日期精度：到日 2274 篇 · 到月 7743 篇 · 到年 0 篇
关于 Koop 求取比率估计量偏差方法的说明
To find the bias and mean square error of ratio estimator, it is usually assumed that for all possible samples. Koop [2] suggested a new approach to overcome this assumption. This note examines Koop's approach and shows that the assumption is still necessary.
利用非加权均值法估计含空单元的双向不平衡数据方差分量
The method of unweighted means, which is a simple analysis based on cell means, has been limited to designs where every cell has at least one observation. Here, the method of unweighted means is examined with regard to estimating the variance components for a two-way classification with unequal numbers of observations in the cells and with one or more cells having no observations. In particular, two estimating procedures based upon the method of unweighted means are…
随机系数回归模型的若干估计量
The justification of applying a random coefficient regression model in econometric work has been discussed by numerous econometricians. Hildreth and Houck have derived a set of consistent estimators for such a model. Alternatives to these are developed but analytic attempts to ascertain the small sampling properties of these alternative estimators have not been very successful so far. A Monte Carlo experiment is made and the relative performance of these estimators is…
一类协方差结构模型的研究
This article demonstrates the usefulness of analysis of covariance structure procedures for estimating variance components under more general assumptions than are provided in the typical mixed-model analysis of variance. A sequence of eight models is presented based on varying degrees of restrictive assumptions. Maximum likelihood procedures are employed in the estimation of the parameters of the models. The procedures are applied to simulated data and to an empirical…
K 类估计量：有限样本的最优归一化
Frequently, in estimating an equation, one is interested in a particular set of normalized coefficients. There is still a normalization problem, however, for if an equation contains m 1 endogenous variables, there are m 1 ways to estimate the same coefficients. The purpose of this article is to determine the optimum normalization for finite samples. Restricting the analysis to k-class estimators and employing Kadane's small sample technique [9], let p 2 i denote the…
基于边际似然函数的异方差估计
Disturbances in the classical linear regression model that do not have constant variances are said to be heteroscedastic. A vector of standardized residuals is defined whose distribution depends only on the parameters that describe the heteroscedasticity in the model. For the normal case this distribution is used to define a marginal likelihood function on which inferences for these parameters can be based. Then conditionally on an estimate of the heteroscedastic parameters,…
关于非线性中位数估计量的札记
Two types of very simple nonlinear median estimators are proposed for even-numbered samples. They are slight modifications of the ordinary sample median. In a Monte Carlo investigation, their efficiency is compared to that of the traditional median. The results indicate that a higher efficiency is achieved by the two types of estimates studied as applied to, respectively, the Cauchy distribution and the family of the normal, triangular and rectangular distributions.
两正态分布公共均值的固定宽度区间估计序贯设计：一方差已知情形
The objective is to provide a fixed-width interval estimator of the unknown common mean of two normal distributions having a prescribed coverage probability and minimal possible sample size. The variance of one distribution is known. The design problem is to decide sequentially while sampling the distribution with the unknown variance when to switch and sample from the distribution with the known variance. New types of boundaries are derived for this sequential design…
平方根估计量
For certain skewed populations there are biased estimators of the population mean, , which have smaller mean square error than the sample mean . This article investigates the properties of the square-root estimator , where . It is shown that this estimator can provide substantial gains in efficiency over when sampling from highly skewed populations. Graphs and tables are presented showing optimum values of C for various types of distributions and sample sizes, and…
关于Koop求比率估计量偏差方法的一则注记
To find the bias and mean square error of ratio estimator, it is usually assumed that for all possible samples. Koop [2] suggested a new approach to overcome this assumption. This note examines Koop's approach and shows that the assumption is still necessary.
以次序统计量的线性函数估计帕累托分布位置与尺度参数
Given a random sample from a Pareto type distribution with the cdf F(x) = 1 — [1 + (x — α)/β]-y for x ≥ α, the problems of estimating (1) the scale parameter β when α and y are known, (2) the location parameter α when β and y are known, (3) α and β when y is known, are considered. Particular attention is given to the best linear unbiased estimates based on the complete sample and (for (1) and (3)) the asymptotically best linear unbiased estimates based on a few selected…
正态分布标准差的一类简单线性估计量
A class of simple linear estimators of the standard deviation of the normal distribution is considered. They are based on the differences between the sums of the observations in the tails of the ordered sample. For normal distributions they are asymptotically unbiased and possess good efficiency—even for small samples. Also for a wide range of non-normal distributions they are reasonably robust asymptotically.