Some fundamental properties of the empirical distribution function are derived in the case of independent but not necessarily identically distributed random variables. The distribution functions of ...

Let Y(n)=Σ i=0 ∞ ρ (i)ε (n-i), n = 1,2,... be a moving average process of infinite order where the innovations ε (k) are in the domain of attraction of a stable law with index α ∈ (0,2) and the ...

SAS/INSIGHT software provides tests for the null hypothesis that the input data values are a random sample from a normal distribution. These test statistics include the Shapiro-Wilk statistic (W) and ...

When you use a WEIGHT statement, the percentiles are computed differently. The 100pth weighted percentile y is computed from the empirical distribution function with averaging where w i is the weight ...