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对《正态混合分布与转换回归的估计》的评论AI 解读

We wish to commend Professors Quandt and Ramsey for presenting an article (Quandt and Ramsey 1978) which is at once stimulating and certain to cause controversy. The problem of the estimation of the parameters of the mixture of normals is an old one which has resisted completely satisfactory resolution; the last word has not yet been heard on this problem. Presumably, more than a few more will be generated by the appearance of this article. The density in question is:

将 Tukey 多重比较方法扩展至具有随机伴随变量的实验设计AI 解读

SUMMARY A procedure is provided for the construction, of simultaneous confidence intervals on all contrasts of a set of parametric functions, or tests of hypotheses concerning them, in an analysis of covariance wherein the dependent and concomitant variates have a joint (p + 1)dimensional normal distribution. This new procedure is analogous to Tukey's method of multiple comparisons in the analysis of variance, both in application and in the conditions which are necessary for…

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稳定分布参数估计及股票价格行为应用AI 解读

A point of considerable interest is whether the asymmetric stable laws rather than the symmetric stable laws provide for a closer representation of the behavior of security prices. Our empirical results indicate that the asymmetric laws are more appropriate than the symmetric stable laws. A new estimation procedure is used to obtain the estimates of parameters of the stable laws for 20 randomly selected stocks from the New York Stock Exchange. Estimates of the skewness…

稳定分布的参数估计AI 解读

Estimation of the parameters of the stable laws is considered for samples of size at least 50. The modulus of the difference between the empirical and theoretical characteristic functions is weighted and integrated over the real line; this function of the sample values and the parameters is then minimized with respect to the parameters via a gradient search routine nested within a sequential search. Extensive simulation experiments validate the effectiveness of the…

稳定分布参数的估计AI 解读

Estimation of the parameters of the stable laws is considered for samples of size at least 50. The modulus of the difference between the empirical and theoretical characteristic functions is weighted and integrated over the real line; this function of the sample values and the parameters is then minimized with respect to the parameters via a gradient search routine nested within a sequential search. Extensive simulation experiments validate the effectiveness of the…

协方差分析中的多重极差检验AI 解读

A new test statistic is proposed for making multiple comparisons on adjusted treatment means in analysis of covariance when the dependent and concomitant variates have a multivariate normal distribution. The probability distribution of the range of the adjusted treatment means, suitably Studentized, is derived for the case of one-way analysis of covariance with equal subgroup sizes and one random covariate, and the distribution is found to be free of nuisance parameters.…

协方差分析中的多重极差检验AI 解读

A new test statistic is proposed for making multiple comparisons on adjusted treatment means in analysis of covariance when the dependent and concomitant variates have a multivariate normal distribution. The probability distribution of the range of the adjusted treatment means, suitably Studentized, is derived for the case of one-way analysis of covariance with equal subgroup sizes and one random covariate, and the distribution is found to be free of nuisance parameters.…