We compare and investigate Neyman's smooth test, its components, and the Kolmogorov-Smirnov (KS) goodness-of-fit test for testing the uniformity of multivariate forecast densities. Simulations indicate that the KS test lacks power when the forecast distributions are misspecified, especially for...

Summary Stationary multiplier methods are procedures for rounding real probabilities into rational proportions, while the Sainte-Laguë divergence is a reasonable measure for the cumulative error resulting from this rounding step. Assuming the given probabilities to be uniformly distributed, we...

In this study, Jackknifed estimators are obtained for the parameters @ and ß of the Uniform(ß ,@) distribution based on progressively type-II right censored sample. Expected values and variances of jackknifed and non-jackknifed estimators are derived and compared. A numerical example is given...