共查询到20条相似文献,搜索用时 750 毫秒
1.
《统计学通讯:理论与方法》2012,41(21):4034-4046
We propose an objective Bayesian approach to analyze degradation models. For the linear degradation models, two reference priors are derived, and based on this we show the posterior distributions are proper. Since the lifetime of the product is of interest in practice, a transformation is introduced to obtain the reference priors of the medium lifetime. In the posterior analysis, we explore two sampling procedures: Monte Carlo (MC) procedure and Monte Carlo Markov Chain (MCMC) procedure. A real data from Takeda and Suzuki (1983) is analyzed, and we find the results obtained by both procedures are close to the given literature. 相似文献
2.
Federico O'Reilly 《统计学通讯:理论与方法》2013,42(12):2207-2212
Lindqvist and Taraldsen (2005) introduced an interesting parametric family of distributions in the unit interval. In this note, inference procedures are given, both from the classical and the Bayesian view point. It is shown numerically through various examples that the posterior distribution for the parameter and the induced fiducial distribution are almost equivalent. The parametric family under study is a regular member of the Natural Exponential Family and so use of this fact permits induction of a unique fiducial in terms of the minimal sufficient statistic. 相似文献
3.
Vee Ming Ng 《统计学通讯:理论与方法》2013,42(24):4407-4412
Baysian inference is considered for the precision matrix of the multivariate regression model with distribution of the random responses belonging to the multivariate scale mixtures of normal distributions. The posterior distribution and some identities involving expectations taken with respect to this posterior distribution are derived when the prior distribution of the parameters is from the conjugate family. The results are specialized to the case where the random responses have a matrix-t distribution and thus generalizing the results of Zellner (1976) and Muirhead (1986). 相似文献
4.
In reliability theory or survival analysis, selecting the largest mean among many exponential distributions is an important issue. Such a problem can also be viewed as a model selection problem via the Bayesian approach. It is well known that Bayes factors under proper priors have been very successful in Bayesian model selection or testing problems. However, Bayes factors are typically invalid with respect to improper noninformative priors. Objective Bayesian criteria are thus desired. In this work, we consider to use the expected posterior priors originally proposed by Pérez and Berger (2002) to select the largest exponential mean. Specific expected posterior priors are derived in recursive formulas. Some simulation results are also given to illustrate the method. 相似文献
5.
Two types of estimates of process level, namely repeated median estimates (Siegel, 1982) and full online estimates (Gather et al., 2006) based on repeated median filters, are used to develop control charts. The distributional properties of the estimates are studied using simulation and these are found to closely follow normal distribution. The repeated median being robust against outliers with asymptotically 50% breakdown value and having small standard deviation is found to be useful as a basis for monitoring process averages. The control charts using repeated median estimates have been recommended for general use. 相似文献
6.
Heng Lian 《统计学通讯:理论与方法》2013,42(11):1893-1900
We extend the approach of Walker (2003); (2004) to the case of misspecified models. A sufficient condition for establishing rates of convergence is given based on a key identity involving martingales, which does not require construction of tests. We also show roughly that the result obtained by using tests can also be obtained by our approach, which demonstrates the potential wider applicability of this method. 相似文献
7.
In this article, we primarily aim to apply the permutation matrix techniques to the problem of the optimal invariant quadratic prediction in a finite population. An alternative to the work of Liu and Rong (2007) is offered. In addition, we derive the OIQP for the population variance and show that it has less PMSE than the ordinary optimal unbiased predictor. 相似文献
8.
Haifeng Xu 《统计学通讯:理论与方法》2013,42(15):2788-2802
Huang (1999) proposed a feasible ridge regression (FRR) estimator to estimate a specific regression coefficient. Assuming that the error terms follow a normal distribution, Huang (1999) examined the small sample properties of the FRR estimator. In this article, assuming that the error terms follow a multivariate t distribution, we derive an exact general formula for the moments of the FRR estimator to estimate a specific regression coefficient. Using the exact general formula, we obtain exact formulas for the bias, mean squared error (MSE), skewness, and kurtosis of the FRR estimator. Since these formulas are very complex, we compare the bias, MSE, skewness, and kurtosis of the FRR estimator with those of ordinary least square (OLS) estimator by numerical evaluations. Our numerical results show that the range of MSE dominance of the FRR estimator over the OLS estimator is widen under a fat tail distributional assumption. 相似文献
9.
A new model selection criterion, termed as the “quasi-likelihood under the independence model criterion” (QIC), was proposed by Pan (2001) for GEE models. Cui (2007) developed a general computing program to implement the QIC method for a range of statistical distributions. However, only a special case of the negative binomial distribution was considered in Cui (2007), where the dispersion parameter equals to unity. This article introduces a new computing program that can be applied for the general negative binomial model, where the dispersion parameter can be any fixed value. An example is also given in this article. 相似文献
10.
Hu Yang 《统计学通讯:理论与方法》2013,42(1):70-80
Sakall?oglu et al. (2001) dealt with the comparisons among the ridge estimator, Liu estimator, and iteration estimator. Akdeniz and Erol (2003) have compared the (almost unbiased) generalized ridge regression estimator with the (almost unbiased) generalized Liu estimator in the matrix mean squared error sense. In this article, we study the ridge estimator and Liu estimator with respect to linear equality restriction, and establish some sufficient conditions for the superiority of the restricted ridge estimator over the restricted Liu estimator and the superiority of the restricted Liu estimator over the restricted ridge estimator under mean squared error matrix, respectively. Furthermore, we give a numerical example. 相似文献
11.
Julián de la Horra 《统计学通讯:理论与方法》2013,42(10):1905-1914
The positive false discovery rate was introduced by Storey (2003) as an alternative to the family wise error rate for the case in which we are simultaneously testing a large amount of hypotheses. The positive false discovery rate has a very nice Bayesian interpretation (as it was shown by Storey, 2003) and its robustness is analyzed. The emphasis is on the ε-contamination class (one of the most used classes of priors for Bayesian robustness) and it is shown that robustness is not obtained when the basic prior concentrates the probability on the null hypothesis. 相似文献
12.
Joseph V. Terza 《Econometric Reviews》2013,32(6):555-580
Based on the insightful work of Olsen (1980) for the linear context, a generic and unifying framework is developed that affords a simple extension of the classical method of Heckman (1974, 1976, 1978, 1979) to a broad class of nonlinear regression models involving endogenous switching and its two most common incarnations, endogenous sample selection and endogenous treatment effects. The approach should be appealing to applied researchers for three reasons. First, econometric applications involving endogenous switching abound. Secondly, the approach requires neither linearity of the regression function nor full parametric specification of the model. It can, in fact, be applied under the minimal parametric assumptions—i.e., specification of only the conditional means of the outcome and switching variables. Finally, it is amenable to relatively straightforward estimation methods. Examples of applications of the method are discussed. 相似文献
13.
Consider a skewed population. Suppose an intelligent guess could be made about an interval that contains the population mean. There may exist biased estimators with smaller mean squared error than the arithmetic mean within such an interval. This article indicates when it is advisable to shrink the arithmetic mean towards a guessed interval using root estimators. The goal is to obtain an estimator that is better near the average of natural origins. An estimator proposed. This estimator contains the Thompson (1968) ordinary shrinkage estimator, the Jenkins et al. (1973) square-root estimator, and the arithmetic sample mean as special cases. The bias and the mean squared error of the proposed more general estimator is compared with the three special cases. Shrinkage coefficients that yield minimum mean squared error estimators are obtained. The proposed estimator is considerably more efficient than the three special cases. This remains true for highly skewed populations. The merits of the proposed shrinkage square-root estimator are supported by the results of numerical and simulation studies. 相似文献
14.
Barreto and Maharry (2006) showed that PROGRESS algorithm fails to find a correct minimum “Least Median of Squares/LMS” estimate for bivariate regression models which have no intercept. Kayhan and Gunay (2008) presented a different approach for the regression models through the origin which includes at most two unknown parameters. However, LMS estimate for multiple linear regression models still remains an open issue. The aim of this study is to show that finding true LMS estimate for zero intercept multiple linear regression models can be treated as a convex optimization problem and to provide a more general algorithm for any dimensional linear regression models. 相似文献
15.
AbstractIn this article, we improvise Singh and Grewal (2013) and Hussain et al. (2016) techniques by introducing a new two-stage randomization response process. Using the proposed new technique, we achieve better efficiency and increasing protection of privacy of respondents than the Kuk (1990), Singh and Grewal (2013) and Hussain et al. (2016) models. The relative efficiency and protection of the respondents of the proposed two-stage randomization device have been investigated through simulation study, and the situations are reported where the proposed estimator performs better than its competitors. The SAS code used to investigate the performance of the proposed strategy are also provided. 相似文献
16.
Cibele Queiroz da-Silva Eduardo G. Martins Vinícius Bonato Sérgio Furtado dos Reis 《统计学通讯:模拟与计算》2013,42(4):816-828
We develop a series of Bayesian statistical models for estimating survival of a neotropic didelphid marsupial, the Brazilian gracile mouse opossum (Gracilinanus microtarsus). These models are based on the Cormack–Jolly–Seber model (Cormack, 1964; Jolly 1965; Seber 1965) with both survival and recapture rates expressed as a function of covariates using a logit link. The proposed models allow taking into account heterogeneity in capture probability caused by the existence of different groups of individuals in the population. The models were applied to two cohorts (Cohort, 2000, 2001) with the first one including 14 and the second one 15 sampling occasions. The best models for each of the cohorts indicate that G. microtarsus is best described as partially semelparous, a condition in which mortality after the first mating is high but graded over time, with a fraction of males surviving for a second breeding season (Boonstra, 2005). 相似文献
17.
N. Balakrishnan 《统计学通讯:理论与方法》2013,42(5):880-906
In this article, we establish several recurrence relations for the single and product moments of progressively Type-II right censored order statistics from a log-logistic distribution. The use of these relations in a systematic recursive manner would enable the computation of all the means, variances and covariances of progressively Type-II right censored order statistics from the log-logistic distribution for all sample sizes n, effective sample sizes m, and all progressive censoring schemes (R 1,…, R m ). The results established here generalize the corresponding results for the usual order statistics due to Balakrishnan and Malik (1987) and Balakrishnan et al. (1987). The moments so determined are then utilized to derive best linear unbiased estimators for the scale- and location-scale log-logistic distributions. A comparison of these estimates with the maximum likelihood estimates is made through Monte Carlo simulation. The best linear unbiased predictors of progressively censored failure times is then discussed briefly. Finally, a numerical example is presented to illustrate all the methods of inference developed here. 相似文献
18.
In this article, the problems of testing homogeneity of several exponential location parameters against simple and tree ordered alternatives are considered separately. Test procedures for both the alternatives are proposed using restricted maximum likelihood estimators (RMLE) of exponential location parameters under the respective orderings. Critical constants for the implementation of the proposed procedures are tabulated. Power comparison of the proposed test procedure under the simple ordered alternative with the procedure of Chen (1982) and of Dhawan and Gill (1999) is carried out using Monte-Carlo simulation. 相似文献
19.
《The American statistician》2012,66(4):327-339
ABSTRACTWith an increasing number of replication studies performed in psychological science, the question of how to evaluate the outcome of a replication attempt deserves careful consideration. Bayesian approaches allow to incorporate uncertainty and prior information into the analysis of the replication attempt by their design. The Replication Bayes factor, introduced by Verhagen and Wagenmakers (2014), provides quantitative, relative evidence in favor or against a successful replication. In previous work by Verhagen and Wagenmakers (2014), it was limited to the case of t-tests. In this article, the Replication Bayes factor is extended to F-tests in multigroup, fixed-effect ANOVA designs. Simulations and examples are presented to facilitate the understanding and to demonstrate the usefulness of this approach. Finally, the Replication Bayes factor is compared to other Bayesian and frequentist approaches and discussed in the context of replication attempts. R code to calculate Replication Bayes factors and to reproduce the examples in the article is available at https://osf.io/jv39h/. 相似文献
20.
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