论文检索

学生化均值的鞍点近似及其 Bootstrap 应用AI 解读

A saddlepoint technique is used to approximate to the density and tail probability of the studentized mean of a random sample. The motivation was to replace bootstrapping of the studentized mean in the way Davison & Hinkley (1988) used the saddlepoint approximation for the unstudentized mean. The method involves first obtaining a bivariate saddlepoint approximation, then, after a nonlinear transformation, integrating out an unwanted variable either numerically or by a…

学生化均值的鞍点近似及其自助法应用AI 解读

A saddlepoint technique is used to approximate to the density and tail probability of the studentized mean of a random sample. The motivation was to replace bootstrapping of the studentized mean in the way Davison & Hinkley (1988) used the saddlepoint approximation for the unstudentized mean. The method involves first obtaining a bivariate saddlepoint approximation, then, after a nonlinear transformation, integrating out an unwanted variable either numerically or by a…

Bootstrap偏差AI 解读

Use of the bootstrap in estimation of the sampling distribution of a pivot is considered for two simple situations. It is shown by a simulation study that in each case the bootstrap is noticeably biased for small sample sizes. The techniques of computer algebra are used to obtain an exact assessment of the bias in both problems and an approximate theoretical analysis based on saddlepoint approximation is presented.

用镜像法构造序贯检验AI 解读

A method is described for constructing sequential test boundaries for which the sample size distribution is easily computed. Assuming a diffusion approximation to be adequate, a few suitably placed images with negative weights are added to a basic unit source at the origin to create absorbing boundaries with intuitively desirable properties. A simple family of closed boundaries generated in this way is compared with Ferebee's (1980) reversed parabolic boundaries and…

摘要暂缺

摘要暂缺

谱密度估计AI 解读

SUMMARY A method of estimating spectral densities is developed which uses the data explicitly to help determine the best smoothing procedure. Two techniques are discussed. The first involves polynomial approximations, the second is an interpolation technique which is useful when a limited number of autocorrelations is available. The Gaussian and Laplacian weight functions play important roles in the first and second technique respectively.

摘要暂缺

单变量随机过程的Green型近似解AI 解读

SUMMARY A study is made of approximations of Green's type (often called W.K.B. approximations) to the solution of equations governing univariate stochastic processes. After considering some specific processes, the general homogeneous process in continuous time is discussed. A numerical comparison is made between the approximate and exact probabilities for the multiplicative birth and death process. Diffusion processes are briefly examined. The method is applied to the…

摘要暂缺

摘要暂缺

摘要暂缺