日期精度：到日 5 篇 · 到月 19 篇 · 到年 4 篇
针对有序备择的多元多样本分位数检验
We propose and study a multivariate c-sample rank test for order-restricted alternatives when the underlying distributions have a contaminated component. An example concerning lens opacity in adults is presented. The asymptotic distributions are obtained under local mixture alternatives, and Pitman efficiencies are calculated. An empirical power study is also included.
针对有序备择的多元多样本分位数检验
We propose and study a multivariate c-sample rank test for order-restricted alternatives when the underlying distributions have a contaminated component. An example concerning lens opacity in adults is presented. The asymptotic distributions are obtained under local mixture alternatives, and Pitman efficiencies are calculated. An empirical power study is also included.
随机效应对无条件风险率与生存函数的影响
The consequences of introducing random effects have been a major issue in models for survival analysis. A general result is derived to establish the underestimation of the unconditional hazard rate when a random effect is present. Also, the survival time is shown to be underestimated. No distributional assumption regarding the random effect is required.
随机效应对无条件风险率与生存函数的影响
The consequences of introducing random effects have been a major issue in models for survival analysis. A general result is derived to establish the underestimation of the unconditional hazard rate when a random effect is present. Also, the survival time is shown to be underestimated. No distributional assumption regarding the random effect is required.
删失数据正态性检验相关统计量的临界值表与大样本理论
Plotting order statistics versus some variant of the normal scores is a standard graphical technique for assessing the assumption of normality. To obtain an objective evaluation of the normal assumption, it is customary to calculate the correlation coefficient associated with this plot. The Shapiro—Francia statistic is the square of the correlation between the observed order statistics and the expected values of standard normal order statistics, whereas the Shapiro—Wilk…
多元 Behrens–Fisher 问题的贝叶斯解法
We consider the problem of finding the posterior probabilities of ellipsoids for the difference between two multivariate normal means. We do not require the two population covariance matrices to be equal, therefore, our results pertain to the multivariate Behrens—Fisher problem. A Hotelling T 2-like quantity is defined, and its cdf is expressed as a linear combination of the cdf's of some F distributions. This representation enables us to compute desired probabilities…
若干修正 Shapiro–Wilk 统计量的渐近等价性：完整与删失样本
The Shapiro-Wilk statistic and its modifications are widely applied in tests for normality. We establish the asymptotic equivalence of a class of statistics based on different choices of normal scores. In particular, we conclude that the Shapiro-Francia, Filliben, Weisberg-Bingham and de Wet-Venter versions of the statistic are asymptotically equivalent. Our results also apply to the Type I and Type II censored data cases.
Box–Cox 变换在二元响应模型中的应用
The power transformation suggested by Box & Cox (1964) is applied to the odds ratio to generalize the logistic model and to parameterize a certain type of lack of fit. Transformation of the design variable within the context of the dose-response problem is also considered.
不连续型 Lévy 过程的渐近推断
We establish contiguity of certain families of probability measures indexed by $T$, as $T \rightarrow \infty$, for classes of stochastic processes with stationary, independent increments whose sample paths are discontinuous. Many important consequences pertaining to properties of tests and estimates then apply. A new expression for the Radon-Nikodym derivative of these processes is obtained.
正态化变换的大样本行为
We investigate the large-sample behavior of the Box-Cox procedures for selecting a transformation to normality. The study of the large-sample behavior clearly reveals the role played by the assumptions. Based on our large-sample results, we introduce an information number approach for transforming a known distribution to near normality. This latter procedure provides bench marks for the maximum amount of improvement achievable through power transformations. We illustrate our…
角度观测依赖的二元模型及相关马尔可夫过程
Some new distributions having specified marginal distributions are proposed for dependent random variables taking values on the torus. A related family of Markov processes taking values on the circle is constructed, and statistical inference for these processes is studied.
若干角度—线性联合分布及相关回归模型
Parametric models are proposed for the joint distribution of bivariate random variables when one variable is directional and one is scalar. These distributions are developed on the basis of the maximum entropy principle and by the specification of the marginal distributions. The properties of these distributions and the statistical analysis of regression models based on these distributions are explored. One model is extended to several variables in a form that justifies the…
检测时间序列模型参数变化的序贯程序
Procedures are proposed for monitoring forecast errors in order to detect changes in a time-series model. These procedures are based on likelihood ratio statistics which consist of cumulative sums. An extension of Page's method is presented which tests for changes in the parameter values of autoregressive integrated moving average (arima) models. The distributional properties of the statistics are approximated under the assumption that the series follows an integrated…
两样本删失情形下的渐近充分性与渐近最强检验
This paper provides a proof of the asymptotic sufficiency of the ranks in the two sample situation when the observations are censored at the $r$th order statistic. Several important conclusions may then be drawn concerning optimal tests.
参考值与估计方差对CUSUM检验平均运行长度的影响
Summary An approximation, based on the Wiener process, is applied to Page's cusum statistic. Based on the average run length, the optimal reference value is determined analytically and shown to agree with results from studies using numerically determined run lengths. Next, we study the effect of using an estimate for variance and how this interacts with the choice of a reference value.
多部件应力—强度模型中的可靠性估计
A stress-strength model is formulated for s of k systems consisting of identical components. We consider minimum variance unbiased estimation of system reliability for data consisting of a random sample from the stress distribution and one from the strength distribution when the two distributions are exponential with unknown scale parameters. The asymptotic distribution is obtained by expanding the unbiased estimate about the maximum likelihood value and establishing their…
基于最小 r 个观测值的推断程序渐近结果
We consider procedures for statistical inference based on the smallest $r$ observations from a random sample. This method of sampling is of importance in life testing. Under weak regularity conditions which include the existence of a q.m. derivative for the square root of the ratio of densities, we obtain an approximation to the likelihood and establish the asymptotic normality of the approximation. This enables us to reach several important conclusions concerning the…
二元指数分布中的独立性检验
The problem of testing independence in the bivariate exponential distribution of Marshall and Olkin is considered here with the assumption of identical marginal distributions. It is shown that in spite of the presence of a nuisance parameter, a uniformly most powerful test exists. The test turns out to be the same as the one proposed by Bernis, et al., on a heuristic basis. In addition to demonstrating the optimality property of the test, an easily computable expression is…
Cronholm–Revusky 秩检验的性质
Cronholm and Revusky [4] have proposed a rank test based on independent subexperiments for the comparison of a treatment effect with a control when the treatment is destructive but the control produces at most a transient effect. This article provides a thorough study of its performance under two sampling situations. With the aid of a computer, the exact small sample power of the test is evaluated for some important alternatives. A modification of the test is proposed for…
Cronholm–Revusky 秩检验的性质
Cronholm and Revusky [4] have proposed a rank test based on independent subexperiments for the comparison of a treatment effect with a control when the treatment is destructive but the control produces at most a transient effect. This article provides a thorough study of its performance under two sampling situations. With the aid of a computer, the exact small sample power of the test is evaluated for some important alternatives. A modification of the test is proposed for…