日期精度：到日 23 篇 · 到月 13 篇 · 到年 0 篇
随机效应模型的一种新贝叶斯分析
SUMMARY For a typical random effects model in the one way analysis of variance a new Bayesian analysis is offered. An exchangeable prior distribution is defined over the parameters. It is suggested that rather than use the usual “F” test one should consider this as an estimation problem. The posterior distribution of a function of the parameters which measures the amount of variation present is found.
离散指数族多参数估计中改进估计量的构造
This paper extends and unifies the theory of simultaneous estimation for the discrete exponential family. We discuss construction of estimators which theoretically dominate the uniformly minimum variance unbiased estimator (UMVUE) under a weighted squared error loss function, and show by means of computer simulation results that new simultaneous Poisson means estimators perform more favorably than those previously proposed. Our improved estimators shift the UMVUE towards a…
两个正态均值之差的序贯点估计
A sequential procedure for estimating the difference of two normal means when the variances are unknown and not necessarily equal is proposed, and an asymptotic expression for "regret" is given. This generalizes the corresponding one sample result of Woodroofe.
单参数指数族中线性估计量的可容许性
For estimating the mean in the one parameter exponential family with quadratic loss, Karlin (1958) gave sufficient conditions for admissibility of estimators of the form $aX$. Later, Ping (1964) and Gupta (1966) gave sufficient conditions for admissibility of estimators of the form $aX + b$ for the same problem. Zidek (1970) gave sufficient conditions for the admissibility of $X$ for estimating an arbitrary piecewise continuous function of the parameter, say $\gamma(\theta)$,…
整数受限参数空间中若干极大似然估计量的容许性与极小极大性
Summary The present note studies the admissibility and minimaxity of maximum likelihood estimators in certain examples where the parameter space is restricted to integers.
位置参数的序贯秩检验
In this paper, for the one and two sample location problems, a class of sequential tests based on robust rank order statistics is developed. The proposed tests terminate with probability one for square integrable score functions. Under more stringent regularity conditions and for local alternatives, the OC and ASN of the proposed tests are obtained, and the allied asymptotic relative efficiency results with respect to the sequential probability ratio and likelihood ratio…
Various selection problems based on sample means have been considered by Bechhofer (Ann. Math. Statist. (1954), 16-39). Parallel selection procedures based on one-sample Hodges-Lehmann estimators (Ann. Math. Statist. (1963), 598-611) are proposed in this paper. These procedures possess more desirable finite sample properties and equivalent asymptotic properties as compared to rival procedures considered by Lehmann (Math. Ann. (1963), 268-275) and Puri and Puri (Ann. Math.…
For one sample rank order statistics, a law of iterated logarithm and almost sure convergence to Wiener processes are established here. For the one-sample location problem, a sequential test procedure based on rank order statistics is proposed, and with the aid of the earlier results, it is shown that this has power one and arbitrarily small type I error.
纵向研究中的非参数方法
Inference procedures based on some simple rank statistics are proposed and studied for the statistical analysis of longitudinal data. These robust and asymptotically efficient procedures do not require the basic assumption of multivariate normality of the underlying distributions. The theory is illustrated with two examples.