共查询到20条相似文献,搜索用时 15 毫秒
1.
This study is mainly concerned with estimating a shift parameter in the two-sample location problem. The proposed Smoothed Mann–Whitney–Wilcoxon method smooths the empirical distribution functions of each sample by using convolution technique, and it replaces unknown distribution functions F(x) and G(x ? Δ0) with the new smoothed distribution functions F s (x) and G s (x ? Δ0), respectively. The unknown shift parameter Δ0 is estimated by solving the gradient function S n (Δ) with respect to an arbitrary variable Δ. The asymptotic properties of the new estimator are established under some conditions that are similar to the Generalized Wilcoxon procedure proposed by Anderson and Hettmansperger (1996). Some of these properties are asymptotic normality, asymptotic level confidence interval, and hypothesis testing for Δ0. Asymptotic relative efficiency of the proposed method with respect to the least squares, Generalized Wilcoxon and Hodges and Lehmann (1963) procedures are also calculated under the contaminated normal model. 相似文献
2.
Let ν be a positive Borel measure on ?n and pFq(a1,…, ap; b1,…, bq; s) be a generalized hypergeometric series. We define a generalized hypergeometric measure, μp,q := pFq(a1,…, ap; b1,…, bq;ν), as a series of convolution powers of the measure ν, and we investigate classes of probability distributions which are expressible as such a measure. We show that the Kemp (1968) family of distributions is an example of μp,q in which ν is a Dirac measure on ?. For the case in which ν is a Dirac measure on ?n, we relate μp,q to the diagonal natural exponential families classified by Bar-Lev et al. (1994). For p < q, we show that certain measures μp,q can be expressed as the convolution of a sequence of independent multi-dimensional Bernoulli trials. For p = q, q + 1, we show that the measures μp,q are mixture measures with the Dufresne and Poisson-stopped-sum probability distributions as their mixing measures. 相似文献
3.
Dragan Ðorić 《统计学通讯:理论与方法》2013,42(21):3764-3776
The generalized skew-normal distribution introduced by Balakrishnan (2002) is used to obtain new generalizations of univariate Cauchy distribution with two parameters, denoted by GC m, n (a, b) with m and n non-negative integer numbers and a, b ∈ R. For cases (m, n) = (1, 2), (m, n) = (2, 1), (m, n) = (0, 3) and (m, n) = (3, 0) explicit forms of the density functions are derived and compared to previous generalizations of Cauchy and skew-Cauchy distributions. 相似文献
4.
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
5.
Bo Li 《统计学通讯:理论与方法》2013,42(18):2877-2889
Using the framework proposed by Bickel et al. (2006), we provide a score-based testing method to check the exclusion restriction in quantile regression, i.e., H: να(Y|U, V) = να(Y|U) w.p.1, where να denotes the αth (0 < α < 1) quantile. A subsampling method is suggested to acquire the critical values and justified. The tests are all found to be consistent against fixed alternatives and have discriminating power against local alternatives at root-n scale. We address this particular problem as a representative among a wide family of semiparametric model checking problems. The methodology can be carried over to other goodness-of-fit testing of semiparametric models, possibly involve non smooth functions. 相似文献
6.
Let X = (X, Y) be a pair of lifetimes whose dependence structure is described by an Archimedean survival copula, and let X t = [(X ? t, Y ? t) | X > t, Y > t] denotes the corresponding pair of residual lifetimes after time t ≥ 0. Multivariate aging notions, defined by means of stochastic comparisons between X and X t , with t ≥ 0, were studied in Pellerey (2008), who considered pairs of lifetimes having the same marginal distribution. Here, we present the generalizations of his results, considering both stochastic comparisons between X t and X t+s for all t, s ≥ 0 and the case of dependent lifetimes having different distributions. Comparisons between two different pairs of residual lifetimes, at any time t ≥ 0, are discussed as well. 相似文献
7.
Consider the problem of discriminating between the polynomial regression models on [?1, 1] and estimating parameters in the models. Zen and Tsai (2002) proposed a multiple-objective optimality criterion, M γ-criterion, which uses weight γ (0 ≤ γ ≤ 1) for model discrimination and α = β = (1 ? γ)/2 for parameter estimation in each model. In this article, we generalize it to a wider setup with different values of α and β. For instance, α = 2 β suggests that the “smaller” model is more likely to be the true model. Using similar techniques, the corresponding criterion-robust optimal design is investigated. A study for the original criterion-robust optimal design with α = β, through M-efficiency, shows that it is good enough for any wider setup. 相似文献
8.
《统计学通讯:理论与方法》2013,42(10):2031-2042
Abstract If the random variable X denotes the lifetime (X ≥ 0, with probability one) of a unit, then the random variable X t = (t ? X|X ≤ t), for a fixed t > 0, is known as `time since failure', which is analogous to the residual lifetime random variable used in reliability and survival analysis. The reversed hazard rate function, which is related to the random variable X t , has received the attention of many researchers in the recent past [(cf. Shaked, M., Shanthikumar, J. G., 1994). Stochastic Orders and Their Applications. New York: Academic Press]. In this paper, we define some new classes of distributions based on the random variable X t and study their interrelations. We also define a new ordering based on the mean of the random variable Xt and establish its relationship with the reversed hazard rate ordering. 相似文献
9.
For regression analysis of data with non response, sensitivity analysis is usually recommended. An index of local sensitivity to non ignorability (ISNI) (Troxel et al., 2004) was derived to detect the sensitivity of maximum likelihood estimates to small departures from ignorability. However, ISNI requires specification of a parametric model for the missing-data mechanism. In this article, a local sensitivity index for a pseudolikelihood (PL) method that does not require specification of the mechanism is proposed. For bivariate data (x, y), when the non response mechanism is an arbitrary function of x + λy, this new index is defined as the first derivative of the PL estimate with respect to λ at λ = 0. The closed form was derived for normal regression data when the density function of the predictor x approximated by a kernel estimator in the PL method. The utility of this new local sensitivity index was illustrated through application on one dataset. 相似文献
10.
Raja Rao et al. (1993) introduced the bivariate setting the clock back to zero property. A new variant of this property is introduced that is appropriate for analysing a broader area of practical situations. Some distributions possessing the proposed property are presented. Applications of this property for simplifying the computation of the bivariate mean residual life function and the bivariate percentile residual life function are studied. The relation between the proposed property with the one studied by Raja Rao and Talwalker (1990) and the bivariate lack of memory property is studied. 相似文献
11.
Czesław Ste¸pniak 《统计学通讯:理论与方法》2013,42(13):2405-2412
Canonical form plays a similar role in linear models to spectral decomposition in matrix analysis. Let X = (X 1,…, X n )′ be a random vector with expectation Aβ and the variance–covariance matrix σV, where V is positive definite and let rank(A) = r. Then there exists a nonsingular linear transformation from X to T = (T 1,…, T n )′, such that ET i = η i , for i = 1,…, r and zero for i > r, while cov(T i , T j ) = δ ij σ. This canonical form, introduced by Ko?odziejczyk (1935), was used, among others, by Scheffé (1959) and by Lehmann (1959, 1986). This technique is extended here for arbitrary (possibly singular) V and for simultaneous canonization of two models of this type. 相似文献
12.
The minimum and maximum order statistics from many of the common bivariate exponential distributions are predominantly generalized mixtures of exponentials; however, the maximum from the Friday and Patil bivariate exponential (FPBVE) model is either a generalized mixture of three or fewer exponentials or a generalized mixture of gamma and exponentials. In this article, we obtain conditions based on the weights and parameters of the generalized mixtures of gamma and one or two exponential distributions that yield legitimate probability models. Furthermore, we analyze properties of the failure rate of the maximum from the FPBVE model. This answers a question raised in Baggs and Nagaraja (1996). 相似文献
13.
Haifeng Xu 《统计学通讯:理论与方法》2017,46(7):3123-3134
In this article, assuming that the error terms follow a multivariate t distribution,we derive the exact formulae forthe moments of the heterogeneous preliminary test (HPT) estimator proposed by Xu (2012b). We also execute the numerical evaluation to investigate the mean squared error (MSE) performance of the HPT estimator and compare it with those of the feasible ridge regression (FRR) estimator and the usual ordinary least squared (OLS) estimator. Further, we derive the optimal critical values of the preliminary F test for the HPT estimator, using the minimax regret function proposed by Sawa and Hiromatsu (1973). Our results show that (1) the optimal significance level (α*) increases as the degrees of freedom of multivariate t distribution (ν0) increases; (2) when ν0 ? 10, the value of α* is close to that in the normal error case. 相似文献
14.
15.
Considering the Wald, score, and likelihood ratio asymptotic test statistics, we analyze a multivariate null intercept errors-in-variables regression model, where the explanatory and the response variables are subject to measurement errors, and a possible structure of dependency between the measurements taken within the same individual are incorporated, representing a longitudinal structure. This model was proposed by Aoki et al. (2003b) and analyzed under the bayesian approach. In this article, considering the classical approach, we analyze asymptotic test statistics and present a simulation study to compare the behavior of the three test statistics for different sample sizes, parameter values and nominal levels of the test. Also, closed form expressions for the score function and the Fisher information matrix are presented. We consider two real numerical illustrations, the odontological data set from Hadgu and Koch (1999), and a quality control data set. 相似文献
16.
Recently, Abbasnejad et al. (2010) proposed a measure of uncertainty based on survival function, called the survival entropy of order α. A dynamic form of the survival entropy of order α is also proposed by them. In this paper, we derive the weighted form of these measures. The properties of the new measures are also discussed. 相似文献
17.
Bivariate aging notions for a vector X of lifetimes based on stochastic comparisons between X and X t, where X t is the multivariate residual lifetime after time t > 0, have been studied in Pellerey (2008) under the assumption that the dependence structure in X is described by an Archimedean survival copula. Similar stochastic comparisons between X t and X t+s, for all t; s > 0, were considered in Mulero and Pellerey (2010). In this article, these results are generalized and extended to the multivariate case. Two illustrative examples are also provided. 相似文献
18.
This article presents an application of copula methodology in exchange markets. In this article, we consider the concept of directional dependence given by Sungur (2005). We also consider and study directional dependence for generalized Farlie–Gumbel–Morgenstern (FGM) distributions, which are a member of the Rodríguez-Lallena and Úbeda-Flores (2004) family, C(u, v) = uv + f(u)g(v). Examples of the generalized FGM distributions are provided with exchange market data of the Euro, Canadian dollar, Korean Won, Japanese Yen, and Hong Kong dollar against the U.S. dollar. 相似文献
19.
In this article, we study the moment-based test procedure for a mixture distribution for the Natural exponential family with quadratic variance functions (NEF-QVF) family proposed by Ning et al. (2009b) in the small sample size scenario. We derive the approximation for the null distribution of the test statistic by the Edgeworth expansion. The simulations are conducted for a binomial mixture distribution, which includes the situation corresponding to the detection of the linkage in the genetic analysis, with different sample sizes and family sizes at various significance levels. The simulation results show that our test performs reasonably well. We also apply the proposed method to the real clinical data to verify the significant difference between two drug treatments. The critical values associated with a binomial mixture distribution are also provided. 相似文献
20.
Baker (2008) introduced a new method for constructing multivariate distributions with given marginals based on order statistics. In this paper, we provide a test of independence for a pair of absolutely continuous random variables (X, Y) jointly distributed according to Baker’s bivariate distributions. Our purpose is to test the hypothesis that X and Y are independent versus the alternative that X and Y are positively (negatively) quadrant dependent. The asymptotic distribution of the proposed test statistic is investigated. Also, the powers of the proposed test and the class of distribution-free tests proposed by Kochar and Gupta (1987) are compared empirically via a simulation study. 相似文献