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终身收入的估计AI 解读

Lifetime income, say Vs, may be defined as Vs = ΣT t=sctyt where yt is income (earnings) at age t, ct is some discount rate and s is the age an individual enters the labor force. Obviously, yt i.e., the income path over the individual's span of active life, plays a crucial part in the calculation of Vs. Mostly graphical methods have been employed for estimating the income age profile. This article presents a statistical framework for estimating lifetime income. Moreover, the…

百分位数的同时置信带与判别集合AI 解读

Using the general linear model, y = Xβ+e, where e∼N(0, σ2/): simultaneous confidence bonds are found for the 100 pth percentile, x′β+kpσ, of the normal population with mean x′β and variance σ2 (kp is the 100 pth percentile of the standard normal distribution). The bands are simultaneous in x or in x and p. In the simple linear regression case these bands are used to define simultaneous discrimination sets for any fixed values, yP, of the dependent variable.

判别与百分位数置信带AI 解读

Using the general linear model, y = Xβ+e, where e∼N(0, σ2/): simultaneous confidence bonds are found for the 100 pth percentile, x′β+kpσ, of the normal population with mean x′β and variance σ2 (kp is the 100 pth percentile of the standard normal distribution). The bands are simultaneous in x or in x and p. In the simple linear regression case these bands are used to define simultaneous discrimination sets for any fixed values, yP, of the dependent variable.

威布尔分布参数的百分位数估计量AI 解读

Large sample estimation of the location and the scale parameter of the Weibull distribution, when the shape parameter is known simultaneously, is considered. Best linear unbiased estimates based on k = 2, 4 and 6 sample quantiles are used. The optimum spacings of the sample quantiles, the coefficients to be used in computing the estimates and their variances and asymptotic efficiencies are given.

多元检验统计量分布的渐近公式及若干检验的功效比较AI 解读

An asymptotic formula is derived for the distribution function of a familiar statistic used in testing the general linear hypothesis in multivariate analysis. The powers of three familar criteria for testing the multivariate general linear hypothesis are compared for moderately large sample sizes.

位置参数的效率稳健系统线性估计量AI 解读

Several classes of efficiency-robust linear unbiased estimators of location based on k sample quantiles are defined. The efficiencies of these estimators under the normal, logistic, and double exponential distributions are computed for sample sizes n = 20, 30, 40, 50, 100, ∞, and subsamples of size k = 2, 6, 10, 20. These results are then discussed in relation to other research in efficiency-robust estimation.

两个内生变量情形下结构参数 t 统计量的分布AI 解读

In this article we study the exact finite sample distribution function of a t-statistic that can be used to test hypotheses and construct confidence intervals for structural coefficients in simultaneous equations models. It is shown that the exact distribution function is equal to Student's t-distribution when one of its parameters is zero and converges to Student's t-distribution function as another of its parameters increases without bound. Computations of the exact…

二元对称性的非参数检验AI 解读

A conditionally distribution-free test of bivariate symmetry based on the sample distribution function is introduced. The test is shown to be consistent against a wide class of alternatives. In particular, if the underlying bivariate distribution is absolutely continuous, then the test is consistent against all alternatives to the null hypothesis. Power comparisons of the conditional test, a normal theory test devised by Bell and Haller, and the Wilcoxon signed rank test are…

分段线性损失下简单次序统计量估计的效率AI 解读

When losses are piecewise linear, optimal decision-making hinges on estimating a specified fractile of a probability distribution. In this article we investigate, through examples, the operating characteristics of an estimation procedure which utilizes simple linear combinations of one or two values in the order statistic generated by an observation vector. Such estimates appear to be remarkably efficient compared to the estimates generated by simple parametric procedures;…

非参数选择程序的效率：最大位置参数情形AI 解读

Suppose that X1, ···, Xk are mutually independent observations from populations π1, ···, πk and that Xi has a density fxi(·)(1 ≤ i ≤ k). For i = 1, ···, k let pi = P[Xi > maxj ≠ i Xj], and let p[k] = max (p1, ···, pk). Bechhofer and Sobel [4] have proposed a nonparametric selection procedure based on multinomial random variables for the problem of selecting a population which has the highest probability, p[k], of producing the largest observation. (The density fxi(·) may be…

一个典型恰好识别情形下结构系数 GCL 估计量的精确有限样本密度AI 解读

As is true of any statistical application, testing econometric statistical hypotheses involves constructing critical regions with prescribed probabilities of Type I error and determining probabilities of Type II error under alternative hypotheses. Such constructions and determinations presuppose knowledge of exact statistical distribution functions of econometric estimators and test statistics either directly, or indirectly, as in the case where a statistical distribution…

分段线性损失下简单次序统计量估计的效率AI 解读

When losses are piecewise linear, optimal decision-making hinges on estimating a specified fractile of a probability distribution. In this article we investigate, through examples, the operating characteristics of an estimation procedure which utilizes simple linear combinations of one or two values in the order statistic generated by an observation vector. Such estimates appear to be remarkably efficient compared to the estimates generated by simple parametric procedures;…

一个典型恰好识别情形下结构系数 GCL 估计量的精确有限样本密度AI 解读

As is true of any statistical application, testing econometric statistical hypotheses involves constructing critical regions with prescribed probabilities of Type I error and determining probabilities of Type II error under alternative hypotheses. Such constructions and determinations presuppose knowledge of exact statistical distribution functions of econometric estimators and test statistics either directly, or indirectly, as in the case where a statistical distribution…

This paper develops approximations of the Gram-Charlier type to the cumulative distribution function of the instrumental variables estimator on classical assumptions. In the special case where there are only two endogenous variables in the estimated equation, exact values of the cumulative distribution function are computed by numerical integration and compared with the approximations. Although the error in the approximation depends critically on the parameters of the…

Weibull 分布参数的百分位数估计量AI 解读

Large sample estimation of the location and the scale parameter of the Weibull distribution, when the shape parameter is known simultaneously, is considered. Best linear unbiased estimates based on k = 2, 4 and 6 sample quantiles are used. The optimum spacings of the sample quantiles, the coefficients to be used in computing the estimates and their variances and asymptotic efficiencies are given.

多元检验统计量分布的渐近公式：若干多元检验的功效比较AI 解读

An asymptotic formula is derived for the distribution function of a familiar statistic used in testing the general linear hypothesis in multivariate analysis. The powers of three familar criteria for testing the multivariate general linear hypothesis are compared for moderately large sample sizes.

改进的小样本拟合优度检验AI 解读

Two statistics for testing goodness of fit for small sample sizes are provided. The first statistic, Sn, can be used to test the fit to any completely specified continuous distribution function and is more powerful than the Kolmogorov-Smirnov statistic in the cases tested. The second statistic, S*n, tests the fit to an exponential distribution with mean unknown. It is more powerful than a Kolmogorov-Smirnov type statistic suggested by Lilliefors (1969) for the cases tested.…

N 个随机变量之和的正态近似误差AI 解读

A bound on the mairimiitn value of the difference between the normal distribution function and the distribution function of the normalized sum of N independent, identically distributed, rectangular random variables is given. This bound is compared with other bounding expressions and with the maximum difference obtained numerically.

二元对称性的非参数检验AI 解读

A conditionally distribution-free test of bivariate symmetry based on the sample distribution function is introduced. The test is shown to be consistent against a wide class of alternatives. In particular, if the underlying bivariate distribution is absolutely continuous, then the test is consistent against all alternatives to the null hypothesis. Power comparisons of the conditional test, a normal theory test devised by Bell and Haller, and the Wilcoxon signed rank test are…

摘要暂缺

变量含误差模型中的最小二乘与分组法估计量AI 解读

The probability density function of the least squares estimator of the slope coefficient in the errors in variables model is presented. It is shown how the bias and mean-square error of the least squares estimator b depend on the parameters of the model. In particular, for a given sample size, b converges to the true parameter as one of the distribution parameters increases indefinitely. The analysis is supplemented with numerical computations of the relative bias and…

均方相邻差一半的分布AI 解读

A convenient convergent method of computing the distribution function of half the mean square successive difference based on the Laguerre polynomial representation is obtained. This method does not require any use of quadrature formulae in computing probabilities and is suitable for digital computers for any linear combination of chi-squared variables with positive weights.

相邻差均方的一半的分布AI 解读

A convenient convergent method of computing the distribution function of half the mean square successive difference based on the Laguerre polynomial representation is obtained. This method does not require any use of quadrature formulae in computing probabilities and is suitable for digital computers for any linear combination of chi-squared variables with positive weights.

不同删失模式下比较K个样本的广义Kruskal–Wallis检验AI 解读

A generalization of the Kruskal-Wallis test, which extends Gehan's generalization of Wilcoxon's test, is proposed for testing the equality of K continuous distribution functions when observations are subject to arbitrary right censorship. The distribution of the censoring variables is allowed to differ for different populations. An alternative statistic is proposed for use when the censoring distributions may be assumed equal. These statistics have asymptotic chi-squared…