日期精度：到日 1310 篇 · 到月 1919 篇 · 到年 331 篇 · 未提供 1 篇
线性回归中二次曲线型异常值的模型
A model to describe a linear regression where outliers follow a quadratic regression is introduced and the asymptotic and small sample properties of the maximum likelihood estimators studied. The investigation demonstrates that parameter estimation in models which describe outlier patterns can provide a useful analytic procedure.
简单马尔可夫链自相关系数的估计
Four estimates of the autocorrelation in simple Markov chains are given and their asymptotic normality established. Exact moment generating functions of two of the estimates are obtained. These estimates are compared with the maximum likelihood estimate.
成对比较最大似然排序的分支定界算法
A very simple algorithm for obtaining maximum likelihood rankings of k objects which have been compared pairwise is presented. After some preliminary calculations, only addition and subtraction are required so that it is possible to rank as many as ten objects using only a desk calculator. This is not practical with the linear programming algorithm proposed in an earlier paper, deCani (1969), where ranking ten objects requires the solution of a linear program with 120…
成对比较极大似然排序的分支定界算法
A very simple algorithm for obtaining maximum likelihood rankings of k objects which have been compared pairwise is presented. After some preliminary calculations, only addition and subtraction are required so that it is possible to rank as many as ten objects using only a desk calculator. This is not practical with the linear programming algorithm proposed in an earlier paper, deCani (1969), where ranking ten objects requires the solution of a linear program with 120…
含两个内生变量时有限信息最大似然估计量的精确有限样本分布
This article is concerned with the exact finite-sample distribution of the limited-information maximum likelihood estimator when the structural equation being estimated contains two endogenous variables and is identifiable in a complete system of linear stochastic equations. The density function derived, which is represented as a doubly infinite series of a complicated form, reveals the important fact that for arbitrary values of the parameters in the model, the LIML…
限制贝叶斯与经验贝叶斯估计量的风险：第二部分，经验贝叶斯情形
We discuss compromises between Stein's estimator and the MLE which limit the risk to individual components of the estimation problem while sacrificing only a small fraction of the savings in total squared error loss given by Stein's rule. The compromise estimators “limit translation” away from the MLE. The calculations are pursued in an empirical Bayesian manner by considering their performance against an entire family of prior distributions on the unknown parameters.
系统可靠性的近似置信限
A method is presented for obtaining system confidence limits based on component test results. The technique consists of estimating the asymptotic variance of the maximum likelihood estimate of system reliability, equating this to the estimate of the variance in binomial sampling, and solving for and , the pseudo-numbers of system tests and successes. These are then substituted into the incomplete beta function and confidence limits obtained in the usual way for binomial…
分组与未分组数据的对数正态参数估计：若干结果
Two and three parameter lognormal distributions were fitted to the distributions of certain types of automobile insurance claim payments. Maximum likelihood estimates of the parameters were obtained using both grouped and ungrouped data; for the three parameter cases and the two parameter grouped data cases, the method of scoring worked well. Comparison of the efficiencies of the estimates using grouped data showed that logarithmic grouping was substantially better than…
线性函数关系问题中的似然曲面
Summary In a recent paper, Solari has shown that no maximum likelihood solution exists in the linear functional relationship problem. When account is taken of the rounding-off errors in the observations, however, the appropriate likelihood function is bounded and a solution can be found which is approximately maximum likelihood, in the sense that the value of the likelihood at that solution is close to the global supremum. The novel form of this solution is shown and the…
若干正态混合分布估计方法的比较
Fisher's method of maximum likelihood breaks down when applied to the problem of estimating the five parameters of a mixture of two normal densities from a continuous random sample of size n. Two alternative methods, (i) moment estimates and (ii) multinomial maximum likelihood and niinimum x2 estimates obtained by grouping the underlying variable, are compared both for bias to n⊟θ1 and mean squared error to n⊟θ2 for a variety of mixed distributions. The methods do not differ…
To estimate the parameters in a quantal response model, various alternative procedures have been used. A comparison is made between maximum likelihood, minimum chi-squared and modified minimum chi-squared in terms of first-order bias of parameter estimates, with particular reference to the standard probit model. It is shown that, in this respect, the procedures may differ widely, with maximum likelihood seeming the most satisfactory of the three alternatives.
有限遍历马尔可夫链转移概率估计中的初始状态选择
The properties of the maximum likelihood estimators for the transition probabilities in a two-state ergodic Markov chain depend upon the choice of the initial states. For example, the initial states may be suitably fixed in advance or may be observed from the equilibrium distribution of the chain. A large number of relatively short realizations are assumed available and the asymptotic variances are examined in some detail. The relevant asymptotic covariance matrices are…
一阶自回归序列参数的最大似然估计量分布
A method is given for obtaining values of the distribution function of the maximum likelihood estimator of the parameter in the first-order autoregressive series. Although exact results are obtainable in a special case, in general the distribution function involves the approximation of the distribution of a linear combination of chi-squared variates. Two such approximations are compared with simulated results. The method used is valid for any value of the parameter.
第一型极值分布下未来 m 个观测最大值的置信上限
The Type 1 extreme value distribution is often used as a model when the maximum of a set of future observations is the unknown quantity of interest. The tables presented in this paper provide an upper confidence limit on the maximum of a set of m future observations from a Type 1 extreme value distribution. The tables are based on the maximum likelihood estimates of the parameters from past data.
线性支出系统的最大似然估计
The linear expenditure system provides a convenient model for representing consumer response to prices and income. The parameters of the model enter nonlinearly and standard estimation procedures lack desirable properties. This note discusses the problems with existing techniques and derives the maximum-likelihood estimators. The linear expenditure system (LES) was proposed and applied by Stone [7, 8], and it has found further application in [9], [2], and [4]. Aspects of the…
限制贝叶斯与经验贝叶斯估计量的风险：第一部分，贝叶斯情形
The first part of this article considers the Bayesian problem of estimating the mean, θ, of a normal distribution when the mean itself has a normal prior. The usual Bayes estimator for this situation has high risk if θ is far from the mean of the prior distribution. We suggest rules which do not have this bad property and still perform well against the normal prior. These rules are compromises between the Bayes rule and the MLE. Similar rules are suggested for the empirical…
两段线性回归中的推断
Procedures are outlined for obtaining maximum likelihood estimates and likelihood confidence regions in the intersecting two-phase linear regression model. The procedures are illustrated on a small set of data, and the distributional properties are examined empirically.
线性支出系统的最大似然估计
The linear expenditure system provides a convenient model for representing consumer response to prices and income. The parameters of the model enter nonlinearly and standard estimation procedures lack desirable properties. This note discusses the problems with existing techniques and derives the maximum-likelihood estimators. The linear expenditure system (LES) was proposed and applied by Stone [7, 8], and it has found further application in [9], [2], and [4]. Aspects of the…
报告率恒定时利用鸟环回收估计年龄别生存率
A probability model consisting of a product of multinomial distributions is derived for a bird-banding experiment in which a new batch of nestlings is banded and released at the beginning of each year and the bands from the dead birds are returned by observers in subsequent years. The annual reporting probability is assumed to be the same for all birds and to remain constant from year to year, while the probability of survival is assumed to depend on the age of the bird…
分枝过程灭绝概率及相关参数的估计
Maximum likelihood estimates of the probability of the eventual extinction of a possibly age-dependent branching process are given for both the parametric and nonparametric cases, and their asymptotic properties derived. It is found that the nonparametric estimate performs very well relative to the parametric estimate in a large variety of situations, and therefore would often be preferable to the parametric estimate in view of the latter's lack of robustness.
存在缺失数据时均值差的估计方法
The maximum likelihood estimate of the difference of the means is obtained in sampling from a bivariate normal distribution with unknown variances and co-variance when some of the observations on one of the variables are missing. This estimate is compared to several others by using the mean square error criterion. It is found that, when there are a moderate number of complete pairs of observations, the maximum likelihood estimate has the smallest mean square error for most…
正态分布尾概率的最优无偏估计与最大似然估计的均方误差
Formulas for the variance of the uniformly minimum variance unbiased (UMVU) estimator, and of the mean square error (MSE) of the maximum likelihood (ML) estimator, of tail probabilities of normal distributions are derived. Relative efficiency values of these estimators of samples of size 6, 12, 18 and tail probabilities .025, .05, .10, .2, .3, .4, .5 are presented. The bias of the ML estimator for these cases is also given. The formulas developed involve incomplete moments…