日期精度：到日 2274 篇 · 到月 7743 篇 · 到年 0 篇
泊松随机变量整数值参数的若干估计量
Four estimators of the integer-valued parameter of a poisson variate, based on samples of fixed size are defined. Approximate formulas for their biases and variances are given.
具有贝塔条件分布的多元分布
Distributions having beta conditional distributions arise in connection with the generation of distributions for random proportions which do not necessarily possess neutrality properties (see [3]). The family of bivariate distributions for which both conditional distributions are beta is evaluated, and some multivariate extensions are briefly discussed. The bivariate Dirichlet distribution is characterized by the assumptions that both conditional distributions and one…
多元分布样本的次序统计量
Let (X 1j , X 2j , ···, Xmj ), j = 1, 2, ···, n, be a sample of size n on an m-dimensional vector (X 1, X 2, ···, Xm ), m ≥ 2. Let the order statistics of the rth component be denoted by X r,1* ≤ X r,2* ≤ ··· ≤ X r,n *. In this article we investigate the distribution of the vector (X 1,n−i1*, X 2,n–i2*, ···, Xm,n–im *) for (i 1, i 2, ···, im ) not depending on n. The major emphasis is on asymptotic theory and a general formula is given for the asymptotic distribution of the…
威布尔及其他受限分布族中次序统计量线性函数的矩界
We give two different sets of bounds for the expected values of range, midrange and some other linear functions of order statistics from certain restricted families of distributions. The bounds are obtained by using Jensen's inequality on the expected values of some functions of the distribution function F which are convex (concave) strictly increasing. The bounds could be very useful, since exact values for the moments of these statistics, in general, are difficult to…
检测厚尾分布的若干检验：模拟功效分析
This article presents estimates of the power of five tests for detecting heavy-tailed distributions with the null hypothesis of normality and alternative hypotheses of each of eleven members of the symmetric stable Paretian distribution. The findings indicate that for small samples and low values of the characteristic exponent, the ratio of the standard deviation to mean deviation would be the most appropriate test. With larger sample sizes and/or larger values of the…
以对象识别为准则的聚类及其在二维计数表中的应用
The formation of a partition of objects, each with an associated random measurement X, is given operational meaning and a figure of merit. The information about X, given each object, is first reduced to information about X, given the cluster in the partition to which that object belongs. The figure of merit for a partition is then the probability of a correct object identification, on the basis of a realization of X, after the information loss. An algorithm is derived for…
搜索多项式阶数与滞后长度时 Almon 滞后法的性质
Researchers who use the Almon lag technique to estimate distributed lag models have a particularly difficult problem determining the correct specification of the degree of polynomial and the length of lag. The usual procedure is to search over several possible values for the degree of polynomial and the length of lag and then choose the combination that minimizes the residual variance. This article demonstrates that if one uses this search procedure, the estimated lagged…
滞后过程的时滞估计
Recent studies of nonlinear prediction and of nonlinear filtering of stochastic processes in addition to studies of higher-order spectra have pointed out the usefulness of lag processes. Now suppose we are given observations on a filter operating on a lag process with an unknown lag. In this article we propose a way of estimating this (delay) lag. The method involves the definition of a quantity, S 2(λ; u), termed lagged coherence, which is a function of the lag u and which…
终身收入估计的一项更正
A reexamination is made of the formula for the variance of lifetime income in a stochastic process income distribution model. The formula in the received literature is shown to introduce a significant upward bias in estimates of this variance.
一致性总和约束模型
Consistent sum-constrained models have often been considered intrinsically nonlinear. We study here a linearizable variant which can be applied to a wide variety of situations of interaction between socioeconomic flows. The properties of the error term of such a model are derived and we show how its parameters can be estimated using a generalized least squares procedure proposed by McGuire et al. [14]. It is further demonstrated how adding realism to the model may cause…
用于估计相对风险的混合流行病学研究设计
A type of hybrid retrospective design for epidemiologic studies within defined populations is considered. The design requires “exposure” information for the complete population of cases and for a random sample of the original population at risk (PAR). Assuming that the only stochastic feature occurs with the random sampling of the PAR, confidence intervals for incidence rates and relative risk (R) are developed in conjunction with PAR sample size requirements. Analysis by…
一般总体偏移问题的快捷检验方法
In a recent article we described some quick and simple tests for the k-sample slippage problem. Those tests were designed for the alternative that precisely one population had slipped. In this article we present a method of testing which has power for all slippage alternatives and which makes a diagnosis of the type of slippage that has occurred. Critical values are obtained either from a table (in the case of small samples), from graphs or from asymptotic approximations,…
离散情形下似然函数的异常行为
An example is given in which the likelihood ratio in favor of a true hypothesis, as opposed to some member of a countable family of pre- specified alternative hypotheses, tends to zero as the sample size becomes large, for any data. A slight modification of this example reveals a similar phenomenon, even when both data and parameter can take on only a known finite set of values.
独立泊松总体均值的同时估计
A procedure is derived for simultaneously estimating the means of Poisson populations using independent samples. The total loss is the sum of component, standardized squared error losses. The derived procedure is minimax, generalized Bayes, admissible relative to a large class, and better than using the sample means as estimators of the corresponding population means. The latter procedure is compared with the derived procedure, both numerically and asymptotically.
稳定分布参数估计及股票价格行为应用
A point of considerable interest is whether the asymmetric stable laws rather than the symmetric stable laws provide for a closer representation of the behavior of security prices. Our empirical results indicate that the asymmetric laws are more appropriate than the symmetric stable laws. A new estimation procedure is used to obtain the estimates of parameters of the stable laws for 20 randomly selected stocks from the New York Stock Exchange. Estimates of the skewness…
若干基于密度估计的分类程序比较
A new method for comparing discrimination procedures is employed to investigate the relative performance with respect to number of points correctly classified by three discrimination procedures induced by estimating densities. Two of the procedures are based on non-parametric density estimates, while the third assumes a bivariate normal density with unknown parameters.
两样本自适应无分布检验
An adaptive distribution-free test is proposed for the two-sample location problem. First, the data are used to assess the tailweight and skewness of the underlying distributions. This leads to the selection and then application, with the same data, of one of several common rank tests for shift, such as the Mann-Whitney-Wilcoxon test. The preliminary selection is made in a way that insures the testing procedure is distribution-free. A Monte Carlo study shows that the…
单一潜变量的多指标多原因模型估计
We consider a model in which one observes multiple indicators and multiple causes of a single latent variable. In terms of the multivariate regression of the indicators on the causes, the model implies restrictions of two types: (i) the regression coefficient matrix has rank one, (ii) the residual variance-covariance matrix satisfies a factor analysis model with one common factor. The first type of restriction is familiar to econometricians and the second to…
切换回归与随机系数回归模型的贝叶斯及非贝叶斯分析
Quandt [20] analyzed the problem of discontinuous shifts in regression regimes at unknown points in the data series. We note that Quandt's statistical approach based solely on the likelihood function can be misleading, whereas the Bayesian method based on a proper prior distribution of the unknown parameters yields sensible results. However, the exact evaluation of the posterior distribution is unusually burdensome and cannot be simplified even in large samples. To avoid…
多元预测中的半度量平滑
Prediction parameters associated with childhood predictor variables for mature stature vary widely and irregularly across age. Aesthetics as well as pragmatism dictate that it would be far better to have some smooth functional relationship between age of child and the value of each prediction parameter at that age. An estimation method is developed which yields resistant estimates of regression coefficients which are continuous in age for each predictor variable.
任一周日：用最大似然方法公平排序竞技队伍
This article addresses the analytic problem of obtaining fair and accurate comparisons among competitors when many pairs of them have never met and where the average quality of opposition faced may vary widely. The context studied is the National Football League's regular season of 1973. A maximum likelihood methodology is developed which simultaneously: (1) ranks all teams and (2) estimates the probabilities of upsets of various sizes. The methodology is compared with…
观察性研究的设计与分析：综述
In recent years the number of studies which attempt comparisons without adequate randomization has increased rapidly, particularly in disciplines and areas of research involving human populations. This article highlights some of the more important developments (and emerging needs) in the design and analysis of such investigations. It provides a historical overview of those techniques adapted to bias reduction, covers recent developments in contingency table analysis,…
利用分组数据界定分布矩
This article derives bounds on a wide class of moments of the underlying distribution from data grouped in intervals when the mean of each group is given. The extremal distributions are constructed yielding the upper and lower bounds to moments of the form ∫h(x)dF(x), where h(x) is convex and F(x) is concave. To illustrate the results, bounds on the variance and Gini index are presented for two theoretical distributions.