A new Evidence Test is applied to the problem of testing whether two Poisson random variables are dependent. The dependence structure is that of Holgate's bivariate distribution. These bivariate distribution depends on three parameters, 0 ยก ร 1 ; ร 2 ยก โ, and 0 6 ร 3 6 min(ร 1 ; ร 2 ). The Evidence
โฆ LIBER โฆ
Testing independence of simulation subruns: a note on the power of the Von Neumann test
โ Scribed by J.P.C Kleijnen; R van der Ven; B Sanders
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 127 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0377-2217
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