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基于小样本次序统计量的三参数对数正态分布估计AI 解读

The expectations of order statistics of a logarithmic-normal distribution are expressed as functions which are linear in a location and a scale parameter but nonlinear in a shape parameter of the distribution. The regression of the observed small-sample order statistics on approximations to their expectations is considered and an iterative procedure is proposed which leads to approximate weighted least squares estimates of all three parameters. The performance of the…

信贷筛选的非参数方法AI 解读

Most commonly used credit screening methods are based on Fisher's linear discriminant function for quantitative variates. The variables actually used in credit scoring are usually, however, qualitative occurring as high/low, or present/ absent. We present a nonparametric approach to the credit screening problem. In our method we do not assume multivariate normality nor do we apply any arbitrary scaling procedures to the qualitative variables. We classify an observation to…

线性回归模型的同时置信带AI 解读

In this article a procedure is given for constructing confidence bands of various forms for linear regression models. Application of the procedure yields, as special cases, hyperbolic, straight line segment, uniform width and trapezoidal confidence bands.

涉及方差分量正线性组合的 Satterthwaite 检验替代方法AI 解读

This article proposes a refinement of the usual approximation due to Satterthwaite for making a significance test when the test statistic involves a single mean square in the numerator and a linear combination of mean squares in the denominator, that linear combination involving known positive constants. The test procedure is outlined in detail, and its derivation given in a separate section. The development of the technique essentially involves determining, by successive…

论 Birnbaum 关于充分性、条件性与似然关系的定理AI 解读

If the conditioning variable is required to depend only on the value of the minimal sufficient statistic, Birnbaum's proof fails.

单调似然比离散分布族的一致最准确上容忍限AI 解读

The theory of uniformly most accurate upper tolerance limits is presented for families of discrete distributions having monotone likelihood ratios. Explicit formulae are derived for binomial, negative-binomial and Poisson distributions. The relationship to systems of uniformly most accurate upper confidence limits is exposed.

对数正态线性模型中的估计AI 解读

Let Y = ey where the usual assumptions of the general linear models: y = Xa+u, u ∼ N(0, σ2 I) are made. Extending the results of Finney minimum variance unbiased estimators, τ, of parametric functions of the type are established. Expressions for the variance of τ and an unbiased estimator of the variance are obtained. The results are in terms of functions whose numerical values are tabulated.

自回归扰动下似不相关回归的估计AI 解读

Joint estimation of a system of linear regression equations with mutually correlated disturbances leads, in general, to more efficient estimates than estimation of each equation separately. A method of joint estimation developed by Arnold Zeller on the assumption that the disturbances are non-autocorrelated has recently been adapted by Richard Parks for the case in which this assumption does not hold. In the present article we develop several alternative estimators and…

小扰动情形下的过度识别约束检验AI 解读

Natural test statistics for the hypothesis that an equation is overidentified have been developed by Anderson and Rubin and by Basmann. If the disturbances are jointly normal, serially uncorrected, and small, both the above overidentification test statistics have the Fisher variance-ratio distribution asymptotically as the variance of the error terms gets small. This gives an analytic explanation of Monte Carlo results of Basmann. The results given apply to linear models in…

线性模型中的协方差矩阵估计AI 解读

In regression analysis with heteroscedastic and/or correlated errors, the usual assumption is that the covariance matrix σ of the errors is completely specified, except perhaps for a scalar multiplier. This condition is relaxed in this paper by assuming only that σ has a certain pattern; for example, that σ is diagonal or partitionable into a diagonal matrix of sub-matrices. The method used for estimating σ is the standard procedure of equating certain quadratic forms of the…

线性模型中的异方差方差估计AI 解读

Let Y=Xβ+e be a Gauss-Markoff linear model such that E(e) = 0 and D(e), the dispersion matrix of the error vector, is a diagonal matrix δ whose ith diagonal element is σi 2, the variance of the ith observation yi. Some of the σi 2 may be equal. The problem is to estimate all the different variances. In this article, a new method known as MINQUE (Minimum Norm Quadratic Unbiased Estimation) is introduced for the estimation of the heteroscedastic variances. This method…

生猪日度价格与数量预测：不同预测技术的比较AI 解读

Relatively few investigations treat the problem of short-run or daily price and quantity variations. This study concerns forecasting daily hog prices and quantities in selected terminal markets in the U. S. by using various causal and noncausal models. The purpose is to examine the economic and mathematical characteristics of the time series data, and then compare the developed models in terms of their forecasting ability. The performance of each model is evaluated using the…

随机化序贯检验：截短单次抽样方案与序贯概率比检验的比较AI 解读

For Bernoulli random variables sequential tests of the simple hypotheses p=p 0 vs. p = p 1 are considered. In particular a comparison is made between the performance of sequential probability ratio tests (SPRTs) and curtailed single sampling plans (CSSPs), when both tests have the same error probabilities. In [1] it is shown that the CSSP has a strong optimality property. Nevertheless, if one admits randomized SPRTs, the latter are better. Numerical examples are considered…

涉及方差分量正线性组合的 Satterthwaite 检验替代方法AI 解读

This article proposes a refinement of the usual approximation due to Satterthwaite for making a significance test when the test statistic involves a single mean square in the numerator and a linear combination of mean squares in the denominator, that linear combination involving known positive constants. The test procedure is outlined in detail, and its derivation given in a separate section. The development of the technique essentially involves determining, by successive…

论 Birnbaum 定理中充分性、条件性与似然的关系AI 解读

If the conditioning variable is required to depend only on the value of the minimal sufficient statistic, Birnbaum's proof fails.

摘要暂缺

每日生猪价格与数量预测：不同预测技术的比较AI 解读

Relatively few investigations treat the problem of short-run or daily price and quantity variations. This study concerns forecasting daily hog prices and quantities in selected terminal markets in the U. S. by using various causal and noncausal models. The purpose is to examine the economic and mathematical characteristics of the time series data, and then compare the developed models in terms of their forecasting ability. The performance of each model is evaluated using the…

摘要暂缺

用OLUMV估计量研究对称分布类位置参数推断的稳健性AI 解读

Coefficients for computing ordered linear unbiased minimum variance (OLUMV) estimators of the location and scale parameters have been obtained for selected members of a class of symmetric power distributions which includes the normal, double exponential, and as a limiting case, the rectangular. Two examples are given illustrating how these coefficients may be used to study the sensitivity of inferences concerning location parameters to departure from normality. The first…

线性模型中的协方差矩阵估计AI 解读

In regression analysis with heteroscedastic and/or correlated errors, the usual assumption is that the covariance matrix σ of the errors is completely specified, except perhaps for a scalar multiplier. This condition is relaxed in this paper by assuming only that σ has a certain pattern; for example, that σ is diagonal or partitionable into a diagonal matrix of sub-matrices. The method used for estimating σ is the standard procedure of equating certain quadratic forms of the…

信用筛选的非参数方法AI 解读

Most commonly used credit screening methods are based on Fisher's linear discriminant function for quantitative variates. The variables actually used in credit scoring are usually, however, qualitative occurring as high/low, or present/ absent. We present a nonparametric approach to the credit screening problem. In our method we do not assume multivariate normality nor do we apply any arbitrary scaling procedures to the qualitative variables. We classify an observation to…

Student–Fisher t 检验的列线图AI 解读

A nomogram is given for estimating the probability (P) for a given value of the “Student”-Fisher t test (t ranging from 1 to 65) for values of degree of freedom from 1 to infinity). Values of P from 0.5 to 0.00001 are given.

多元回归中的缺失观测：一阶方法的效率AI 解读

It is shown that the information contained in the incomplete portion of the sample that is relevant in the estimation of the regression parameters is in the form of a linear restriction. Although the parameters of this restriction are generally unknown they can be estimated in terms of the complete portion of the sample. It is then shown that regression parameter estimates based on first order methods, say, Ĉ, differ from the ordinary least squares estimates based only on…

指数分布参数的一类序贯检验AI 解读

Weiss [5] and Freeman and Weiss [2] have shown how to construct sampling plans which at least approximately minimize the maximum expected sample size in the case of Bernoulli and Normal populations. In this paper we construct sequential procedures of this type for the testing of an exponential parameter. An invariance property of the stopping region is presented which simplifies the construction of the Bayes regions. Several sampling plans are given and some of their…