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多元生存分析中的依赖与老化性质AI 解读

The basic reliability concept of monotone failure rate is presented, and extensions to n variables are considered. We analyze Harris' multivariate extension of increasing failure rate, in particular his right corner set increasing property, which is a type of positive dependence. But we think that multivariate monotone failure rate need not involve dependence. Hence, increasing failure rate as extended in this article requires merely that the residual life of all subsets of…

从回归分析视角理解线性动态递归估计AI 解读

A large class of useful multivariate recursive time series models and estimation methods has appeared in the engineering literature. Despite the interest and utility which this recursive work has when viewed as an extension of regression analysis, little of it has reached statisticians working in regression. To overcome this we (a) present the relevant random-β regression theory as a natural extension of conventional fixed-β regression theory and (b) derive the optimal…

多元分析在复杂抽样调查数据中的应用AI 解读

This article adapts a standard method of multivariate analysis to a highly complex sampling design utilizing the method of balanced repeated replication for calculating valid and consistent estimates of variance. The example illustrates that by doing univariate tests to compare the mean height (or weight) of six year old white males to the mean height (or weight) of six year old Negro males, no significant differences are found between the two groups. However, the…

用于名义尺度多元预测分析的众数搜索技术AI 解读

A method is proposed in which a statistic, Θ, is used as a probabilistic measure of strength of association in the multivariate prediction of a nominal scale by nominal and/or ordinal scales. The relationship of theta to the bivariate Goodman and Kruskal's Lambda statistic is given. An algorithm using the theta statistic as criterion in an exhaustive search and optimal stepwise binary split procedure is described. A computer program and sample results are discussed.

具有随机进入与退出的马尔可夫链推断AI 解读

Models suitable for statistical inference in Markov chains are considered featuring various forms of stochastic entry, including Poisson, renewable binomial pool, uncertain pool size, negative binomial, and input-output reservoir. A parallel inactive states model is suggested for exit. Maximum likelihood estimates are obtained and likelihood ratio tests derived. An application is made to the distribution of Ninth Federal Reserve District member banks with respect to the…

女性队列首次结婚频数的年龄分布AI 解读

The schedule recording first marriage frequencies has been shown to take the same basic form in different populations, with differences only in the origin, area, and horizontal scale. It is shown here that a representative schedule is very closely approximated by a simple closed form frequency function, which is the limiting distribution of the convolution of an infinite number of exponentially distributed components. The schedule is approximated equally well by the…

数据编辑中识别错误的概率模型AI 解读

Certain data screening systems incorporate large numbers of logical checks on data entering the system. When violated, these logical checks indicate that various combinations of variates are in error. This article provides a model for assigning a probability measure to identify variates in error when there is a simultaneous violation of a set of logical checks. For certain symmetry conditions, the measure is a reasonable approximation to the posterior probability that given…

正态总体未来样本标准差或极差的同时预测区间AI 解读

This article provides procedures for constructing simultaneous prediction intervals to contain the standard deviations or ranges of all of k future samples, given the standard deviation or range of a past sample from the same normal distribution. The procedures, which use mainly existing tabulations, are illustrated by a numerical example.

伴随变量存在测量误差时的斜率估计与协方差分析AI 解读

Estimators of the slope for models with errors of observation in the explanatory variable are investigated. Estimators are developed which have a bias of smaller order and smaller mean square error than the common estimator. These estimators of slope are utilized in the analysis of covariance where the concomitant variable is measured with error. The procedure is applicable for any number of treatments or determinations per treatment. The computations are illustrated with an…

双变量指数分布参数的估计与假设检验AI 解读

Statistical properties of the bivariate exponential distribution are investigated. Maximum likelihood and method of moments type estimates are obtained and compared with the estimates given by Arnold. The method of moments type estimates are easy to compute and highly efficient, whereas the maximum likelihood estimates are computationally inconvenient. The problem of testing for correlation in the bivariate exponential distribution is also investigated.

双变量均有误差且均值排序已知时的直线拟合AI 解读

Two methods, one based upon grouping, are proposed for fltting a regression line to bivariate data when the means of the observations have known order along the line. The two procedures are compared with respect to their limiting distributions and asymptotic efficiency. Criteria are given for choosing one of these procedures to fit the line.

多项式回归斜率估计的最优设计AI 解读

The problem of estimating the slope of a polynomial regression at a fixed point of the experimental region such that (a) the variance of the least-square estimate of the slope at the fixed point is a minimum and (b) the average variance of the least-square estimate of the slope is a minimum is discussed in this paper. In general these designs can be obtained using Kiefer-Wolfowitz [5] characterization of c-optimal designs, Federov [2] characterization of L-optimal designs,…

单变量与多变量稳定分布的参数估计AI 解读

This paper proposes several methods of estimating parameters in stable distributions. All the methods involve sample characteristic functions. One of the methods which is based upon the method of moments is treated in some detail. Asymptotic normal distributions for the proposed moment estimators are provided. Moreover, all methods provide consistent estimators. The estimation problem is treated for both univariate and multivariate stable distributions.

股票收益的分布AI 解读

A detailed examination is made of the distribution of stock returns following reports that the distribution is best described by the symmetric stable class of distributions. The distributions are shown to be “fat-tailed” relative to the normal distribution but a number of properties inconsistent with the stable hypothesis are noted. In particular, the standard deviation appears to be a well behaved measure of scale.

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多阶段抽样中的研究域估计AI 解读

In this article we consider a stratified multistage sampling in which the first stage units are selected by stratified random sampling without replacement and second-stage units from each selected unit similarly chosen. Estimates for domain of study are given. The analysis is illustrated using the data collected in an application of the design.

有序多项数据的概率上界与下界推断AI 解读

Dempster's method of upper and lower probabilities represents an attempt to obtain posterior probability statements about parameters without the necessity to incorporate prior information. We apply Dempster's method to the case of multinomial data for which there is some natural ordering of the categories. Inferences are derived for the sum of an arbitrary set of categories, the ratio of two such sums, and linear combinations of the category probabilities. Numerical examples…

统计算法的测试数据：最小二乘与方差分析AI 解读

The need for and advantages of test data expressible in mathematical form are discussed. Examples are given for least squares and for univariate and multivariate analysis of variance and analysis of covariance.

多元分析在复杂抽样调查数据中的应用AI 解读

This article adapts a standard method of multivariate analysis to a highly complex sampling design utilizing the method of balanced repeated replication for calculating valid and consistent estimates of variance. The example illustrates that by doing univariate tests to compare the mean height (or weight) of six year old white males to the mean height (or weight) of six year old Negro males, no significant differences are found between the two groups. However, the…

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