Discrimination between close hypotheses about Weibull and log-Weibull type distributions by the higher order statistics
Igor Rodionov

TL;DR
This paper introduces a method to distinguish between similar Weibull and log-Weibull distributions using only a few top order statistics, addressing practical scenarios with limited data in safety and environmental studies.
Contribution
It presents a novel approach utilizing higher order statistics for hypothesis discrimination between Weibull and log-Weibull distributions, focusing on limited sample data.
Findings
Effective discrimination with few top order statistics
Applicable to safety, lifespan, and environmental data
First to use higher order statistics for this purpose
Abstract
The proposed paper discusses the problem of discrimination between close hypotheses about distributions belonging to the Gumbel maximum domain of attraction. The distinctive feature of the proposed work is using only k higher order statistics of the sample in the construction of criteria, because there are many situations when we do not know the whole sample, as it occurs in the problems linked with safety, life span, catastrofes, sea level and other. This work is the first in the series of the author's works that deal with the statistics of extrema.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStatistical Distribution Estimation and Applications · Financial Risk and Volatility Modeling · Advanced Statistical Methods and Models
