THE PROBABILITY INTEGRAL TRANSFORMATION WHEN PARAMETERS ARE ESTIMATED FROM THE SAMPLE
成果类型：
Article
署名作者：
DAVID, FN; JOHNSON, NL
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1948
页码：
182190
关键词：
摘要：
The probability integral transformation, which leads to a rectangular distr. in case a simple hypothesis specifies the parameters of a known probability law, is investigated for composite hypotheses in which a location parameter or a location parameter and a scale parameter are to be estimated from the observed values. The distr. of the transformed variate does not depend on the parameters, but does depend on the functional form of the probability law. All of the distrs. obtained appear to be asymptotically rectangular.