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参数受不等式约束的二次回归AI 解读

A method is given here for fitting a quadratic subject to restrictions on the location of the extreme point which is conceptually somewhat different from that proposed by Cunia [1]. The solution is presented as a special case of the general quadratic programming problem, that is, minimizing a quadratic function subject to restrictions on the variables.

单调风险率分布的界限表AI 解读

This paper presents in a form convenient for applications a number of bounds for distributions with monotone hazard rate. These bounds, together with their proofs and various generalizations have been obtained by Barlow and Marshall (1964). However, many of them can be characterized only through solutions of transcendental equations, and machine calculation has been necessary to make them accessible. Section 2 gives a listing of the results, and those without explicit forms…

Kolmogorov–Smirnov 检验的渐近效率AI 解读

The Kolmogorov-Smirnov test is important in nonparametric statistical inference. The limiting distribution of the Kolmogorov-Smirnov statistic under the null hypothesis is well known and has been derived by several different methods. The limiting distribution of this statistic under the alternative hypothesis is unknown so that it is not possible, in general, to compute the power of the Kolmogorov-Smirnov test. It is possible, however, to compute a lower bound for the power…

单因素模型中的方差分量推断AI 解读

The estimation of variance components in the one-way model is considered from a subjective Bayesian point of view. The situation in which the classical unbiased estimate of the between variance component is negative is explored in some detail. Exact and approximate posterior distributions are obtained in both the balanced and unbalanced case. Common sense aspects of the problem are emphasized, and some contrasts with other approaches. For example, Bayesianly speaking, a…

逆 Dirichlet 分布及其应用AI 解读

In this paper we obtain a multivariate generalization of the inverted beta distribution. Properties of this distribution and its connection with the multivariate Student-t distribution are discussed. Two asymptotic formulae for approximating the related probability integral are developed and illustrated with numerical examples. Application of this distribution to a problem in Bayesian inference is given.

连续调查时点的分层双重抽样AI 解读

A sampling procedure involving repeated application of double sampling for stratification on several successive occasions is considered. The formulae for the estimate of the mean on any current occasion and its variance are obtained. The determination of optimum allocation of available resources and the extension of the procedures for uni-stage sampling, to multi-stage sampling, are briefly indicated. The use of the design, suggested in this paper, is illustrated by its…

分层抽样与总体中位数的无分布置信区间AI 解读

This paper presents the results of a limited investigation which brings into focus the difficulties encountered in developing exact distribution-free methods for stratified simple random sampling. It is shown that exact distribution-free confidence intervals for a population median can be obtained from a stratified sample under very special circumstances. The principal result concerns the order statistics of the combined separate strata samples, where proportional allocation…

含不可控预测变量的随机实验：复合假设的渐近最优检验AI 解读

The paper is concerned with randomized experiments with one treatment. Two randomization schemes are considered: randomized pairs and unrestricted randomization. If effective at all, the treatment is supposed to affect the conditional distribution of the “experimental” variable Y given another variable X, called “predictor”. The distribution of X is not affected by the treatment. Using the general theory published elsewhere, the paper deduces the locally asymptotically…

Pearson 卡方与 Kolmogorov 拟合优度检验的有效性比较AI 解读

This paper compares the Pearson Chi-Square and Kolmogorov good-ness-of-fit tests with respect to validity under the following conditions: (1) the N independent observations are tabulated and arranged into k mutually exclusive groups that are equally probable under the hypothesis to be tested; and (2) both N and k are “small”; i.e., not greater than 50. A random sampling experiment was performed, and the results show that in general for the conditions considered, the Pearson…

独立同分布离散随机变量之和的精确分布AI 解读

Let Sn be the sum of n independent discrete variates with common probability distribution px (x = 0, 1, 2, [mdot][mdot][mdot]). A table is presented which allows Pr (Sn = s) to be written down, for any n and for s ≤15, as a finite series involving mixed powers of the px 's. If the range of x is finite (x ≤ m) the table will also give Pr(Sn = mn - s). The use of the table is illustrated and several applications are indicated.

摘要暂缺

参数具有不等式约束的二次回归AI 解读

A method is given here for fitting a quadratic subject to restrictions on the location of the extreme point which is conceptually somewhat different from that proposed by Cunia [1]. The solution is presented as a special case of the general quadratic programming problem, that is, minimizing a quadratic function subject to restrictions on the variables.

独立同分布离散随机变量之和的精确分布AI 解读

Let Sn be the sum of n independent discrete variates with common probability distribution px (x = 0, 1, 2, [mdot][mdot][mdot]). A table is presented which allows Pr (Sn = s) to be written down, for any n and for s ≤15, as a finite series involving mixed powers of the px 's. If the range of x is finite (x ≤ m) the table will also give Pr(Sn = mn - s). The use of the table is illustrated and several applications are indicated.

分层抽样与总体中位数的分布无关置信区间AI 解读

This paper presents the results of a limited investigation which brings into focus the difficulties encountered in developing exact distribution-free methods for stratified simple random sampling. It is shown that exact distribution-free confidence intervals for a population median can be obtained from a stratified sample under very special circumstances. The principal result concerns the order statistics of the combined separate strata samples, where proportional allocation…

不等概率不放回抽样中的一类线性估计量AI 解读

Horvitz and Thompson [3] have suggested for the estimation of population characteristic certain classes of linear estimators depending on weights associated with the sample observations, when a sample of size n is drawn without replacement using arbitrary probabilities of selection for each draw. However, it should be observed here, that there might not exist even a single linear unbiased estimator for the class which is termed an empty class. A situation arises where the…

贝叶斯视角下回归模型中的预测与决策问题AI 解读

In this paper we review the derivation of the predictive density function for the normal multiple regression model, state and prove a general theorem on optimal point prediction, and show how the predictive density can be employed in the analysis of an illustrative investment problem. Then we derive the predictive density function for the multivariate normal regression model and indicate how it can be used in the analysis of several problems.

单参数指数模型的估计AI 解读

An estimation procedure, called the “partial totals” method, is presented, illustrated and evaluated for the model y = exp(-pt)+e when the values of t are equally spaced. Tables of estimates using this estimation procedure are given for the case where the smallest value of t is zero. The evaluation consists of an analytical investigation of the large sample properties of the partial totals estimator and a report on a comparative study of its small sample properties relative…

资本支出拨款数据与投资决策AI 解读

Several hypotheses which have been employed to explain firms' investment in plant and equipment are tested against the NICB quarterly series on new appropriations. Data for nine two-digit industries are used to estimate regression equations for each industry, using the efficient estimation technique of Zellner. Interesting industry differences appear; in particular, the least concentrated industries appear more sensitive to pressure on capacity, while the remaining…

修正的 Hannan 季节调整滤波器与 BLS 滤波器的比较AI 解读

In a previous paper [12], an attempt was made to show how spectral techniques could be used to compare the effects of two seasonal adjustment procedures on the series to which they were applied. The two procedures compared were: (a) the technique currently used by the Bureau of Labor Statistics for seasonally adjusting employment, unemployment, and labor force monthly statistics, and (b) the so-called “residual” method, proposed by Brittain [2], Samuelson [16], and others.…