论文检索

摘要暂缺

多元分析中求解离散矩阵函数零点的算法AI 解读

This paper is devoted to a discussion of an iterative procedure for obtaining the maximum likelihood estimator of the covariance matrix for multivariate experiments in which measurements on certain components of a normal vector random variable are intentionally omitted in corresponding subgroups of the experimental units. The proposed algorithm, which is based on the Newton-Raphson method, is outlined in detail in Section 5. A special design is included to illustrate the…

二项试验中零失败概率的估计AI 解读

The maximum likelihood estimator and minimum variance unbiased estimator of the probability of zero failures in m binomial trials were compared on the basis of expected squared estimation error. The choice of estimator proved to be a function of the region of parameter space. However, the m. l. e. was preferred throughout the regions likely to be encountered in practice (where the probability of zero failures exceeded 0.5).

多元分析中求解离散程度矩阵函数零点的算法AI 解读

This paper is devoted to a discussion of an iterative procedure for obtaining the maximum likelihood estimator of the covariance matrix for multivariate experiments in which measurements on certain components of a normal vector random variable are intentionally omitted in corresponding subgroups of the experimental units. The proposed algorithm, which is based on the Newton-Raphson method, is outlined in detail in Section 5. A special design is included to illustrate the…

两个残差方差均已知时线性结构关系的一个注记AI 解读

The maximum-likelihood estimators of the paramotors in a linear structural relationship are presented for the case where both residual variances are known, the so-called ‘overidentified’ case.

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…

混合方差分析模型的最大似然估计AI 解读

A procedure is developed for the maximum-likelihood estimation of the unknown constants and variances included in the general mixed analysis of variance model, involving fixed and random factors and interactions. The method applies to all cases where the design matrices satisfy certain conditions. The consistency and asymptotic efficiency of the estimates are discussed. Tests of hypotheses and confidence regions are derived.

删失正态样本中均值与标准差的估计AI 解读

SUMMARY The relation g(x) -c- + fx, where g(x) is the ratio of the ordinate and the probability integral of a normal distribution, is used to derive estimators ,uc and oc of the population mean and standard deviation, from a censored normal sample. These estimators are easy to compute. For symmetrical censoring ,uc is unbiased and for moderate censoring the bias in both ,c and oc is small. In terms of efficiency, ,c and o-c seem to be as good as the maximum likelihood (M.L.)…

基于顺序统计量的柯西分布位置估计AI 解读

In a recent paper in this Journal, Rothenberg, Fisher and Tilanus [1] discuss a class of estimators of the location parameter of the Cauchy distribution, taking the form of the arithmetic average of a central subset of the sample order statistics. They show that the average of roughly the middle quarter of the ordered sample has minimum asymptotic variance within this class, and that asymptotically it eliminates about 36 per cent of the efficiency loss of the median (the…

可靠性函数的最大似然与最佳无偏估计的小样本效率AI 解读

The paper presents the results of an inquiry concerning the small sample relative efficiency of maximum likelihood and best unbiased estimators of reliability functions of one-unit systems. Three cases are considered: The Poisson, exponential, and normal (standard deviation known). Two kinds of relative efficiency functions are studied. The first kind consists of the common ratio of the Cramér-Rao lower bound of the variances of unbiased estimators, to the mean-square-error…

两个随机序变量分布的最大似然估计AI 解读

The maximum likelihood estimates and Ĝ of two distribution functions F and G are found, subject to the restrictions that for all x and that and Ĝ are of the discrete type. Random samples x 1, ···, x m and y 1, ···, y n are taken from the respective distributions and these m+n values are ordered according to magnitude, with x's before y's in cases of equality. These n+m values are divided into a number of “strings” as follows. The first string ends after the y value that is…

串联系统与并联系统可靠性函数的无偏及最大似然估计AI 解读

The bias and mean-square-error functions of the maximum likelihood and best unbiased estimator of reliability functions are derived. Information is available on the operation of subsystems connected in series or in parallel. The Poisson and the exponential cases are considered.

串联系统与并联系统可靠性函数的最小方差无偏及最大似然估计AI 解读

The bias and mean-square-error functions of the maximum likelihood and best unbiased estimator of reliability functions are derived. Information is available on the operation of subsystems connected in series or in parallel. The Poisson and the exponential cases are considered.

Logistic 增长函数最大似然估计的若干性质AI 解读

The maximum likelihood estimators of the three-parameter logistic growth function with independent homoskedastic normally distributed error terms have, for sufficient observations, a variance-covariance matrix whose inverse is obtained. Some properties of the estimators are derived. An experimental study shows that small numbers of observations may lead to least squares estimates which do not have the convenient properties of estimates based on large samples.

完整与删失样本下三参数对数正态分布的局部最大似然估计AI 解读

The natural logarithm of the likelihood function is written down for the m − r order statistics remaining after censoring the n − m largest and the r smallest observations of a sample of size n(0 ≤ r < m ≤ n) from a three-parameter lognormal population. Its first partial derivatives with respect to the parameters, when equated to zero, yield the likelihood equations, and the negatives of its second partial derivatives with respect to the parameters are the elements of the…

关联度量 Gamma 的样本统计量分布AI 解读

Random sampling experiments were performed to determine whether Goodman and Kruskal's asymptotic theory (2) for the sample version (G) of the measure of association Gamma (γ) is applicable to small samples. First, the asymptotic theory was checked against the results obtained with a series of 5 × 5 population cross classifications with values of γ covering the full range. For samples of size fifty, the tails of the distribution of (G — γ)/σ corresponded closely to the tails…

关联度量 Gamma 样本版本的分布AI 解读

Random sampling experiments were performed to determine whether Goodman and Kruskal's asymptotic theory (2) for the sample version (G) of the measure of association Gamma (γ) is applicable to small samples. First, the asymptotic theory was checked against the results obtained with a series of 5 × 5 population cross classifications with values of γ covering the full range. For samples of size fifty, the tails of the distribution of (G — γ)/σ corresponded closely to the tails…

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

联立方程估计量对模型随机假设的敏感性AI 解读

The paper reports the results of several sampling experiments investigating the sensitivity of various simultaneous-equations estimators to errors in the exogenous variables, stochastic coefficients, heteroskedastic disturbances and auto correlated disturbances. The estimates studied are direct least squares, two-stage least squares, Nagar's unbiased k-class estimator, limited-information maximum likelihood, three-stage least squares, and full-information maximum likelihood.…

生成样本协方差矩阵的数值程序AI 解读

U SE of random numbers, especially in Monte Carlo procedure, is an established practice in most large computing centers. T. E. Hull and A. R. Dobell [1 ] in their paper Random Number Generators, give a relative large number of references to early as well as recent (up to 1962) work on random numbers. J. M. Hammersley and D. C. Handscomb [2] have written a book entitled Monte Carlo Methods, that contains not only a discussion on generating random numbers, but also several…

联立方程估计量对模型随机假设的敏感性AI 解读

The paper reports the results of several sampling experiments investigating the sensitivity of various simultaneous-equations estimators to errors in the exogenous variables, stochastic coefficients, heteroskedastic disturbances and auto correlated disturbances. The estimates studied are direct least squares, two-stage least squares, Nagar's unbiased k-class estimator, limited-information maximum likelihood, three-stage least squares, and full-information maximum likelihood.…