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投资信托管理质量是否随时间变化？AI 解读

The paper compares year-to-year changes in the Wiesenberger Index of Return for investment funds of similar objectives. It is initially shown, using correlation techniques, that there was little consistency in yearly performance of the funds during the period from 1951 to 1960. This result serves as support for the assumption that a fund's relative performance in any one year is strictly a random occurrence. We might, therefore, define a “successful” management as one whose…

数值化信用评估系统的开发AI 解读

Several discriminant and multiple regression analyses were performed on retail credit application data to develop a numerical scoring system for predicting credit risk in a finance company. Results showed that equal weights for all significantly predictive items were as effective as weights from the more sophisticated techniques of discriminant analysis and “stepwise multiple regression.” However, a variation of the basic discriminant analysis produced a better separation of…

适用于非平稳时间序列的快速序列相关检验AI 解读

Goodman's simplified runs test is examined as a test for serial correlation and is found to be both much quicker to apply than other available tests and to be appropriate for use with non-stationary data provided that the series has no trend in mean. Approximations to the power of the test are discussed and it is found that the power is acceptable for samples of size 100 or more. Particular consideration is given to the application of the test to economic data.

每对夫妇生育次数差异的概率模型AI 解读

Under certain assumptions two probability distributions for the variation in the number of births per couple are derived. A procedure to find the B.A.N. (Best Asymptotically Normal) estimates of the parameters of the first model is outlined. The distribution is applied to two examples.

伽马分布参数推断及其可靠性应用AI 解读

Lehmann and Scheffé have shown how to construct uniformly most powerful unbiased tests of certain hypotheses when the assumed distributions belong to an “exponential family.” The present paper is concerned with particular cases which arise from independent gamma variates with scale parameters θ1 and θ2. Conditional distributions are given which are appropriate for testing γ = γ0, where γ = c 1/θ1+c 2/θ2. As an application, suppose that a series system has two dissimilar…

特殊协方差结构下的多元方差分析AI 解读

Multivariate analysis of variance tests are developed for situations where the underlying covariance structure is uniform (equal variances and covariances) in terms of statistics analogous to Hotelling's T 2 and T 2 0. Extensions are made to several populations as well as to blocks of uniform covariance matrices. A special case, which is typical of the test procedures given here, is the problem of testing whether the mean vector of a bivariate normal distribution is equal to…

论充分性原则与似然原则AI 解读

The likelihood, sufficiency, and conditionality principles proposed by Allan Birnbaum are discussed in the context of two examples that include in their specifications a position relationship between the variable and the parameter. The discussion leads to the suggestion that the likelihood principle is too strong and that the sufficiency and conditionality principles should be used only when the necessary analysis is consistent with the position relationship between variable…

逐步多元线性回归AI 解读

Freund, Vail, and Ross [2], Goldberger and Jochems [3], and Goldberger [4] have given some results for the stepwise estimation of the parameters of a univariate regression model. We give here similar results for a multivariate linear regression model.

抽样理论的若干近期进展AI 解读

In this paper a brief review is given of some important developments in the theory of sampling from finite populations during the decade 1950–60. More specifically different selection procedures and estimators in sampling with varying probabilities and in ratio method of estimation, method of optimum stratification and assessment of non-sampling errors have been covered in this review together with some general techniques of improving upon certain types of estimators.

一自由度卡方检验：Mantel–Haenszel 方法的扩展AI 解读

A published method for analyzing multiple 2×2 contingency tables arising in retrospective studies of disease is extended in application and form. Extensions of application include comparisons of age-adjusted death rates, life-table analyses, comparisons of two sets of quantal dosage-response data, and miscellaneous laboratory applications as appropriate. Extensions in form involve considering multiple contingency tables with arbitrarily many rows and/or columns, where rows…

摘要暂缺

非线性参数函数的区间估计AI 解读

Suppose x 1 and x 2 are observations on a bivariate normal distribution with known variance matrix Σ and unknown means vector (μ1, μ2). Suppose an interval estimate of f(μ 1, μ2), is desired with 1 – α confidence. Let an interval estimate be obtained as [min f(μ1, μ2), max f(μ1, μ2)] subject to [(x 1 – μ1) (x 2 – μ2)] Σ−1[(x 1 – μ1)(x 2 – μ2)]′ ≤ R 2. It is shown that under certain conditions on f(μ1, μ2) and Σ, R need be taken only slightly larger than x 1(α), the value of…

摘要暂缺

适用于非平稳时间序列的快速序列相关检验AI 解读

Goodman's simplified runs test is examined as a test for serial correlation and is found to be both much quicker to apply than other available tests and to be appropriate for use with non-stationary data provided that the series has no trend in mean. Approximations to the power of the test are discussed and it is found that the power is acceptable for samples of size 100 or more. Particular consideration is given to the application of the test to economic data.

摘要暂缺

伽马分布参数的若干推断及其可靠性应用AI 解读

Lehmann and Scheffé have shown how to construct uniformly most powerful unbiased tests of certain hypotheses when the assumed distributions belong to an “exponential family.” The present paper is concerned with particular cases which arise from independent gamma variates with scale parameters θ1 and θ2. Conditional distributions are given which are appropriate for testing γ = γ0, where γ = c 1/θ1+c 2/θ2. As an application, suppose that a series system has two dissimilar…

摘要暂缺

数值信用评估系统的开发AI 解读

Several discriminant and multiple regression analyses were performed on retail credit application data to develop a numerical scoring system for predicting credit risk in a finance company. Results showed that equal weights for all significantly predictive items were as effective as weights from the more sophisticated techniques of discriminant analysis and “stepwise multiple regression.” However, a variation of the basic discriminant analysis produced a better separation of…

多元线性回归的逐步估计AI 解读

Freund, Vail, and Ross [2], Goldberger and Jochems [3], and Goldberger [4] have given some results for the stepwise estimation of the parameters of a univariate regression model. We give here similar results for a multivariate linear regression model.

抽样理论的若干近期进展AI 解读

In this paper a brief review is given of some important developments in the theory of sampling from finite populations during the decade 1950–60. More specifically different selection procedures and estimators in sampling with varying probabilities and in ratio method of estimation, method of optimum stratification and assessment of non-sampling errors have been covered in this review together with some general techniques of improving upon certain types of estimators.

非线性参数函数的区间估计AI 解读

Suppose x 1 and x 2 are observations on a bivariate normal distribution with known variance matrix Σ and unknown means vector (μ1, μ2). Suppose an interval estimate of f(μ 1, μ2), is desired with 1 – α confidence. Let an interval estimate be obtained as [min f(μ1, μ2), max f(μ1, μ2)] subject to [(x 1 – μ1) (x 2 – μ2)] Σ−1[(x 1 – μ1)(x 2 – μ2)]′ ≤ R 2. It is shown that under certain conditions on f(μ1, μ2) and Σ, R need be taken only slightly larger than x 1(α), the value of…

两个主要过度识别情形下GCL估计量精确分布的说明AI 解读

Basmann [3] has recently given the exact sampling distributions of the generalized classical linear (GCL) estimators of the parameters of a system of two simultaneous structural equations. In view of the importance of the GCL estimators in econometric statistics, a less intricate derivation by using formulae that might be more widely known to statisticians and econometricians, might be useful.