共查询到20条相似文献,搜索用时 62 毫秒
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《Journal of statistical planning and inference》2006,136(7):2327-2339
Suppose items can be purchased from one of k-suppliers and it is required to purchase from the one with the smaller failure rate or equivalently from the one with the larger mean-time-to-failure. It is assumed that data , in the form of the times-to-failure for items from suppliers , respectively is available. There are two suggested selection criteria studied in this paper and when comparing only two suppliers they reduce towhere b and c are prespecified practical constants; and are the respective mean failure rates; and are the predicted times to failure for individual items purchased from each supplier.In addition partial prior information about the -suppliers collectively is assumed to have been elicited. This situation is modelled using the hierarchical Bayesian approach, which easily facilitates interpreting the elicited partial prior information as constraints on the hyperpriors, i.e. hyperpriors that are known only to be contained in families with specified properties. In this paper these properties are assumed to be in the form of specifying certain quantiles arising from the elicited information. Minimum and maximum values of the above selection criteria are obtained and are used to indicate whether or not the elicited prior information is useful. Specific examples are given for comparing two suppliers but generalisation to k-suppliers follows easily. 相似文献
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In this paper, we consider the following linear errors-in-variables regression model: , with independent identically distributed errors . The strong and weak consistency for the LS estimators and of the unknown parameters in this model are obtained, which weaken some known conditions and improve some known results. 相似文献
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We present inverse problems of nonparametric statistics which have a smart solution using projection estimators on bases of functions with non compact support, namely, a Laguerre basis or a Hermite basis. The models are where the ’s are i.i.d. with unknown density , the ’s are i.i.d. with known density , the ’s are i.i.d. with uniform density on . The sequences are independent. We define projection estimators of in the two cases of indirect observations of , and we give upper bounds for their -risks on specific Sobolev–Laguerre or Sobolev–Hermite spaces. Data-driven procedures are described and proved to perform automatically the bias–variance compromise. 相似文献
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《Journal of the Korean Statistical Society》2014,43(1):47-65
In this paper, we develop uniform bounds for the sequence of distribution functions of , where is some smooth function, is a sequence of identically distributed random variables with common distribution having a bounded derivative and are constants such that . These bounds allow us to identify a suitable sequence of random variables which is asymptotically of the same type of showing that the rate of convergence for these uniform approximations depends on the ratio of the second derivative to the first derivative of . The corresponding generalization to the multivariate case is also analyzed. An application of our results to the STATIS-ACT method is provided in the final section. 相似文献
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We investigate a rate of convergence on asymptotic normality of the maximum likelihood estimator (MLE) for parameter appearing in parabolic SPDEs of the form where and are partial differential operators, is a cylindrical Brownian motion (CBM) and . We find an optimal Berry–Esseen bound for central limit theorem (CLT) of the MLE. It is proved by developing techniques based on combining Malliavin calculus and Stein’s method. 相似文献
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Jongho Bae 《Journal of the Korean Statistical Society》2013,42(3):375-385
We consider the queue in which the customers are classified into classes by their impatience times. First, we analyze the model with two types of customers; one is the customer with constant impatience time and the other is the patient customer whose impatience time is . The expected busy period of the server and the limiting distribution of the virtual waiting time process are obtained. Then, the model is generalized to the one in which the impatience time of each customer is anyone in . 相似文献
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Let be i.i.d. observations, where and the ’s and ’s are independent. Assume that the ’s are unobservable and that they have the density and also that the ’s have a known density . Furthermore, let depend on and let as . We consider the deconvolution problem, i.e. the problem of estimation of the density based on the sample . A popular estimator of in this setting is the deconvolution kernel density estimator. We derive its asymptotic normality under two different assumptions on the relation between the sequence and the sequence of bandwidths . We also consider several simulation examples which illustrate different types of asymptotics corresponding to the derived theoretical results and which show that there exist situations where models with have to be preferred to the models with fixed . 相似文献
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