共查询到20条相似文献,搜索用时 31 毫秒
1.
Franois Perron 《Revue canadienne de statistique》1992,20(4):441-449
Let S : 2 × 2 have a nonsingular Wishart distribution with unknown matrix σ and n degrees of freedom. For estimating σ two families of mimmax estimators, with respect to the entropy loss, are presented. These estimators are of the form σ(S) = Rø(L)Rt where R is orthogonal, L and Φ are diagonal, and RLRT = S. Conditions under which the components of Φ and L follow the same order relation [i.e., writing Φ = diag(Φ1,Φ2) and L = diag(l1,/2) with l1 ≥ l2, we have Φ1 ≥ Φ2] are established. Comparisons with Stein's estimators and other orthogonally invariant estimators are discussed. 相似文献
2.
One of the basic parameters in survival analysis is the mean residual life M
0. For right censored observation, the usual empirical likelihood based log-likelihood ratio leads to a scaled c12{\chi_1^2} limit distribution and estimating the scaled parameter leads to lower coverage of the corresponding confidence interval.
To solve the problem, we present a log-likelihood ratio l(M
0) by methods of Murphy and van der Vaart (Ann Stat 1471–1509, 1997). The limit distribution of l(M
0) is the standard c12{\chi_1^2} distribution. Based on the limit distribution of l(M
0), the corresponding confidence interval of M
0 is constructed. Since the proof of the limit distribution does not offer a computational method for the maximization of the
log-likelihood ratio, an EM algorithm is proposed. Simulation studies support the theoretical result. 相似文献
3.
Suppose that data {(x l,i,n , y l,i,n ): l?=?1, …, k; i?=?1, …, n} are observed from the regression models: Y l,i,n ?=?m l (x l,i,n )?+?? l,i,n , l?=?1, …, k, where the regression functions {m l } l=1 k are unknown and the random errors {? l,i,n } are dependent, following an MA(∞) structure. A new test is proposed for testing the hypothesis H 0: m 1?=?·?·?·?=?m k , without assuming that {m l } l=1 k are in a parametric family. The criterion of the test derives from a Crámer-von-Mises-type functional based on different distances between {[mcirc]} l and {[mcirc]} s , l?≠?s, l, s?=?1, …, k, where {[mcirc] l } l=1 k are nonparametric Gasser–Müller estimators of {m l } l=1 k . A generalization of the test to the case of unequal design points, with different sample sizes {n l } l=1 k and different design densities {f l } l=1 k , is also considered. The asymptotic normality of the test statistic is obtained under general conditions. Finally, a simulation study and an analysis with real data show a good behavior of the proposed test. 相似文献
4.
The family of lp-norm symmetric distributions was proposed by Yue and Ma and is a natural generalization to the family of l1-norm symmetric distributions studied by Fang et al. In this article, we propose a stochastic representation for the lp-norm symmetric distribution for any constant p > 0. The stochastic representation is expressed through independent and identically distributed uniform U(0, 1) random variables. It is illustrated that the stochastic representation can be applied to statistical simulation and uniform experimental design. 相似文献
5.
Masahide Kuwada 《Journal of statistical planning and inference》1979,3(4):347-360
A connection between a balanced fractional 2m factorial design of resolution 2l + 1 and a balanced array of strength 2l with index set {μ0, μ1,…, μ2l} was established by Yamamoto, Shirakura and Kuwada (1975). The main purpose of this paper is to give a connection between a balanced fractional 3m factorial design of resolution V and a balanced array of strength 4, size N, m constraints, 3 levels and index set {λl0l1l2}. 相似文献
6.
M. H. Poursaeed 《Statistical Papers》2010,51(2):409-419
In the study of the reliability of technical systems, k-out-of-n systems play an important role. In the present paper, we consider a (n − k + 1)-out-of-n system consisting of n identical components such that the lifetimes of components are independent and have a common distribution function F. It is assumed that the number of monitoring is l and the total number of failures of the components at time t
i
is m
i
, i = 1, . . . , l − 1. Also at time t
l
(t
1 < . . . < t
l
) the system have failed or the system is still working. Under these conditions, the mean past lifetime, the mean residual
lifetime of system and their properties are investigated. 相似文献
7.
Let Xl,…,Xn (Yl,…,Ym) be a random sample from an absolutely continuous distribution with distribution function F(G).A class of distribution-free tests based on U-statistics is proposed for testing the equality of F and G against the alternative that X's are more dispersed then Y's. Let 2 ? C ? n and 2 ? d ? m be two fixed integers. Let ?c,d(Xil,…,Xic ; Yjl,…,Xjd)=1(-1)when max as well as min of {Xil,…,Xic ; Yjl,…,Yjd } are some Xi's (Yj's)and zero oterwise. Let Sc,d be the U-statistic corresponding to ?c,d.In case of equal sample sizes, S22 is equivalent to Mood's Statistic.Large values of Sc,d are significant and these tests are quite efficient 相似文献
8.
A. Bazargan-Lari 《Statistical Papers》2004,45(3):433-438
The probability density function of the range R, in random sampling from a uniform distribution on (k, l) and exponential distribution with parameter λ is obtained, when the sample size is a random variable having the Generalized
Polya Eggenberger Distribution of the first kind (GPED
1). The results of Raghunandanan and Patil (1972) and Bazargan-lari (1999) follow as special cases. The p.d.f of rangeR is obtained, when the distribution of the sample sizeN belongs to Katz family of distributions, as a special case.
An erratum to this article is available at . 相似文献
9.
We develop a saddle-point approximation for the marginal density of a real-valued function p(), where is a general M-estimator of a p-dimensional parameter, that is, the solution of the system {n-1ljl (Yl,) = 0}j=1,…,p. The approximation is applied to several regression problems and yields very good accuracy for small samples. This enables us to compare different classes of estimators according to their finite-sample properties and to determine when asymptotic approximations are useful in practice. 相似文献
10.
《随机性模型》2013,29(1):55-69
Abstract This paper presents an improved method to calculate the delay distribution of a type k customer in a first-come-first-serve (FCFS) discrete-time queueing system with multiple types of customers, where each type has different service requirements, and c servers, with c = 1, 2 (the MMAP[K]/PH[K]/c queue). The first algorithms to compute this delay distribution, using the GI/M/1 paradigm, were presented by Van Houdt and Blondia [Van Houdt, B.; Blondia, C. The delay distribution of a type k customer in a first come first served MMAP[K]/PH[K]/1 queue. J. Appl. Probab. 2002, 39 (1), 213–222; The waiting time distribution of a type k customer in a FCFS MMAP[K]/PH[K]/2 queue. Technical Report; 2002]. The two most limiting properties of these algorithms are: (i) the computation of the rate matrix R related to the GI/M/1 type Markov chain, (ii) the amount of memory needed to store the transition matrices A l and B l . In this paper we demonstrate that each of the three GI/M/1 type Markov chains used to develop the algorithms in the above articles can be reduced to a QBD with a block size which is only marginally larger than that of its corresponding GI/M/1 type Markov chain. As a result, the two major limiting factors of each of these algorithms are drastically reduced to computing the G matrix of the QBD and storing the 6 matrices that characterize the QBD. Moreover, these algorithms are easier to implement, especially for the system with c = 2 servers. We also include some numerical examples that further demonstrate the reduction in computational resources. 相似文献
11.
A. Bazargan-Lari 《Statistical Papers》2007,48(3):459-466
The Probability generating function of a random variable which has Generalized Polya Eggenberger Distribution of the second
kind (GPED
2) is obtained. The probability density function of the range R, in random sampling from a uniform distribution on (k, l) and exponential distribution with parameter λ is obtained, when the sample size is a random variable from GPED
2. The results of Bazargan-Lari (2004) follow as special cases. 相似文献
12.
G. S. Watson 《Australian & New Zealand Journal of Statistics》1983,25(2):389-394
Let X ∈ R be a random vector with a distribution which is invariant under rotations within the subspaces Vj (dim Vj. = qj) whose direct sum is R. The large sample distributions of the eigenvalues and vectors of Mn= n-1Σnl xixi are studied. In particular it is shown that several eigenvalue results of Anderson & Stephens (1972) for uniformly distributed unit vectors hold more generally. 相似文献
13.
F. T. Wright 《Revue canadienne de statistique》1984,12(3):229-236
The least-absolute-deviation estimate of a monotone regression function on an interval has been studied in the literature. If the observation points become dense in the interval, the almost sure rate of convergence has been shown to be O(n1/4). Applying the techniques used by Brunk (1970, Nonparametric, Techniques in Statistical Inference. Cambridge Univ. Press), the asymptotic distribution of the l1 estimator at a point is obtained. If the underlying regression function has positive slope at the point, the rate of convergence is seen to be O(n1/3). Monotone percentile regression estimates are also considered. 相似文献
14.
Mathilde Mougeot Dominique PicardKarine Tribouley 《Journal of statistical planning and inference》2013
The estimation problem in a high regression model with structured sparsity is investigated. An algorithm using a two-step block thresholding procedure called GR-LOL is provided. Convergence rates are produced: they depend on simple coherence-type indices of the Gram matrix – easily checkable on the data – as well as sparsity assumptions of the model parameters measured by a combination of l1 within-blocks with lq, q<1 between-blocks norms. The simplicity of the coherence indicator suggests ways to optimize the rates of convergence when the group structure is not naturally given by the problem or is unknown. In such a case, an auto-driven procedure is provided to determine the regressor groups (number and contents). An intensive practical study compares our grouping methods with the standard LOL algorithm. We prove that the grouping rarely deteriorates the results but can improve them very significantly. GR-LOL is also compared with group-Lasso procedures and exhibits a very encouraging behavior. The results are quite impressive, especially when GR-LOL algorithm is combined with a grouping pre-processing. 相似文献
15.
16.
《Journal of statistical planning and inference》1988,19(3):373-382
For 2m1+m2 factorial designs, this paper investigates balanced fractional 2m1 factorial designs of resolution 2l+1 with some nuisance parameters concerning the second factors. They are derivable from partially balanced arrays and further permit estimation of the effects up to the l-factor interactions concerning the first factors orthogonally to the nuisance parameters. 相似文献
17.
18.
Consider a sequence of independent and identically distributed random variables {Xi,i?1} with a common absolutely continuous distribution function F . Let X1:n?X2:n???Xn:n be the order statistics of {X1,X2,…,Xn} and {Yl,l?1} be the sequence of record values generated by {Xi,i?1}. In this work, the conditional distribution of Yl given Xn:n is established. Some characterizations of F based on record values and Xn:n are then given. 相似文献
19.
Maximum Likelihood Estimation in the Bivariate Binomial (0,1) Distribution:Application TO 2×2 Tables
We consider a 2×2 contingency table, with dichotomized qualitative characters (A,A) and (B,B), as a sample of size n drawn from a bivariate binomial (0,1) distribution. Maximum likelihood estimates p?1p?2 and p? are derived for the parameters of the two marginals p1p2 and the coefficient of correlation. It is found that p? is identical to Pearson's (1904)?=(χ2/n)½, where ?2 is Pearson's usual chi-square for the 2×2 table. The asymptotic variance-covariance matrix of p?lp?2and p is also derived. 相似文献
20.
Let Xl,…,Xn be normally and independently distributed with means θl,…,θnand a cornmorl variance. Thus there are n observations and n+i unknwon parameters. A test of the null hypothesis that, the θi's are all zero and the alternative that the vector (θl,…,θn) lies in a convex cone with its vertex a.t the origin is connsidered in this paper. It is shown that under a mild condition the likelihood ratio test is possible. The ordinary one sided t - test belongs to the class of tests considered in this paper. The hypothesis of equality of means against the simple order alternative can be tested in certain cases . 相似文献