日期精度：到日 2274 篇 · 到月 7743 篇 · 到年 0 篇
等待时间悖论与次序统计量
It is well known that we tend to have to wait longer than we expect. Special cases of this paradox have been discussed by Feller and by Zelen. Here the paradox is further explored, and generalizations are considered to describe the effect of the observer on the expected length of an interval between successive events in a life test.
从截断泊松样本估计零频类别
A procedure for estimating the zero class from a truncated Poisson sample is developed. Asymptotic normality of the estimator is proved so that a confidence interval for the missing zero class can be obtained. An example is given to illustrate the results obtained.
方差分量的非负二次无偏估计
Linear combinations of variance components for which there exist unbiased, non-negative quadratic estimators are characterized. It is shown that the ‘error’ component in ANOVA models is the only single component which can be so estimated.
对称分布中心的简单分布无关置信区间
A family of confidence intervals with endpoints that are simple averages of sample order statistics is defined. In this family the interval with shortest expected length is selected and compared to other confidence intervals for the same parameter.
连续对称分布的拟合优度检验
This article considers the problem of testing a completely specified continuous symmetric distribution against alternatives which are also symmetric about the same point. The symmetry is utilized in obtaining a new distribution-free statistic of the Kolomogorov-Smirnov type which can be used to halve the width of the Kolomogorov-Smirnov confidence band for the unknown distribution function.
Pearson卡方检验应划分多少组？
The asymptotic non-null distribution is obtained for the modified form of the Pearson chi-square statistic studied by Dahiya and Gurland [3]. By utilizing this result the power is obtained for specific alternative distributions in testing for normality. This enables recommendations to be made as to the number of class intervals to be employed in applying the aforementioned modification of the Pearson chi-square test of normality.
误差分量回归模型的贝叶斯分析
This article examines the use of a two-way, random-effects, model with correlated errors and additional explanatory variables in combining cross-section with time series data. This model has been analyzed from a Bayesian viewpoint. Methods are developed for computing posterior distributions of slope coefficients. The advantage of our approach over sampling theory approaches is briefly discussed. It has been shown how one can obtain reasonable inferences about slope…
利用部分平衡设计进行半样本重复法方差估计
This article considers the use of G-order partially balanced designs for half sample replication method of variance estimation. A new procedure for the arrangement of strata (AAA) is proposed which is shown for a certain class of statistics and for even G to be more efficient than an earlier arrangement (SAOA) when the sequence {a h = W 2 hσ2 hu) is monotonic increasing with either strict downward or strict upward convexity, where W h, is the stratum weight and σ2 hu the…
序贯实验设计程序
A new sequential design decision rule is proposed for a statistical multiple decision problem with finite state space and with a finite set of available experiments. Conditions are established under which the proposed rule is asymptotically optimal as c, the cost of a single experiment, tends to zero. The rule is compared to those of Chernoff [6] and Box and Hill [5]. In numerical simulations of a type of drug screening experiment, the proposed procedure yielded estimated…
卡方分布分位点与泊松置信限的高精度近似
Two tables of modest size and three relatively simple formulas provide all that is required to obtain percentage points of the X2 distribution at 25 significance levels with relative accuracy of at least .99995; and to obtain Poisson confidence limits of such accuracy at 13 confidence levels. For a small number of degrees of freedom or observed number of events, where the formulas are weak, the tables give exact X2 values or Poisson limits.
序列相关观测下序列永久成分的测量
Alternative systems of negative binomial and binomial weights are proposed for measuring the permanent component of a series as a weighted average of the observed series. If the observed series is generated by a stable first-order autoregressive process it is shown that there are alternative sets of weights using either weighting scheme for which the permanent and transitory components are uncorrelated.
威布尔修复过程下的贝叶斯最优大修间隔模型
This article presents Bayesian estimators of the parameters of the Weibull hazard function in the restoration process case. These estimators are used in a model which optimizes the interval between machine overhauls. Since the properties of the model are not in closed form, a simulation experiment is used to evaluate the effectiveness of the model. The simulation results show that the model does yield lower machine operating costs than the non-Bayesian approach. The…
滞后结构误设下分布滞后估计量的小样本性质
The small sample properties of several distributed lag estimators are examined under conditions of misspecified lag structure, such as fitting a geometric estimator to a second order lag distribution. Evaluation includes analyses of the estimated average lags and the adjustment rates. Lag structure misspecification is found to yield large biases in the average lag and adjustment rate, especially compared to the biases resulting from a correctly specified but poorly designed…
按种族与性别估计截至18岁被送入少年教养学校的比例
Estimates of the race and sex specific prevalence to age 18 of commitment to a training school are derived. The obtained relative prevalence rates are found to be similar to another set for a different criterion, a different time, and a different, smaller jurisdiction. It is concluded that differences in relative rates of three to one make it impossible to interpret differences in absolute rates without taking into account the racial composition of the population. This…
地区人均收入与收入不平等：点估计及标准误
A simple statistical model is developed to assess the implications of random measurement errors in reported per capita incomes and of the bias caused by the use of official exchange rates for (1) regional per capita incomes and (2) regional income inequality. It appears that regional per capita incomes can be estimated with a fair degree of accuracy, provided that the measurement errors of the reported per capita incomes of individual countries are not too highly positively…
使用三次样条的分段回归
Spline theory and piecewise regression theory are integrated to provide a framework in which structural change is viewed as occurring in a smooth fashion. Specifically, structural change occurs at given points through jump discontinuities in the third derivative of a continuous piecewise cubic estimating function. Testing procedures are developed for detecting structural change as well as linear or quadratic segments. Finally, the techniques developed are illustrated…
二元样本最大值的渐近分布
This article investigates the joint distribution, as n→ ∞, of the maxima in a sample of n independent observations of a bivariate random variable (X,Y). A method is presented for deriving the asymptotic distribution of the maxima provided that (1) X and Y possess asymptotic extreme-value distributions and (2) the probability element dF(x,y) has a canonical series expansion. Applied to the bivariate normal distribution, this method confirms the known fact that correlated…
对数正态均值最小方差无偏估计量的方差
We derive the exact variance of the minimum variance unbiased estimator (MVUE) of the mean of a lognormal distribution. We apply our result to compute the efficiency of the sample mean relative to the MVUE.
最大参数的最优置信区间
There are given k univariate distributions, indexed by a real-valued parameter θ, and k independent observations, one from each distribution. Let θ* denote the largest among the values of θ associated with the given distributions. This article is concerned with the estimation of θ*. A class of confidence intervals and a subclass of “optimal” confidence intervals for θ* are given. For a general class of distributions it is shown that the coverage probability of the confidence…
二元指数分布中的独立性检验
The problem of testing independence in the bivariate exponential distribution of Marshall and Olkin is considered here with the assumption of identical marginal distributions. It is shown that in spite of the presence of a nuisance parameter, a uniformly most powerful test exists. The test turns out to be the same as the one proposed by Bernis, et al., on a heuristic basis. In addition to demonstrating the optimality property of the test, an easily computable expression is…
不完整数据下均值差异的检验程序
Procedures for testing the difference of means are obtained in sampling from a bivariate normal distribution with covariance matrix Σ when some of the observations on one of the variables are missing. A UMP test procedure is obtained when Σ is known. When Σ is not known, exact test procedures may be obtained by discarding partial data. To make use of all available data, approximate test procedures are proposed. These procedures are compared to the exact tests, obtained by…
多项分布单元概率的同时估计
A new estimator, p*, of the multinomial parameter vector is proposed, and it is shown to be a better choice in most situations than the usual estimator, (the vector of observed proportions). The risk functions (expected squared-error loss) of these two estimators are examined in three ways using: (a) exact calculations, (b) standard asymptotic theory, and (c) a novel asymptotic framework in which the number of cells is large and the number of observations per cell is…
二元过程无应答问题的贝叶斯分析
A Bayesian treatment is given of a two-phase sampling problem when sampling is from a double dichotomy, losses are quadratic, and sampling costs are linear. The motivating question is: how does one determine an optimal first phase sample from a dichotomous population given that an optimal follow-up sample of nonrespondents in the first phase is to be taken?
Weibull 分布参数的条件与无条件置信区间
Analogous conditional and unconditional confidence interval procedures for the two parameter Weibull distribution are discussed. Results of an empirical study are given which suggest that, in many practical situations, the two procedures considered lead to near-equivalent results. Ramifications of the empirical results are also considered.