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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…

通过分组测量估计正态总体分位点AI 解读

In this article we apply the group-testing idea to the estimation of a percentile of a normal population when both the mean and the variance are unknown. The structure is such that we observe the sum of the normal, independent measurements of m units in one single observation (or test). Under the assumption of a fixed total cost T, we have obtained the optimal value of the group size m for both the small-sample and the large-sample (T → ∞) cases. Comparison with the…

迁徙猎鸟调查的进展AI 解读

Estimates of kill and activity in Canadian mail surveys of migratory game birds have been subject to considerable survey errors. This article reviews the design of the surveys and describes the studies undertaken to estimate and correct for these errors. Recent developments in sampling and estimation procedures for these surveys are presented and changes in operational procedures described which have been adopted to implement these developments.

列联表显著性检验的 Cα 方法AI 解读

A test of independence in a (r × c) contingency table using a specified alternative hypothesis is proposed. The test is created using Neyman's Cα procedure and the approximate power computed. This test is useful when alternatives of a specific “slippage” type can be hypothesized. The usual χ2 test tends to detect all departures from randomness indiscriminately and thus not employ the added directional a priori information.

方差不等的两个正态总体均值相等检验的水平与功效AI 解读

A method is developed for obtaining the size and power of a wide class of tests which includes solutions to the Behrens-Fisher problem proposed by various authors. A new test in this class is also developed which controls the size effectively and has high power. A comparison is made with other known tests as regards control of size. The power of the proposed test as well as that of Welch-Aspin is also obtained.

分枝过程灭绝概率的保序估计AI 解读

Suppose X 1, X 2, ···, Xn is a random sample from a distribution which assigns all of its mass to the nonnegative integers. Let p j = P[X 1 = j]; j = 0, 1, ··· and let f(·) be the generating function of the sequence {p j }∞ j=0. An estimate of the smallest nonnegative root of f(s) = s which is based on isotonized estimates of p 0, p 1, ··· is considered. Results of a simulation study, almost sure convergence rates and the asymptotic distribution theory are discussed.

完整或删失样本下 Logistic 分布参数的简单线性估计AI 解读

Linear unbiased estimators which maintain high efficiency relative to the best linear unbiased estimators are proposed for the parameters of the logistic distribution. In the complete sample case, the estimators of location and scale are, respectively, a trimmed mean and the mean deviation about the sample median with an adjustment for bias. The same computational forms are applied to a Windsorized sample in the cases of symmetric and upper one-sided censoring.

带截距回归曲面的单侧同时置信界AI 解读

Exact one-sided simultaneous confidence bounds are obtained for general regression surfaces with intercepts and functionally independent regressors. For all values of the regressors, the distance from the regression surface to the one-sided bound is a fixed fraction (less than one) of the corresponding distance to the well-known Working-Hotelling-Scheffé two-sided bound. Tables are provided to facilitate the use of such one-sided bounds.

Pitman 位置估计量的小样本方差AI 解读

For three symmetric distributions and six sample sizes, this article presents estimates of the small-sample variance of Pitman's location-invariant and location-scale-invariant estimators of location. It then compares these two estimators and investigates the closeness of the Cramér-Rao bound when estimators are required to be invariant. Expressions of the form c/(n − d) prove quite effective in fitting variances of Pitman estimators, and d can be interpreted as the amount…

偏差对配对匹配及分层样本相对风险估计量的影响AI 解读

Monte Carlo methods are employed to compare the effectiveness of pair-matched and independent stratified samples for estimating relative risk in the presence of bias. Three approximations to the maximum likelihood estimator for stratified samples suggested by Woolf, Mantel and Haenszel and Birch, respectively [25, 17, 2], are also compared. The sampling model is modified to approximate the practical choices for a researcher and to allow for the loss of unmatchable sample…

每级同时测试两个试件的小样本升降法AI 解读

A modification of the small sample up-and-down method is studied for the normal, logistic, and extreme value distributions. Two specimens are tested “in series” (i.e., simultaneously) at each stimulus level, and the decision to increase or decrease the stimulus level for the next test is made as soon as the first specimen responds. This procedure can markedly reduce the total test time in certain situations. Overall, the efficiency of the new procedure, as judged using…

有限总体中的两阶段比率估计量AI 解读

Modified ratio estimators for the mean are proposed for the case in which the first- and second-phase samples are drawn without replacement and independent of each other. Conditions for these estimators to be more efficient than the classical estimator are investigated. Two methods for evaluating the expectation of the reciprocal of the number of distinct units are presented.

城市增长与迁移的联立方程模型AI 解读

The objectives of this study are twofold. First, a simultaneous-equations model that takes into account the interactions between various economic aspects of urban growth and migration to and from urban areas is specified. Second, the model is estimated for two different time periods, 1950–60 and 1960–70, with the Standard Metropolitan Statistical Area as the basic urban geographic unit. Included among the jointly dependent variables are civilian labor force out-migration,…

某对数统计量的双矩卡方近似（表达式缺失）AI 解读

A two-moment chi-square approximation is derived for the statistic log , where and are, respectively, the arithmetic and geometric means of a sample from a gamma distribution. The proposed approximation is used for testing the shape parameter in a gamma distribution and for testing the homogeneity of normal population variances.

非线性回归模型中部分参数的检验AI 解读

The problem of testing for the location of a subset of the parameters entering the response function of a nonlinear regression model is considered. Two test statistics—the likelihood ratio test statistic and a test statistic derived from the asymptotic normality of the least squares estimator—for this problem are discussed and compared. The large-sample distributions of these statistics are derived and Monte Carlo power estimates are compared with power computed using the…

指数失效模型下的总体规模估计AI 解读

We are given J observations obtained by truncated sampling of a population of N items which fail independently according to the exponential distribution, where both N and the scale parameter of the exponential are unknown. Estimates of N are developed, and compared. These are conditional and unconditional maximum likelihood estimates, and a class of Bayes modal estimates. On the basis of second-order asymptotic properties, one of the Bayes estimates is singled out as most…

向量参数似然方程根唯一性的一个注记AI 解读

Two examples are given from the literature in which results concerning functions of a single variable are applied incorrectly to multivariate functions. One of the examples concerns the proof of a basic theorem in the theory of maximum likelihood estimation of vector-valued parameters. An alternate statement and proof of the theorem are given.

Logistic 回归与正态判别分析的效率比较AI 解读

A random vector x arises from one of two multivariate normal distributions differing in mean but not covariance. A training set x 1, x 2, ··· x n of previous cases, along with their correct assignments, is known. These can be used to estimate Fisher's discriminant by maximum likelihood and then to assign x on the basis of the estimated discriminant, a method known as the normal discrimination procedure. Logistic regression does the same thing but with the estimation of…

线性模型中异方差方差估计量的比较AI 解读

Four methods for estimating heteroscedastic variances are discussed in this article: the MINQUE introduced by C.R. Rao [7], the AUE introduced by S.D. Horn, R.A. Horn, and D.B. Duncan [4], the average of the squared residuals, and the sample variance. Properties of these estimators, including translation invariance, existence, bias, consistency, existence of negative estimates, and mean square error (MSE) are compared. In particular, it is shown that the AUE has smaller MSE…