of Nevada, RenoNational Science Foundation
KeywordsMathematicsPareto distributionPareto principleStatisticsLomax distributionExponential distributionPareto interpolationExponential functionApplied mathematicsDeviance (statistics)Asymptotic distributionStatisticLikelihood-ratio testNull distributionDistribution (mathematics)Test statisticStatistical hypothesis testingExtreme value theoryGeneralized Pareto distributionMathematical analysis

Abstract

fetched live from OpenAlex

We consider the problem of maximum likelihood estimation of the parameters of the Pareto Type II (Lomax) distribution. We show that in certain parametrization and after modification of the parameter space to include exponential distribution as a special case, the MLEs of parameters always exist. Moreover, the MLEs have a non standard asymptotic distribution in the exponential case due to the lack of regularity. Further, we develop a likelihood ratio test for exponentiality versus Pareto II distribution. We emphasize that this problem is non standard, and the limiting null distribution of the deviance statistic in not chi-square. We derive relevant asymptotic theory as well as a convenient computational formula for the critical values for the test. An empirical power study and power comparisons with other tests are also provided. A problem from climatology involving precipitation data from hundreds of meteorological stations across North America provides a motivation for and an illustration of the new test.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.803
Threshold uncertainty score0.996

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.333
GPT teacher head0.473
Teacher spread0.141 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it