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1.
The objective of this paper is to investigate the issue of projection discrepancy for extended U-type or nearly U-type extended designs along the line of Fang and Qin (2005) based on the centered L2-discrepancy proposed in Hickernell (1998). Extended designs are obtained through augmenting optimally few runs (or points) to an optimal U-type design. Lower bounds to projection discrepancy with reference to the centered L2-discrepancy of extended designs have been obtained. Some illustrative examples are also provided. 相似文献
2.
This paper conducts stochastic comparison on general residual life and general inactivity time of (n ? k + 1)-out-of-n systems and investigates the stochastic behavior of the general inactivity time of a system with units having decreasing reversed hazard rate. These results strengthen some conclusions in both Khaledi and Shaked (2006) and Hu et al. (2007). 相似文献
3.
The approximate D s -optimal design for discriminating between linear and quadratic log contrast models for experiments with mixtures suggested by Aitchison and Bacon-Shone (1984) is investigated, where the experimental domain is restricted further as in Chan (1992). It is found that for a symmetric subspace of the finite dimensional simplex, there is a D s -optimal design with the nice structure that puts a weight 1/2 k?1 on the centroid of this subspace and the remaining weight is uniformly distributed on the vertices of the experimental domain. Finally, the D s -efficiency of the D-optimal design for quadratic model and the design given by Aitchison and Bacon-Shone (1984) are also discussed. 相似文献
4.
ABSTRACT This paper reviews and extends the literature on the finite sample behavior of tests for sample selection bias. Monte Carlo results show that, when the “multicollinearity problem” identified by Nawata (1993) is severe, (i) the t-test based on the Heckman–Greene variance estimator can be unreliable, (ii) the Likelihood Ratio test remains powerful, and (iii) nonnormality can be interpreted as severe sample selection bias by Maximum Likelihood methods, leading to negative Wald statistics. We also confirm previous findings (Leung and Yu, 1996) that the standard regression-based t-test (Heckman, 1979) and the asymptotically efficient Lagrange Multiplier test (Melino, 1982), are robust to nonnormality but have very little power. 相似文献
5.
Yosihito Maruyama 《统计学通讯:理论与方法》2013,42(13):2116-2123
Srivastava (1984) defined a measure of multivariate kurtosis and derived its asymptotic distribution for samples from a multivariate normal population. Some new results are obtained by generalizing Srivastava's theorem to an asymptotic expansion up to higher order. Finally, two numerical examples are presented. 相似文献
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7.
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
8.
《统计学通讯:理论与方法》2012,41(16-17):3198-3210
The randomized response (RR) technique with two decks of cards proposed by Odumade and Singh (2009) can always be made more efficient than the RR techniques proposed by Warner (1965), Mangat and Singh (1990), and Mangat (1994) by adjusting the proportion of cards in the decks. The proposed method of Odumade and Singh (2009) is limited to simple random sampling with replacement (SRSWR) sampling only. In this article, generalization of Odumade and Singh strategy is provided for complex survey designs and a wider class of estimators. The results of Odumade and Singh (2009) can be derived from the proposed method as a special case. 相似文献
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《统计学通讯:理论与方法》2013,42(7):1533-1541
ABSTRACT The systematic sampling (SYS) design (Madow and Madow, 1944) is widely used by statistical offices due to its simplicity and efficiency (e.g., Iachan, 1982). But it suffers from a serious defect, namely, that it is impossible to unbiasedly estimate the sampling variance (Iachan, 1982) and usual variance estimators (Yates and Grundy, 1953) are inadequate and can overestimate the variance significantly (Särndal et al., 1992). We propose a novel variance estimator which is less biased and that can be implemented with any given population order. We will justify this estimator theoretically and with a Monte Carlo simulation study. 相似文献
11.
Griliches and Hausman 5 and Wansbeek 11 proposed using the generalized method of moments (GMM) to obtain consistent estimators in linear regression models for longitudinal data with measurement error in one covariate, without requiring additional validation or replicate data. For usefulness of this methodology, we must extend it to the more realistic situation where more than one covariate are measured with error. Such an extension is not straightforward, since measurement errors across different covariates may be correlated. By a careful construction of the measurement error correlation structure, we are able to extend Wansbeek's GMM and show that the extended Griliches and Hausman's GMM is equivalent to the extended Wansbeek's GMM. For illustration, we apply the extended GMM to data from two medical studies, and compare it with the naive method and the method assuming only one covariate having measurement error. 相似文献
12.
This article is related with the probabilistic and statistical properties of an parametric extension of the so-called epsilon-skew-normal (ESN) distribution introduced by Mudholkar and Hutson (2000), which considers an additional shape parameter in order to increase the flexibility of the ESN distribution. Also, this article concerns likelihood inference about the parameters of the new class. In particular, the information matrix of the maximum likelihood estimators is obtained, showing that it is non singular in the special normal case. Finally, the statistical methods are illustrated with two examples based on real datasets. 相似文献
13.
Parimal Mukhopadhyay 《统计学通讯:理论与方法》2013,42(10):1867-1876
When there is only one interesting parameter θ1 and one nuisance parameter θ2, Godambe and Thompson (1974) showed that the optimal estimating function for θ1 essentially is a linear function of the θ1-score, the square of the θ2-score, and the derivative of θ2-score with respect to θ2. Mukhopadhyay (2000b) generalized this result to m nuisance parameters. Mukhopadhyay (2000 2002a b) obtained lower bounds to the variance of regular estimating functions in the presence of nuisance parameters. Taking cues from these results we propose a method of finding optimal estimating function for θ1 by taking the multiple regression equation on θ1 score and Bhattacharyya's (1946) scores with respect to θ2. The result is extended to the case of m nuisance parameters. 相似文献
14.
Scott A. Roths 《统计学通讯:理论与方法》2013,42(9):1593-1609
Confidence interval construction for the difference of two independent binomial proportions is a well-known problem with a full panoply of proposed solutions. In this paper, we focus largely on the family of intervals proposed by Beal (1987). This family, which includes the Haldane and Jeffreys–Perks intervals as special cases, assumes a symmetric prior distribution for the population proportions p 1 and p 2. We propose new methods that allow the currently observed data to set the prior distribution by taking a parametric empirical-Bayes approach; in addition, we also provide an investigation of the new interval' behaviors in small-sample situations. Unlike other solutions, our intervals can be used adaptively for experiments conducted in multiple stages over time. We illustrate this notion using data from an Argentinean study involving the Mal Rio Cuarto virus and its transmission to susceptible maize crops. 相似文献
15.
Johnson (1970) obtained expansions for marginal posterior distributions through Taylor expansions. Here, the posterior expansion is expressed in terms of the likelihood and the prior together with their derivatives. Recently, Weng (2010) used a version of Stein's identity to derive a Bayesian Edgeworth expansion, expressed by posterior moments. Since the pivots used in these two articles are the same, it is of interest to compare these two expansions. We found that our O(t ?1/2) term agrees with Johnson's arithmetically, but the O(t ?1) term does not. The simulations confirmed this finding and revealed that our O(t ?1) term gives better performance than Johnson's. 相似文献
16.
We consider a new generalization of the skew-normal distribution introduced by Azzalini (1985). We denote this distribution Beta skew-normal (BSN) since it is a special case of the Beta generated distribution (Jones, 2004). Some properties of the BSN are studied. We pay attention to some generalizations of the skew-normal distribution (Bahrami et al., 2009; Sharafi and Behboodian, 2008; Yadegari et al., 2008) and to their relations with the BSN. 相似文献
17.
The density level sets of the two types of measures under consideration are l 2, p -circles with p = 1 and p = 2, respectively. The intersection-percentage function (ipf) of such a measure reflects the percentages which the level set corresponding to the p-radius r shares for each r > 0 with a set to be measured. The geometric measure representation formulae in Richter (2009) is based upon these ipf's and will be used here for evaluating exact cdf's and pdf's for the linear combination, the product, and the ratio of the components of two-dimensional simplicial or spherically distributed random vectors. 相似文献
18.
In this article, we propose a new nonparametric test for detecting umbrella alternatives. It is designed to improve the power of Pan (1996)'s test, which is based on the breakdown of umbrella alternatives into a union of simple-ordered alternatives. Distribution-free tests are proposed in the case where the peak of the umbrella is unknown. Some actual data examples and the results of a Monte Carlo power study are also discussed. 相似文献
19.
We consider non-parametric estimation of a continuous cdf of a random vector (X 1, X 2). With bivariate RC data, it is stated in van der Laan (1996, p. 59810, Ann. Statist.), Quale et al. (2006, JASA) etc. that “it is well known that the NPMLE for continuous data is inconsistent (Tsai et al. (1986)).” The claim is based on a result in Tsai et al. (1986, p.1352, Ann. Statist.) that if X 1 is right censored but not X 2, then common ways for defining one NPMLE lead to inconsistency. If X 1 is right censored and X 2 is type I right-censored (which includes the case in Tsai et al.), we present a consistent NPMLE. The result corrects a common misinterpretation of Tsai's example (Tsai et al., 1986, Ann. Statist.). 相似文献
20.
《统计学通讯:理论与方法》2012,41(13-14):2445-2455
In this article, the problem of estimation of the individual weights of three objects using a chemical balance weighing design is considered. We use the criterion of D-optimality. We assume that the covariance matrix of errors is the matrix of first-order autoregressive process. Such problems were discussed in Li and Yang (2005) and also in Yeh and Lo Huang (2005). We present some results of D-optimal designs in certain class of designs with the design matrix X ∈ M n×3(±1) such that each column of matrix X has at least one 1 and one ?1. 相似文献