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稳定分布随机变量的模拟方法AI 解读

A new algorithm is presented for simulating stable random variables on a digital computer for arbitrary characteristic exponent α(0 < α ≤ 2) and skewness parameter β(-1 ≤ β ≤ 1). The algorithm involves a nonlinear transformation of two independent uniform random variables into one stable random variable. This stable random variable is a continuous function of each of the uniform random variables, and of α and a modified skewness parameter β' throughout their respective…

子总体总量的若干估计量AI 解读

A major concern in large-scale surveys is the problem of subpopulation estimation (domain estimation). This paper presents a study of four estimators for estimating domain totals. The domain considered in the study is an area type of domain, that is, a domain consisting of a combination of a certain number of area units belonging to different strata This paper uses some actual data and some fictitious data to compare variances and mean square errors of the four estimators.

非线性回归模型中数据固有变异的一般估计AI 解读

A dependent variable is some unknown function of independent variables plus an error component. If the magnitude of the error could be estimated with minimal assumptions about the underlying functional dependence, then this could be used to judge goodness-of-fit and as a means of selecting a subset of the independent variables which best determine the dependent variable. We propose a procedure for this purpose which is based on a data-directed partitioning of the space into…

荒野地区游憩使用量的计量经济分析AI 解读

Although outdoor recreational use fluctuates daily, this time-varying feature has received little attention by economists and statisticians. In this paper, wilderness recreational use relationships are estimated, based on daily observations over the length of a given season, by (i) traditional econometric techniques and via (ii) time series analysis procedures promoted by Box and Jenkins [3]. In applying both sets of estimated relationships for forecasting purposes, the…

方差齐性的贝叶斯检验AI 解读

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.

摘要暂缺

完整或尾部删失样本下 Logistic 分布参数的线性估计AI 解读

In this paper we present the asymptotically best linear unbiased estimators for the location and scale parameters of the logistic distribution based on samples where there may be Type 2 censoring in the tails. Given the amount of censoring, the weights of the estimators can be expressed in simple closed forms. Comparisons of these with the best linear unbiased estimators and the Cramer-Rao lower bounds demonstrate that they have good efficiency even for small samples.

非标准随机区组设计中精度不等的多重比较AI 解读

A multiple comparison technique for simultaneous inference in the nonstandard randomized block design models considered by Graybill [3] and Scheffé [11] is developed. Its computation and properties are discussed in terms of a clinical trial. The technique involving a number of independent tests with possibly unequal sizes, not the well-known Bonferroni tests [5], is appropriate when most contrasts between the treatments are of interest, but a few of the comparisons are of…

Least-squares monotone regression (also known as least-squares isotone regression) is being used increasingly. Recently, an application arose in which the fitted values are restricted to be integers. We prove that a very simple procedure yields the optimum monotonic fit subject to this restriction, or to the more general restriction that the fitted values lie in some specified closed set. This procedure is to perform unrestricted monotone regression, and then to round off…

回归中的类别控制AI 解读

We assume a normal linear regression model. Among k independent variables, only x k are controllable, and the others are exogenous. The categorical control problem is: given the values of the exogenous variables, how should we control x k so that y lies within a preassigned target interval (c 1, c 2)? The answer is to determine an interval (or union of intervals) on the x k -axis, the “regulation interval.” We require that the probability that the dependent variable falls…

关于 Birnbaum 似然原则理论的札记AI 解读

The principles of sufficiency and conditionality are shown by Birnbaum [1] to imply the principle of likelihood. But in his formulation it is necessary to adopt in the continuous case, a definition of sufficiency which differs from the conventional definition. The objections against the new definition are set out and it is shown that the conventional definition can be adhered to by taking into consideration that in practice there is always a finite limit to the accuracy with…

临床试验中的截断几何响应与响应持续时间模型AI 解读

For treatment comparisons in clinical cancer trials, the data often indicate absence or presence of response along with duration of response when it occurs. Response length is frequently truncated by death, loss of followup information, study termination, or other causes, and is usually a discrete variable (days, weeks, or months). A mixture of a binomial and truncated geometric probability is studied as an appropriate statistical model. Maximum likelihood estimators are…

荒野地区游憩使用的计量经济分析AI 解读

Although outdoor recreational use fluctuates daily, this time-varying feature has received little attention by economists and statisticians. In this paper, wilderness recreational use relationships are estimated, based on daily observations over the length of a given season, by (i) traditional econometric techniques and via (ii) time series analysis procedures promoted by Box and Jenkins [3]. In applying both sets of estimated relationships for forecasting purposes, the…

广义 Jackknife：有限样本与子样本大小AI 解读

This paper is concerned with bias-reduction properties of that generalized jackknife which pertains to a single-estimator, single-sample situation. Jackknifing is a technique for reducing bias by exploiting the dependence of the bias on sample size. In practice, this is carried out by reestimating the unknown parameter(s) with only part of the sample and combining the new and original estimates suitably weighted to produce cancellation in their biases. The size of the…

正态总体分位数的置信带AI 解读

Given the general linear regression model , where y is N X 1, X of full rank is N X (q + 1), is (q + 1) X 1, and e is N(0, σ2I), Steinhorst and Bowden [5], using the theory of Roy's maximum root test statistics, set confidence bands for , of the normal population with mean and variance σ2, k being the pth quantile of the standard normal distribution, I fixed or specified but unknown and p known. However, narrower bands may be obtained using the exact test statistic,…

由贝叶斯检验规则导出的区间估计AI 解读

Given a family of rules for the three-decision testing problems of locating a scalar parameter θ relative to θ0, with decisions θ < θ0, θ = θ0 and θ > θ0, and given a sample x, the set S(x) = {θ0: decide θ = θ0) (usually an interval) is an intuitively appealing set estimate of θ. This paper considers the optimality of S(x) for the case in which the testing rules are Bayes. The main result is that when the losses for the testing problems have a particular structure, S(x) is…

摘要暂缺

误差协方差矩阵未知时线性模型中最小二乘的最优性AI 解读

Optimal properties of the least-squares coefficient estimator in the linear model with scalar error covariance matrix are shown to carry over to the case where the error covariance matrix has a distribution in a class which includes distributions proposed as representing vague prior information.

贝叶斯回归中的缺失变量（二）AI 解读

We are concerned with the problem of parameter estimation in normal regression when some of the observations are missing. A Bayesian approach with vague prior distributions is taken. No assumption is made about the independent variables for which no observations are missing, but the missing components are assumed to be normally distributed with a mean that can depend on the other variables. Joint estimators of the parameters are obtained as the joint mode of the posterior…

子总体总量的若干估计量AI 解读

A major concern in large-scale surveys is the problem of subpopulation estimation (domain estimation). This paper presents a study of four estimators for estimating domain totals. The domain considered in the study is an area type of domain, that is, a domain consisting of a combination of a certain number of area units belonging to different strata This paper uses some actual data and some fictitious data to compare variances and mean square errors of the four estimators.

正态变量二次型的级数展开AI 解读

A differential operator is defined and applied to the gamma density function. By formal mathematical manipulation the resulting function can be identified with linear combinations of independent gamma variates and central and noncentral definite quadratic forms in independent normal variates. Laguerre series expansions in which the choice of parameters is of a general nature are given. These Laguerre series and chi-square, power and Edgeworth series are then compared in the…

多元白噪声自相关的分布AI 解读

Multivariate white noise processes arise in a variety of contexts; for example, as error terms in multivariate regression models, as innovations in multiple time series models, or simply as random samples from multivariate normal distribution. Here we study the asymptotic properties of white noise autocorrelations in detail to determine their use in testing the adequacy of fit.

时间序列之间关系的检验AI 解读

The usual procedures for testing the significance of sample correlations between pairs of independently normally distributed series are not appropriate for testing sample correlations between pairs of autocorrelated series. We present sampling evidence supporting our hypothesis that the distributions of sample correlations between pairs of unrelated first-order Markov series conditional on the first lag sample autocorrelations of the series correlated are independent of the…

具有较高功效的修正经验分布函数拟合优度检验AI 解读

Modified forms of the Kolmogorov-Smirnov, Cramér-von Mises and Anderson-Darling goodness-of-fit tests have been studied for the situation where parameters have to be estimated. Using Monte Carlo power studies, it is shown that some of the new tests effect improvements over other known tests.