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Weibull 分布的贝叶斯—信 fiducial 推断AI 解读

Procedures are developed for specifying confidence intervals, from possibly censored data, for any characteristic of a two-parameter Weibull population. Although the methods are formally Bayesian, they have exact relative frequency interpretation for uncensored and Type II censored data. Some simulation results are given to indicate relative frequency behavior for Type 1 censoring, and for comparison to other methods.

具有向量自回归误差的似乎不相关回归估计AI 解读

We derive an asymptotically efficient method of estimating the coefficients of systems of seemingly unrelated regression equations when a first-order vector autoregressive error specification is hypothesized. This error specification is shown to contain several commonly used specifications as special cases. A Monte Carlo experiment was performed to examine the finite sample performance of our estimator in comparison with several other estimators. The general results were…

线性模型无偏估计的两种线性规划算法AI 解读

Consider the estimation of in the familiar linear model . It is well-known that the least squares estimation principle yields an un-biased estimator . Two alternative estimation principles sometimes considered are the minimization of the sum of absolute residuals and the minimization of the maximum absolute residual. Since these alternative principles do not usually lead to a unique estimator, the latter depends on the computational algorithm used. We develop two algorithms…

一般回归模型的最小偏差逼近AI 解读

A generalization of minimum bias estimation as introduced in [6] is developed and applied to a setting in which the true model is assumed to be the ratio of real polynomials (rational function) while the approximating equation is assumed to be a polynomial of low order.

嵌套误差线性模型估计的变换方法AI 解读

Two linear models with error structure of the nested type are considered. Transformations are presented by which uncorrelated errors with constant variances are obtained. The transformed observations are differences between the original observations and multiples of averages of subsets of the observations. The transformations permit the calculation of the generalized least-squares estimators and their covariance matrices by ordinary least-squares regression. Regression-type…

回归预测法与谱预测法的蒙特卡洛比较AI 解读

We consider the question of estimating the linear, least-squares predictor of the future values of a real-valued, discrete, purely nondeterministic, stationary time series from its known past. A method of estimating the prediction coefficients from the usual ‘windowed’ estimates of spectral density function is put forward and a Monte Carlo comparison of this method with the more usual regression method of finding the best fitting autoregressive process by recursively solving…

析因实验交互作用的非参数检验AI 解读

A measure of interaction in factorial experiments is introduced and the problem of estimating it and testing it for nullity is considered. The asymptotic power efficiencies are studied and Monte Carlo power comparisons are made when samples are drawn from normal and scale contaminated compound normal distributions. The proposed test showed improved power over the normal theory F test and other rank tests for moderately large samples taken from the heavy tailed distributions.

利用近邻规则重建含噪马尔可夫链AI 解读

An observer desires to record a realization of a stationary two-state Markov chain X, but experimental conditions are such that he instead sees a realization of an error sequence Y. The objective is to reconstruct X. For a simple parameterization of both the Markov chain and the error sequence, a class of near-neighbor reconstruction rules is proposed and investigated. When the values of the parameters are unspecified, estimates are suggested and their asymptotic properties…

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对数正态均值最小方差无偏估计量的方差AI 解读

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.

对称分布中心的简单无分布置信区间AI 解读

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.

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误差分量回归模型的贝叶斯分析AI 解读

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…

向量自回归误差下的似不相关回归估计AI 解读

We derive an asymptotically efficient method of estimating the coefficients of systems of seemingly unrelated regression equations when a first-order vector autoregressive error specification is hypothesized. This error specification is shown to contain several commonly used specifications as special cases. A Monte Carlo experiment was performed to examine the finite sample performance of our estimator in comparison with several other estimators. The general results were…

回归预测法与谱预测法的蒙特卡洛比较AI 解读

We consider the question of estimating the linear, least-squares predictor of the future values of a real-valued, discrete, purely nondeterministic, stationary time series from its known past. A method of estimating the prediction coefficients from the usual ‘windowed’ estimates of spectral density function is put forward and a Monte Carlo comparison of this method with the more usual regression method of finding the best fitting autoregressive process by recursively solving…

序贯实验设计程序AI 解读

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…

序列相关观测下序列永久成分的度量AI 解读

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.

滞后结构误设下分布滞后估计量的小样本性质AI 解读

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…

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等待时间悖论与次序统计量AI 解读

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.