论文检索

可能具有不同方差的正态总体共同均值估计：模拟研究AI 解读

Relative efficiency of estimators of the common mean of possibly different normal populations N(μ, σ i 2) is investigated empirically. A weighted least squares estimator , with weights based on a modification of minimum norm quadratic unbiased (MINQU) estimators of the σ i 2, is found to be substantially more efficient than the maximum likelihood (ML) estimator of μ when the heterogeneity in the σ i , is small to moderate and the number of sample observations from a…

若干单侧多样本Smirnov型统计量的分布AI 解读

Consider the problem of testing the equality of k populations in cases in which the populations can be ordered a priori from low to high on the basis of some underlying variable. This article proposes a new statistic based on the sums of the Smirnov-type statistic and provides evidence that the test based on this statistic has high power for a wide range of alternatives suggested by this problem. To construct the statistic, let Fj (x) be the empirical distribution for the…

有限总体抽样中乘积矩的期望与估计AI 解读

This article presents improvements in and an extension of results published in this journal by Nath in 1968 and 1969 and by Raghunandanan and Srinivasan in 1973 for two general multivariate expectation problems and a related estimation problem. Our presentation applies a modification of basic theory developed by H.C. Carver and his students at the University of Michigan in the 1930's and gives more compact and adequate solutions to the expectation problems. Using related and…

二乘二列联表中成功概率差与比值的小样本置信区间AI 解读

Consider two binomial populations II1 and II2 having “success” probabilities p 1 in (0, 1) and p 2 in (0, 1), respectively. This article studies the problem of constructing small-sample confidence intervals for the difference of the success probabilities, Δ = p 1 – p 2 and their ratio (the “relative risk”), ρ = p 1/p 2 based on independent random samples of sizes n 1 and n 2 from II1 and II2, respectively. These are nuisance parameter problems; hence the proposed intervals…

ARMA 误差对回归系数检验的影响：对 Vinod 文章的评论与扩展AI 解读

The problem that dependent disturbances may reverse the conclusions of t or F tests of the significance of the coefficients in least squares regression has been investigated by Vinod (1976). In this comment, imperfections in Vinod's article are indicated and improved results for a more general test are presented. Bounds on the critical values of the test of a set of linear constraints, including the simple significance test, are derived and calculated for disturbances…

单整 ARMA 过程样本自相关的渐近分布AI 解读

The behavior of the sample autocorrelation function, r(k), for an integrated autoregressive moving average time series is examined. The nonnormal asymptotic distribution of r(k) is characterized as a function of lag k and the parameters of the process. The validity of the approximation in moderate-sized samples is examined.

时间序列周期性的检验AI 解读

A one-parameter family of tests for periodicity in a time series is proposed that contains Fisher's test as a special case. Some tests in this family have substantially larger power than Fisher's test against many alternatives, yet retain comparable power against those alternatives for which Fisher's test is optimal. A Monte Carlo power study establishes this and also provides a basis for the selection of a test from this family. Critical values are obtained by using a…

稀疏多项分布拟合优度统计量的实证考察AI 解读

Traditional discussions of goodness-of-fit tests for multinomial data consider asymptotic chi-squared properties under the assumption that all expected cell frequencies become large. This condition is not always satisfied, however, and another asymptotic theory must be considered. For testing a specified simple hypothesis, Morris (1975) and Hoist (1972) gave conditions for the asymptotic normality of the Pearson and likelihood ratio statistics when both the sample size and…

改进多项式滞后对任意分布滞后结构的逼近：扩展AI 解读

Since a uniform approximation of distributed lag models by representatives of some subfamily of the family of all possible lag structures guarantees neither a reasonable standard error of forecast in large samples nor a good approximation of the true long-run response and mean lag, it is shown that the modified polynomial lags fulfill a stronger approximation property. A possible simplification of the estimation procedure for these models is mentioned.

联立方程模型设定错误的有限样本分析AI 解读

This article examines the effects of misspecification on the exact sampling distributions of the k-class estimators of a single equation in a simultaneous equations model. The analysis focuses on the effects of excluding relevant exogenous variables. The misspecification may occur in either the estimated equation itself or in the other equations in the system. Exact expressions and large-concentration parameter asymptotic expansions are stated and analyzed for the bias and…

摘要暂缺

第一类删失下指数分布参数的检验AI 解读

Consider a life-testing experiment subject to Type I censoring, where m items are put on test at the outset and are not replaced on failure. Assume an exponential failure distribution F(t) = 1 – exp (– t/θ). A test of H 0: θ ≥ ξ versus H 1: θ < ξ based on the maximum likelihood estimator of θ is proposed. It is shown that early termination of the test resulting in either acceptance or rejection of H 0 is possible. Critical points are presented. The test is shown to compare…

三参数对数正态分布的估计AI 解读

This article is primarily concerned with modifications of local maximum likelihood estimators and modifications of moment estimators for parameters of the three-parameter lognormal distribution. First, second, and third order statistics are employed to facilitate estimation of the distribution lower limit. Computational procedures are developed to simplify the practical application of these estimators. Results of a simulation study provide insight into the sampling behavior…

多项分布与二维列联表中异常单元格的检测检验AI 解读

A test based on the maximum adjusted residual from multinomial models, namely, the M test, is proposed. Sharp bounds on its critical values are provided for the multinomial case, while for the two-way table we present conservative critical values. The new test can be used to test null hypotheses against one- or two-sided alternatives and to detect outliers simultaneously with the rejection of the null hypothesis. Under certain alternatives, the M test is asymptotically more…

MINQUE 方差分量估计计算的回归解释AI 解读

Liu and Senturia (1977) proved that the MINQUE of variance components in the general mixed analysis of variance can be computed in O(n) time, with n the number of observations. This can be proved in a simpler way by interpreting the intermediate steps in the computation as regression residuals. Hence, most of the calculations can consequently be performed by a standard regression program.

关于方差分量正线性组合精确置信区间的若干评述AI 解读

A technique given by Burdick and Sielken (1978) for determining an exact confidence interval for a positive linear combination of the two variance components in a random one-way model is examined from a different viewpoint. It is found that their technique can sometimes be improved on with respect to degrees of freedom and with respect to the particular linear combinations for which an exact confidence interval can be obtained. In addition, our development is applicable to…

将社会网络作为随机过程分析AI 解读

This article presents a new methodology for studying a social network of interpersonal relationships, based on stochastic modeling of the changes that occur in the network over time. Specifically, we postulate that these changes can be modeled as a continuous-time Markov chain. The transition rates for the chain are dependent on a small set of parameters that measure the importance of various aspects of social structure on the probability of change. We discuss the…

基于分层多阶段样本的独立性与拟合优度近似检验AI 解读

The impact on linear statistics of the sample design used in obtaining survey data is the subject of much of sampling literature. Recently, more attention has been paid to the design's impact on nonlinear statistics; the major factor inhibiting these investigations has been the problem of estimating at least the first two moments of such statistics. The present article examines the problem of estimating the variances of nonlinear statistics from complex samples, in the light…

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

MINQUE 方差分量估计计算的回归解释AI 解读

Liu and Senturia (1977) proved that the MINQUE of variance components in the general mixed analysis of variance can be computed in O(n) time, with n the number of observations. This can be proved in a simpler way by interpreting the intermediate steps in the computation as regression residuals. Hence, most of the calculations can consequently be performed by a standard regression program.

摘要暂缺