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安德森-达林和沃森测试几何分布,估计成功概率
Héctor Francisco Coronel-Brizio1,2, Alejandro Raúl Hernández-Montoya1,2, Manuel Enrique Rodríguez-Achach3
1Instituto de Investigaciones en Inteligencia Artificial, Universidad Veracruzana, Xalapa, Veracruz, México.
PloS one
|December 31, 2024
概括
这项研究为几何分布引入了新的适合性测试,为离散模型调整连续统计数据. 这些新的统计工具增强了离散数据分析,特别是在金融领域.
科学领域:
- 统计 统计 统计 统计
- 计量经济学 计量经济学
- 计算金融是指计算金融.
背景情况:
- 适合性测试对于模型验证至关重要.
- 现有的测试主要设计用于连续分布.
- 离散分布测试,特别是几何分布,仍然未被充分探索.
研究的目的:
- 为几何分布引入新的适合性测试,成功概率未知.
- 适应已建立的连续分布统计 (沃森W2和安德森-达林A2) 用于离散应用.
- 为离散模型提供一个强大的统计框架.
主要方法:
- 开发Watson W2和安德森-达林A2统计数据的离散调整.
- 为非对称的临界值生成广泛的表.
- 将测试应用于财务时间序列数据.
主要成果:
- 成功地适应了对离散几何分布的连续合适度统计.
- 为实际实施提供关键值表.
- 证明测试在分析金融市场价格走势中的有用性.
结论:
- 开发的测试为评估离散模型中的适合性提供了有价值的新工具.
- 这些方法特别适用于金融应用,例如分析市场指数.
- 这项研究扩大了在离散领域进行统计建模的工具包.
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