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典型三方程情形中GCL估计量的精确分布AI 解读

Basmann [4] has recently obtained some results of the exact sampling distributions of the generalized classical linear (GCL) estimators of the parameters of a system of three simultaneous structural linear equations These results appear as generalizations of earlier results given by Basmann [5] for a system of two equations. Kabe [9] used the known properties of the noncentral Wishart distribution to give an alternative derivation of Basmann's results for the two-equation…

幂函数总体样本最大值之积与商的分布AI 解读

Distributions are derived of the product and of the quotient of maximum values in samples from a population described by the frequency αx k , which may be called a power-function population. The distribution of the quotient is used to test whether two samples have come from the same triangular population. Estimators of the parameters of the distribution are derived.

一组线性回归方程的迭代估计AI 解读

This article develops a method of calculating iterative estimates of the coefficients of a set of linear regression equations. There are p equations such that the explanatory variables are non-stochastic and it is assumed that the random disturbances of at least one pair of equations are correlated. Provided that either different explanatory variables enter the various equations or that if the same explanatory variables enter then the observations are different, it is…

自变量存在缺失观测时的线性回归分析AI 解读

An intuitive estimate is presented for estimating linear regression coefficients when an unspecified number and pattern of the independent variables for some individuals are not observed. It is shown that the efficiency of this approach depends upon the correlation among the independent variables as well as the proportion of observations which is missing.

误差自相关回归模型的贝叶斯分析AI 解读

In this paper, regression models with error terms generated by a first order autoregressive scheme are analyzed from a Bayesian point of view. Methods are developed for computing posterior distributions of regression coefficients and the parameter of the autoregressive process. The relationship of our approach to sampling theory approaches is briefly discussed.

利用财富比较家庭平均储蓄AI 解读

To identify the determinants of saving, cross-sectional studies of households usually collect and compare the current values of variables. A frequent difficulty is correlation of the known variables with unknown characteristics of households. Stratification of the sample may not always eliminate such correlation, making for biased estimates. A method of avoiding the bias is to sum the regression equation over the working life of the head of each household, which eliminates…

经济时间序列的最小方差线性无偏季节调整AI 解读

A statistical theory based on the general linear statistical model is developed for seasonal adjustment of economic (and other) time series. A method for seasonal adjustment may be represented as taking place in two steps. The first step is to estimate the unknown parameters of the seasonal component of the series; the second step is to remove the estimated seasonal component from the set of observations. For the unique minimum variance, linear, unbiased method for seasonal…

正态分数两样本秩检验AI 解读

A simplification using symmetry is applied to the null distribution of the Fisher-Yates test or c 1 test of Hoeffding and Terry. A computer is used to extend existing tables to combined sample size N ≤ 20. The t approximation of Hoeffding and Terry and the normal approximation are investigated with the former found to be satisfactory at the limit of the tables when the ratio of sample sizes is not too extreme. Selected power calculations for N ≤ 10 are given for normal shift…

若干两样本秩检验的单样本极限AI 解读

A composite hypothesis asserting some kind of equality about two distributions may be tested by use of a two-sample statistic. It is often true that if one sample size is allowed to become infinite in this statistic then it is interpretable as one for testing a simple hypothesis about the distribution furnishing the finite sample. (The simple hypothesis is furnished by the “infinite sample.”) Wilcoxon's two-sample test studied in this way becomes a useful tool for certain…

非中心卡方分布的另一种推导AI 解读

A brief review of derivations of the density function of the non-central chi-square is given. Another geometrical derivation based upon the properties of spherical coordinates is then presented. The method of proof requires very little knowledge of n-dimensional geometry and does not presume that the central chi-square distribution is available.

适用于千例以内样本的符号检验与中位数分布无关置信区间表AI 解读

In 1946 Dixon and Mood published a table of critical values for the sign test with the sample size n, the sum of the two binomial numbers, in the stub and running consecutively from 1 to 100. In 1959 the present writer also published a sign-test table, replacing n by d, the difference between the two binomial numbers, and extending the range of sample sizes to 1,000. However, this second table introduced complicated rules of use and did not facilitate determination of…

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摘要暂缺

非中心卡方分布的另一种推导AI 解读

A brief review of derivations of the density function of the non-central chi-square is given. Another geometrical derivation based upon the properties of spherical coordinates is then presented. The method of proof requires very little knowledge of n-dimensional geometry and does not presume that the central chi-square distribution is available.

摘要暂缺

典型三方程情形下 GCL 估计量的精确分布AI 解读

Basmann [4] has recently obtained some results of the exact sampling distributions of the generalized classical linear (GCL) estimators of the parameters of a system of three simultaneous structural linear equations These results appear as generalizations of earlier results given by Basmann [5] for a system of two equations. Kabe [9] used the known properties of the noncentral Wishart distribution to give an alternative derivation of Basmann's results for the two-equation…

自变量存在缺失观测时的线性回归分析AI 解读

An intuitive estimate is presented for estimating linear regression coefficients when an unspecified number and pattern of the independent variables for some individuals are not observed. It is shown that the efficiency of this approach depends upon the correlation among the independent variables as well as the proportion of observations which is missing.

摘要暂缺

摘要暂缺

摘要暂缺

适用于千以内样本量的符号检验与中位数分布无关置信区间表AI 解读

In 1946 Dixon and Mood published a table of critical values for the sign test with the sample size n, the sum of the two binomial numbers, in the stub and running consecutively from 1 to 100. In 1959 the present writer also published a sign-test table, replacing n by d, the difference between the two binomial numbers, and extending the range of sample sizes to 1,000. However, this second table introduced complicated rules of use and did not facilitate determination of…

利用财富比较家庭平均储蓄AI 解读

To identify the determinants of saving, cross-sectional studies of households usually collect and compare the current values of variables. A frequent difficulty is correlation of the known variables with unknown characteristics of households. Stratification of the sample may not always eliminate such correlation, making for biased estimates. A method of avoiding the bias is to sum the regression equation over the working life of the head of each household, which eliminates…

矩形总体中乘积统计量分布的若干推广AI 解读

This paper presents a unified approach to the distributions of the product of k (≥2) maximum values, and the product of k sample ranges from rectangular populations, both for equal and unequal sample sizes. The results obtained are generalisations based on some earlier work of Rider. It is proved that in all cases the distributions can be conveniently transformed to χ2's by the use of a well-known logarithmic transformation. It is also suggested that these results might be…