MétaCan
Menu
Back to cohort
Record W4200633577 · doi:10.16929/as/2021.3061.195

Moments estimators and omnibus chi-square tests for some usual probability laws

2021· article· en· W4200633577 on OpenAlexaff
Gorgui Gning, Aladji Babacar Niang, Modou Ngom, Gane Samb Lo

Bibliographic record

VenueAfrika Statistika · 2021
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsTrusted Positioning (Canada)
Fundersnot available
KeywordsEstimatorLawMathematicsMoment (physics)Parametric statisticsRandom variableApplied mathematicsGaussianStatistics

Abstract

fetched live from OpenAlex

For many probability laws, in parametric models, the estimation of the parameters can be done in the frame of the maximum likelihood method, or in the frame of moment estimation methods, or by using the plug-in method, etc. Usually, for estimating more than one parameter, the same frame is used. We focus on the moment estimation method in this paper. We use the instrumental tool of the functional empirical process (fep) in Lo (2016) to show how it is practical to derive, almost algebraically, the joint distribution Gaussian law and to derive omnibus chi-square asymptotic laws from it. We choose four distributions to illustrate the method (Gamma law, beta law, Uniform law and Fisher law) and completely describe the asymptotic laws of the moment estimators whenever possible. Simulations studies are performed to investigate for each case the smallest sizes for which the obtained statistical tests are recommendable. Generally, the omnibus chi-square test proposed here work fine with sample sizes around fifty.

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.038
metaresearch head score (Gemma)0.260
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.038
Threshold uncertainty score0.198

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0380.260
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0040.004
Science and technology studies0.0010.006
Scholarly communication0.0030.007
Open science0.0030.002
Research integrity0.0030.005
Insufficient payload (model declined to judge)0.0090.002

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 head0.062
GPT teacher head0.277
Teacher spread0.214 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2021
Admission routes1
Has abstractyes

Explore more

Same venueAfrika StatistikaSame topicFinancial Risk and Volatility ModelingFrench-language works237,207