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单变量分布的多参数贝叶斯分析AI 解读

Bayesian analysis using Monte Carlo integration is a powerful method for univariate inference. This approach makes possible multiparameter flexibility within families of univariate distributions. These distributions are defined in this article by increasing spline functions superimposed on probability paper coordinate systems. Smoothing is controlled by the prior distribution. The prior distribution also can express uncertainties about the form of the tails when…

误差非对称时稳健估计量的方差估计AI 解读

We investigate the effects of asymmetry on estimates of variance of robust estimates in location and regression problems, thus showing that heavy skewness of errors can bias seriously the common variance estimates for location and intercept. This is a problem that can be corrected by jackknifing for location, but is more intractable for the intercept in regression. The slope parameters in linear regression seem not to be so seriously subject to this bias if the sample size…

平稳多元自回归移动平均模型的似然函数AI 解读

Procedures to estimate parameters in multivariate autoregressive moving average (ARMA) models are developed. Gaussian errors are assumed. Exact maximum likelihood estimation procedures are developed for pure moving average models. Approximate procedures are obtained to estimate stationary mixed ARMA models. Properties of the estimates and an example are given.

有限总体中的复合估计AI 解读

It is common practice in large recurring surveys to employ rotation sampling schemes. Composite estimators are often used in association with rotation schemes to reduce the variability of the survey estimators. In this article, expressions for the variances of certain composite estimators are derived. It is demonstrated how the variance expressions may be used in planning panel surveys and in certain time series analyses. This work is illustrated by the Census Bureau's…

城市轨道交通需求AI 解读

Work-trip demand is studied for Philadelphia's prototypical Linden-wold High Speed Line. A novel variation of the logit function is found to provide overall the best explanation of observed demand patterns. Significant explanatory variables are discussed, with special attention devoted to price and time variables. Relevant econometric issues, including nonnested equation choice, are explored and results reported.

组间主成分比较AI 解读

A method is given for comparing principal component analyses conducted on the same variables in two different groups of individuals, and an extension to the case of more than two groups is outlined. The technique leads to a latent root and vector problem, which has also arisen in the comparison of factor patterns in separate factor analyses. Emphasis in the present article is on the underlying geometry and interpretation of the results. An illustrative example is provided.

加性区组效应下完全区组分析中的加权排序AI 解读

The standard nonparametric procedures for testing the hypothesis of no treatment effects in a complete blocks experiment depend entirely on the within-block rankings. If block effects are assumed additive, however, then between-block information may be recovered by weighting these rankings according to their credibility with respect to treatment ordering. (For the special case of only two treatments, the sign test exemplifies use of unweighted rankings and the signed-rank…

有限总体物种数的后验矩与发现新物种的后验概率AI 解读

By using a model of Hill for sampling from a finite population, the posterior moments of the number of species in the population and the posterior probability of finding a new species are obtained. Results are based on a negative binomial prior distribution on the number of species in the population and are appropriate for sampling both with and without replacement.

计量经济模型的统计分析AI 解读

In this article, a summary of some research bearing on the statistical analysis of econometric models is reviewed. Many estimation, testing, and prediction techniques used in econometrics have just large-sample justifications. Selected Bayesian inference results relating to econometric models are reviewed. On the problem of constructing econometric models, an approach that is a blend of traditional econometric and modern time series analysis techniques is described. Many…

百分位曲线的同时估计及其薪资数据应用AI 解读

A nonparametric iterative method is proposed for the simultaneous estimation of percentile curves. The method provides good descriptive statistics for salary data for which the assumptions of normality and equal variance are usually not valid. The method, a modified counting procedure based on minimum chi-squared estimation, is related to ordinary least squares through grafted polynomials and works even for nonlinear percentile curves.

均值单向偏移异常值数据的估计程序AI 解读

Data collected in experiments often include spurious observations, that is, observations not from the population of interest, that need to be taken into account during data analysis. This article considers a dental experiment the objective of which is to estimate a person's discriminating pressure. Because of the monotony of repetition in this experiment, some data points result in inflated values. A procedure is presented for revising the standard analysis when these…

加拿大货币与收入数据的自回归建模AI 解读

A sequential procedure based on Akaike's final prediction-error criterion and Granger's concept of causality to fit multiple auto-regressions is suggested. The method not only allows each variable to enter the equation with a different time lag but also provides a reasonably powerful test of exogeneity or causality. The idea is applied to Canadian postwar money and income data. It is found that a bivariate feedback model for M1 and GNP and a one-way causal relation from GNP…

推断、方法与决策：走向贝叶斯科学哲学AI 解读

One: Informative Inference.- 1 / Information.- 1. Introduction.- 2. The Utility of Information.- 3. Disinterested Information.- 4. Noiseless Information.- 5. Fisher's Information.- 6. Conclusion.- 2 / The Paradoxes of Confirmation.- 1. General Laws.- 2. Resolution of the Paradoxes.- 3. Lawlikeness.- 4. Conclusion.- 3 / Inductivism and Probabilism.- 1. The Induction Rule.- 2. The Import of Data.- 3. Uniformity and Discovery.- 4. Conditionalization.- 5. The Maximum Entropy…

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非参数单因素方差分析中正态得分统计量的分布AI 解读

The normal scores test for one-way analysis of variance is studied. Exact critical values are given for the three-sample case when the total number of observations is 15 or less. An accurate small-sample approximation to the true distribution is developed by using the method of moments and the beta probability law. This fitting distribution is used in a heuristic evaluation of other fitting schemes. For moderate sample sizes, the asymptotic chi-squared distribution fits…

百分位曲线的同时估计及其薪资数据应用AI 解读

A nonparametric iterative method is proposed for the simultaneous estimation of percentile curves. The method provides good descriptive statistics for salary data for which the assumptions of normality and equal variance are usually not valid. The method, a modified counting procedure based on minimum chi-squared estimation, is related to ordinary least squares through grafted polynomials and works even for nonlinear percentile curves.

含均值单向偏移异常值的数据估计程序AI 解读

Data collected in experiments often include spurious observations, that is, observations not from the population of interest, that need to be taken into account during data analysis. This article considers a dental experiment the objective of which is to estimate a person's discriminating pressure. Because of the monotony of repetition in this experiment, some data points result in inflated values. A procedure is presented for revising the standard analysis when these…

It is common practice in large recurring surveys to employ rotation sampling schemes. Composite estimators are often used in association with rotation schemes to reduce the variability of the survey estimators. In this article, expressions for the variances of certain composite estimators are derived. It is demonstrated how the variance expressions may be used in planning panel surveys and in certain time series analyses. This work is illustrated by the Census Bureau's…

城市轨道交通需求AI 解读

Work-trip demand is studied for Philadelphia's prototypical Linden-wold High Speed Line. A novel variation of the logit function is found to provide overall the best explanation of observed demand patterns. Significant explanatory variables are discussed, with special attention devoted to price and time variables. Relevant econometric issues, including nonnested equation choice, are explored and results reported.

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