日期精度：到日 2274 篇 · 到月 7743 篇 · 到年 0 篇
过原点线性回归校准中的 X 值预测区间
When an interval estimate is required for the x-value, estimated from a calibration line, corresponding to a test value it is shown how the individual yT-observations can be used to improve the interval estimation in cases where the residual variance is constant, proportional to x or to x2.
个性化测验：随机逼近的一项应用
Some stochastic approximation procedures are considered in connection with the following problem. How shall we choose a sequence of test questions in order to estimate as accurately as possible a given examinee's standing on some psychological dimension? Illustrations are given evaluating certain procedures in a specific context.
终身收入的估计
Lifetime income, say Vs, may be defined as Vs = ΣT t=sctyt where yt is income (earnings) at age t, ct is some discount rate and s is the age an individual enters the labor force. Obviously, yt i.e., the income path over the individual's span of active life, plays a crucial part in the calculation of Vs. Mostly graphical methods have been employed for estimating the income age profile. This article presents a statistical framework for estimating lifetime income. Moreover, the…
概率预测：若干实验结果
This article concerns a study in which personal probability assessments regarding the outcomes of football games were obtained. The results reported here, which include a detailed investigation of the assessments, an evaluation of the assessments in an inferential context and in a decision-theoretic context, and a discussion of the performance of a consensus, show that methods such as scoring rules and bets are useful in leading individuals to make careful probability…
最优线性递归估计
This article presents a matrix formulation of recursive forms for best linear unbiased estimators [Xcirc]N of the parameter vector x in the linear model yi=hix+ei, i = 1,2, ···, N when the observation vectors yi are correlated. If data are collected in sequence one can formulate recursive forms of the estimator [Xcirc]N so that it is not necessary to store all the previous data but only previous estimates and current data. This requires less storage space to obtain best…
基于选定次序统计量的 Logistic 分布参数最优线性无偏估计
Coefficients, variances and efficiencies are provided for the best linear unbiased estimates (BLUE's) of the mean and standard deviation of the logistic distribution, with both unknown, based on four order statistics with ranks giving the maximum joint efficiency among all BLUE's based on four order statistics. Asymptotic joint efficiencies are compared for asymptotically best linear estimates (ABLE's) based on order statistics with ranks determined by various spacings. With…
针对 Lehmann 备择的秩检验
Large and small sample properties of tests introduced by Lehmann and Savage for the two-sample problem are examined under Lehmann's alternative.
多项式回归估计的稳健程序
In this article we seek good estimators and designs for estimating a regression function, when the function is assumed to be a polynomial of given degree plus a “small” polynomial of given higher degree. We propose a procedure using designs and estimators which are linear combinations of standard designs and estimators, and verify that in the cases computed our procedure shows desirable robustness properties when compared with the standard procedure.
百分位数的同时置信带与判别集合
Using the general linear model, y = Xβ+e, where e∼N(0, σ2/): simultaneous confidence bonds are found for the 100 pth percentile, x′β+kpσ, of the normal population with mean x′β and variance σ2 (kp is the 100 pth percentile of the standard normal distribution). The bands are simultaneous in x or in x and p. In the simple linear regression case these bands are used to define simultaneous discrimination sets for any fixed values, yP, of the dependent variable.
独立指数寿命串联系统的置信区间
Suppose X1, X2, ···, Xn are independent identically distributed exponential random variables with parameter λ1. Let Y1, Y2, ···, Ym also be independent identically distributed exponential random variables with parameter λ2, and assume that X's and Y's are independent. The problem is to estimate R(t) = e−(λ1+λ2)t. A procedure for determining on exact (1 − α) level lower confidence bound for R(t) is presented. let U = min(Σn t = 1Xi, Σm i = 1Yi), and K = {largest i ≤ n: Σj i −…
关于对称性的符号检验
This article studies the effect of estimating the center of symmetry by the sample mean on the sign test for symmetry. Under the null hypothesis, the modified sign test is not distribution-free. Indeed, the asymptotic variance of the modified sign test can be quite different from that of the standard sign test.
构造经济预测经验置信限的简便方法
A simple method for the construction of empirical confidence intervals for time series forecasts is described. The procedure is to go through the series making a forecast from each point in time. The comparison of these forecasts with the known actual observations will yield an empirical distribution of forecasting errors. This distribution can then be used to set confidence intervals for subsequent forecasts. The technique appears to be particularly useful when the…
回归模型的增量更新
An efficient, stable procedure for adding rows to a regression model is given, along with a corresponding procedure for deleting a row. The inherent instability of the latter problem is discussed. The numerical dangers of a commonly used method are pointed out. An example and listings are included.
两段线性回归中的推断
Procedures are outlined for obtaining maximum likelihood estimates and likelihood confidence regions in the intersecting two-phase linear regression model. The procedures are illustrated on a small set of data, and the distributional properties are examined empirically.
正态分布标准差与方差比的最短区间表
Tables are presented for Bayes shortest posterior intervals on the standard deviation and variance ratio of normal distributions. A general procedure for obtaining such intervals is reviewed, and a discussion of frequentist shortest intervals is given along with frequentist interpretations of the intervals from these tables.
线性支出系统的最大似然估计
The linear expenditure system provides a convenient model for representing consumer response to prices and income. The parameters of the model enter nonlinearly and standard estimation procedures lack desirable properties. This note discusses the problems with existing techniques and derives the maximum-likelihood estimators. The linear expenditure system (LES) was proposed and applied by Stone [7, 8], and it has found further application in [9], [2], and [4]. Aspects of the…
最优线性递推估计
This article presents a matrix formulation of recursive forms for best linear unbiased estimators [Xcirc]N of the parameter vector x in the linear model yi=hix+ei, i = 1,2, ···, N when the observation vectors yi are correlated. If data are collected in sequence one can formulate recursive forms of the estimator [Xcirc]N so that it is not necessary to store all the previous data but only previous estimates and current data. This requires less storage space to obtain best…
似然比的保守置信区间
A method is described for assigning an observation to one of two normal populations with differing, unknown means and differing, unknown variances. The classification procedure rests on the likelihood ratio, which, for a given observation, is a function of four unknown parameters. Sample information is used to obtain a confidence region for these parameters. From this confidence region, a conservative confidence interval for the likelihood ratio is derived. Interpreting the…
独立指数寿命串联系统的置信区间
Suppose X1, X2, ···, Xn are independent identically distributed exponential random variables with parameter λ1. Let Y1, Y2, ···, Ym also be independent identically distributed exponential random variables with parameter λ2, and assume that X's and Y's are independent. The problem is to estimate R(t) = e−(λ1+λ2)t. A procedure for determining on exact (1 − α) level lower confidence bound for R(t) is presented. let U = min(Σn t = 1Xi, Σm i = 1Yi), and K = {largest i ≤ n: Σj i −…
回归模型的更新
An efficient, stable procedure for adding rows to a regression model is given, along with a corresponding procedure for deleting a row. The inherent instability of the latter problem is discussed. The numerical dangers of a commonly used method are pointed out. An example and listings are included.