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一个典型恰好识别情形下结构系数 GCL 估计量的精确有限样本密度AI 解读

As is true of any statistical application, testing econometric statistical hypotheses involves constructing critical regions with prescribed probabilities of Type I error and determining probabilities of Type II error under alternative hypotheses. Such constructions and determinations presuppose knowledge of exact statistical distribution functions of econometric estimators and test statistics either directly, or indirectly, as in the case where a statistical distribution…

使月度或季度序列与年度总量一致：基于二次最小化的方法AI 解读

This article considers the problem of adjusting monthly or quarterly time series to make them accord with independent annual totals or averages without introducing artificial discontinuities. A general approach and some specific procedures involving constrained minimization of a quadratic form in the differences between revised and unrevised series are proposed. Some computational advantages are noted. Attention is given to the relationships between the adjustment problem…

向固定点收缩的均值估计AI 解读

The problem of shrinking the maximum likelihood estimator (MLE) of the mean μ of various populations towards a natural origin μ0 is studied. Estimators of the general form, are proposed for the cases of Normal, Gamma, Poisson, and Binomial distributions. The behavior of these estimators is compared with that of the ones suggested by Thompson [3]. Our estimators are shown to be better in the sense of having a smaller mean square error in an interval around μ0.

不完整多项分布数据的极大似然估计AI 解读

When sampling from a multinomial population, it may happen either by chance or by design that some of the observations are only partially classified. In this article the amount of information in the partially classified observation is evaluated, and maximum likelihood estimators are obtained using both completely classified and partially classified data. In general an iterative solution is required, but special cases are identified in which the solution is obtained in closed…

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用识别法求抽样分布AI 解读

Let [ttilde] be a statistic sufficient for a parameter θ and let L[θ;t) be the likelihood function of θ for given t. Suppose we recognize a function φ(t) such that L(θ;t) φ(t) regarded as a function of t for a given θ, is a density function. We show here that this is the sampling density of [ttilde] if the family of recognized densities is complete. Examples are given to illustrate that in many situations this recognition method provides a neat way of finding sampling…

分段线性损失下简单次序统计量估计的效率AI 解读

When losses are piecewise linear, optimal decision-making hinges on estimating a specified fractile of a probability distribution. In this article we investigate, through examples, the operating characteristics of an estimation procedure which utilizes simple linear combinations of one or two values in the order statistic generated by an observation vector. Such estimates appear to be remarkably efficient compared to the estimates generated by simple parametric procedures;…

一个典型恰好识别情形下结构系数 GCL 估计量的精确有限样本密度AI 解读

As is true of any statistical application, testing econometric statistical hypotheses involves constructing critical regions with prescribed probabilities of Type I error and determining probabilities of Type II error under alternative hypotheses. Such constructions and determinations presuppose knowledge of exact statistical distribution functions of econometric estimators and test statistics either directly, or indirectly, as in the case where a statistical distribution…

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序贯概率比检验所需样本量的渐近分布AI 解读

The derivation is presented of the asymptotic distribution of the number N of observations required to terminate the classical sequential probability ratio test (SPRT) with bounds a, b (a > 0 > b) of a simple parametric hypothesis H: θ = θ1 against a simple parametric alternative K:θ=θ1+Δ(Δ>0) when Δ tends to zero. It is shown that if the common probability density function (p.d.f.) of the basic random variables belongs to the Darmois-Koopman exponential class and if the…

零截断二项分布若干估计量的小样本表现AI 解读

Estimation of the parameter of a binomial distribution with the zero class truncated is a classical problem in human genetics. Mathematically the problem is the estimation of p from n, independent observations with distribution, (r s)prqs-r/(1 - qs) where r = 1, 2, ··· s, q = 1 - p and s ≥ 2 is a known integer. This article gives exact results which show the simple estimator of Mantel [17] to be less biased, both asymptotically and in small samples, than either the ML…

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关于在回归分析中利用不完整观测的进一步建议AI 解读

The purpose of this article is to suggest a method of estimating parameters of linear regressions containing two independent variables, when data is missing among these variables. The problem envisaged concerns the case where: (1) the independent variables are considered as fixed numbers; (2) each observation contains the values of the dependent variable and at least one of the independent variables; (3) some observations are complete. In contrast with other approaches…

职业流动的典型相关分析AI 解读

The method of canonical correlation between sets of dummy variables is used to assign weights to the categories of occupational mobility tables, in order to test two assumptions: 1. The socioeconomic distance between occupations determines the correlation across individuals in a mobility table. 2. The relative status of occupations has remained constant over time. The weights which yield the maximum correlation are found to correlate very highly with measures of…

不等概率抽样中估计量与方差估计量稳定性的经验研究：样本量为三或四AI 解读

Rao and Bayless [18] empirically investigated the stabilities of estimators of the population total and stabilities of their variance estimators for several methods of unequal probability sampling of two units (n =2) per stratum. In this article, after deriving the variances of variance estimators for general n for the following methods: (a) the I.P.P.S. (inclusion probabilities proportional to size) methods of Fellegi, Sampford and Carroll-Hartley, (b) Des Raj's and…

二元学生化最大与最小绝对值检验的功效AI 解读

Let t i = X i/s, i = 1, 2 be noncentral Student t-variates with noncentrality parameters δi, where x 1, x 2 and s are independent. The simultaneous distribution of t 1 and t 2 is studied and the power function of the studentized maximum and minimum modulus tests are tabulated for significance level 0.05, degrees of freedom 1, 2, 5, 10, 20, 50, ∞ and δ1, δ2 =0(1)5. Asymptotically exact approximations to these power functions are discussed. The marginal power of the maximum…

不完整列联表中的准独立性与最大似然估计AI 解读

Many authors have been concerned with contingency tables containing cells which are missing, a priori zero or otherwise specified. This article examines the problem of maximum likelihood estimation for such tables under the “quasi-in-dependence” model. In particular, conditions are provided to ensure the existence of unique nonzero maximum likelihood estimates for the cells of incomplete tables obtained by deleting the missing or a priori zero cells, even when other cells…

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平稳随机回归参数的估计AI 解读

This article considers repeated regression experiments wherein the regression parameters vary according to a stationary stochastic process with known covariance structure. Expressions are derived for best linear estimators and predictors of linear functions of the regression parameters.

综合急性病医院床位占用相关变量的随机模型AI 解读

A stochastic model for the behavior of the daily census in general-acute hospitals is presented. For any mix of elective and emergency patient day demand this model permits the computation of a complete set of measures of operating efficiency including expected overfill rate, percentage occupancy, waiting time for admission, waiting list length, and loss of emergency patients. This model extends previously developed models in important ways such as including the measurement…

1954 年与 1963 年大都市地区零售销售的决定因素AI 解读

This article presents several specifications of a retail sales model to explain the differential sales of retail goods and services in large Standard Metropolitan Statistical Areas in 1954 and 1963. Stepwise regression is employed and some hitherto unused regressors such as local government expenditures and taxes are introduced to compare different forms of the model specification. Tests on the stability of the relevant elasticities obtained in the model over time and on the…

正态分布样本预测区间的补充计算因子AI 解读

A prediction interval on k future observations is an interval which is said to contain the values of all k such observations with a specified probability based on the results of a past sample of n observations from the same population. Such an interval is frequently required in practical applications. This article provides factors for a normal distribution for These factors were obtained using a new computer program whose accuracy was checked by comparison with existing…