日期精度：到日 2274 篇 · 到月 7743 篇 · 到年 0 篇
寿命试验中的预检验程序
This article provides a new estimator of the exponential mean life which makes use of a preliminary test of hypothesis on the scale parameter for certain life test situations where a guess of the parameter value is available from past studies. Expressions for the bias and mean square error of the proposed estimator are derived. Generalization of this result to a class of weighted estimators is also considered.
贝叶斯与非贝叶斯检验的折中：多项分布情形
Compromises between Bayesian and non-Bayesian significance testing are exemplified by examining distributions of criteria for multinominal equiprobability. They include Pearson's X2, the likelihood-ratio, the Bayes factor F, and a statistic G that previously arose from a Bayesian model by “Type II Maximum Likelihood.” Its asymptotic distribution, implied by the theory of the “Type II Likelihood Ratio,” is remarkably accurate into the extreme tail. F too can be treated as a…
两种回归模型的故事
This expository article details the effects of the choice of underlying models in the statistical analysis of regression. The two models considered are when all the data are jointly normally distributed and when the independent variables are assumed to be constants. The standard results for both these models are conditionally related to each other in a unified manner, and an example is given where new results in one model can be obtained from old results in the other model.…
利用时间序列方法分析重复调查
Standard time series methods are applied to the analysis of repeated surveys under the assumption that the population parameters at each time period follow a stochastic model. Both overlapping and nonoverlapping surveys are considered in general terms, and specific results are obtained for the time series models assumed in the work of Patterson [10].
指数分布参数、预测区间与 Beta 百分位数的卡方近似
The use of Patnaik's [28] chi-square approximation to the noncentral chi-square distribution and the Wilson-Hilferty [32] transformation of chi-square to approximate normality are explored as a simple, efficient means of finding k-order-statistic confidence bounds on parameters and reliability of the one- and two-parameter negative exponential distributions. An important implication of the results leads to obtaining simple closed-form approximations to percentiles of the…
回归中的季节性
The effects of seasonal noise on regression estimates are considered as a type of errors-in-variables problem. The natures of asymptotic biases due to the presence of seasonal noise and to the nature of seasonal adjustment in regressions using adjusted and unadjusted data are explored. Methods for recognizing such biases and for attenuating their effects are suggested.
人口转变后出生数预测：具有序列相关生育率的随机更新模型
Demographic forecasting techniques fail with post-transition populations dominated by fluctuating fertility; time series analysis of fertility can improve the forecasts. This article develops the optimal forecast and its variance for births to an age-structured population subject to serially correlated random fertility. The white noise, first-order autoregressive, second-order autoregressive and random walk fertility specifications are analyzed, each leading to different…
海洛因零售价格：估计与应用
This article develops estimates of the retail price of heroin in a number of U.S. cities and applies them to problems associated with the use of illicit narcotics. Our retail price estimates, based on purchases of heroin by narcotics enforcement agents, show considerable fluctuation over time, a fact not reported systematically before. The estimated price series provide insight into the structure of the heroin market and the relationship between heroin availability and crime.
对数正态模型估计的一则札记
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.
利用迭代改进和平衡残差的非正交方差分析
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…
判别分析中缺失值处理的渐近性质札记
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…
指数分布参数、预测区间与贝塔分位数的卡方近似
The use of Patnaik's [28] chi-square approximation to the noncentral chi-square distribution and the Wilson-Hilferty [32] transformation of chi-square to approximate normality are explored as a simple, efficient means of finding k-order-statistic confidence bounds on parameters and reliability of the one- and two-parameter negative exponential distributions. An important implication of the results leads to obtaining simple closed-form approximations to percentiles of the…
利用横截面数据估计分布滞后模型：医院入院与出院案例
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…
海洛因零售价格：估计与应用
This article develops estimates of the retail price of heroin in a number of U.S. cities and applies them to problems associated with the use of illicit narcotics. Our retail price estimates, based on purchases of heroin by narcotics enforcement agents, show considerable fluctuation over time, a fact not reported systematically before. The estimated price series provide insight into the structure of the heroin market and the relationship between heroin availability and crime.
通过截断性质刻画若干分布
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.…