Fitting the ratio of two distributions
โ Scribed by Roger Barlow; Peter Hinde
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 868 KB
- Volume
- 56
- Category
- Article
- ISSN
- 0010-4655
No coin nor oath required. For personal study only.
โฆ Synopsis
A maximum likelihood technique is presented for the problem of fitting the ratio of two distributions, as a function of the sampling variable x, which may be multi-dimensional. No binning of the data is involved. A computer program, RATFIT, which implements this algorithm is described.
๐ SIMILAR VOLUMES
A sub-class of phase-type distributions is defined in terms of a Markov process with sequential transitions between transient states and transitions from these states to absorption. Such distributions form a very rich class; they can be fitted to data, and any structure revealed by the parameter est
I n this paper we define a new statistic W as a logarithm of the ratio of measures of divergence (as defined by MAHALANOBIS or as defined by BHATTACHARYYA) between two multivariate populations and then we obtain the exact distribution of W by using Characteristic functions, Inversion Theorem and som