Applications of assignment algorithms to nonparametric tests for homogeneity
Ruth, David M.
MetadataShow full item record
We propose new nonparametric statistical tests to identify whether each element in a sequence of independent multivariate observations is drawn from a common probability distribution or if some distributional change has occurred over the course of the sequence. Each test is formulated using matching techniques based on distances between observations. These tests are capable of detecting changes of quite general nature, and, unlike most similar tests, they require no distribution assumptions or any prior separation of the data into hypothetical pre- and post-change subsets. We derive a central limit theorem for one of the tests and an exact distribution for another. A third culminating test, which is a cumulative sum of statistics on a collection of orthogonal matchings associated with the observation sequence, exhibits noteworthy power to detect whether a distributional change has occurred. We examine the performance of the tests by computer simulation and compare results to a state-of-the-art parametric competitor.
Approved for public release, distribution unlimited
Showing items related by title, author, creator and subject.
Evans, Donald Vincent (Monterey, California. Naval Postgraduate School, 1982-12);This thesis presents a method for decomposing a specification of a problem into a sequence of subproblem specifications. The method uses the specification to build a tree-like structure called a semantic net. The net is ...
Backes, Douglas Allen (Monterey, California. Naval Postgraduate School, 1977);Aircraft measurements made offshore during a coastal fog sequence by R.A. Markson are analyzed . Fog occurrence and areal extent are determined using aircraft, ship and shore station obs ervations obtained during the ...
Roginski, Jonathan W.; Gera, Ralucca M.; Rye, Eric C. (American Mathematical Society, 2015-10-19);The newly introduced neighborhood matrix extends the power of adjacency and distance matrices to describe the topology of graphs. The adjacency matrix enumerates which pairs of vertices share an edge and it may be summarized ...