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A. K. Md E Saleh

Carleton University



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B. M. Golam Kibria

Florida International University



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Florence George

Florida International University



129 – Seasonal Adjustment and Hypothesis Testing

Simultaneous Estimation of Several Cumulative Distribution Function (CDF) s: Homogeneity Constraint

Sponsor: Business and Economic Statistics Section
Keywords: Distribution Function, Empirical Dustribution, Estimation, Pre-test, Risk Function

A. K. Md E Saleh

Carleton University

B. M. Golam Kibria

Florida International University

Florence George

Florida International University

Let xij {xij|j=1,2,..,ni} be k independent samples from ni respective distributions of functions Fi(x) (1< =i< =k). A classical statistical problem is to test whether these k samples came form a common populations with distributions function, F0(x) whose form may or may not be known. In this paper, we consider the complementary problem of estimating the distribution functions suspected to be homogeneous in order to improve the basic estimator known as "empirical distribution function" (edf) in an asymptotic setup. To illustarte the findings of the paper some tables and graphs are given.

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