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关联度量 Gamma 样本版本的分布AI 解读

Random sampling experiments were performed to determine whether Goodman and Kruskal's asymptotic theory (2) for the sample version (G) of the measure of association Gamma (γ) is applicable to small samples. First, the asymptotic theory was checked against the results obtained with a series of 5 × 5 population cross classifications with values of γ covering the full range. For samples of size fifty, the tails of the distribution of (G — γ)/σ corresponded closely to the tails…

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具有准线性残差的随机过程振幅谱估计札记AI 解读

It is shown that when a deterministic signal is observed in quasi-linear noise (herein defined), the usual estimate of the signal amplitude spectrum for a finite time interval converges uniformly and exponentially fast in probability to this spectrum as the length of the time interval becomes infinite. When the limiting amplitude spectrum exists, the estimate tends to this function exponentially fast but no longer uniformly, in general.

不等概率不放回抽样中两个指定单位同时入样的精确公式AI 解读

Given a population of N units, it is required to draw a sample of n distinct units in such a way that the probability π i , (i = 1, …, N) for the ith unit to be in the sample is proportional to its ‘size’ xi. One way to achieve this is as follows: The N units in the population are listed in a random order and their xi are cumulated and a systematic selection of n elements from a “random start” is then made on the cumulation. The mathematical theory associated with this…

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利用伴随信息区分两个复合假设的大样本序贯检验AI 解读

The problem studied is that of utilizing measured concomitant information in sequential trials for the comparison of two treatments. The analysis is based on the treatment 1 minus treatment 2 response difference y = y 1 — y 2 and the corresponding concomitant observation difference x = x 1 — x 2, where x and y are assumed to be distributed bivariate normally. A simple asymptotically valid test procedure and its performance in Monte Carlo experiments are described. It is…

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多项试验中线性与对数线性假设的局部渐近最强检验AI 解读

We derive Neyman's locally asymptotically most powerful test criterion to test a linear hypothesis, and in particular, obtain such criteria to test linear hypotheses in binomial and multinomial experiments. We also discuss testing log-linear hypotheses in the parameters of a multinomial experiment, and give a simple criterion for testing the hypothesis of no second order interaction in a p × q × r (p, q, r, > 2) contingency table. Asymptotic tests of the hypotheses mentioned…

基于两阶段抽样的二项与泊松参数方差受限估计AI 解读

The problem of unbiased estimation of the parameter θ in the binomial and Poisson distributions is considered. The variance of the estimate is required not to exceed a preassigned bound, B. For the Poisson distribution this can be achieved only by sequential sampling and also in the binomial case sequential sampling may reduce the expected sample size. Here only two-stage sampling is considered. The methods of estimation discussed differ from earlier considered two-stage…

线性模型中等宽与比例宽度的置信带AI 解读

In this paper confidence bands are given for simple linear models. The confidence bands that are given are straight lines rather than curves and are either (1) parallel or (2) trapezoidal. The confidence bands are over a finite length interval.

使用修正最小二乘技术的时间序列分析AI 解读

This paper presents a procedure for estimating the components in an economic time series assuming a constant seasonal component and a trend which may be estimated locally by a polynomial. The procedure is to estimate the trend and seasonal components for each consecutive two-year time span of quarterly data using conventional least-square techniques. Thus, for each quarter in the series, except the first seven and last seven, there are eight estimates for each of these…

联立方程估计量对模型随机假设的敏感性AI 解读

The paper reports the results of several sampling experiments investigating the sensitivity of various simultaneous-equations estimators to errors in the exogenous variables, stochastic coefficients, heteroskedastic disturbances and auto correlated disturbances. The estimates studied are direct least squares, two-stage least squares, Nagar's unbiased k-class estimator, limited-information maximum likelihood, three-stage least squares, and full-information maximum likelihood.…

关于一个变量测量误差模型的札记AI 解读

We consider an errors in variables model in which the ‘true’ part of the determining variable is generated by a simple forecasting mechanism. It is shown that the Least Squares errors in variables bias can be interpreted in terms of the parameters of the forecasting mechanism; and that the ‘standard’ result for this bias may no longer hold in this situation. An empirical illustration of the results is given.

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对称删失下双指数总体参数的最佳线性估计AI 解读

Closed-form expressions for the first two moments and the product (linear) moments of the double exponential order statistics are obtained. Expressions for generalized least squares estimates of location and scale parameters based on symmetrically censored samples and for their variances are also obtained. Expected values of order statistics in random samples of size N drawn from the standard double exponential population are evaluated accurate to six decimal places for N =…

单样本 Cramér–von Mises 检验的有偏性AI 解读

There are one-sided as well as two-sided alternatives to any continuous hypothesized cumulative probability function (cpf) F 0 for which the probability of rejection by a test based on a statistic equivalent to Σ(F 0(X (k))—Ekn )2 is less than the size.

生成样本协方差矩阵的数值程序AI 解读

U SE of random numbers, especially in Monte Carlo procedure, is an established practice in most large computing centers. T. E. Hull and A. R. Dobell [1 ] in their paper Random Number Generators, give a relative large number of references to early as well as recent (up to 1962) work on random numbers. J. M. Hammersley and D. C. Handscomb [2] have written a book entitled Monte Carlo Methods, that contains not only a discussion on generating random numbers, but also several…

回归分析中的不等式约束AI 解读

In order to combine prior and sample information in the estimation of regression coefficients, when the prior knowledge about the parameter space exists in the form of inequality constraints, the regression model is respecified as a quadratic programming problem. The sampling properties of the general restricted estimator are discussed and the inequality restricted formulation is extended to cover a set of regression equations. As an example of the applicability of the…

青年的劳动力进入与持续参与AI 解读

The one-in-a-thousand sample from the 1960 Census of Population and Housing was used to investigate the determinants of the movement of youth into and out of the labor force. Individuals in the sample between the ages of 14 and 24 were stratified on the basis of whether they worked in the preceding year, sex, age, and whether living at home. Separate regressions were run on each stratum. The dependent variable was the labor force status of the individual at the time of the…

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