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摘要暂缺

二维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.

某些平滑函数所保持的性质AI 解读

In some studies involving numerical responses from human subjects (for instance, time allocation studies, and age reporting) an effect called “heaping” is observed. In many cases, such data must be “smoothed” before they can be used. Thus, it is of interest to know the nature of the properties of a frequency function which may be lost in its smoothed version. For those smoothing functions that can be expressed in terms of matrix multiplication; this paper connects properties…

β的最小比例方差线性无偏估计量与同时置信区间AI 解读

Pr [tfi E ,i 4i ta/k(n-k)avii fori = 1, 2, ... k] > 1-a (6) since tjk (n k) < I kFa (k, n k) . The set of t-intervals (6) constitute a confidence cuboid for g at an unknown significance level. In this paper we establish a confidence cuboid for I at a known significance level which may be superior to (6) as Ma (k, f) < talk (f). This confidence cuboid is based on the minimum proportional-variance unbiased linear estimator of g which has a mean square error matrix that exceeds…

摘要暂缺

不等式约束最小二乘估计AI 解读

There are growing demands to use prior and sample information for parameter estimation of a regression model in order to maintain consistency with underlying theory. To meet such demands, this paper provides an inequality constrained least-squares (ICLS) estimation, specifies an untruncated variance-covariance matrix of the ICLS estimates, and discusses their statistical properties in large-and small-sample cases. Finally, the ICLS and the ordinary least-squares OLS…

摘要暂缺

两种替代结构t统计量的分布AI 解读

Two alternative structural t statistics for simultaneous equation models are derived. The statistics could be used to test hypotheses or construct confidence intervals for coefficients in econometric models. It is demonstrated that the exact distribution functions converge to Student's t-distribution function as the concentration parameter increases. Computations of the variance of the t-statistics indicate the degree of approximation afforded by the limiting distribution…

经济时间序列缺失观测的最佳线性无偏估计AI 解读

The best linear unbiased estimator which we proposed previously for interpolating, distributing, and extrapolating a time series by related series is applied to the estimation of missing observations. Under special assumptions, the problem reduces to the one treated in Doran [2]. Our estimator is compared with his and is shown to be more efficient.

摘要暂缺

相关系数序贯概率比检验的一种推广AI 解读

The sequential probability ratio tests (SPRT's) for the correlation coefficient, ρ, of a bivariate normal distribution proposed by Kowalski [3] and Pradhan and Sathe [4] reduce to SPRT's of a binomial parameter. These tests, respectively, require the sampling of one and two pairs of observations at each step of the sequential procedure. This article generalizes their SPRT's to that of sampling K (K = 1, 2, 3, …) pairs of observations at each step and compares the tests…

协方差矩阵完全可约时的均值向量推断AI 解读

Given a random sample from a p-variate normal distribution , the likelihood ratio criterion and an information theory criterion, which is an analogue of Hotelling's T 2, are given for testing (known) under the condition that Σ is totally reducible, that is, diagonalizable by an orthogonal matrix which depends upon the pattern but not on the unknown elements of Σ. Exact, approximate and asymptotic distributions of the test criteria are considered and various confidence…

用于模拟的非中心 Wishart 分布典范表示AI 解读

This article provides a simple distributional representation for the noncentral Wishart distribution most useful when the noncentrality matrix is of less than full rank. It is shown that the representation leads to a method for simulating a noncentral Wishart matrix that has advantages over a procedure currently used.

近似后验分布AI 解读

This paper proposes the use of approximate posterior distributions resulting from operational prior distributions chosen with regard to the realized likelihood function. L.J. Savage's “precise measurement” is generalized for approximation in terms of an arbitrary operational prior density, including mixed-type prior distributions with positive probabilities on singular subsets. A new approximation is also given relating such distributions to absolutely continuous…

列联表聚类抽样下卡方统计量的分布AI 解读

When the entries in a contingency table arise from clustered sampling, the chi-squared statistic conventionally calculated to testsimple and complex hypotheses about the parameters of the table may not have the distribution of a χ2 variate. Assuming a model for positively associated clustering, this article finds the distribution of the conventional chi-squared statistic and shows how to correct it to an asymptotically χ2 variate. A numerical example from the epidemiology of…

线性样条与分段多元线性回归的若干算法AI 解读

This paper develops some efficient algorithms for linear spline and piecewise multiple linear regression. A plotting procedure that shows the existence and location of changes in linear regression models is developed as an adjunct to one of the algorithms. The algorithms are compared with other presently available algorithms both in terms of efficiency and in terms of performance on sets of artificial data. An example shows how the algorithms, implemented in portable FORTRAN…

泽尔纳似不相关回归估计量相对效率的进一步证据AI 解读

This paper considers a system of two seemingly unrelated equations. Without imposing any additional restrictions on the matrices of observations on the independent variables in the two equations, we derive the exact second moments of Zellner's estimator [9]. Though not uniformly more efficient than the corresponding single-equation least-squares estimator, a definite efficiency gain results using Zellner's estimator in the presence of high contemporaneous correlation…

单样本位置问题的自适应稳健程序AI 解读

A family of rank statistics based on a set of simple scores functions is introduced. The distribution theory is briefly discussed, and both point and interval estimators for the center of an absolutely continuous symmetric distribution are presented. Given a random sample from a symmetric distribution, all subsequent inference is based on the member of the family of rank statistics having the smallest estimated asymptotic variance. The robustness properties are examined…

环境标准执行与中心极限定理AI 解读

A simulation model of enforcement of the federal new source fly ash standard for coal-fired power plants indicates the standard is likely to be frequently violated. This is partly due to a pollution control device certification test which allows the average of as few as three tests to be used as an indicator of compliance. In accordance with the central limit theorem, this can lead to selection of inadequate control devices. Enforcement systems must account for the…

摘要暂缺

t 分布尾部概率的渐近展开AI 解读

By means of elementary methods, an asymptotic expansion with error bounds is obtained for the t-tail area. It is indicated how this result may be used to approximate small t percentiles. A sufficient condition for the ratio of the t-tail area to the normal tail area to approach unity is also given.

随机排序约束下的无分布检验AI 解读

A two-sample distribution-free procedure is proposed for testing equal locations under a stochastic ordering restriction. The test statistic M is an estimator of P(X ≤ Y) based upon maximum likelihood estimators of stochastically ordered distribution functions. Some properties of the M test are developed and critical values are provided for selected sample sizes. A Monte Carlo power study indicates that the M test is more effective (for shift alternatives) than the…

基于帕累托分布次序统计量的估计量AI 解读

Given a random sample from a Pareto distribution with the cdf F(x) = 1 − (1 + (x − α)/β)-γ for x ≥ α, the problems of estimating (1) the scale parameter β when α and γ are known, (2) the location parameter α when β and γ are known, and (3) α and β when γ is known, are considered. The best linear unbiased estimators based on k selected order statistics are derived. Some special cases are considered in detail. A useful summation formula for ratios of gamma function-expressions…

最小二乘预测与常规概率抽样方案的相对效率研究AI 解读

A particular finite population, typical of the type encountered in practice, is used to assess the efficiency of ratio estimation of the finite population total using conventional unrestricted random sampling, extreme and balanced sampling plans, for samples of size 10, 50, 100, and 200. The balanced sampling plans are seen to be as much as 30 percent more efficient than the corresponding unrestricted random sampling plan regardless of sample size, but the extreme sample is…