论文检索

摘要暂缺

摘要暂缺

随机排序约束下的无分布检验AI 解读

A two-sample distribution-free procedure is proposed for testing equal locations under a stochastic ordering restriction. The test statistic M is an estimator of P(X ≤ Y) based upon maximum likelihood estimators of stochastically ordered distribution functions. Some properties of the M test are developed and critical values are provided for selected sample sizes. A Monte Carlo power study indicates that the M test is more effective (for shift alternatives) than the…

摘要暂缺

双方响应均有缺失时配对均值的比较AI 解读

Five procedures for testing the equality of two correlated means with incomplete data on both responses are compared by using Monte Carlo studies; three procedures were suggested by Lin & Stivers (1974) and two are suggested in this paper. The results are that the two tests based on a modified maximum likelihood estimator are to be preferred, the one due to Lin & Stivers when the number of complete pairs is large and the one proposed in this paper otherwise, provided the…

多组数据的线性结构关系AI 解读

When observations on two variables are sampled from two or more distinct populations, the linear structural relation between the two variables can be estimated consistently. The maximum likelihood estimators of the parameters in the model are found; they have different forms in different parts of the sample space. A procedure for testing hypotheses about the parameter usually of principal interest, the slope of the relation, is derived; it is complicated by the unusual…

载体传播流行病模型的参数估计AI 解读

Summary We derive the maximum likelihood estimates (m.l.e.) of the infection and removal rates of the carrier-borne epidemic model when the process has been observed continuously for a fixed or random period of time. For both sampling schemes we derive the distribution of the m.l.e. of the inverse of the removal rate. We also consider the problem of estimating the relative removal rate of the model when the process has been observed continuously for a period of time, but the…

任意分组、删失与截断数据的经验分布函数AI 解读

Summary This paper is concerned with the non-parametric estimation of a distribution function F, when the data are incomplete due to grouping, censoring and/or truncation. Using the idea of self-consistency, a simple algorithm is constructed and shown to converge monotonically to yield a maximum likelihood estimate of F. An application to hypothesis testing is indicated.

三参数对数正态分布的极大似然估计AI 解读

Summary Several authors (Hill, 1963; Box and Cox, 1964; Harter and Moore, 1966) have discussed the problem of estimating α, μ and σ2 where observations xi, i = 1, 2, ..., n, are available such that y = log (x + α) has a normal distribution with mean μ and variance σ2. In this paper it is shown that the difficulties encountered because the “likelihood” becomes unbounded are avoided if one takes into account the grouping error inherent in the data and uses the “correct”…

计量与谱分析程序 EASAI 解读

and FORTRAN IV which is designed to accommodate most researchers' everyday econometric needs. However, this program is particularly useful when spectral methods are combined (in an ex post sense) with regression and simultaneous equations estimation., Residuals from regression or simultaneous equations estimation are easily saved by EAS and used in later spectral computations by using only two program statements.1 All spectral computations are highly efficient since the fast…

平衡三阶段嵌套随机效应模型中方差分量估计量的均方误差比较AI 解读

Various estimators of variance components for the balanced three-stage nested random effects model are compared under standard assumptions of normality and independence of random effects, using MSE as the measure of performance. Several results are proven, demonstrating the inequality relationships on MSE of the unbiased, restricted maximum likelihood and maximum likelihood, and several modifications of the unbiased and maximum likelihood estimators as introduced here,…

两个残差方差均已知时线性结构关系的一则注记AI 解读

This article provides an alternative derivation of a maximum likelihood solution, due to Birch [1], which simplifies the algebra and characterizes Birch's solution as a special case of a result, due to Dolby [2], that has application to a variety of more complex structural models, including factor analysis.

临床试验中应答及应答持续时间的截断几何模型AI 解读

For treatment comparisons in clinical cancer trials, the data often indicate absence or presence of response along with duration of response when it occurs. Response length is frequently truncated by death, loss of followup information, study termination, or other causes, and is usually a discrete variable (days, weeks, or months). A mixture of a binomial and truncated geometric probability is studied as an appropriate statistical model. Maximum likelihood estimators are…

多元指数分布的参数估计AI 解读

Parameter estimation for a (k + 1)-parameter version of the k-dimensional multivariate exponential distribution (MVE) of Marshall and Olkin is investigated. Although not absolutely continuous with respect to Lebesgue measure, a density with respect to a dominating measure is specified, enabling derivation of a likelihood function and likelihood equations. In general, the likelihood equations, not solvable explicitly, have a unique root which is the maximum likelihood…

多元 Student-t 误差回归模型的贝叶斯与非贝叶斯分析AI 解读

The linear multiple regression model is analyzed assuming the error vector has a multivariate Student-t distribution with zero location vector and scalar dispersion matrix; the multivariate Cauchy and normal distributions are special cases. It is found that the usual least squares coefficient estimate is the maximum likelihood estimate and the mean of the posterior distribution under a diffuse prior distribution. Inferences based on usual t- and F-statistics are shown valid…

非线性方程组的最大似然与迭代 Aitken 估计AI 解读

For nonlinear equation systems, the properties of the MLE commonly have been deduced from related but inapplicable results in the statistical and econometric literature. Under specific regularity conditions, we build on the nonlinear GLS results of Malinvaud to derive the large-sample properties of the MLE and the limiting distribution of the asymptotic likelihood ratio statistic. We discuss iterative convergence conditions under which the iterated Aitken estimator locates a…

一般定性响应模型的最大似然、最小卡方与非线性加权最小二乘估计AI 解读

This article deals with the general qualitative response model involving several polytomous variables. An extension of Berkson's minimum chi-square estimator to this model is defined and shown to be not always asymptotically efficient, and the conditions under which it is so are derived. It is also shown that the nonlinear weighted least squares method proposed by Walker and Duncan [11] is equivalent to the method of scoring.

临床试验中的截断几何响应与响应持续时间模型AI 解读

For treatment comparisons in clinical cancer trials, the data often indicate absence or presence of response along with duration of response when it occurs. Response length is frequently truncated by death, loss of followup information, study termination, or other causes, and is usually a discrete variable (days, weeks, or months). A mixture of a binomial and truncated geometric probability is studied as an appropriate statistical model. Maximum likelihood estimators are…

关于成对比较排序的一则札记AI 解读

If $m$ objects $x_1, x_2, \cdots, x_m$ are compared pairwise, then let $s_{ij}$ denote the number of times $x_i$ beats $x_j$ in $n_{ij}$ independent comparisons. In a ranking, if $x_i$ precedes $x_j$ then one may require that the probability of $x_i$ beating $x_j$ be at least $\frac{1}{2}$. Such a ranking is called weak stochastic ranking. Let $I(R)$ be the set of all pairs $(i, j)$ such that $x_i$ precedes $x_j$ in the ranking $R$ in spite of the paired comparison outcomes…

Edgeworth 与 Fisher 关于最大似然估计效率的研究AI 解读

F. Y. Edgeworth's 1908-9 investigation is examined for its contribution to knowledge of the sampling properties of maximum likelihood and related estimates, especially asymptotic efficiency. The nature and extent of his progress and anticipation of R. A. Fisher are described. Fisher's relevant work is briefly examined in relation to Edgeworth's and to the Cramer-Rao inequality.

迭代最小距离估计量与准极大似然估计量AI 解读

A multiple equation nonlinear regression model with serially independent disturbances is considered. The estimation of the parameters in this model by maximum likelihood and minimum distance methods is discussed and our main subject is the relationship between these procedures. We establish that if the number of observations in a sample is sufficiently large, the iterated minimum distance procedure converges almost surely and the limit of this sequence of iterations is the…

状态合并观测下马尔可夫链的统计推断AI 解读

In an ( n +1)-state homogeneous Markov chain, when due to some experimental limitations n states are not observable, the maximum likelihood estimation of an unknown parameter θ is considered and the efficiency of θ relative to the most efficient estimator when all the states are observable is discussed. The study is extended to the case when there are two lumps of unobservable states in a four-state Markov chain.

完整列联表的改进似然比检验AI 解读

Lawley (1956) describes how asymptotic likelihood ratio tests can in general be improved by multiplying the −2logλtest statistic by a multiplier chosen so that the null distribution of the modified statistic is better approximated by its asymptotic X2 distribution. This paper applies this technique to asymptotic likelihood ratio tests of hypotheses concerning complete contingency tables. Improved tests are derived for hypotheses with closed form maximum likelihood estimators.

指数族中广义最小二乘估计与最大似然估计的等价性AI 解读

The method of iterative weighted least squares can be used to estimate the parameters in a nonlinear regression model. If the dependent variables are observations from a member of the regular exponential family, then under mild conditions it is shown that the IWLS estimates are identical to those obtained using the maximum likelihood principle. An application is provided to illustrate the results.