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非中心 F 检验的功效：增加变量对 Hotelling T² 检验的影响AI 解读

We show that the power of the noncentral F-test increases with the number of denominator d.f. and decreases with the numerator d.f. Hence, increasing the dimension of the observed vectors may decrease the power of Hotelling's T 2-test for means, unless the additional non-centrality provided by the extra variates is sufficiently large. A function determining the exact increase in noncentrality required for increased power is studied and tabulated We present procedures…

股票市场价格的稳定帕累托行为AI 解读

In this article we present some empirical evidence which indicates that attempts to represent the probability distribution of the rates of return on common stocks by a member of the stable Paretian family of distributions, with 1 < α < 2, may be misleading and in fact may not produce an adequate fit to observed rates of return. We offer an alternative probability model for describing rates of return based on the hypothesized phenomenon of a changing variance. We test the…

对“未决定”受访者进行推断的贝叶斯方法AI 解读

This article is concerned with the survey problem of estimating category probabilities when some of the subjects respond to sensitive questions in the “don't know,” “no opinion” or “undecided” category, to avoid stating their true beliefs. The suggested approach draws on the information obtained from subjects who respond in unambiguous categories on the main question of interest, and on subsidiary questions posed to the same subjects (possibly in the same survey). This…

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统计分析：面向计算机的方法AI 解读

Explains fundamental techniques of classical univariate and multivariate statistical analysis and usage of packaged statistical programs, progressing from background material through exploratory techniques to more complicated specialized analyses.

广义不完全修正贝塞尔分布的性质及其可靠性理论应用AI 解读

In B. Harris [8], a family of distributions useful in statistical inference on the reliability of systems of independent parallel components was introduced. In the present article properties of this family of distributions are explored. The moments are obtained and asymptotic expressions for the mean and variance are given. Asymptotic normality is exhibited and relations to a number of special functions are indicated. Various asymptotic results and limit theorems are…

截断或删失泊松分布的最大似然估计AI 解读

The results derived by Blight [1] for the exponential family of distributions are applied to the Poisson case. A table is given to simplify the estimates of the Poisson parameter for data that are censored or truncated on the left or the right.

变量含测量误差回归模型中斜率的一致估计AI 解读

Consistent estimators for the slope coefficient in a regression model, where both variables are subject to errors, do not exist without some restrictions on the model. When the serial correlation of (lag 1) of the regression is known to be nonzero, one can obtain extra information from the first differences and get a consistent estimator for the slope. It turns out that this estimator is (asymptotically) equivalent to an estimator which uses as instrumental variable the…

位置或尺度参数的修正 Spearman 估计量AI 解读

A method of moments estimator for a location or scale parameter, based on quantal responses, is proposed. The method prescribes Spearman estimation of a generalized moment τ = f G(x) F(dx; θ) where G is a specific distribution in a parametric family of distributions F(·; θ). The choice of design is equal probability spacing with respect to G, i.e., the levels xi are chosen to satisfy G(xi ) = i/(k + 1), where k is the number of levels. General properties of the method are…

小样本升降法中若干中位反应估计的均方误差比较AI 解读

Mean square errors associated with median response estimates are compared for the normal and logistic distributions, based on both maximum likelihood and minimum chi square analyses. In broad perspective there is little difference among the mean square errors for these four estimates, regardless of sample size and stimulus level spacing. The first three of the median response estimates require an iterative numerical solution, whereas the minimum chi square analysis for the…

回归设计中一种有用的典范形式定理札记AI 解读

A regression design problem leads to applications of a little used canonical resolution of a positive definite matrix. Two algorithms for calculating the resolution are suggested.

随机系数似不相关回归的估计AI 解读

This article deals with the problem of estimating the set of seemingly unrelated regressions (SUR) when the regression coefficients are random. In the article, an estimator has been proposed which is consistent and has the same asymptotic normal distribution as the Aitken generalized least squares estimator which assumes the covariance matrix to be known. Further, it has been shown that the proposed estimator is asymptotically more efficient than Zellner's SUR estimator…

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错误模型与数据分析后的模型构建AI 解读

This article proposes a method of discounting evidence when linear regression models are constructed after the data have been partially analyzed. The solution parallels a formal decision theoretic analysis of a presimplification problem in which models or model spaces are simplified before observation in order to avoid observation or processing costs. Post-data model construction is interpreted as the data-dependent decision that this pre-simplification is undesirable. The…

基于随机变量比值的多重计数比例估计AI 解读

This article applies the counting rule strategy to the problem of estimating the proportion of population elements with a specified characteristic based on a sample of enumeration units. The distribution of population elements among the enumeration units is a function of the counting rule which specifies the conditions for linking population elements to enumeration units. The counting rule strategy involves the selection of the counting rule which minimizes the variance of…

错误认知模型下多项选择题评分的经验贝叶斯方法AI 解读

This article develops multiple-choice test scoring rules, concentrating on Bayes rules and their frequency theory analogs, empirical Bayes rules. Conditions are given for empirical Bayes estimates to lie in the probability simplex. The misinformation model is considered in detail. It is shown that ranking by raw scores is equivalent to ranking by Bayes scores when the loss function increases with error and the sampling distribution has the monotone likelihood ratio property.…

法院服务需求的测量：对联邦地区法院案件权重的批评AI 解读

The case weights used by the Federal District Courts are evaluated in conceptual terms and in terms of the sample design used recently to reestimate the weights. The weights are shown to be conceptually inferior to another set and to be seriously underestimated. A closed form expression is derived for the underestimation bias and is used to show the probable magnitude of the underestimation.

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