论文检索

随机效应模型中的相关误差AI 解读

The usual one-way random model for the analysis of variance is broadened to allow for negative correlation between true residuals in the same row or cluster. This gives rise to an essential unidentifiability of parameters. Nonetheless, the likelihood function is typically such that the joint posterior distribution of all parameters is quite informative and there is enormous evidence for negative correlation whenever the sum of squares within is sufficiently large. Indeed, as…

效率稳健的两样本秩检验AI 解读

In the classical two sample problem, the null hypothesis of identical distribution functions is tested. Rank testing procedures have the property that they are valid (have Type I error identically equal to α) for any absolutely continuous distribution function. Choices among rank tests are usually based upon local power calculations for a given specified null distribution against specific parametric alternatives. A rank test is said to be efficiency robust when no other has…

效率稳健的两样本秩检验AI 解读

In the classical two sample problem, the null hypothesis of identical distribution functions is tested. Rank testing procedures have the property that they are valid (have Type I error identically equal to α) for any absolutely continuous distribution function. Choices among rank tests are usually based upon local power calculations for a given specified null distribution against specific parametric alternatives. A rank test is said to be efficiency robust when no other has…

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

指数分布参数的估计AI 解读

Summary Some new estimators, which are unbiased with respect to some loss functions, are derived for the parameter in the exponential distribution. The corresponding Bayes estimators are also obtained. The comparison between these two kinds of estimation is discussed.

多项分布的贝叶斯显著性检验AI 解读

Summary A Bayesian significance test for multinomial distributions is discussed, together with the results of 18 numerical experiments in which the test is compared with non-Bayesian methods. Several different non-Bayesian criteria are considered because the circumstances under which their tail-area probabilities can be conveniently approximated differ from one to the other. A provisional empirical formula, connecting the Bayes factors with the tail-area probabilities, is…

贝叶斯分析中先验分布的评估AI 解读

In the Bayesian framework, quantified judgments about uncertainty are an indispensable input to methods of statistical inference and decision. Ultimately, all components of the formal mathematical models underlying inferential procedures represent quantified judgments. In this study, the focus is on just one component, the prior distribution, and on some of the problems of assessment that arise when a person tries to express prior distributions in quantitative form. The…

信息性停止规则与总体规模推断AI 解读

It is a consequence of the likelihood principle that identical likelihood functions imply identical inferences. If the rule by which sample size is determined—the stopping rule—is reflected in the likelihood function, as it should be, apparently identical likelihood functions (without allowance for stopping rule) may in fact be different. This can happen if the stopping rules are informative. If the stopping rule is informative, the analysis must take the rule into account,…

信息性停止规则与总体规模推断AI 解读

It is a consequence of the likelihood principle that identical likelihood functions imply identical inferences. If the rule by which sample size is determined—the stopping rule—is reflected in the likelihood function, as it should be, apparently identical likelihood functions (without allowance for stopping rule) may in fact be different. This can happen if the stopping rules are informative. If the stopping rule is informative, the analysis must take the rule into account,…

摘要暂缺

摘要暂缺

存在无应答时的最优样本设计AI 解读

Discussed here are several aspects of a simple model for dealing with nonresponse. The model is, in a sense, a sequential one and is developed from a Bayesian decision theory point of view. Within this framework we examine how formalization and combination of one's opinions, past experience, and “objective” evidence concerning the proportion of non-respondents, the differences and relations between respondents and nonrespondents, the cost of obtaining information from…

贝叶斯单次抽样方案的渐近性质AI 解读

Summary The model to be considered is based on a differentiable prior distribution, a general loss function, an operating characteristic written as an Edgeworth expansion, and sampling costs expressible as a polynomial in the sample size. Asymptotic expressions for the Bayesian single-sampling plan are derived and it is shown how previously known results may be found as special cases of the present one. The efficiency of non-optimum plans is discussed.

在拟合优度问题中使用未来观测的概念AI 解读

Summary An attack on the problem of goodness of fit is made by combining a Bayesian and sampling argument; the Bayesian part is effected by using the distribution of a future observation, while the sampling argument concerns itself with the distribution of a “chi-squared like” statistic, which measures discrepancies of observed frequencies from those predicted by the distribution of the future observation. Examples are given for the case of sampling from the binomial,…

将样本量视为随机变量时的假设检验AI 解读

Summary In the Neyman-Pearson theory of hypothesis testing it is customary to calculate significance levels and power functions on the assumption that the sample size is fixed. The main purpose of this paper is to propagate the view that the restriction of the theory to reference sets in which the sample size is constant is neither necessary nor desirable. The paper falls into two parts. In the first we consider the test of a simple null hypothesis versus a simple…

连续分布的平滑经验贝叶斯估计AI 解读

Although the conditions for application of the technique of empirical Bayes estimation of the parameter of a distribution may exist, the form of the prior distribution is generally unknown. This often creates major difficultics in the determination of empirical Bayes estimators. The simple device of approximating the prior distribution by a stop function is used to overcome this problem and to obtain smooth empirical Bayes estimators. This paper supplements earlier work by…

不等式约束拟合中残差平方和的分布AI 解读

SUMMARY Consider a model for n observations, Yi = ,ti + o'6i (i = 1, ..., n), where the 6i are n independent unit normal variables and the ,ui are restrained by p linear inequalities. The maximum-likelihood estimate of {1tij is {Yoi} minimizing (Y - Y0)2 subject to the linear inequalities; the computation of {Y0i} requires quadratic programming. This paper is concerned with the distribution of the residual sum of squares (Y - Y0)2, which it is natural to use for inference…

经验贝叶斯方法：估计先验分布AI 解读

There is a random variable A distributed according to a specific but unknown prior distribution G from an appropriate class GP. The random variable Λ = λ is unobrvable but another random variable X = x, distributed with known conditional distribution function F(x∣λ), is observable. We construct estimators Gn(λ) of G(λ) such that lim E[{Gn(λ) − G(λ)}2]=0 and we use Gn(λ) to estimate the posterior distribution G(λ∣x) and hence to construct consistent estimators of posterior…

三分量层级设计模型的贝叶斯分析AI 解读

Inferences about the parameters in the three-component hierarchical design model yijk=μ+ai+bij+eijk are considered from a Bayesian viewpoint. Under the usual normality and independence assumptions and adopting a non-informative reference prior distribution, various features of the posterior distribution of the variance components σ12= var (eijk), σ22 = var (bij) and σ32 = var (ai) are discussed, including inferences about a variance ratio, the relative contributions of the…

摘要暂缺

利用补充样本的非参数经验贝叶斯统计决策方法AI 解读

When an estimating problem is routine, it is often possible to consider the parameter being estimated as a random variable. The data obtained to estimate previous values of the parameter then contain information which can be used to advantage in estimating the present parameter. Besides these data it is assumed that there are supplementary estimates of the previous parameters, perhaps in the form of customer feedback. All the probability distributions are assumed to be…