共查询到20条相似文献,搜索用时 15 毫秒
1.
《统计学通讯:理论与方法》2013,42(10):1885-1896
Abstract An unbiased estimation problem of a function g(θ) of a real parameter is considered. A relation between a family of distributions for which an unbiased estimator of a function g(θ) attains the general order Bhattacharyya lower bound and that of linear combinations of the distributions from an exponential family is discussed. An example on a family of distributions involving an exponential and a double exponential distributions with a scale parameter is given. An example on a normal distribution with a location parameter is also given. 相似文献
2.
This paper introduces a notion of semi-diagonality for a Bhattacharyya matrix to give a characterization of the Letac–Mora class of real natural exponential families having cubic variance function. 相似文献
3.
Constantinos Petropoulos 《统计学通讯:理论与方法》2013,42(17):3153-3162
Under Stein's loss, a class of improved estimators for the scale parameter of a mixture of exponential distribution with unknown location is constructed. The method is analogous to Maruyama's (1998) construction for the variance of a normal distribution and also an extension of the result produced in Petropoulos and Kourouklis (2002). Also, robustness properties are considered. 相似文献
4.
文章对<众数之误>一文不准确之处进行了分析,指出众数就是位置平均数,现行统计教材中关于众数的内容基本正确,并希望与该文作者及读者进行交流. 相似文献
5.
In this article, we consider the problem of best linear unbiased estimation and best linear invariant estimation of the common scale parameter of several distributions using spacing of the pooled sample of all observations of individual samples. We derived conditions for the non negativity of the scale estimator obtained by the above methods. Further, we obtained necessary and sufficient conditions for the derived estimators to be constant multiples of the pooled sample range. 相似文献
6.
Kim and Hayter (2008) showed that testing the difference of the non centralities of two non central t distributions, which have identical degrees of freedom, is the equivalent to testing the difference of two signal-to-noise ratios for two independent samples from different normal distributions. Moreover, from a biomedical research point of view, the above test is also equivalent to testing the existence of the effect size when the sample sizes of the control group and treatment group are the same. In this article, two third-order likelihood-based methods are proposed to approximate the p-value for this significance test problem. A real life example is used to illustrate that results from the proposed methods and the existing methods can be quite different. Simulation results show that the proposed methods give remarkable accuracy even when sample size reaches the smallest possible value. 相似文献
7.
We generalize some of the existing results on characterization of continuous distributions by lower bound on the variance and point out their equivalence to characterization of life distributions by relationship between conditional expectation and failure (reversed failure) rate. It is shown that these lower bounds are the same as, Cramer–Rao bound in the regular case and improves upon the latter in the non-regular case. Some applications to reliability modeling and catastrophe theory are pointed out. 相似文献
8.
《统计学通讯:理论与方法》2013,42(5):1041-1055
ABSTRACT In this article we derive third-order asymptotic expansions for the non null distribution functions of four classic statistics under a sequence of local alternatives in one-parameter exponential family models. Our results are quite general and cover a wide range of important distributions. 相似文献
9.
《统计学通讯:理论与方法》2013,42(11):2089-2095
ABSTRACT In this article, we derive a general class of distributions and establish its relationship to χ2 distribution. The proposed class includes normal, inverse Gaussian, lognormal, gamma, Rayleigh, and Maxwell distributions. Various statistical properties of the class are discussed. Some applications of the class are given. 相似文献
10.
Suchandan Kayal 《统计学通讯:理论与方法》2013,42(15):4628-4636
ABSTRACTIn the present study, several characterizations of order statistics are obtained on the basis of the generalized entropy. Under some conditions, it is shown that the parent distribution can be uniquely determined by equality of generalized entropy of order statistics. 相似文献
11.
In this article, we consider the problem of best linear unbiased estimation and best linear invariant estimation of the common scale parameter of several symmetric distributions using some functions of spacings of all observations taken from individual samples. We also proved a sufficient condition for the non negativity of the common scale estimator obtained by the above method. Furthermore, we obtained necessary and sufficient conditions for the derived estimators to be constant multiple of the sum of first and last spacings of the pooled sample. 相似文献
12.
R. C. H. Cheng & W. B. Liu 《Journal of the Royal Statistical Society. Series B, Statistical methodology》1997,59(1):137-145
Conventional parametric representations of stable law distributions do not allow all members of the family to be obtained as continuous limits of the parameters. Model building (or simulation) using such representations will be numerically unstable near such limits in consequence. Existing tables are not satisfactory near such limits as interpolation cannot be carried out. We show that these difficulties are overcome by using a new shifted Cartesian representation which characterizes the entire stable law family in a completely continuous way. Standardization is still possible with this representation so that tabulation, using just two bounded parameters, can be carried out. Its use is illustrated in a non-regular threshold estimation problem involving stable distributions which are discontinuous limits in conventional representations. 相似文献
13.
Garrett M. Fitzmaurice Anthony F. Heath & D. R. Cox 《Journal of the Royal Statistical Society. Series C, Applied statistics》1997,46(4):415-432
A practical problem with large scale survey data is the potential for overdispersion. Overdispersion occurs when the data display more variability than is predicted by the variance–mean relationship for the assumed sampling model. This paper describes a simple strategy for detecting and adjusting for overdispersion in large scale survey data. The method is primarily motivated by data on the relationship between social class and educational attainment obtained from a 2% sample from the 1991 census of the population of Great Britain. Overdispersion can be detected by first grouping the data into a number of strata of approximately equal size. Under the assumption that the observations are independent and there is no variability in the parameter of interest, there is a direct relationship between the nominal standard errors and the empirical or sample standard deviation of the parameter estimates obtained from each of the separate strata. With the 2% sample from the British census data, quite a discernible departure from this relationship was found, indicating overdispersion. After allowing for overdispersion, improved and more realistic measures of precision of the strength of the social class–education associations were obtained. 相似文献
14.
For solving conflicting information between data and prior distributions, Bayesian modelling with heavy-tailed distributions is applied. Exploiting properties of regularly varying functions and distribution functions as well as their relationship with the finiteness of the moments, we establish results for both location and shape parameter structures. And, as a side result, rates of convergence are derived. 相似文献
15.
Liliana Garrido L 《统计学通讯:模拟与计算》2013,42(3):355-375
In this article we propose mixture of distributions belonging to the biparametric exponential family, considering joint modeling of the mean and variance (or dispersion) parameters. As special cases we consider mixtures of normal and gamma distributions. A novel Bayesian methodology, using Markov Chain Monte Carlo (MCMC) methods, is proposed to obtain the posterior summaries of interest. We include simulations and real data examples to illustrate de performance of the proposal. 相似文献
16.
D. Szatmari-Voicu 《统计学通讯:理论与方法》2013,42(22):4065-4077
We consider first the class of M-estimators of scale that are location-scale equivariant and Fisher consistent at the error distribution of the shrinking contamination neighborhood and derive an expression for the maximal asymptotic mean-squared-error, for a suitably regular score function, followed by a lower bound on it. We next show that the minimax asymptotic mean-squzred-error is attained at an M-estimator of scale with the truncated MLE score function which, when specialized to the Standard Normal error distribution has the form of Huber's Proposal 2. The latter minimax property is also shown to hold for α-trimmed variance as an L-estimator of scale. 相似文献
17.
Liu-Cang Wu 《统计学通讯:模拟与计算》2013,42(3):615-630
Variable selection is an important issue in all regression analysis, and in this article, we investigate the simultaneous variable selection in joint location and scale models of the skew-t-normal distribution when the dataset under consideration involves heavy tail and asymmetric outcomes. We propose a unified penalized likelihood method which can simultaneously select significant variables in the location and scale models. Furthermore, the proposed variable selection method can simultaneously perform parameter estimation and variable selection in the location and scale models. With appropriate selection of the tuning parameters, we establish the consistency and the oracle property of the regularized estimators. These estimators are compared by simulation studies. 相似文献
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19.
Martin Bilodeau 《Revue canadienne de statistique》1988,16(2):169-174
This note is an extension of Das Gupta's results (1986) on the estimation of multiparameter gamma distribution. Consider p (p ? 2) independent positive random variables with possibly different scale-parameter densities. For the estimation of the powers of the scale parameters it is shown that the “best multiple estimator” is inadmissible with respect to a large class of weighted quadratic loss functions. 相似文献
20.
Finitization transforms a discrete distribution into a distribution with smaller support of specified size. In special cases finitization preserves moments (moments of the order n finitization coincide with those of the parent distribution). We create a moment preserving finitization method for power series distributions by introducing an alternative representation and showing how to finitize members of this new class in a manner that preserves moments of the parent distribution. We provide results on convolutions and a reproductive property for power series distributions that have been finitized in this manner, and show how these finitized distributions accelerate variate generation in simulation. 相似文献