日期精度：到日 1310 篇 · 到月 1919 篇 · 到年 331 篇 · 未提供 1 篇
截断分布平移参数的最大似然估计（二）
Let $f$ be a density which vanishes for negative values of its argument and varies regularly with exponent $\alpha - 1$ at zero, where $1 < \alpha < 2$. Further, let $f_\theta$ denote $f$ translated by $\theta$. We find and study the asymptotic distribution of the MLE $\hat{\theta}_n$ based on a sample size $n$ as $n \rightarrow \infty$.
非平稳泊松过程中指数多项式强度函数的估计与检验
This paper presents a numerical method of statistical inference which overcomes some mathematical difficulties encountered in the nonstationary Poisson process by taking full advantage of modern computing equipment. The maximum likelihood estimator of an exponential polynomial rate function has moments equal to the corresponding sums of powers of the observed event times. A numerieal determination of this function is demonstrated. The information matrix, a simple function of…
二项概率线性组合的 G1 极小极大估计量
A G1-minimax estimator for an arbitrary linear combination of binomial probabilities {θi } is derived. Only the mean of each prior distribution is specified. The resulting G1-minimax estimator is shown to be formed by estimating each θi by a weighted average of its prior mean and its maximum likelihood estimate.
双侧删失数据下生存函数的非参数估计
A simple iterative procedure is proposed for obtaining estimates of a response time distribution when some of the data are censored on the left and some on the right. The procedure is based on the product-limit method of Kaplan and Meier [15], and it also uses the idea of self-consistency due to Efron [8]. Under fairly general assumptions, the method is shown to yield unique consistent maximum likelihood estimators. Asymptotic expressions for their variances and covariances…
Weibull 模型的最大似然估计
Some of the questions concerning the uniqueness of the maximum likelihood estimates for the parameters in the Weibull distribution are considered for both censored and noncensored samples. In some cases answers previously known are reviewed, while new results are presented for some other cases. In particular, it is shown that with the shape parameter known, the maximum likelihood estimates of the location and scale parameters exist and are unique. Also, the case in which all…
截断或删失 Poisson 分布的最大似然估计
The results derived by Blight [1] for the exponential family of distributions are applied to the Poisson case. A table is given to simplify the estimates of the Poisson parameter for data that are censored or truncated on the left or the right.
小样本升降法中若干中位反应估计量的均方误差比较
Mean square errors associated with median response estimates are compared for the normal and logistic distributions, based on both maximum likelihood and minimum chi square analyses. In broad perspective there is little difference among the mean square errors for these four estimates, regardless of sample size and stimulus level spacing. The first three of the median response estimates require an iterative numerical solution, whereas the minimum chi square analysis for the…
截断或删失泊松分布的最大似然估计
The results derived by Blight [1] for the exponential family of distributions are applied to the Poisson case. A table is given to simplify the estimates of the Poisson parameter for data that are censored or truncated on the left or the right.
小样本升降法中若干中位反应估计的均方误差比较
Mean square errors associated with median response estimates are compared for the normal and logistic distributions, based on both maximum likelihood and minimum chi square analyses. In broad perspective there is little difference among the mean square errors for these four estimates, regardless of sample size and stimulus level spacing. The first three of the median response estimates require an iterative numerical solution, whereas the minimum chi square analysis for the…
非均衡市场的估计方法：进一步研究
This paper is concerned with the problem of estimating demand and supply schedules in disequilibrium markets. The results of Fair and Jaffee are expanded in three ways. (1) Their directional method I is modified to yield consistent estimates. (2) A maximum likelihood alternative to their quantitative method is proposed. (3) The price equation is generalized to be a multivariate, stochastic function, and a method is proposed for estimating demand and supply schedules in this…
An efficient algorithm is presented for solving a general class of mathematical programming problems. This class includes the specific task of finding a maximum likelihood ranking based on paired comparison data. It differs from a branch and bound scheme in that it searches the nodes of a tree one branch at a time. As a result, its time requirements appear to be better and its storage requirements are better than or as good as previous algorithms. An example from the…
删失样本中利用次序统计量进行参数无偏估计
Approximate maximum likelihood estimators have been obtained for the normal and gamma distributions and their efficiencies compared to those for the best linear unbiased estimators for these distributions.
对数伽马模型及其最大似然估计
A three parameter model is developed by reparameterizing and extending the distribution of the logarithm of a generalized gamma variate. The extreme value distributions for maxima and minima are included while the normal distribution is central. Asymptotic maximum likelihood theory is given and maximum likelihood distributions are studied, via simulation, in some special cases. A regression generalization is given.
拟似然函数、广义线性模型与 Gauss–Newton 方法
To define a likelihood we have to specify the form of distribution of the observations, but to define a quasi-likelihood function we need only specify a relation between the mean and variance of the observations and the quasi-likelihood can then be used for estimation. For a one-parameter exponential family the log likelihood is the same as the quasi-likelihood and it follows that assuming a one-parameter exponential family is the weakest sort of distributional assumption…
逆二项抽样估计量的方差
A closed form for the variance of the unbiased estimator of the proportion defective in a population, derived by inverse binomial sampling, is given. Comparisons are made with the maximum likelihood estimator which indicate that the unbiased estimator has greater efficiency and smaller mean squared error.
非标准条件下复合假设的渐近检验
The relationship between optimal C(α) tests of composite hypotheses and tests based on maximum likelihood estimators is discussed. It it shown that the two procedures are asymptotically equivalent if the vector parameter specified by the null hypothesis is interior to an open set in parameter space. Then considering these same tests when the parameter is on the boundary of a closed parameter space, the asymptotic distributional form of the maximum likelihood estimators is…
可接受性与统计推断
The likelihood principle is criticized and the acceptability principle is enunciated. Most acceptable estimates are defined and some techniques for their calculation are developed. In the one-parameter case the most acceptable estimator is, under some conditions, median unbiased. Conditions for the strong consistency and asymptotic normality of the estimators are obtained. These are less stringent than those for the maximum likelihood estimator. An example is given where the…
使用可识别与不可识别模型的探索性潜在结构分析
This paper considers a wide class of latent structure models. These models can serve as possible explanations of the observed relationships among a set of m manifest polytomous variables. The class of models considered here includes both models in which the parameters are identifiable and also models in which the parameters are not. For each of the models considered here, a relatively simple method is presented for calculating the maximum likelihood estimate of the…
非平稳泊松过程指数多项式强度函数的估计与检验
This paper presents a numerical method of statistical inference which overcomes some mathematical difficulties encountered in the nonstationary Poisson process by taking full advantage of modern computing equipment. The maximum likelihood estimator of an exponential polynomial rate function has moments equal to the corresponding sums of powers of the observed event times. A numerieal determination of this function is demonstrated. The information matrix, a simple function of…
泊松分布数据的回归分析
The principle of maximum likelihood is used to obtain estimates of the parameters in a regression model when the experimental observations are assumed to follow the Poisson distribution. The maximum likelihood estimates are shown to be equivalent to those obtained by minimization of a quadratic form which reduces to a modified chi square under the Poisson assumption. Computationally, both of these estimation procedures are equivalent to a properly weighted least squares…
生存时间研究的简单回归方法
Given a set of grouped survival data, least squares estimates are proposed for the parameters of four survival distributions that can be fit: exponential, linear hazard, Gompertz and Weibull. Sample estimates of the hazard function are utilized in the least squares procedures and a method is given for selecting a distribution for further investigation based on the likelihood under the four survival models. A Monte Carlo study demonstrated that the least squares estimates are…
因变量方差与其期望平方成比例时的回归分析
In this article we consider a regression model where the variance of the dependent variable is proportional to the square of its expectation. First, we obtain the asymptotic efficiency of the weighted least squares estimator as compared to the maximum likelihood estimator for the cases when the dependent variable follows a normal, lognormal, or Gamma distribution. Second, we derive a test of whether the dependent variable follows a lognormal or a Gamma distribution. An…
辅助变量信息不完整时的双重抽样
It is well known that the precision of an estimator can be improved if auxiliary variables are used. In particular, if the relationship is linear, a linear regression estimator is constructed. When the mean of the auxiliary variable is completely unknown, double sampling techniques can be adopted. If the experimenter has partial information about the mean, he may perform a preliminary test and construct a preliminary test estimator. The bias, mean square error and relative…