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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…

多元正态分布参数的后验分布AI 解读

SUMMARY A class of Bayes posterior distributions is obtained for the parameters of the multivariate normal distribution. These are compared with their fiducial and confidence counterparts.

基于加权似然积分的置信点公式AI 解读

SUMMARY Lindley’s problem, relating to the conditions under which there is formal mathematical equivalence between Bayesian solutions and confidence theory solutions, is discussed. A result concerning location parameters is extended. The corresponding asymptotic theory is developed and a modification of the problem is also discussed.

摘要暂缺

在两种医疗方案中进行选择的模型AI 解读

A simple cost function approach is proposed for designing an optimal clinical trial when a total of N patients with a disease are to be treated with one of two medical treatments. The cost function is constructed with but one cost, the consequences of treating a patient with the superior or inferior of the two treatments. Fixed sample size and sequential trials are considered. Minimax, maximin, and Bayesian approaches are used for determining the optimal size of a fixed…

回归分析中不完全先验信息的使用AI 解读

This article deals with the use of prior beliefs in the estimation of regression coefficients; in particular, it considers the problems that arise when the residual variance of the regression equation is unknown and it offers a large-sample solution. Additional contributions deal with testing the hypothesis that prior and sample information are compatible with each other; and with a scalar measure for the shares of these two kinds of information in the posterior precision.

作者归属问题中的统计推断AI 解读

This study has four purposes: to provide a comparison of discrimination methods; to explore the problems presented by techniques based strongly on Bayes' theorem when they are used in a data analysis of large scale; to solve the authorship question of The Federalist papers; and to propose routine methods for solving other authorship problems. Word counts are the variables used for discrimination. Since the topic written about heavily influences the rate with which a word is…

摘要暂缺

拟合优度检验AI 解读

SUMMARY An explicit account is given of a procedure for assessing goodness of fit of some observations with a hypothesis, generally known as a “test of significance”; the description is close in spirit to R. A. Fisher’s original conception. The relation of this test procedure with Bayesian procedures and with the Neyman–Pearson theory of tests is discussed. Some very tentative suggestions are made regarding the choice of a test criterion and the use to which the result of…

论信推方法的一致性AI 解读

SUMMARY Lindley (1958) and Sprott (1960) have proposed several criteria for the satisfactory application of the fiducial method of inference to statistical problems. The criteria are concerned with consistency when there are various ways of applying the method. In sections 1 and 2 these criteria are discussed briefly, and the range of problems that yield fulfilment of the criteria is shown to be considerably larger than that indicated by Lindley and Sprott. A frequency…

多元正态分布均值的置信集AI 解读

SUMMARY An attempt is made to determine confidence sets for the mean of a multivariate normal distribution with known covariance matrix that take advantage of the fact that the sample mean is not the best estimate when the loss is a non-singular quadratic function of the error vector. Only the case of high dimension is considered. The geometrical size and shape of the confidence sets, the probability of covering false values, and the relation to posterior probabilities are…

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统计推断的基础AI 解读

The concept of conditional experimental frames of reference has a significance for the general theory of statistical inference which has been emphasized by R. A. Fisher, D. R. Cox, J. W. Tukey, and others. This concept is formulated as a principle of conditionality, from which some general consequences are deduced mathematically. These include the likelihood principle, which has not hitherto been very widely accepted, in contrast with the conditionality concept which many…

置信区间的长度AI 解读

The expected length of a confidence interval is shown to equal the integral over false values of the probability each false value is included. Thus two desiderata for choosing among confidence procedures lead to the same measure of desirability. Furthermore, by common definitions of “optimum,” a procedure is optimum as regards including false values if and only if it is optimum as regards expected length. However, the procedure with minimum expected length ordinarily depends…

统计推断与决策中的一致性AI 解读

SUMMARY It is suggested that the strength of a person’s beliefs may be tested by finding at what odds he is prepared to bet on them. This leads to a system of numerical “medial personal probabilities” obeying the classical laws of probability. However, these do not have precisely defined values, but are contained within specified intervals. The appropriate method of inference is Bayes’s Theorem. This leads to generally accepted statistical procedures in large samples, except…

关于 Pistimetric 推断的若干札记AI 解读

SUMMARY The Pistimetric method, in which the probability distribution of parameters is determined by means of a pivotal quantity as soon as the number of observations permit, and posterior probability distributions are subsequently deduced by Bayes’s theorem, is here applied in outline to a variety of situations. These include cases where the variate is discrete, where it is continuous, and when events occur in continuous time.

论Lindley提出的若干贝叶斯推断扩展AI 解读

SUMMARY Critical comments are given on an extension of Bayesian inference proffered by Lindley (1957, 1958). The process is applied to the combination of two normal samples.

利用 Pistimetric 概率预测自回归过程的说明AI 解读

Summary The distributions of the parameters and of the future values of a Markov scheme are obtained by a technique which combines the use of Bayes' theorem with the method of inference sometimes considered appropriate to situations where there exist sufficient estimators.

概率与统计史研究之九：Thomas Bayes《论机会学中一个问题的求解》AI 解读

Bayes's paper, reproduced in the following pages, must rank as one of the most famous memoirs in the history of science and the problem it discusses is still the subject of keen controversy. The intellectual stature of Bayes himself is measured by the fact that it is still of scientific as well as historical interest to know what Bayes had to say on the questions he raised. And yet such are the vagaries of historical records, that almost nAothing is known about the personal…

统计决策视角下的合并分组问题AI 解读

A problem is posed of how to divide a set of K independent random variables into a smaller number of mutually exclusive groups so that the groups are homogeneous. Following some ideas of Wald, a loss function is postulated from economic considerations; a Bayes solution to the problem is derived and the resulting least squares criterion applied to a numerical example. Some limitations of the approach are discussed; relationships to other work are indicated.

桥牌中的概率AI 解读

In the game of bridge, the probability of a successful finesse, or a favorable “break” in a suit, depends not only upon the original deal, but also upon all the bids and plays which have been made by one's opponents. The widely quoted a priori probabilities, based solely upon the deal, are not generally correct, and are often misleading, after play has begun. This paper shows that the evaluation of probabilities during the course of play of bridge requires the use of the…

桥牌中的概率AI 解读

In the game of bridge, the probability of a successful finesse, or a favorable “break” in a suit, depends not only upon the original deal, but also upon all the bids and plays which have been made by one's opponents. The widely quoted a priori probabilities, based solely upon the deal, are not generally correct, and are often misleading, after play has begun. This paper shows that the evaluation of probabilities during the course of play of bridge requires the use of the…

摘要暂缺

H. DOROTHY SMITH, B.Sc.; OBSERVATIONS ON THE OCCIPITAL BONE IN A SERIES OF EGYPTIAN SKULLS, WITH ESPECIAL REFERENCE TO THE PERSISTANCE OF THE SYNCHODROSIS