论文检索

联立方程的贝叶斯全信息分析AI 解读

The paper reviews and extends a Bayesian full information analysis of the simultaneous equations model, based upon an extended natural conjugate prior density. The extended prior density belongs to a closed family and is compatible with the independent specification for each equation of a marginal prior density in the multivariate Student form. The paper establishes properties of the resulting posterior density, of some conditional and marginal densities, and of the…

论Sampford不等概率不放回抽样程序AI 解读

Among the unequal probability sampling without replacement procedures applicable for arbitrary sample size, those of Goodman and Kish and of Sampford are relatively simple to operate besides satisfying the criterion that the inclusion probability of each population unit is proportional to its size. Considering the Horvitz-Thompson estimator for estimating the population total, we show in this paper that Sampford's procedure is more efficient than the Goodman and Kish…

回归斜率不等时参数与非参数协方差分析稳健性的蒙特卡洛检验AI 解读

The power of parametric ANCOVA was compared with the power of three nonparametric ANCOVA techniques both when the parametric assumption of equal slopes was violated and when all parametric assumptions were met. The data situations involved two groups with one covariate and one criterion, normal distributions, equal group sizes, and varying slope combinations. Parametric ANCOVA maintained larger empirical power for nearly all of the data situations. Both parametric and…

不同计数规则下多重报告估计的响应误差与抽样误差AI 解读

The components of the mean square error (MSE) of estimates from surveys with multiplicity, where households report on events which occurred in them and also in other households (linked to them according to well-specified counting rules), can be estimated on the basis of a specially designed evaluation survey, under certain simplifying assumptions. The empirical results from such a survey, designed to estimate births and marriages, indicate that a wide counting rule is more…

已知变异系数时正态分布均值的估计AI 解读

Estimation of the mean θ of a normal distribution N(θ, aθ2) with known coefficient of variation a 1/2 is treated as a decision problem with squared-error loss. It is shown that all estimators linear in the sample mean and sample standard deviation s, as well as the maximum likelihood estimator (MLE), are dominated in risk by the admissible, minimum risk, scale equivariant estimator . A class of Bayes estimators against inverted-gamma priors is constructed, and shown to…

回归模型之间“差异”的若干度量AI 解读

In regression models, the underlying theory frequently leads to specification of more than one functional form for the conditional mean of the response. The main problem in such cases is whether the differences between the models are sufficiently large relative to the variance of the disturbance term to warrant efforts to discriminate between the models or collect new data in order to discriminate. This paper, after refining the notion of differences between models, suggests…

序贯定宽置信区间程序的渐近理论AI 解读

Consider a sequence of confidence intervals {I n }. Sequential procedures are based on stopping rules which, for specified constants w and p, terminate sampling at a value n for which I n has width approximately w and noncoverage probability approximately p. Asymptotic analyses of such procedures have previously concerned only w → 0 with p fixed. This article presents a novel and general approach for the case p → 0 with w fixed. Application is made to procedures based on the…

独立检验统计量的局部最优组合AI 解读

A class of locally optimal tests based on linear functions of certain transformations of independent test statistics is proposed and studied. These overall tests are useful in combining independent tests for certain multivariate or multiparameter hypotheses where local optimality is interpreted in a specialized sense. For the two-sample case, along with the expressions for the null distributions of the test statistics, tabulations of percentile points are provided.

基于不完整观测的生存曲线非参数贝叶斯估计AI 解读

This article presents a nonparametric Bayesian estimator of a survival curve based on incomplete or arbitrarily right-censored data. This estimator, a Bayes estimator under a squared-error loss function assuming a Dirichlet process prior, is shown to be a Bayesian extension of the usual product limit (Kaplan-Meier) nonparametric estimator.

正态随机变量的计算机生成AI 解读

This paper suggests that user accessibility as well as speed and accuracy should be used as a criterion to evaluate algorithms for generating random variables. FORTRAN implementations of several of the best current normal algorithms are studied. Two of the algorithms were also implemented in assembler for making comparisons with other studies and for assessing the cost of accessibility. A new mixing algorithm which combines features of the convenient and fast methods of…

非一阶备择下若干自相关检验的估计功效AI 解读

This article presents estimates of the power of four tests for the independence of the disturbances from linear regression models with two sets of alternative hypotheses—second-order autoregressive processes and first-order moving average processes. The results indicate that for a number of specifications of the second-order autoregressive error structure the Durbin-Watson and Durbin alternative exact tests are more powerful than a test designed for this class of…

完全链接层次聚类拟合优度的图论方法AI 解读

The complete-link hierarchical clustering strategy is reinterpreted as a heuristic procedure for coloring the nodes of a graph. Using this framework, the problem of assessing goodness-of-fit in complete-link clustering is approached through the number of “extraneous” edges in the fit of the constructed partitions to a sequence of graphs obtained from the basic proximity data. Several simple numerical examples that illustrate the suggested paradigm are given and some Monte…

新岭回归方法在贝尔系统规模经济研究中的应用AI 解读

We suggest a new horizontal scaling for the ridge trace, some new techniques for monitoring ridge solutions including an index of stability of relative magnitudes (ISRM) and numerical largeness of more significant (NLMS) regression coefficients. A method of curtailing the tending of ridge regression coefficients toward zero is also presented. Two examples illustrate these methods and estimate Bell System's scale economies to be large.

购买间隔服从逆高斯分布的购买发生模型AI 解读

This paper deals with a new purchase incidence model where the interpurchase time of an individual household is described by a two-parameter inverse Gaussian distribution, and the population heterogeneity is modeled by the natural conjugate family which has truncated t and modified gamma marginals. The model, more flexible than the exponential and one-parameter gamma models previously used for purchase incidence, is applied to consumer panel data on toothpaste purchases and…

科学与统计学AI 解读

Aspects of scientific method are discussed: In particular, its representation as a motivated iteration in which, in succession, practice confronts theory, and theory, practice. Rapid progress requires sufficient flexibility to profit from such confrontations, and the ability to devise parsimonious but effective models, to worry selectively about model inadequacies and to employ mathematics skillfully but appropriately. The development of statistical methods at Rothamsted…

摘要暂缺

摘要暂缺

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.

序贯固定宽度置信区间程序的渐近理论AI 解读

Consider a sequence of confidence intervals {I n }. Sequential procedures are based on stopping rules which, for specified constants w and p, terminate sampling at a value n for which I n has width approximately w and noncoverage probability approximately p. Asymptotic analyses of such procedures have previously concerned only w → 0 with p fixed. This article presents a novel and general approach for the case p → 0 with w fixed. Application is made to procedures based on the…

联立方程的贝叶斯全信息分析AI 解读

Abstract The paper reviews and extends a Bayesian full information analysis of the simultaneous equations model, based upon an extended natural conjugate prior density. The extended prior density belongs to a closed family and is compatible with the independent specification for each equation of a marginal prior density in the multivariate Student form. The paper establishes properties of the resulting posterior density, of some conditional and marginal densities, and of the…

论 Sampford 不等概率不放回抽样程序AI 解读

Among the unequal probability sampling without replacement procedures applicable for arbitrary sample size, those of Goodman and Kish and of Sampford are relatively simple to operate besides satisfying the criterion that the inclusion probability of each population unit is proportional to its size. Considering the Horvitz-Thompson estimator for estimating the population total, we show in this paper that Sampford's procedure is more efficient than the Goodman and Kish…

独立检验统计量的局部最优组合AI 解读

A class of locally optimal tests based on linear functions of certain transformations of independent test statistics is proposed and studied. These overall tests are useful in combining independent tests for certain multivariate or multiparameter hypotheses where local optimality is interpreted in a specialized sense. For the two-sample case, along with the expressions for the null distributions of the test statistics, tabulations of percentile points are provided.

摘要暂缺

不同计数规则下多重报告估计的回答与抽样误差：实证研究AI 解读

The components of the mean square error (MSE) of estimates from surveys with multiplicity, where households report on events which occurred in them and also in other households (linked to them according to well-specified counting rules), can be estimated on the basis of a specially designed evaluation survey, under certain simplifying assumptions. The empirical results from such a survey, designed to estimate births and marriages, indicate that a wide counting rule is more…