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991.
This article addresses the problem of testing the null hypothesis H0 that a random sample of size n is from a distribution with the completely specified continuous cumulative distribution function Fn(x). Kolmogorov-type tests for H0 are based on the statistics C+ n = Sup[Fn(x)?F0(x)] and C? n=Sup[F0(x)?Fn(x)], where Fn(x) is an empirical distribution function. Let F(x) be the true cumulative distribution function, and consider the ordered alternative H1: F(x)≥F0(x) for all x and with strict inequality for some x. Although it is natural to reject H0 and accept H1 if C + n is large, this article shows that a test that is superior in some ways rejects F0 and accepts H1 if Cmdash n is small. Properties of the two tests are compared based on theoretical results and simulated results. 相似文献
992.
B. N. Pandey 《统计学通讯:理论与方法》2013,42(9):2191-2202
The present paper investigates the properties of a testimator of scale of an exponential distribution under Linex loss function. The risk function of testimator is derived and compared with that of an admissible estimator relative to Linex loss function. The shrinkage testimator is proposed which is the extension of testimator and its properties have been discussed. The level of significance of testimator is decided on the basis of Akaike information criterion following Hirano (1977, 1978). It is found that the testimator and shrinkage testimator dominates the admissible estimator in terms of risk in certain parametric space. 相似文献
993.
《统计学通讯:理论与方法》2013,42(8):1309-1333
ABSTRACT The search for optimal non-parametric estimates of the cumulative distribution and hazard functions under order constraints inspired at least two earlier classic papers in mathematical statistics: those of Kiefer and Wolfowitz[1] and Grenander[2] respectively. In both cases, either the greatest convex minorant or the least concave majorant played a fundamental role. Based on Kiefer and Wolfowitz's work, Wang3-4 found asymptotically minimax estimates of the distribution function F and its cumulative hazard function Λ in the class of all increasing failure rate (IFR) and all increasing failure rate average (IFRA) distributions. In this paper, we will prove limit theorems which extend Wang's asymptotic results to the mixed censorship/truncation model as well as provide some other relevant results. The methods are illustrated on the Channing House data, originally analysed by Hyde.5-6 相似文献
994.
《统计学通讯:理论与方法》2013,42(9):1457-1465
ABSTRACT In the empirical Bayes (EB) decision problem consisting of squared error estimation of the failure rate in exponential distribution, a prior Λ is placed on the gamma family of prior distributions to produce Bayes EB estimators which are admissible. A subclass of such estimators is shown to be asymptotically optimal (a.o.). The results of a Monte Carlo study are presented to demonstrate the a.o. property of the Bayes EB estimators. 相似文献
995.
996.
《统计学通讯:理论与方法》2013,42(12):2123-2137
ABSTRACT A two parameter extended form of standard gamma function is suggested which provide extra flexibility to the density function over positive range. A finite mixture of beta distribution is defined by using the suggested extended form. The shape of density function of extended gamma distribution and also that of finite mixture of beta distribution for various values of the parameters are shown. Inverted distribution of extended gamma and that of finite mixture of beta distribution are given. 相似文献
997.
Maximum likelihood estimation of parameter structures for the Wishart distribution using constraints
Maximum likelihood estimation under constraints for estimation in the Wishart class of distributions, is considered. It provides a unified approach to estimation in a variety of problems concerning covariance matrices. Virtually all covariance structures can be translated to constraints on the covariances. This includes covariance matrices with given structure such as linearly patterned covariance matrices, covariance matrices with zeros, independent covariance matrices and structurally dependent covariance matrices. The methodology followed in this paper provides a useful and simple approach to directly obtain the exact maximum likelihood estimates. These maximum likelihood estimates are obtained via an estimation procedure for the exponential class using constraints. 相似文献
998.
Weighted local linear composite quantile estimation for the case of general error distributions 总被引:1,自引:0,他引:1
It is known that for nonparametric regression, local linear composite quantile regression (local linear CQR) is a more competitive technique than classical local linear regression since it can significantly improve estimation efficiency under a class of non-normal and symmetric error distributions. However, this method only applies to symmetric errors because, without symmetric condition, the estimation bias is non-negligible and therefore the resulting estimator is inconsistent. In this paper, we propose a weighted local linear CQR method for general error conditions. This method applies to both symmetric and asymmetric random errors. Because of the use of weights, the estimation bias is eliminated asymptotically and the asymptotic normality is established. Furthermore, by minimizing asymptotic variance, the optimal weights are computed and consequently the optimal estimate (the most efficient estimate) is obtained. By comparing relative efficiency theoretically or numerically, we can ensure that the new estimation outperforms the local linear CQR estimation. Finite sample behaviors conducted by simulation studies further illustrate the theoretical findings. 相似文献
999.
《统计学通讯:理论与方法》2013,42(7):1405-1417
Abstract In this paper, we introduce a class of location and scale estimators for the p-variate lognormal distribution. These estimators are obtained by applying a log transform to the data, computing robust Fisher consistent estimators for the obtained Gaussian data and transforming those estimators for the lognormal using the relationship between the parameters of both distributions. We prove some of the properties of these estimators, such as Fisher consistency, robustness and asymptotic normality. 相似文献
1000.
《统计学通讯:理论与方法》2013,42(4):847-856
ABSTRACT The randomized response technique is an effective survey method designed to elicit sensitive information while ensuring the privacy of the respondents. In this article, we present some new results on the randomization response model in situations wherein one or two response variables are assumed to follow a multinomial distribution. For a single sensitive question, we use the well-known Hopkins randomization device to derive estimates, both under the assumption of truthful and untruthful responses, and present a technique for making pairwise comparisons. When there are two sensitive questions of interest, we derive a Pearson product moment correlation estimator based on the multinomial model assumption. This estimator may be used to quantify the linear relationship between two variables when multinomial response data are observed according to a randomized-response protocol. 相似文献