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数据依赖型治疗分配规则下的统计推断AI 解读

In comparing two treatments with dichotomous responses, the randomized play-the-winner rule (Wei and Durham 1978) tends to assign more study subjects to the better treatment. For ethical reasons, this property is desirable for studies on human subjects. The randomized play-the-winner rule, which is a modification of Zelen's play-the-winner rule (Zelen 1969), is not deterministic and is less vulnerable to experimental bias than other adaptive designs. Recently, this design…

比较两个二项比例的若干精确检验统计量的精确性质AI 解读

Using exact unconditional distributions, we evaluated the size and power of four exact test procedures and three versions of the χ2 statistic for the two-sample binomial problem in small-to-moderate sample sizes. The exact unconditional test (Suissa and Shuster 1985) and Fisher's (1935) exact test are the only tests whose size can be guaranteed never to exceed the nominal size. Though the former is distinctly more powerful, it is also computationally difficult. We propose an…

非参数平滑回归中无关联假设的随机化检验AI 解读

When a linear regression function is estimated by ordinary least squares, the null hypothesis of no relationship between the response and the design variable can be tested by the normal theory F test. This article describes a new test for use in the case in which a smooth regression function is estimated by a nonparametric procedure such as kernel estimation or local regression. The test is constructed as an approximation to an exact permutation test. The test statistic is…

经验贝叶斯置信区间的构造方法AI 解读

Parametric empirical Bayes (EB) methods of point estimation date to the landmark paper by James and Stein (1961). Interval estimation through parametric empirical Bayes techniques has a somewhat shorter history, which was summarized by Laird and Louis (1987). In the exchangeable case, one obtains a “naive” EB confidence interval by simply taking appropriate percentiles of the estimated posterior distribution of the parameter, where the estimation of the prior parameters…

微观数据的披露控制AI 解读

National statistical offices meet an increasing demand for the dissemination of microdata. This trend can be at variance with the care taken not to disclose data about individuals. Therefore, the risk of disclosure of each microdata set to be released should be assessed. If this risk is too high, measures have to be taken to protect the data set. This article describes the disclosure problem, and explains why it is a real problem. Using the concept of uniqueness, some theory…

基于辅助回归的模型设定检验AI 解读

Many specification tests can be computed with artificial linear regressions designed to be used as calculating devices to obtain test statistics and other quantities of interest. This article discusses the general principles that underlie all artificial regressions, and the use of such regressions to compute Lagrange multiplier and other specification tests based on estimates under the null hypothesis. The generality and power of artificial regressions as a means of…

线性模型中的稳健有界影响检验AI 解读

A robust test that we call an aligned generalized M test for testing subhypotheses in general linear models is developed, and its asymptotic properties are studied. The test is a robustification of the well known F test, and it is an elegant alternative to Ronchetti's (1982) class of τ tests, p-values associated with it can be approximated readily using existing chi-square tables. The test is based on an appropriately constructed quadratic form and uses the generalized M…

与对照组比较实验中同时推断的样本量分配AI 解读

A common experiment is to compare p ≥ 2 test treatments with a control in a one-way layout. The object of the experiment can be to establish which test treatments are statistically significantly different from or better than the control or to give simultaneous confidence bounds on the amount of improvement that each of the test treatments offers over the control. Frequently, further experimentation is done with the promising treatments. We consider the problem of optimal…

指定使用年龄下“新品优于旧品”的生存曲线估计AI 解读

Suppose that the survival function S of a random variable X is a member of the new-better-than-used-at-age-t 0 (NBU-{t 0}) class. As defined by Hollander, Park, and Proschan (1986), S must satisfy the condition S(x + t 0) ≤ S(x)S(t 0) for all x ≥ 0. Given a random sample from S, an estimator is sought that itself belongs to the NBU-{t 0} class and has the same asymptotic optimality properties as the empirical survival curve S n . The estimator S of S, given implicitly by…

对称性下t统计量尾概率的最优阶不等式AI 解读

An inequality for the tail probabilites of the t statistic under the hypotheses of independence and symmetry is presented and is shown to yield bounds for the upper quantiles that approach those of the normal (and hence the smallest of such bounds possible) as the corresponding upper tail area tends to 0.

最小中位数平方回归直线的计算与引导拓扑扫描AI 解读

Given a set of data points pi = (xi, yi ) for 1 ≤ i ≤ n, the least median of squares regression line is a line y = ax + b for which the median of the squared residuals is a minimum over all choices of a and b. An algorithm is described that computes such a line in O(n 2) time and O(n) memory space, thus improving previous upper bounds on the problem. This algorithm is an application of a general method built on top of the topological sweep of line arrangements.

Remedian：适用于大型数据集的稳健汇总方法AI 解读

It is often assumed that to compute a robust estimator on n data values one needs at least n storage elements (contrary to the sample average, that may be calculated with an updating mechanism). This is one of the main reasons why robust estimators are seldom used for large data sets and why they are not included in most statistical packages. We introduce a new estimator that takes up little storage space, investigate its statistical properties, and provide an example on…

删失程度对置信区间有效性的影响AI 解读

This article examines how the level of censoring affects the validity of confidence intervals constructed from an exponential maximum likelihood estimator under departures from an assumed exponential survival distribution. The motivation for this work is a simulation study by Emerson (1981) suggesting that under Weibull departures from exponentiality, validity of confidence intervals for median survival time improves as censoring increases. To see if this result holds…

更高效的Bootstrap计算AI 解读

This article concerns computational methods for the bootstrap that are more efficient than the straightforward Monte Carlo methods usually used. The bootstrap is considered in its simplest form: in a one-sample nonparametric problem, where the goal is to estimate the bias or variance of some statistic by bootstrap sampling, or to set approximate confidence intervals for a parameter of interest in terms of various percentiles of the bootstrap distribution. The methods of this…

若干双因素设计中的秩变换方法AI 解读

The use of the rank transform for testing problems in some two-factor designs is considered. The rank transform procedure consists of replacing the observations by their ranks in the combined sample and performing one of the standard analysis of variance (ANOVA) procedures on these ranks. The asymptotic version of the rank transform is introduced, and its usefulness as a means for understanding the nature of the rank transform is examined. It is demonstrated that the…

数据驱动带宽选择方法的比较AI 解读

This paper provides a comparison. on three levels. of several promising data-driven methods for selecting the bandwidth of a kernel density estimator. The methods compared are: least squares cross-validation. biased cross-validation. partitioned cross-validation. and a plug-in rule. The levels of comparison are: asymptotic rate of convergence to the optimum, explici t calculation in the case of one target density. and a simulation study. It is seen that the plug-in bandwidth…

模块化非参数子生存估计AI 解读

This article describes new methods for estimating survival distributions based on nonparametric curve estimators. One approach improves the estimation of long-term survival rates. Simulation studies using Weibull and lognormal data show that even in the case found to be least favorable, the new method has less than one-seventh the prediction error of all conventional life-table (LT) or Kaplan–Meier (KM) estimators, even when the LT and KM techniques are optimized for the…

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概率与统计：纪念 Franklin A. Graybill 的论文集AI 解读

Admissibility in Linear Models with Polyhedral Covariance Structure (A.-M. Azzam, D. Birkes, J. Seely). Simulated Power Comparisons of the Asymptotic and Nonasymptotic Goodman and Kruskal Tau Tests for Sparse R and C Tables (K.J. Berry, P.W. Mielke, Jr.). Schemes Exhibiting Hurst Behavior (D.C. Boes). The Extension of Grubb's Estimators for Classes of Incomplete Block Designs (R.A. Bradley, D.A. Rollier). Applications of Innovation Representations in Time Series Analysis…

合并截面与时间序列数据分析AI 解读

A review of methods for estimating multivariate relationships of individual entities in a data base and for summarizing these relationships. Focuses on methodologies such as classical pooling, error components, analysis of covariance, seemingly unrelated regressions, and random coefficient regressio