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使用两个分层变量时的分层效果AI 解读

Most of the literature on survey sampling deals with a single stratifying variable. In this paper an attempt is made to study the effect of using two stratifying variables. We present an approximation to the variance of the study variable under the assumption of a linear regression on the two stratifying variables. This approximation depends only on the number of strata, the simultaneous density of the stratifying variables, and the correlations between the study variable…

尾部概率能否作为贝叶斯因子的近似？AI 解读

Inequalities are given relating the tail area for a nested sharp hypothesis to the Bayes factor based on the event of “significance” considered as data. This Bayes factor based on an insufficient statistic is, in turn, expressed as a weighted average of full-data Bayes factors. Lindley's “statistical paradox” is generalized and other comparisons made in the normal sampling context. A new Bayesian interpretation is given for the traditional two-tailed critical level. An…

非平稳泊松过程强度函数的贝叶斯线性估计AI 解读

A Bayesian approach is taken to the problem of estimating the intensity function of a nonstationary Poisson process. The intensity function, Λ(t), − T < t < T, is a priori a second-order stochastic process. Estimators are found which minimize among, respectively, the class of step functions, the class of moving averages, and a class of linear estimators. An approximation for large T to the last estimator is found. These estimators are compared in a numerical example…

有序分类数据偏关联度量的若干考量AI 解读

Some of the measures commonly used to describe association between two ordinal categorical variables, controlling for the effects of other ordinal categorical variables, are compared in their closeness to a corresponding conditional measure for an underlying jointly continuous distribution. Partial gamma and Kendall's partial tau are observed to be poorer than a weighted average of the Kendall's τ b 's from separate control levels, according to this criterion. The asymptotic…

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介于 Tukey 与 Scheffé 方法之间的同时推断程序AI 解读

Two well-known simultaneous inference procedures for balanced one-way layout are Tukey's T-method and Scheffé's S-method. The T-method gives short simultaneous confidence intervals for all pair-wise comparisons while paying a high price for high-order comparisons. The S-method is appropriate when one has uniform interest in all contrasts, but gives long confidence intervals for pairwise and other low-order comparisons. In this paper we propose a family of procedures…

Stein 两阶段程序对正态总体混合的稳健性AI 解读

Explicit expressions for the level of significance and power of Stein's two-stage hypothesis testing procedure are derived when the normal population is mixed with another normal population differing in the mean. Approximate expansions for these expressions have been obtained, and numerical studies of the size have been carried out using the expansions. Some numerical indication of the accuracy of the approximations has also been obtained. Stein's two-stage procedure is…

两阶段最小二乘：应沿哪个方向最小化残差？AI 解读

A structural equation in a complete system may be written with the coefficient of one endogenous variable as unity and the coefficients of the other endogenous variables as parameters. To estimate these parameters two-stage least squares is usually applied by minimizing residuals in the direction of the first variable. In this paper, when there is one such parameter, that procedure is compared with adapting two-stage least squares to minimize residuals in the direction of…

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以预测分布函数误差最小化估计指数分布分位数AI 解读

We consider the problem of estimating the quantiles of a one-parameter exponential distribution. Using the estimated quantiles to predict the distribution function, and attempting to minimize mean square errors for these predicted probabilities rather than the quantiles themselves, we are led to estimators differing from the natural ones obtained by appropriate scaling of the estimated mean of the distribution. The form of these estimators is studied for complete and…

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随机系数模型中的最大似然估计AI 解读

Previous Monte Carlo studies examining properties of estimators in random coefficient models have been hindered in part by computational difficulties. In particular, determination of maximum likelihood estimators appears sensitive to the computational algorithm used. In a small Monte Carlo experiment, several distinctly motivated algorithms are examined with respect to accuracy and cost in searching for global and local maximum likelihood parameter estimates. A noncalculus…

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二元两样本位置问题的若干检验AI 解读

The asymptotic efficiencies relative to Hotelling's T 2 test of two nonparametric tests for the bivariate two-sample location problem are compared for some mixtures of bivariate normal distributions.

两个正态总体均值与方差相等的检验AI 解读

Let X 1, …, X m and Y 1, …, Y n be two independent random samples from normal populations N(μ1, σ1 2) and N(μ2, σ2 2), respectively. The statistical problem is to test H 0: μ1 = μ2 and σ1 2 = σ2 2 against H a : μ1 ≠ μ2 or σ1 2 ≠ σ2 2. Using Fisher's method of combining two independent test statistics, we suggest a test and prove that it is asymptotically optimal in the sense of Bahadur efficiency.

具有自相关误差的非线性回归AI 解读

An estimator of the parameters of a nonlinear time series regression is obtained by using an autoregressive assumption to approximate the variance-covariance matrix of the disturbances. Considerations are set forth which suggest that this estimator will have better small sample efficiency than circular estimators. Such is the case for examples considered in a Monte Carlo study.

关于 Wilks 分位数区间的分布无关置信区间AI 解读

This paper investigates the distribution-free outer confidence interval for the quantile interval introduced by Wilks. Besides exact expressions and a recurrence formula some bounds are derived for the probability of correct coverage of the quantile interval which improve bounds known up to now, and which are tested in several examples. Asymptotic approximations are discussed and applications of the developed methods to other statistics based on order statistics are…

无分布假设的部分判别分析AI 解读

A distribution-free rank procedure is proposed for use in partial discrimination problems involving two populations. It is shown that this procedure can be applied with virtually any discriminant function. Moreover, the discriminant function may be selected after observing the samples on which it is to be based. Using Monte Carlo methods the rank procedure is compared with a normal theory and a tolerance region procedure. The rank procedure was the only one that adequately…

ARMA 误差对回归系数显著性检验的影响AI 解读

It Is well known that nonindependent errors arising from autoregressive (AR) or moving average (MA) processes may reverse the conclusions of t or F tests for estimable functions of regression coefficients. We show that these conclusions can be reversed only if observed t or F values based on ordinary least squares (OLS) computations lie between certain lower and upper bounds. Our tabulations of these bounds are based on the Imhof [5] distribution of a ratio of quadratic…

渐近最优的随机化回答程序AI 解读

An abstract general model of multiway randomized response procedures is investigated, with the aim of minimizing the variance matrix while bounding the risk to which respondents are subjected. A general result on the structure of possible optimal designs is obtained, an improved result is derived for the three-way case, and a complete answer is found for the dichotomous case.