Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test (2002)
- Authors:
- Autor USP: STERN, JULIO MICHAEL - IME
- Unidade: IME
- Assunto: TESTES DE HIPÓTESES
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: Resumos
- Conference titles: Simpósio Nacional de Probabilidade e Estatística
-
ABNT
STERN, Julio Michael e ZACKS, Shelemyahu. Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test. 2002, Anais.. São Paulo: ABE, 2002. Disponível em: https://repositorio.usp.br/directbitstream/5b580cb3-f532-4f08-a727-862d607a7784/1272378.pdf. Acesso em: 23 abr. 2024. -
APA
Stern, J. M., & Zacks, S. (2002). Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test. In Resumos. São Paulo: ABE. Recuperado de https://repositorio.usp.br/directbitstream/5b580cb3-f532-4f08-a727-862d607a7784/1272378.pdf -
NLM
Stern JM, Zacks S. Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test [Internet]. Resumos. 2002 ;[citado 2024 abr. 23 ] Available from: https://repositorio.usp.br/directbitstream/5b580cb3-f532-4f08-a727-862d607a7784/1272378.pdf -
Vancouver
Stern JM, Zacks S. Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test [Internet]. Resumos. 2002 ;[citado 2024 abr. 23 ] Available from: https://repositorio.usp.br/directbitstream/5b580cb3-f532-4f08-a727-862d607a7784/1272378.pdf - Algoritmos eficientes de programação linear
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