A DISCRIMINATION FUNCTION FOR THE AR (1) MODEL : A SIMULATION STUDY ON THE NORMAL AND ABNORMAL DISTRIBUTIONS

KASAP, Re�at; ALP, �hsan

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A DISCRIMINATION FUNCTION FOR THE AR (1) MODEL : A SIMULATION STUDY ON THE NORMAL AND ABNORMAL DISTRIBUTIONS [Pamukkale Univ Muh Bilim Derg]

Pamukkale Univ Muh Bilim Derg. 1998; 4(3): 739-742

A DISCRIMINATION FUNCTION FOR THE AR (1) MODEL : A SIMULATION STUDY ON THE NORMAL AND ABNORMAL DISTRIBUTIONS

Re�at KASAP¹, �hsan ALP¹
Gazi �niversitesi, Fen-Edebiyat Fak�ltesi, �statistik B�l�m�, 06500 / Ankara

We shall consider the case where a process {Zt} for an AR(1) belongs to one of two categories gave by two hypotheses p1 and p2 in this paper. These hypotheses specify that {Zt} has spectral density function f (w) and g(w) under p1 and p2 respectively. We can use I(f:g) as a discrimination function, if f(w) and g(w) are known. A numerical example will be given by using simulation for the normal and abnormal distribution cases in this study.

Keywords: Autoregressive process, Discrimination function, Statistical distributions, Simulation

AR(1) MODEL� ��N AYIRIM FONKS�YONU; NORMAL VE NORMAL OLMAYAN DA�ILIMLAR �ZER�NE B�R S�MULASYON �ALI�MASI

Re�at KASAP¹, �hsan ALP¹
Gazi �niversitesi, Fen-Edebiyat Fak�ltesi, �statistik B�l�m�, 06500 / Ankara

Bu �al��mada AR(1) i�in {Zt } s�recinin p1 ve p2 hipotezleri ile verilen iki kategoriden birine ait oldu�unu g�z�n�ne almaktay�z. Bu hipotezler s�ras�yla p1 ve p2 alt�nda {Zt}, f(w) ve g(w) spectral yo�unluk fonksiyonlara sahip oldu�unu belirtir. E�er f(w) ve g(w) biliniyorsa I (f:g)�yi ay�r�m fonksiyonu olarak kullanabiliriz. �al��mada Normal ve normal olmayan durumlar i�in similasyon �al��mas�yla bir say�sal �rnek verilecektir.

Anahtar Kelimeler: Otoregressif s�re�, Ay�r�m fonksiyonu, �statistiksel da��l�mlar, Simulasyon

Re�at KASAP, �hsan ALP. A DISCRIMINATION FUNCTION FOR THE AR (1) MODEL : A SIMULATION STUDY ON THE NORMAL AND ABNORMAL DISTRIBUTIONS. Pamukkale Univ Muh Bilim Derg. 1998; 4(3): 739-742
Manuscript Language: Turkish

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A DISCRIMINATION FUNCTION FOR THE AR (1) MODEL : A SIMULATION STUDY ON THE NORMAL AND ABNORMAL DISTRIBUTIONS

AR(1) MODEL� ���N AYIRIM FONKS�YONU; NORMAL VE NORMAL OLMAYAN DA�ILIMLAR �ZER�NE B�R S�MULASYON �ALI�MASI

AR(1) MODEL� ��N AYIRIM FONKS�YONU; NORMAL VE NORMAL OLMAYAN DA�ILIMLAR �ZER�NE B�R S�MULASYON �ALI�MASI