Search for dissertations about: "heavy-tailedness"

Found 2 swedish dissertations containing the word heavy-tailedness.

  2. 1. Self-Normalized Sums and Directional Conclusions

    Author : Fredrik Jonsson; Allan Gut; Josef Steinebach; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Self-normalized sums; heavy-tailedness; Student s t-statistic; distributional symmetry; exponential tilting; directional conclusions; reversal rates; multiple statistical inference; the Benjamini-Hochberg procedure;

    Abstract : This thesis consists of a summary and five papers, dealing with self-normalized sums of independent, identically distributed random variables, and three-decision procedures for directional conclusions. In Paper I, we investigate a general set-up for Student's t-statistic. READ MORE

  4. 2. Properties and tests for some classes of life distributions

    Author : Bengt Klefsjö; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Life distribution; survival function; exponential distribution; IFR; IFRA; NBUE; DMRL; HNBUE; shock model; total time on test transform; testing of exponentiality;

    Abstract : A life distribution and its survival function F = 1 - F with finitemean y = /q F(x)dx are said to be HNBUE (HNWUE) if F(x)dx < (>)U exp(-t/y) for t > 0. The major part of this thesis deals with the classof HNBUE (HNWUE) life distributions. READ MORE