Title :
Computer simulation technique on the investigation of statistical regularities
Author :
Lemeshko, B.Yu. ; Postovalov, S.N. ; Chimitova, E.V. ; Pomadin, S.S. ; Ponomarenko, V.M. ; Frantsuzov, A.V. ; Mirkin, E.P. ; Lemeshko, S.B.
Author_Institution :
Novosibirsk State Univ., Russia
fDate :
26 June-3 July 2004
Abstract :
The approach to investigate the fundamental regularities of the mathematical statistics using statistical simulation and computer analysis methods has been considered. The approach is proved to be the most effective for analysing the properties of statistics under non-standard conditions when classical results of mathematical statistics can´t be used. The most considerable results have been obtained by the approach in the research fields listed. These are: goodness-of-fit criteria in composite hypothesis testing, the correlation analysis of multidimensional random variables, the analysis of censored samples, robust estimation methods and robustness of different tests.
Keywords :
correlation methods; digital simulation; estimation theory; mathematics computing; statistical analysis; computer analysis method; computer simulation technique; correlation analysis; mathematical statistics; robust estimation method; statistical regularities; statistical simulation; Analysis of variance; Computational modeling; Computer simulation; Maximum likelihood estimation; Multidimensional systems; Random variables; Robustness; Statistical analysis; Statistical distributions; Testing;
Conference_Titel :
Science and Technology, 2004. KORUS 2004. Proceedings. The 8th Russian-Korean International Symposium on
Print_ISBN :
0-7803-8383-4
DOI :
10.1109/KORUS.2004.1555573
