日期精度：到日 2274 篇 · 到月 7743 篇 · 到年 0 篇
不可微二元极值模型中的回归
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.
若干非参数随机性检验
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
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
按实验设计获取的时间序列实现
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.
联立方程系统中系数的有限信息最大似然估计分布的渐近展开
An asymptotic expansion is made of the distribution of the limited information maximum likelihood estimate of the coefficient of one endogenous variable in an equation with two endogenous variables when the coefficient of the other endogenous variable is prescribed to be unity. The equation is one of a system of simultaneous equations, and all the predetermined variables in the system are assumed to be exogenous. The expansion in terms of the noncentrality parameter, which…
贝叶斯点估计量的抽样性质
The sampling distributions of various Bayesian point estimators are examined and it is shown that by choosing an appropriate prior distribution for the unknown parameter such estimators can be less biased than the maximum likelihood estimator. It is also shown that a pivotal quantity can be developed by a suitable transformation of the unknown parameter.
协方差矩阵不等时的判别函数
This study compares by Monte Carlo methods the performance of three discriminant functions in classifying individuals into two multivariate normally distributed populations when covariance matrices are unequal—the quadratic, best linear and Fisher's linear discriminant function. The comparison is carried out both asymptotically and using samples. The expected value of the probabilities is used as the measure of performance. Parameters that are varied in the study include the…
对取倒数封闭的一类随机变量
Some of the known properties of a particular family of distributions derived as a model for fatigue failure by Birnbaum and Saunders [3] are shown to hold for a class of families. These results stem from the fact that each variate in the class suitably scaled has the same distribution as its reciprocal. This clarifies the utility of certain distributions proposed for fatigue life, e.g., lognormal. This property also influences the estimation of the scale parameter and makes…
一种二元 t 分布及其应用
A particular bivariate t-distribution is defined and investigated. Included is a discussion of how to compute probabilities for this distribution. Applications involve the construction of double sample tests for hypotheses pertaining to the mean of a normal distribution with unknown variance. Some bounds are given for the error incurred when the two component variables are provisionally assumed to be independent.
二元响应模型的置信集合
Inequalities of Hoeffding are employed to obtain a confidence set for an arbitrary parameterized binary response model. Numerical results are demonstrated for a particular set of experimental data.
含两个内生变量时三种 LIML 结构误差方差估计量精确矩的存在性
This article derives the exact finite sample density functions of three alternative LIML estimators of the variance of the error term in a structural equation containing two endogenous (GΔ = 2) variables contained in a system of G(G ≥ 2) nondynamic structural equations. For the case considered, none of the density functions of the three LIML structural variance estimators define finite moments of positive integer order. It is also demonstrated that, corresponding to a fixed…
相关回答方差的一种改进估计方法
Hansen, Hurwitz and Bershad [3] have provided an estimator for the correlated response variance based on the interpenetration of a sample of interviewers' assignments. This article provides a second estimator of the correlated response variance based on the work of all interviewers (those working on interpenetrated assignments as well as the other interviewers). Under certain specified conditions the two estimators are uncorrelated so that an appropriate linear combination…
通过部件测试估计系统可靠性的最优抽样方案（一）：固定样本量
A Bayesian decision theoretic approach is employed to compare sampling schemes designed to estimate the reliability of series and parallel systems by testing individual components. Quadratic loss is assumed and schemes are found which minimize Bayes risk plus sampling cost. Several kinds of initial information concerning the reliability of the individual components, all of which assume the components function independently, are considered. The case for which the initial…
随机参数估计的递归解
Some applications of the Wiener-Kolmogorov and Bayes approaches are discussed with regard to the construction of recursive equations for the best linear estimator of a stochastic parameter. Solutions are given for the prediction, filtering and smoothing cases when the parameter follows a vector Markov process and is observed with error. The Bayes solution is used to generate a canonical factorization of the autocovariance generating function of the observed series.…
不完整数据问题中参数估计的结构刻画
A framework is given for organizing and understanding the problems of estimating the parameters of a multivariate data set which contains blocks of missing observations. The basic technique is to decompose the original estimation problem into smaller estimation problems by factoring the likelihood of the observed data into a product of likelihoods. The result is summarized in a “factorization table,” which identifies the “complete-data” factors whose parameters may be…
比率估计量的偏差与均方误差
In deriving the bias and mean square error of the ratio estimator , it is generally assumed that for all possible samples. This assumption is, however, unlikely to be satisfied except in special situations. This article presents a justification for the use of the usual approximations to the bias and mean square error of . Bounds for the deviations of the approximations from the true values are also given.
位置参数的非参数估计
A sequence of asymptotically normally distributed estimators of location is presented having the property that, for any ∈ > 0, all estimators in the sequence beyond an appropriate point have asymptotic variances within ∈ of the Cramér-Rao lower bound, uniformly for all symmetric distributions in a nonparametric family constrained only by regularity conditions. The simplest estimator in this sequence is the familiar trimmed mean. The next simplest estimator examined in some…
两种层次聚类技术的稳定性：对数据误差的敏感性
The impact of observational errors on the dendrograms produced by the complete linkage and single linkage hierarchical grouping techniques was investigated. Data corresponding to basal taxonomies were perturbed by adding error to the ranks of the inter-specimen pair proximities. The goodness of fit of the dendrograms obtained from the perturbed data and that corresponding to the basal taxonomies were measured by means of the Goodman-Kruskal gamma coefficient. Empirical…
成对比较实验的局部渐近最严格检验
Following the results of Bhat and Nagnur [2], the locally asymptotically most stringent test of the hypothesis of no preference in paired comparison experiments is derived for the models of Rao and Kupper [9] and Davidson [3]. It is shown that the asymptotic relative efficiency of these tests when compared to the test based on the likelihood ratio statistic is unity.
由离散观测建模连续随机过程：太阳黑子数据应用
Discretization of a continuous autoregressive moving average process at an equispaced sampling interval results in a discrete autoregressive moving average process. The relationship between the continuous and the discrete parameters yields a simple method of maximum likelihood estimation of the continuous parameters from a discretely sampled data. A technique is described for modeling of continuous processes from discrete observations and is illustrated with analysis of the…
经济变量时间序列中缺失观测的预测
A least squares predictor is derived to interpolate missing observations of an economic time series in which the recording interval has been shortened. This predictor uses all the available information, but depends on the unknown autocovariance structure of the series. A much simpler predictor, not involving the autocovariances, is shown to be almost optimal whenever the process has the typical economic spectral shape, and simulation experiments indicate that it is superior…
分组对泊松参数极大似然估计方差与偏差的影响：蒙特卡洛结果
In this article the effect of incomplete samples, grouped samples in particular, on the variance and bias of the estimator for the parameters from an underlying Poisson distribution is studied.
基于响应曲面均方误差估计新方法的实验设计考量
The Kupper-Meydrech approach [6] to mean square error estimation of response surfaces is compared to the methodologies of Box and Draper [1] and Karson, Manson and Hader [5] when a straight line is fit to a possibly quadratic response. Main attention is given to the problems associated with the choice of experimental design. For mild restrictions on the parameter space, it is seen that the Kupper-Meydrech approach leads to the choice of a minimax design providing smaller…
双因素方差分析中交互作用的同时统计推断
Three statistics for testing additivity and making detailed inferences on interactions in a two-way setup are considered. The first method uses the well-known sum of squares for testing and yields Scheffé bounds for all contrasts; the second introduces a maximum characteristic root statistic and Roy bounds, but is restricted to product-type contrasts; the last is limited to tetrad differences and its statistic is the maximum of all such differences. Bounds on percentage…