日期精度：到日 5 篇 · 到月 18 篇 · 到年 10 篇
概率论导论
This classic text and reference introduces probability theory for both advanced undergraduate students of statistics and scientists in related fields, drawing on real applications in the physical and biological sciences. The book makes probability exciting. -Journal of the American Statistical Association
正态分布函数的计算
A slight modification of a formula of A. J. Strecock provides a simple approximation to the normal distribution function which is accurate to nine decimal places.
正态分布函数的计算
A slight modification of a formula of A. J. Strecock provides a simple approximation to the normal distribution function which is accurate to nine decimal places.
高斯格点过程空间相互作用的估计与检验
Maximum likelihood estimation for rectangular lattice autonormal schemes is discussed. Explicit results for the first-order isotropic scheme are given and compared with those obtained using a simple coding technique. The efficiency of the coding technique in testing for randomness on various types of lattice is assessed.
In using Monte Carlo methods for estimating some constant it often happens that successive observations are not independent. Various methods of estimating the variance of the mean of all the observations are considered. It is shown by numerical examples that in many cases these are strongly biased and the bias is calculated when the serial correlation is of the form ρs. If an upper bound for the serial correlation is known, this enables one to choose the length of the…
高斯格点过程空间交互的估计与检验
Maximum likelihood estimation for rectangular lattice autonormal schemes is discussed. Explicit results for the first-order isotropic scheme are given and compared with those obtained using a simple coding technique. The efficiency of the coding technique in testing for randomness on various types of lattice is assessed.
蒙特卡洛模拟实验中的标准误估计
SUMMARY In using Monte Carlo methods for estimating some constant it often happens that successive observations are not independent. Various methods of estimating the variance of the mean of all the observations are considered. It is shown by numerical examples that in many cases these are strongly biased and the bias is calculated when the serial correlation is of the form ps. If an upper bound for the serial correlation is known, this enables one to choose the length of…
同质性检验的渐近性质
Tests for the homogeneity of samples from the Poisson and Gamma distributions are considered based on the C(α ) procedure of Neyman and on maximum likelihood estimators. These are shown to be equivalent in spite of the fact that the null hypothesis lies on the boundary of the parameter space, which is contrary to the assumptions under which the C(α ) test is derived. Moreover, it is shown that neither procedure has been proved to work unless the disturbing distribution is…
复合假设的渐近最优检验
SummarySuppose we are given sample observations from a distribution f(X|θ1, …, θk), and it is desired to test the null hypothesis θ1 = 0 against the alternative hypothesis that θ1 ≠ 0, the values of θ2, …, θk being unknown. Various asymptotically optimal procedures for doing this are considered. It is shown that the C(α) tests used by Neyman are asymptotically equivalent to the use of the likelihood ratio test and to tests using the maximum likelihood estimators. The…
In some experimental situations where the use of a covariate could increase the precision of the experiment the distributions of the test variate and the covariate are highly non-normal. Some of these cases can be analysed by using a bivariate Г distribution which is here defined. Methods of testing for a change in the scale parameter in one margin, using the other variate as a control, are described and the correponding extension to cross-over experiments briefly outlined.
二元 Gamma 分布下的统计推断
In some experimental situations where the use of a covariate could increase the precision of the experiment the distributions of the test variate and the covariate are highly non-normal. Some of these cases can be analysed by using a bivariate Г distribution which is here defined. Methods of testing for a change in the scale parameter in one margin, using the other variate as a control, are described and the correponding extension to cross-over experiments briefly outlined.
高速光电求积仪的统计理论
A photoelectric planimeter has recently been constructed by G. N. Wilkinson which estimates areas by measuring the sum of the lengths of all the intercepts of an area by a set of equally spaced parallel lines. The variance of the random error resulting from this procedure is calculated theoretically for circles, ellipses and rectangles, and an inequality for the variance is given for convex regions.
指数分布变量的序列相关检验
This paper considers the testing of serial correlation coefficients when the underlying distribution is negative exponential. The first-order serial correlation coefficient is shown to be an asymptotically most powerful test criterion for certain plausible alternative hypotheses. The mean of its distribution, assuming independence, is known and a bound and estimate for its variance are obtained. These are compared with sampling results of D. R. Cox. The distribution of the…
生灭过程参数的估计
Summary In a previous paper the estimation of the sum λ + μ of the parameters of a simple birth and death process was considered. In the present paper we consider the estimation of λ(λ + μ)−1. This problem is equivalent to the problem of estimating the probabilities of steps to the right and left from an observed realization of a random walk which has one absorbing boundary and which is terminated, if necessary, after a preassigned number of steps. The properties of various…