日期精度：到日 2274 篇 · 到月 7743 篇 · 到年 0 篇
关于 BLUS 估计的札记
For the classical linear model, Theil and Koerts developed the so-called best linear unbiased scalar-variance-matrix (BLUS) estimator. In this note a theorem on the variance matrix of the BLUS estimation errors will be proved. A new derivation will be given for “price” and “efficiency” of the estimator, as defined by Koerts.
Durbin–Watson 检验与 BLUS 检验的功效比较
In an earlier paper [5] the authors compared the power of the BLUS test with the probability of a correct decision of the Durbin-Watson bounds test. A method to compute the distribution of the Von Neumann ratio under the null hypothesis and under the alternative hypothesis was given. In the present paper the latter method is used to tabulate the BLUS-test statistic and to compute the exact significance points of the Durbin-Watson test for several examples. Powers of both…
利用因子分析估计参数
Factor analysis has been traditionally utilized for three broad purposes: First, as a data reduction technique which will hopefully simplify a multivariate situation to a smaller set of dimensions and enable the researcher to utilize data on a large number of variables; second, as an indexing device in which overtly manifested data are transformed to provide the latent or unobservable trait of a phenomenon; finally, as a cluster technique which helps the researcher to…
州生产总值与州级计量经济模型
A methodology for estimating a state's gross state product (GSP) from primary data sources is presented and applied to Ohio. The social accounts for estimating GSP are used as a skeletal framework orf building a 27 equation econometric model of Ohio. The model is essentially an interdependent system consisting of behavioral equations in the following sectors: consumer, investment, state fiscal, output and personal income, and federal income tax. The sample period for most of…
建筑价格变化的测量
The development of a statistically adequate set of construction price indexes is the goal of a research effort recently instituted at the Bureau of the Census. This paper describes research done to date on price indexes for single-family houses and indicates plans for future research. Using data from the Bureau's Housing Sales Survey, indexes of the price of new one-family houses sold (including value of site) have been computed by determining the most important…
健康领域的统计推断问题：以吸烟与肺癌争论为例
Disagreement about the role of cigarette smoking in lung cancer is traced to three sources of confusion. In the first, there is lack of agreement as to the definition of terms and what is implied when a specific factor is said to be a cause of a particular disease. A suggested definition is offered to clarify one of the issues causing dissent. The second area of disagreement concerns the method of measuring the strength of the relationship in a 2 × 2 table, and whether the…
尺度参数比的检验与估计
Let X 1, …, Xm and Y 1, …, Yn be independent random samples from populations having continuous d.f.'s Ψ((x-μ)/σ) and Ψ ((y-v)/τ) respectively. The classical F-test of a hypothesis concerning λ = τ/σ is known to be non-robust. This paper examines several robust alternative procedures and compares them on the basis of Pitman a.r.e. and Monte Carlo studies of power functions. An approximate permutation test [13] and a “jackknife” procedure [9] are found to be most satisfactory;…
等概率检验及其在若干同时推断问题中的应用
Consider the problem of testing the hypothesis H 0: θ ∈ W 0 against the alternative H 1: θ ∈ W 1 when a certain subset E 0 ⊂ W 1 is given. This subset E 0 is such that the risk of accepting H 0 will be significant economically only if θ ∈ E 0. For this problem a test obtained by generalising the equal probability test of Arrow (1960) is suggested. Applications of the test procedure to the problems of combining several independent tests and of comparing several populations…
中位显著性水平及其他小样本检验效能指标
The concepts of the “median significance level” (MSL) and the “significance level of the average” (SLA) are introduced and some relationships among these measures and the recently introduced “expected significance level” (ESL), “average critical value” (ACV), and “median critical value” (MCV) are considered. The median significance level is defined as the median of the distribution of the observed significance level for a given alternative and is shown to be equivalent to…
普通最小二乘与两阶段最小二乘估计量的精确抽样分布
This paper presents the exact sampling distributions of the ordinary and the two-stage least squares estimators of a structural parameter in a structural equation with two endogenous variables in a complete system of stochastic equations. The results show that the distributions of the two estimators are essentially similar to each other. It can also be seen that both distributions depend crucially upon the deviation of a regression coefficient of disturbance terms of two…
双变量 Student t 检验的临界值
Let t 1 and t 12 be two independent normally distributed random variables with zero means and equal variances, each divided by a common estimate of the standard deviations. The joint distribution of t 1, t 2 is a bivariate Student t-distribution. The integral of the joint frequency function over certain types of critical regions in the (t 1, t 2)-plane may be written as the linear combination of two definite integrals which are easy to compute. Critical values for five…
从概率递推关系构造离散分布估计量
A method is proposed for deriving an estimation procedure from the recurrence relationship between probabilities in a discrete distribution. It is limited to cases in which only one parameter occurs in the recurrence relationship. To find a confidence interval for the parameter we consider the estimating function obtained and this may be shown to be dependent on differences between the cumulative probability function and its estimated value.
Wilcoxon–Mann–Whitney 统计量零分布的一种近似
An approximation, based on the sum of independent uniform random variables, to the Wilcoxon-Mann-Whitney null-distribution, is proposed. Numerical comparisons with the normal approximation show that this uniform approximation is appreciably more accurate even when the smaller sample size is large. A table of percentiles of the distributions of the sum of independent uniform random variables is given for the uniform approximation. An extension of existing tables of…
每层抽取两单位时不等概率抽样估计量及方差估计量的稳定性
Stabilities of estimators of the population total and stabilities of their variance estimators are compared for the following methods of sampling two units per stratum: (a) the I.P.P.S. (inclusion probabilities proportional to size) methods of Brewer, Fellegi and Hanurav using the Horvitz-Thompson estimator, (b) Des Raj's and Murthy's methods of p.p.s. sampling without replacement, (c) the Rao-Hartley-Cochran method, (d) Lahiri's method using a ratio estimator and (e) p.p.s.…
完全随机布局下裂区试验统计分析的若干方面
The statistical analysis of completely randomized “split-plot” experiments is discussed from the point of view of the underlying multivariate model. In doing this, first certain well-known aspects of the parametric case are reviewed; however, attention is primarily directed toward the development of appropriate non-parametric procedures. The general structure of “split-plot” experiments involves N randomly chosen subjects to whom treatments have been assigned according to a…
似然函数实例及其与点估计和大样本近似的比较
The exact likelihood functions are examined for several examples of data chosen from the literature. These are compared with the likelihoods arising from the large sample approximations and with point estimates that were actually used in the literature. It is concluded that large sample approximations (application of standard maximum likelihood theory) can be misleading for inferences and should be checked against the actual likelihood functions. Similarly point estimates…
两个对数正态变量之和的对数分布
Let Z 1, Z 2 be two independent, identically distributed random variables whose logarithms are normally distributed. We derive the generating function, expectation, and variance of the logarithm of the sum of Z 1 and Z 2. The expressions for the expectation and variance involve the sums of rapidly converging series. Converging upper and lower bounds to the expectation are given to indicate the number of terms in the series that need to be evaluated to yield a specified…
两个对数正态随机变量之和的对数分布
Let Z 1, Z 2 be two independent, identically distributed random variables whose logarithms are normally distributed. We derive the generating function, expectation, and variance of the logarithm of the sum of Z 1 and Z 2. The expressions for the expectation and variance involve the sums of rapidly converging series. Converging upper and lower bounds to the expectation are given to indicate the number of terms in the series that need to be evaluated to yield a specified…
从概率递推关系构造离散分布估计量
A method is proposed for deriving an estimation procedure from the recurrence relationship between probabilities in a discrete distribution. It is limited to cases in which only one parameter occurs in the recurrence relationship. To find a confidence interval for the parameter we consider the estimating function obtained and this may be shown to be dependent on differences between the cumulative probability function and its estimated value.