日期精度：到日 2274 篇 · 到月 7743 篇 · 到年 0 篇
统计推断的逻辑
Preface 1. Long run frequencies 2. The chance set-up 3. Support 4. The long run 5. The law of likelihood 6. Statistical tests 7. Theories of testing 8. Random sampling 9. The fiducial argument 10. Estimation 11. Point estimation 12. Bayes' theory 13. The subjective theory.
修订后美国国民账户中的统计差额
As is well known, the U. S. national accounts contain a “Statistical Discrepancy” which serves to reconcile estimates of GNP from the product and from the income side. While the Discrepancy is a measure only of overall consistency rather than of error, its magnitude and pattern over time do give some indication of the quality of the national accounts data. In the past, the Statistical Discrepancy has not always behaved as a quantitatively unimportant random error term—a…
减弱较大真实观测值影响的总体均值估计量
An estimator, , of μ is investigated. This estimator is formed by replacing all sample values larger than a predetermined cutoff point t by the value of t itself. A proof is given that a region for t exists for certain common distributions such that MSE is smaller than An example is presented which demonstrates the wide range of cutoff points that can be chosen which still result in a gain.
串联系统与并联系统可靠性函数的最小方差无偏及最大似然估计
The bias and mean-square-error functions of the maximum likelihood and best unbiased estimator of reliability functions are derived. Information is available on the operation of subsystems connected in series or in parallel. The Poisson and the exponential cases are considered.
加速折旧采用过程的学习函数估计
The Revenue Act of 1954 permitted entrepreneurs for the first time to make use of the double declining balance (DDB) and sum of the year's digits (SYD) methods of depreciation in place of the customary straight line method (SL). The tax advantages from using such methods are well known.1 In spite of these advantages, however, the accelerated methods in many cases appear to have been adopted only slowly over the years. Clearly any attempt to determine the effect on investment…
列联表卡方检验的功效
The general theory of the asymptotic power of chi square tests requires the evaluation of a non-centrality parameter which is expressed as a vector-matrix vector product. This parameter is evaluated for two of the models associated with r × c contingency tables. This permits the power of such tests to be approximated on a large sample basis. Further considered are some implications of these results for sample design problems.
平稳误差下的多元回归
A practical computing technique is presented for the joint estimation of regression coefficients and the error spectrum in regression problems with stationary errors. In problems where unweighted least squares is not efficient, the procedure gives an estimate approaching the minimum variance linear unbiased estimate. Whether unweighted least squares is nearly efficient or not efficient, the procedure, in general, gives a much closer estimate of the covariance matrix of the…
均匀分布及相关分布相等性的检验
Let X 1, …, Xk be k stochastically independent random variables and let Xi have the uniform distribution on the interval from 0 to θ i , i = 1, …, k. The power function of the likelihood ratio test is found for the problem of testing {H 0: θ1 = … = θ k θ0, θ0 specified; H 1: θ i ≠ θ0 for at least one i, i = 1, …, k}, and ump possibilities are investigated. For the problem of testing {H 0: θ1 = θ2, common value unspecified; H 1: θ1 ≠ θ2}, the power function of the likelihood…
季节调整的不同公理化体系
The Jorgenson and Lovell axiomatizations of the process of seasonal adjustment are contrasted in this paper. It is argued that dummy variables rather than data subject to prior seasonal adjustment should be employed when time series are utilized in estimating the parameters of a linear economic model.
Wilcoxon 检验、并列值与计算机
In testing for equality of distribution in two unpaired samples with ordered categorical data or data with many ties, the two sample Wilcoxon average rank test is attractive. Unfortunately, the null distribution of the statistic depends upon the pattern of ties and is generally difficult to compute. In an attempt to improve existing approximations, moments through order four are derived. It is regretted that in small to moderate sample sizes, no consistent improvement over…
Logistic 增长函数最大似然估计的若干性质
The maximum likelihood estimators of the three-parameter logistic growth function with independent homoskedastic normally distributed error terms have, for sufficient observations, a variance-covariance matrix whose inverse is obtained. Some properties of the estimators are derived. An experimental study shows that small numbers of observations may lead to least squares estimates which do not have the convenient properties of estimates based on large samples.
消费者购买意向与购买概率：调查设计实验
Surveys of consumer intentions to buy are inefficient predictors of purchase rates because they do not provide accurate estimates of mean purchase probability. This is a consequence of the fact that intentions surveys cannot detect movements in mean probability among nonintenders, who account for the bulk of actual purchases and for most of the time-series variance in purchase rates. Comparison of predictions from alternative surveys, one of subjective purchase probabilities…
多元统计中的缺失观测Ⅰ：文献综述
In this paper we review the literature on the problem of handling multivariate data with observations missing on some or all of the variables under study. We examine the ways that statisticians have devised to estimate means, variances, correlations and linear regression functions from such data and refer to specific computer programs for carrying out the estimation. We show how the estimation problems can be simplified if the missing data follows certain patterns. Finally,…
若干经典假设的贝叶斯检验及其序贯临床试验应用
Consider someone who sets out to collect data sequentially in such a way as to disprove a hypothesis, H 0, about the value of θ, the mean of a normal distribution. Observation is continued as long as the posterior probability of H 0 exceeds α1 and stopped when it falls below it. It is shown that if a non-zero prior probability, p, is assigned to H 0(0≤α1 < p) and the remaining prior probability is spread over alternate values of θ that the probability that H 0 will…
柯西分布位置参数估计的一则札记
Recently Professors T. J. Rothenberg, F. M. Fisher, and C. B. Tilanus published a paper proposing the class of trimmed means as estimators of the location parameter of the Cauchy distribution [5]. They showed that the asymptotic sampling variance of the estimators in this class is essentially minimized by using the middle 24% of the sample order statistics. The corresponding estimate has an asymptotic relative efficiency to the best estimator for complete samples (A.R.E.) of…
完整与删失样本下三参数对数正态分布的局部最大似然估计
The natural logarithm of the likelihood function is written down for the m − r order statistics remaining after censoring the n − m largest and the r smallest observations of a sample of size n(0 ≤ r < m ≤ n) from a three-parameter lognormal population. Its first partial derivatives with respect to the parameters, when equated to zero, yield the likelihood equations, and the negatives of its second partial derivatives with respect to the parameters are the elements of the…
不等概率不放回系统抽样
Given a population of N units, it is required to draw a sample of n distinct units in such a way that the probability for the i th unit to be in the sample is proportional to its ‘size’ x. From the alternative methods of achieving this we consider here only the so-called systematic method which, to the best of our knowledge, was first developed by W. G. Madow (1949): The units in the population are listed in a ‘particular’ order, their xi accumulated and a systematic…
若干圆形误差分位数估计量的渐近性质
Quantiles of circular error, of which the CPE (circular probable error) is a special case, are of importance in the evaluation of ballistic missile systems. In these applications, a quantile of circular error is the radius, R, of a circle centered at (0, 0) above which lies a specified proportion, P, of the bivariate normal probability distribution. For this distribution, R may be estimated by substituting estimates for parameters in the integral equation defining R and…
多元正态分布的置信域、预测域与容许域
Formulas for confidence, prediction, and tolerance regions for the multivariate normal distribution for the various cases of known and unknown mean vector and covariance matrix are assembled for easy reference in this expository paper. Tables are provided for the bivariate case.