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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Acta applicandae mathematicae 42 (1996), S. 105-137 
    ISSN: 1572-9036
    Keywords: 62G10 ; rank test ; test of randomness ; change points ; trend ; consistency
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Considered are modifications of a rank test of randomness for the one- and multi-dimensional regular design cases as well as for the one- and multi-dimensional random design cases. The null hypothesis is that all observations are independent and identically distributed. The main result is the proof of consistency of the test in each of the above cases against two general alternatives.Alternative 1: there exists a pairwise disjoint partion U i =1 m D i =D, where D ⊂ ℝd≥1, is a bounded domain inside which one makes observations, such that (1) if an observation point falls insideD i , then the corresponding observed value is the realization of a random variable ξi i = l,...,m; (2) there exists an ordering % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaamXvP5wqonvsaeHbfv3ySLgzaGqbaiab-Tha7jabe67a4Hqbdiab% +LgaPnaaBaaaleaacaWGRbaabeaakiab-1ha9naaDaaaleaacaWGRb% Gaeyypa0JaaGymaaqaaiaad2gaaaaaaa!4C2D!\[\{ \xi i_k \} _{k = 1}^m \], where % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiabe67a4nXvP5wqonvsaeHbfv3ySLgzaGqbdiab-LgaPnaaBaaa% leaacaWGRbaabeaaaaa!454D!\[\xi i_k \] is stochastically smaller than % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiabe67a4nXvP5wqonvsaeHbfv3ySLgzaGqbdiab-LgaPnaaBaaa% leaacaWGRbaabeaakmaaBaaaleaacqGHRaWkcaaIXaaabeaakiaacY% cacaWGRbGaeyypa0JaaGymaiaacYcacaGGUaGaaiOlaiaac6cacaGG% SaGaamyBaiabgkHiTiaaigdaaaa!509B!\[\xi i_k _{ + 1} ,k = 1,...,m - 1\], (3) the partition is independent of the number of observation points. Note thatm, this ordering, and the sets D i are not known a priori: one tests only for the existence of such a partition. Note also that in the one-dimensional case the initial sequence need not be stochastically monotone under the alternative.Alternative 2: there exists an arbitrary ‘asymptotically continuous’ trend in location. ‘Asymptotically continuous’ means that the trend converges to some continuous, not identically constant function as the number of data points goes to infinity. This function need not be monotone. A numerical example illustrating the use of the obtained results for image analysis (edge detection) is presented.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    Electronic Resource
    Electronic Resource
    Chichester, West Sussex : Wiley-Blackwell
    Mathematical Methods in the Applied Sciences 19 (1996), S. 1121-1134 
    ISSN: 0170-4214
    Keywords: Engineering ; Numerical Methods and Modeling
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: Let q(x) be a real-valued function with compact support D⊂∝3. Given the scattering amplitude A(α′, α, k) for all α′, α∊S2 and a fixed frequency k〉0, the moments of q(x) up to the second order are found using a computationally simple and relatively stable two-step procedure. First, one finds the zeroth moment (total intensity) and the first moment (centre of inertia) of the potential q. Second, one refines the above moments and finds the tensor of the second central moments of q. Asymptotic error estimates are given for these moments as d = diam(D)→0. Physically, this means that (k2+sup∣q(x))d2〈1 and sup∣q(x)∣d〈k. The found moments give an approximate position and the shape of the support of q. In particular, an ellipsoid D̃ and a real constant q̃ are found, such that the potential q̃ (x) = q̃, x∊D̃, and q̃ (x) = 0, x∉ D̃, produces the scattering data which fit best the observed scattering data and has the same zeroth, first, and second moments as the desired potential. A similar algorithm for finding the shape of D given only the modulus of the scattering amplitude A(α′,α) is also developed.
    Type of Medium: Electronic Resource
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