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两阶段卡方拟合优度检验AI 解读

Consider sampling in two stages for testing a simple hypothesis about a population whose elements may be classified into a finite number of classes. The joint asymptotic distribution of the two Pearson X2 statistics based on the first and combined samples is derived and used to construct a two-stage test. The advantage of this test relative to the conventional one-stage test is discussed in terms of its asymptotic power. Tables of critical values for 1 percent and 5 percent…

含交互作用的双向分类模型中误差方差的估计AI 解读

A method is given for estimating the error variance σ2 in a two-way classification model with interaction and with exactly one observation per cell. The method can also be used to help determine the pattern of interaction.

分布滞后模型中的季节变动AI 解读

The dependent variable in a distributed lag model frequently exhibits a distinct seasonal pattern which cannot be attributed to the seasonal behavior of the independent variable. This article illustrates the advantages of using the variable lag model to incorporate these seasonal influences directly into the distributed lag relationship.

切换回归估计的一种新方法AI 解读

In recent years much attention has been focussed on the problem of discontinuous shifts in regression regimes at unknown points in the data series. This article approaches this problem by assuming that nature chooses between regimes with probabilities λ and 1 — λ. This allows formulation of the appropriate likelihood function maximized with respect to the parameters in the regression equations and λ. The method is compared to another recent procedure in some sampling…

时间序列分析中的“无限方差”与研究策略AI 解读

The possibility that some time series that arise in economics have error or innovation terms that come from infinite variance distributions throws doubt on most of the classical methods of analysis. The evidence in favor of infinite-variance is discussed and a variety of alternative explanations of the long-tailed property of observed distributions examined. Some of these alternative explanations are based on mixtures of distributions and suggest data-transformations that…

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线性回归中二次曲线型异常值的模型AI 解读

A model to describe a linear regression where outliers follow a quadratic regression is introduced and the asymptotic and small sample properties of the maximum likelihood estimators studied. The investigation demonstrates that parameter estimation in models which describe outlier patterns can provide a useful analytic procedure.

利用第二个样本的信息估计对称分布族的尺度参数AI 解读

In this article we consider two classes of estimators of the scale parameter of a family of symmetric distributions which combine the information from two samples obtained from members of this family with possibly different scale parameters. Of the two classes one is based on a preliminary test of the equality of the scale parameters while the other is arrived at by minimizing the mean square error. These classes of estimators are studied from the point of view of efficiency…

两阶段最小二乘首次迭代估计量的渐近性质AI 解读

In this article we obtain the asymptotic distribution of the first iterate of iterated two stage least squares; we demonstrate that this distribution is different from that of the usual two stage least squares estimator. Moreover, we show that the difference in the covariance matrices of their respective asymptotic distributions is, generally, neither positive nor negative semidefinite. In particular, we produce examples in which for some parametric configurations this…

已知测量误差方差的回归模型中条件均值与方差的比较AI 解读

When both variables in a normal regression model are masked by measurement errors of known variances, it is possible to obtain inferences about the parameters relating to the regression of the true variables. For two-sample problems, this article proposes tests of hypotheses of equality of (1) the regression coefficients and of (2) the residual variances, assuming a joint normal distribution on the predictor and predicted variables.

宽平稳自回归序列观测均值的估计AI 解读

This study concerns the relative efficiency of the least-squares estimator of the mean of a covariance stationary sequence that has a constant mean and an autoregressive representation of order p. Our results augment those in [2]. The results in Section 1 include for any positive integer p the variance of the LSE, the BLUE in terms of autoregressive coefficients, the variance of the BLUE and the range of applications of Ylvisaker's theorem [7] regarding a lower bound on…

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用于半样本重复方差估计的部分平衡设计AI 解读

Half sample replication has been used as a method for estimating variances in stratified sampling whereby two primary selections are drawn from each stratum. This article considers some procedures of improving the precision of the variance estimator computed from a partially balanced set of half samples. Both the theoretical and empirical findings suggest that the SAOA procedure is an effective method to employ, in particular with a “2-order partially balanced design.”

分布滞后模型中的季节变动AI 解读

The dependent variable in a distributed lag model frequently exhibits a distinct seasonal pattern which cannot be attributed to the seasonal behavior of the independent variable. This article illustrates the advantages of using the variable lag model to incorporate these seasonal influences directly into the distributed lag relationship.

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不完整数据下两样本问题的贝叶斯分析AI 解读

Suppose a sample of n units from a population with failure time cdf F(x) is put on test and the ith unit is removed from testing at min (xi, τi) where xi is the failure time of this unit and τi is a fixed truncation time. Similarly, let a second sample of units from be tested for times . A Bayesian approach for testing the hypothesis against the alternative based on such samples is considered. The posterior probability that (where k and the t's are defined later) is obtained.

验收抽样方案 OC 曲线下的公平质量水平与误差面积理论AI 解读

The concepts of “equitable quality level” (EQL) and “error-areas” are defined in terms of the operating characteristic and the prior distribution of incoming lot quality. Asymptotic expansions are obtained for them in terms of derivatives of the prior distribution and moments of an auxiliary random variable, the latter depending only on the elements of the sampling plan. It is indicated how these results can be of use in constructing plans having certain optimum properties.

左截断泊松分布参数最小方差无偏估计量的递推关系AI 解读

A recurrence relation for the minimum variance unbiased estimator of the parameter of a Poisson distribution truncated on the left at ‘c,’ based on a sample size n and sample total t, is derived using a recurrence formula for the generalized Stirling numbers of the second kind.

二元单非中心 t 分布的级数表示AI 解读

This article presents a derivation of the probability density function and the cumulative distribution function of two correlated t statistics, for the central and singly noncentral case. The distribution of the ratios of means to standard deviations of a bivariate normal sample, is considered in particular.

Beta–Stacy 分布尺度参数估计量的比较AI 解读

The Beta-Stacy distribution was defined in [1]. In this distribution X1 has a generalized gamma distribution, while the conditional distribution of X2 given X1 is beta with range 0 to X1. Estimation of a scale parameter of the distribution of X1, using only observations on X2, is discussed. Corrections to formulas in [1] are given.