论文检索

均值乘积的估计：基于参考先验的贝叶斯分析AI 解读

Suppose that we observe X ∼ N(α, 1) and, independently, Y ∼ N(β, 1), and are concerned with inference (mainly estimation and confidence statements) about the product of means θ = αβ. This problem arises, most obviously, in situations of determining area based on measurements of length and width. It also arises in other practical contexts, however. For instance, in gypsy moth studies, the hatching rate of larvae per unit area can be estimated as the product of the mean of egg…

聚类数量的近似置信区间AI 解读

We consider clustering for the purpose of data reduction. Similar objects are grouped together in clusters so that one can then work with the few cluster descriptors instead of the many data points. The quality of any given clustering is measured by a loss function that takes into account both the parsimony of the clustering and the loss of information due to clustering. An optimal clustering can be obtained by minimizing the theoretical loss function. It is shown that a…

多变量依赖关系的相对熵度量AI 解读

There has been a lot of work on measures of dependence or association for bivariate probability distributions or bivariate data. These measures usually assume that the variables are both continuous or both categorical. In comparison, there is very little work on multivariate or conditional measures of dependence. The purpose of this article is to discuss measures of multivariate dependence and measures of conditional dependence based on relative entropies. These measures are…

多项分布拟合优度检验的功效近似AI 解读

Multinomial tests for the fit of iid observations X 1 …, Xn to a specified distribution F are based on the counts Ni of observations falling in k cells E 1, …, Ek that partition the range of the X j . The earliest such test is based on the Pearson (1900) chi-squared statistic: X 2 = Σ k i=1 (Ni – npi )2/npi , where pi = PF (Xj in Ei ) are the cell probabilities under the null hypothesis. A common competing test is the likelihood ratio test based on LR = 2 Σ k i=1 Ni…

一类连续单变量分布的若干统计性质AI 解读

A new two-parameter family of continuous univariate distributions on the interval (– 1, 1) is introduced, and some properties are given. It is shown that parameters θ and v are globally orthogonal in the Fisher information sense and that, to some extent, they have the properties of a location parameter and a precision parameter, respectively. A pivotal statistic is constructed whose distribution is independent of the location parameter. Finally, the connection with…

区间原假设的贝叶斯因子下界AI 解读

Expressions are derived for lower bounds on Bayes factors for interval null hypotheses. These are then studied for varying interval lengths and are related to two interesting results—one for point null hypotheses and another for one-sided hypotheses. These results are illustrated with two of the most frequently used hypothesis tests—the normal test and Student's t test.

协变量部分缺失时删失生存数据的对数线性分析AI 解读

Log-linear models provide a flexible means of extending life table techniques for the analysis of censored survival data with categorical covariates, as discussed by Holford (1980) and Laird and Olivier (1981). We extend this methodology to incorporate cases in which one or more of the categorical covariates are sometimes missing. Maximum likelihood estimates of the parameters are calculated using data from all cases. This can result in large gains in efficiency over…

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

分层抽样中的最小方差估计AI 解读

This article discusses efficiency properties of some common stratified estimators, in the context of a superpopulation model, relative to the greatest lower bound on the variance of the Horvitz—Thompson estimator. The estimators discussed use both Dalenius—Hodges and model-based survey sampling (MBSS) stratification and a variety of sample allocation methods, including optimum, proportionate, and uniform sample allocation. The main result is that both Dalenius—Hodges…

预测分布的最优报告策略AI 解读

Consider a problem in which you and a group of other experts must report your individual predictive distributions for an observable random variable X to some decision maker. Suppose that the report of each expert is assigned a prior weight by the decision maker and that these weights are then updated based on the observed value of X. In this situation you will try to maximize your updated, or posterior, weight by appropriately choosing the distribution that you report,…

聚类数量的近似置信区间AI 解读

We consider clustering for the purpose of data reduction. Similar objects are grouped together in clusters so that one can then work with the few cluster descriptors instead of the many data points. The quality of any given clustering is measured by a loss function that takes into account both the parsimony of the clustering and the loss of information due to clustering. An optimal clustering can be obtained by minimizing the theoretical loss function. It is shown that a…

区间原假设贝叶斯因子的下界AI 解读

Expressions are derived for lower bounds on Bayes factors for interval null hypotheses. These are then studied for varying interval lengths and are related to two interesting results—one for point null hypotheses and another for one-sided hypotheses. These results are illustrated with two of the most frequently used hypothesis tests—the normal test and Student's t test.

用条件似然方法分析重复类别测量AI 解读

This article presents a method for analyzing repeated measures with categorical responses based on maximizing a conditional likelihood. Many existing methods for analyzing repeated categorical responses, such as those proposed by Duncan (1980, 1985), Bishop, Fienberg, and Holland (1975), and Cochran (1950) are special cases of the method based on the conditional likelihood approach. This article explores the relationships among the various methods and extends several of the…

摘要暂缺

摘要暂缺

摘要暂缺

缺失数据的统计分析AI 解读

Preface.PART I: OVERVIEW AND BASIC APPROACHES.Introduction.Missing Data in Experiments.Complete-Case and Available-Case Analysis, Including Weighting Methods.Single Imputation Methods.Estimation of Imputation Uncertainty.PART II: LIKELIHOOD-BASED APPROACHES TO THE ANALYSIS OF MISSING DATA.Theory of Inference Based on the Likelihood Function.Methods Based on Factoring the Likelihood, Ignoring the Missing-Data Mechanism.Maximum Likelihood for General Patterns of Missing Data:…

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AI 解读

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…

Anderson–Darling检验统计量分布函数的近似AI 解读

A theoretical approximation to the upper tail area of the Anderson-Darling test statistic is derived by applying a result of Zolotarev (1961) to the characteristic function. This approximation is particularly good in the upper tail. An empirical distribution is given that is accurate over the complete domain of the distribution.

线性指数族中的保符号无偏估计量AI 解读

Let ω G∈ Ω be a distribution parameter and r(ω) a positive estimand with range r(Ω). Hoeffding (1984) called an estimator that takes values only in r(Ω), including the boundaries of r(Ω), a range-preserving estimator. The range-preserving property is a sensible requirement to impose on an estimator. If we require unbiasedness, however, such estimators become difficult to find. In this article a less constraining condition, namely sign-preserving unbiasedness, is considered.…