日期精度：到日 0 篇 · 到月 8 篇 · 到年 7 篇
时间序列模型同质性的大样本检验
Limit distributions both under the null and a sequence of alternative hypotheses are derived for the likelihood ratio and related statistics for testing the homogeneity of several autoregressive processes. These results are extended to mixed autoregressive and moving average processes.
时间序列模型同质性的大样本检验
Limit distributions both under the null and a sequence of alternative hypotheses are derived for the likelihood ratio and related statistics for testing the homogeneity of several autoregressive processes. These results are extended to mixed autoregressive and moving average processes.
递减平均剩余寿命检验中 Hollander–Proschan 统计量的零分布
The exact null distribution is obtained for the test statistic V* proposed by Hollander & Proschan (1975) for testing exponentiality versus decreasing mean residual life alternatives. Selected critical values are tabulated for sample sizes 2 to 60.
针对递减平均剩余寿命的 Hollander–Proschan 统计量零分布
The exact null distribution is obtained for the test statistic V* proposed by Hollander & Proschan (1975) for testing exponentiality versus decreasing mean residual life alternatives. Selected critical values are tabulated for sample sizes 2 to 60.
检验分布对称性的 Cramér–von Mises 型统计量
A Cramér-von Mises type statistic is proposed for testing the symmetry of a continuous distribution function. Its small sample and asymptotic null distributions are derived. It is shown to be consistent against all nonsymmetric alternatives.
用于构造置信带的随机变量的极限分布
The limiting distribution of the random variable, √n times the maximum absolute difference between Φ(x;x,s) and Φ(x;0, 1) is obtained, where Φ(x;μ,σ) denotes the normal cumulative distribution with mean μ and variance σ2 and x and s2 are, respectively, the mean and variance of a random sample of size n from Φ(x;0, 1).
抽样理论中若干有用的乘积矩
General methods are developed for finding the mathematical expectation of and where X pj denotes the pth (p=1,2,···,k) character of the jth (j=1,2,···, N) unit of a finite population, is the sample mean of the pth character based on a random sample of size n, and is the corresponding population mean. Methods for unbiasedly estimating the product moments are also presented.
置信带构造中一个随机变量的极限分布
The limiting distribution of the random variable, √n times the maximum absolute difference between Φ(x;x,s) and Φ(x;0, 1) is obtained, where Φ(x;μ,σ) denotes the normal cumulative distribution with mean μ and variance σ2 and x and s2 are, respectively, the mean and variance of a random sample of size n from Φ(x;0, 1).
累积分布函数参数置信带的一种构造方法
A method is developed for constructing a confidence band for a cumulative distribution function with known functional form. The band is derived using the maximum absolute difference between the true function and an estimator of it. The normal distribution with unknown mean and variance is treated in detail. The band derived in this case is found to be superior in certain instances to the one due to Kanofsky (1968a) with respect to the expected band width at selected points,…
向固定点收缩的均值估计
The problem of shrinking the maximum likelihood estimator (MLE) of the mean μ of various populations towards a natural origin μ0 is studied. Estimators of the general form, are proposed for the cases of Normal, Gamma, Poisson, and Binomial distributions. The behavior of these estimators is compared with that of the ones suggested by Thompson [3]. Our estimators are shown to be better in the sense of having a smaller mean square error in an interval around μ0.
参数未完全指定分布的拟合优度检验方法
A general method is developed for testing the goodness of fit of a continuous distribution against unspecified alternatives when the null hypothesis specifies only the functional form of the distribution and leaves some or all of its parameters unspecified. The exponential and normal distributions are treated in detail. For these distributions tables of percentile points of the test statistics are provided. Power comparisons of our tests with those developed by Lilliefors…
参数未完全指定分布的拟合优度检验方法
A general method is developed for testing the goodness of fit of a continuous distribution against unspecified alternatives when the null hypothesis specifies only the functional form of the distribution and leaves some or all of its parameters unspecified. The exponential and normal distributions are treated in detail. For these distributions tables of percentile points of the test statistics are provided. Power comparisons of our tests with those developed by Lilliefors…