日期精度：到日 2274 篇 · 到月 7743 篇 · 到年 0 篇
多重辅助信息的最优利用
A new estimator utilizing multiauxiliary information in survey sampling is constructed. This estimator is unbiased for the population mean and has a smaller variance than Des Raj's optimal estimator [1, 2]. The new estimator and the latter one are based on the same amount of information.
两阶段抽样的线性最小二乘预测方法
The linear least-squares prediction approach is applied to some problems in two-stage sampling from finite populations. A theorem giving the optimal (BLU) estimator and its error-variance under a general linear “superpopulation” model for a finite population is stated. This theorem is then applied to a model describing many populations whose elements are grouped naturally in clusters. Next, the probability model is used to analyze various conventional estimators and certain…
季节时间序列分解：Census X-11 程序的模型解释
This paper shows that the linear filter version of the Census X-11 program for time-series decomposition can be approximately justified in terms of an additive model with stochastic trend, seasonal and noise components. Optimal estimates of the trend and seasonal components are obtained from the model and found to be in close agreement with the corresponding estimates for the Census procedure. This approach makes it possible to assess the appropriateness of the Census…
美国经济的现价与不变价投入产出预测
Utilizing recently deflated and reconciled U.S. Department of Commerce input-output data from 1947, 1958, 1961, 1963, and 1966, this paper presents an empirical test of the accuracy of input-output forecasts in current dollars and in constant dollars. While the results vary considerably among industries, in general constant-dollar forecasts are more accurate in the long run while in the short run the results are mixed. The implications of these findings for input-output…
空间结构要素：一种定量方法
1. Introduction Part I. Static Aspects of Regional Structure: 2. Regions as combinatorial structures 3. Regions as ordered series 4. Regions as surfaces Part II. Dynamic Aspects of Regional Structure: 5. Spatial comparison of time series: a framework 6. Spatial comparison of time series: I. Contagious processes 7. Spatial comparison of time series: II. Unemployment in South-West England Part III. Autocorrelation and Forecasting: 8. Spatial autocorrelation 9. The analysis of…
便于模拟的非中心 Wishart 分布典范表示
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.
多辅助信息的最优利用
A new estimator utilizing multiauxiliary information in survey sampling is constructed. This estimator is unbiased for the population mean and has a smaller variance than Des Raj's optimal estimator [1, 2]. The new estimator and the latter one are based on the same amount of information.
环境标准执法与中心极限定理
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…
相关系数序贯概率比检验的一种推广
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…
最小二乘预测相对于常规概率抽样方案的效率研究
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…
协方差矩阵完全可约时的均值向量推断
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…
方差齐性的贝叶斯检验
An alternative test of homogeneity of variances in samples from normal populations is developed. The performance of Bartlett's test and the new test proposed here is compared to the F-test in the case of two samples. The performance of Bartlett's test is not particularly good when samples are of unequal sizes, whereas the proposed test performs well for both equal and unequal sample sizes.
指数随机变量线性组合的倒数矩
The reciprocal moments of a linear combination of exponential variates are derived. The resultant formula is used to obtain the moments of quantile and other similar estimators for the shape parameter of a Pareto distribution. The calculations show that such estimators are more biased and less “precise” than indicated by Monte Carlo estimates of the moments previously published. The general formula for the reciprocal moments is shown to be potentially useful in linear models…
回归中检测结构变化或异常值的若干“最优”方法
A Neyman-Pearson approach is taken to the problem of detecting structural shifts in naturally ordered regression problems. When the variance is known, backwards CUSUM methods are shown to maximize average power, and their application is discussed. Two methods with optimality properties for outlier detection are developed, assuming that the observations may be divided into two parts, where the first part satisfies the model assumptions, while outliers may be present in the…