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截断样本的总体样本量估计AI 解读

Consider N (unknown) values of a variable X (discrete or continuous) independently sampled from a distribution with density f(x, θ), where θ is an unknown vector parameter. Suppose that the values of X belonging to a certain region R are not observable. This article deals with the problem of estimating N and θ in such situations which arise, for instance, in life testing and capture-recapture census. Asymptotic theory for maximum likelihood estimation of N and θ is presented…

检验配对比例相等时 Q 统计量的分布AI 解读

The asymptotic distribution of Cochran's Q statistic is obtained under the null hypothesis H 0 for comparing proportions in matched samples under the multinomial model. Simulation studies show that a Satterthwaithe-type approximation provides a better approximation to the limiting distribution than does the chi-square distribution. Also, if by the nature of the problem, H 0 implies the side condition H, which is necessary for Q to have a limiting chi-square distribution,…

极小极大目标式调查抽样设计AI 解读

The linear regression superpopulation model for survey sampling allows a formulation of the survey design problem which is close to optimum experimental design theory. This article introduces an alternative criterion to that of Royall (1970). A sampling design can be chosen to minimize the maximum mean squared error (mse) of “prediction” over the unsampled units. An upper bound for this maximum mse is derived and an algorithm given for obtaining samples satisfying the bound.…

若干单变量 Bradley–Terry 模型的加权最小二乘分析AI 解读

The approach of Grizzle, Starmer, and Koch (1969) to analyzing categorical data using linear and loglinear transformations is applied to the analysis of univariate paired and triple comparison experiments. This method of analysis produces noniterative weighted least-squares estimates of the preference ratings corresponding to the treatments under test and allows for testing hypotheses relative to their values within the framework of the general linear hypothesis. Further,…

小批量计量抽样方案的预测区间方法：高斯过程下的一次抽样AI 解读

A prediction-interval approach is used to derive variables sampling plans applicable to finite lots. A normally distributed process is assumed, and lots ranging in size from 5 to 70 are considered. The plans are such that, with high probability, accepted lots will have zero defects (defined in terms of one-sided specification limits). Further, tabulations provide information which is useful for selecting sample size for a specified combination of lot size and acceptable…

货币供应量估计中的抽样问题AI 解读

In this article, the selection and testing of a sample of member banks of the Federal Reserve System are described. The objectives are timely and accurate estimation of monetary aggregates for the population of member banks. This sampling problem is unusual for two reasons: the need to produce regular weekly estimates on an accelerated time schedule, and the extensive historical data available. These past data afford an opportunity to improve the precision of estimation and…

八个世纪的抽样检验：铸币验金仪式AI 解读

A sampling inspection scheme bearing striking similarities to modern procedures has been in more or less continuous operation at the Royal Mint in London for about eight centuries. The history of this scheme is reviewed, and a defect in the manner in which the critical levels were set is noted. The possibility that Master of the Mint, Isaac Newton might have grasped the nature of the defect is discussed. Finally, we review the situation at the United States Mint, where…

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摘要暂缺

回归解可接受性札记：重新审视计算精度AI 解读

This note examines the experiment performed by Beaton, Rubin, and Barone (1976) to study the effect of rounding errors in published figures, when these data are used in regression analysis. The experiment could be vitiated by the fact that the error introduced in the trend variable is by no means trivial when one measures the data in deviation from the mean. For this reason, the results presented in Beaton, Rubin, and Barone (1976) do not contain enough evidence to suggest…

再论回归计算的准确性AI 解读

Issue is taken with a previous article which examines Longley's analysis of computation error in regression models. Specifically, the singular value decomposition is used to analyze a set of data which relates to employment levels. This decomposition is used to analyze near multicollinearity in the data. It is suggested that a previous Monte Carlo study of this problem is noninformative, misleading, and possibly irrelevant.

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泊松过程的上、下概率推断AI 解读

A general system of inference which leads to upper and lower posterior distributions has been proposed by Dempster (1966, 1968a, 1968b). This general theory of inference is applied to various estimation problems arising in Poisson processes. In particular, the emphasis is on the estimation of the parameter of the process and on the prediction of the number of future events, given the observed data. In this article, all upper and lower probability inferences are generated by…

用修正 Almon 滞后逼近任意分布滞后结构AI 解读

A uniform approximation of any arbitrary lag structure can be achieved from a distributed lag formulation which is a combination of the Almon and geometric lag formulations.

协方差矩阵奇异的一般线性模型中的精确线性参数约束AI 解读

An attempt is made to develop a best linear unbiased estimator of β in the model y = Xβ + u, with known singular covariance matrix V of u and restrictions on β. Two operational criteria for optimality are considered: minimum expected quadratic loss and minimum generalized variance. It is shown that these criteria lead to the same estimator, the well-known least-squares estimator, as developed by Theil (1971).

核型密度估计量的改进AI 解读

Estimation of the value of a density function at a point of continuity using a kernel-type estimator is discussed and improvements of the technique are presented. The generalized jackknife method is employed to reduce the asymptotic and small sample mean square error and bias of these estimators. The procedure presented has the flexibility to afford the user a choice between bias reduction, variance reduction, or both.

估计多条平稳时间序列均值函数的经验贝叶斯方法AI 解读

An empirical Bayes procedure is considered for estimating a mean value function imbedded within a collection of N stationary time series. Two cases are considered: a mean value function that is a fixed function of time and one that is a stationary normal process. Estimators for the spectral densities are derived from prior data using an extension to time series of the usual one-way analysis of variance. These estimators are inserted into approximations for the classical…

稳健的单变量对称性检验AI 解读

This paper presents a test of symmetry based on the gaps of the order statistics. This test is sensitive to small skewed transformations of symmetric random variables and is adjusted for the apparent long-tailedness of the sample. A comparison of this adjusted test, the usual skewness test g 1, and Gupta's asymptotically nonparametric procedure shows that the procedure presented here has the best performance as a test of symmetry.

论干扰参数的消除AI 解读

Eliminating nuisance parameters from a model is universally recognized as a major problem of statistics. A surprisingly large number of elimination methods have been proposed by various writers on the topic. In this article we propose to critically review two such elimination methods. We shall be concerned with some particular cases of the marginalizing and the conditioning methods. The origin of these methods may be traced to the work of Sir Ronald A. Fisher. The contents…

会计总体中总高估误差的估计AI 解读

Auditors wishing to estimate the total amount of errors in a set of accounts have tended to use estimation procedures which rely on approximate normality for large sample sizes. Since this reliance is often not well-founded for sample sizes used in auditing practice, efforts have been made to circumvent this difficulty. This paper will briefly describe these efforts and then present a new approach based on the multinomial probability distribution which yields confidence…

房屋价值估计中的测量误差AI 解读

Home value plays an important role in a variety of fields of research. In this paper, three commonly used measures of home value are evaluated and compared using a framework developed by Jöreskog and Goldberger (1975) for estimation of causal models containing unobserved variables. The paper extends ideas presented by Kain and Quigley (1972) and Kish and Lansing (1954).

Bonferroni t 统计量数值表AI 解读

For α = 0.05 and 0.01 and for a range of values of ν, the number of degrees of freedom, the tables give the points above which lie a proportion , for k = 1 (1)20, and a proportion , for k = 7(1)20, of the Students distribution.

内在统计推断AI 解读

For any linear model there is, according to an invariance argument, a uniquely defined prior representing ignorance, which will be called the inner prior. It is shown that the corresponding posterior probabilities are weighted averages of conditional confidence levels. This frequency interpretation compares favorably with the usual interpretation of confidence levels as unconditional probabilities of coverage. Of particular interest to users of statistical methods is that…