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用于器官移植研究的新非参数统计量的渐近正态性AI 解读

This article presents a proof of the asymptotic normality of a recently proposed nonparametric test statistic which has been used in analyzing heart transplant data.

变量测量误差：有限样本中均方误差更小的一致估计量AI 解读

This article develops and examines the small sample properties of alternative estimators when the data is suspected to contain measurement error. Two types of estimators are considered: (1) a linear combination of the OLS and instrumental variable (IV) estimators and (2) a method of choosing between the OLS and IV estimators on the basis of sample information. Large sample approximations are used to derive optimal procedures that are then evaluated by Monte Carlo experiments…

转移矩阵不动点向量的敏感性分析AI 解读

The fixed point vector of a regular or ergodic transition matrix is given for a transition matrix, P, when an entire row is changed. The computation of the fixed point vector involves only vector-matrix multiplication and addition, and is based on the initial computation of the pseudo-inverse of (P – I). Sensitivity analysis of the Markov Chain is easily performed utilizing this result.

极值响应分布下的小样本升降法AI 解读

Tables for computing LD50 estimates are presented for the extreme value (smallest and largest) distributions based on maximum likelihood and minimum chi-square analyses for small sample up-and-down test outcome sequences of nominal length N, 2 ≤ N ≤ 6. Overall, especially considering the small sample sizes involved, LD50 estimates based on assumed symmetrical distributions seem relatively robust to minor departures from symmetry of the actual response distribution.

关于对数正态模型估计的札记AI 解读

This note derives an analytical relationship connecting two functions which arise when using the minimum variance unbiased estimation procedure for lognormal models given by Finney [6] and extended by Bradu and Mundlak [2]. Numerical computation of these functions is also discussed.

分类数据的方差分析（二）：与卡方等方法的小样本比较AI 解读

Exact small sample behavior in two-way contingency tables is investigated for Pearson's chi-square statistic (X 2), Light and Margolin's C statistic and its related R 2 measure of association, Kullback's minimum discrimination information statistic (2Î), and Goodman and Kruskal's Lambda. R 2 is shown to be identical to Goodman and Kruskal's tb , leading to a test for independence based on tb. In small samples from a product of multinomials model, the null distribution of C…

两个对象的重复配对比较：（k,r）序列AI 解读

The problem considered here is selecting the better of two objects based on a series of replicated paired comparisons between the objects. A (k, r)-series, a generalization of the ordinary k-series, is defined as a sequential selection procedure such that the object selected is the first one to win k comparisons, provided it is ahead by at least r comparisons. The relationship of a (k, r)-series to Wald's sequential probability ratio test (SPRT) is discussed and this…

若干非参数随机性检验AI 解读

Let {Xj } be a sequence of independently distributed real valued random variables, and let Rj denote the rank of Xj among X 1, ···, Xj for j = 1, ···, n. The Rj 's are called “sequential ranks.” A class of unbiased tests, based on the sequential ranks, is given for testing the hypothesis that the random variables are identically distributed against the alternative hypothesis that they are stochastically ordered.

Almon 分布滞后模型的一种修正AI 解读

This article modifies the Almon polynomial distributed lag to allow for a lag of infinite length. Estimation of the model is considered, and an empirical example is given to illustrate the usefulness of the model

判别分析中缺失值处理的渐近性质札记AI 解读

In an earlier article the authors studied five methods of handling missing values in discriminant analysis for small samples; this note points out the asymptotic behavior of these methods when the variables are equally correlated. The methods using either complete observation vectors or all sample values always attain the maximum probability of correct classification. Differences of the asymptotic probability of correct classification from its maximum are found to be small…

有限批量计量抽样方案的决策理论方法：指数与高斯过程的单次抽样AI 解读

A decision-theoretic approach is used to derive a variables sampling plan applicable to finite lots. A sampling distribution is derived for a general manufacturing process, and one-sided acceptance regions are determined for the particular cases in which the manufacturing process is described by either a normal distribution or an exponential distribution. Comparisons show that for a given risk level, a substantial savings in sample sizes can be effected over those required…

按实验设计获得的时间序列实现AI 解读

This article presents a data analysis approach consisting of a synthesis of experimental design methods and spectral methods of time series analysis which is appropriate in exploratory situations where the recording process generates a long sequence of correlated observations.

长期预期收益率的无偏估计量AI 解读

This article documents the biases in using sample arithmetic or geometric means of one-period returns to assess long-run expected rates of return. The formulas developed are applicable to other compound growth processes. For types of distributions of one-period returns likely to be encountered for bonds and stocks, numerical values for these biases are given. Four unbiased estimators of long-run expected rates of return are developed and their relative efficiency examined.

用横截面数据估计分布滞后参数：医院入院与出院案例AI 解读

It is natural to think of estimating distributed lag models from time series data since it is in time series contexts that such models arise. This article studies the estimation of rational distributed lags in the context of hospital admissions and discharges where a relevant body of cross-section data exists in the form of lengths-of-stay and appears to be more appropriate for this purpose than do the available time series data. The cross-section approach presumably has…

利用截断性质刻画若干分布AI 解读

This article draws attention to some elementary results—that belong to the folklore of actuarial science—on the characterization of a reliability function S(x) by the “life expectancy” ℓy at age y and other expectations and moments of the residual life of a y survivor, whether the residual life is measured in the usual scale of time or a new scale. These provide closed-form expressions for models based on life expectancy or other truncated or generalized moments hypotheses.…

不可微二元极值模型中的回归AI 解读

This paper compares general and linear regression for the biextremal and Gumbel bivariate extreme models. The technique is based on the values of the correlation ratios and coefficients. The computations show that linear regression is a good approximation to the general one in both cases.

广义生日问题的概率AI 解读

Let 1's and M- 0's be randomly arranged in a row. Saperstein [11] defines the random variable k* m to be the maximum number of 1's within any m consecutive positions in the arrangement, and finds Pr (k* m < k) for k > . This article derives the distribution of k*m, for all for M/m = L, L an integer. Simplified forms are given for M/m = L, k > .

数据正态化变换后原尺度均值的置信区间估计AI 解读

When data are transformed to satisfy a spherical normal linear model, the mean θ of a variate in the original scale is a function of the mean μ and variance σ2 of a normal variate. We consider several approximate confidence interval methods for θ, including a new method based on exact confidence intervals for linear functions of μ and σ2. Monte Carlo estimates of coverage probabilities demonstrate the suitability of the new method for applications involving a wide range of…

两个有统计表的独立随机变量之和的均值近似置信限AI 解读

A general method is developed for obtaining confidence limits on the mean of X + Y where X and Y are two independent random variables whose individual distributions and percentiles are in standard statistical tables. The procedure uses this information to obtain approximations for the percentiles of the sum or approximate confidence limits on the mean of the sum. The method is applied to two problems: approximating the percentiles of the noncentral t distribution, and…

利用迭代改进与平衡残差进行非正交方差分析AI 解读

A method is developed for computing an exact nonorthogonal analysis of variance using cell means. This is accomplished without forming or using computer storage for X 0, or X′0 X 0, or an orthogonal transformation of X 0, where X 0 is the N × p nonorthogonal design matrix. The method is a convergent iterative method which utilizes balanced analysis-of-variance estimates and residuals iteratively in solving the relevant normal equations and conducting tests of hypotheses. A…

基于经验分布函数的拟合优度统计量及若干比较AI 解读

This article offers a practical guide to goodness-of-fit tests using statistics based on the empirical distribution function (EDF). Five of the leading statistics are examined—those often labelled D, W 2, V, U 2, A 2—and three important situations: where the hypothesized distribution F(x) is completely specified and where F(x) represents the normal or exponential distribution with one or more parameters to be estimated from the data. EDF statistics are easily calculated, and…