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Consider the model where there are I independent multivariate normal treatment populations with p×1 mean vectors μi, i=1,…,I, and covariance matrix Σ. Independently the (I+1)st population corresponds to a control and it too is multivariate normal with mean vector μI+1 and covariance matrix Σ. Now consider the following two multiple testing problems. 相似文献
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José Antonio Moler Fernando Plo Miguel San Miguel 《Journal of statistical planning and inference》2007
We study a randomized adaptive design to assign one of the L treatments to patients who arrive sequentially by means of an urn model. At each stage n, a reward is distributed between treatments. The treatment applied is rewarded according to its response, 0?Yn?1, and 1-Yn is distributed among the other treatments according to their performance until stage n-1. Patients can be classified in K+1 levels and we assume that the effect of this level in the response to the treatments is linear. We study the asymptotic behavior of the design when the ordinary least square estimators are used as a measure of performance until stage n-1. 相似文献
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We consider a linear regression model with regression parameter β=(β1,…,βp) and independent and identically N(0,σ2) distributed errors. Suppose that the parameter of interest is θ=aTβ where a is a specified vector. Define the parameter τ=cTβ-t where the vector c and the number t are specified and a and c are linearly independent. Also suppose that we have uncertain prior information that τ=0. We present a new frequentist 1-α confidence interval for θ that utilizes this prior information. We require this confidence interval to (a) have endpoints that are continuous functions of the data and (b) coincide with the standard 1-α confidence interval when the data strongly contradict this prior information. This interval is optimal in the sense that it has minimum weighted average expected length where the largest weight is given to this expected length when τ=0. This minimization leads to an interval that has the following desirable properties. This interval has expected length that (a) is relatively small when the prior information about τ is correct and (b) has a maximum value that is not too large. The following problem will be used to illustrate the application of this new confidence interval. Consider a 2×2 factorial experiment with 20 replicates. Suppose that the parameter of interest θ is a specified simple effect and that we have uncertain prior information that the two-factor interaction is zero. Our aim is to find a frequentist 0.95 confidence interval for θ that utilizes this prior information. 相似文献
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We determine a credible set A that is the “best” with respect to the variation of the prior distribution in a neighborhood Γ of the starting prior π0(θ). Among the class of sets with credibility γ under π0, the “optimally robust” set will be the one which maximizes the minimum probability of including θ as the prior varies over Γ. This procedure is also Γ-minimax with respect to the risk function, probability of non-inclusion. We find the optimally robust credible set for three neighborhood classes Γ, the ε-contamination class, the density ratio class and the density bounded class. A consequence of this investigation is that the maximum likelihood set is seen to be an optimal credible set from a robustness perspective. 相似文献
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For a random sample of size n from an absolutely continuous random vector (X,Y), let Yi:n be ith Y-order statistic and Y[j:n] be the Y-concomitant of Xj:n. We determine the joint pdf of Yi:n and Y[j:n] for all i,j=1 to n, and establish some symmetry properties of the joint distribution for symmetric populations. We discuss the uses of the joint distribution in the computation of moments and probabilities of various ranks for Y[j:n]. We also show how our results can be used to determine the expected cost of mismatch in broken bivariate samples and approximate the first two moments of the ratios of linear functions of Yi:n and Y[j:n]. For the bivariate normal case, we compute the expectations of the product of Yi:n and Y[i:n] for n=2 to 8 for selected values of the correlation coefficient and illustrate their uses. 相似文献
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We consider density estimation for a smooth stationary process Xt, t∈R, based on a discrete sample Yi=XΔi, i=0,…,n=T/Δ. By a suitable interpolation scheme of order p , we augment data to form an approximation Xp,t, t∈[0,T], of the continuous-time process and base our density estimate on the augmented sample path. Our results show that this can improve the rate of convergence (measured in terms of n) of the density estimate. Among other things, this implies that recording n observations using a small Δ can be more efficient than recording n independent observations. 相似文献
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We consider fixed-size estimation for a linear function of mean vectors from πi:Np(μi,Σi), i=1,…,k, when every Σi has some structure. The goal of inference is to construct a fixed-span confidence region with required accuracy. We find a sample size for each πi with the help of the ‘double shrink methodology’, that is introduced by this paper, via covariance structures of Σi, i=1,…,k. We estimate the sample size in a two-stage sampling and give a fixed-span confidence region that has the coverage probability approximately second-order consistent with the required accuracy. Some simulations are carried out to see moderate sample size performances of the proposed methodologies. 相似文献
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Joseph P.S. Kung Anna de Mier Xinyu Sun Catherine Yan 《Journal of statistical planning and inference》2009
We consider paths in the plane with (1,0), (0,1), and (a,b)-steps that start at the origin, end at height n, and stay strictly to the left of a given non-decreasing right boundary. We show that if the boundary is periodic and has slope at most b/a, then the ordinary generating function for the number of such paths ending at height n is algebraic. Our argument is in two parts. We use a simple combinatorial decomposition to obtain an Appell relation or “umbral” generating function, in which the power zn is replaced by a power series of the form znφn(z), where φn(0)=1. Then we convert (in an explicit way) the umbral generating function to an ordinary generating function by solving a system of linear equations and a polynomial equation. This conversion implies that the ordinary generating function is algebraic. We give several concrete examples, including an alternative way to solve the tennis ball problem. 相似文献
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We consider the problem of estimating the mean θ of an Np(θ,Ip) distribution with squared error loss ∥δ−θ∥2 and under the constraint ∥θ∥≤m, for some constant m>0. Using Stein's identity to obtain unbiased estimates of risk, Karlin's sign change arguments, and conditional risk analysis, we compare the risk performance of truncated linear estimators with that of the maximum likelihood estimator δmle. We obtain for fixed (m,p) sufficient conditions for dominance. An asymptotic framework is developed, where we demonstrate that the truncated linear minimax estimator dominates δmle, and where we obtain simple and accurate measures of relative improvement in risk. Numerical evaluations illustrate the effectiveness of the asymptotic framework for approximating the risks for moderate or large values of p. 相似文献
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In this paper a neat construction is provided for three new families of group divisible designs that generalize some designs from Clatworthy's table of the only 11 designs with two associate classes that have block size four, three groups, and replication numbers at most 10. In each case (namely, λ1=4 and λ2=5, λ1=4 and λ2=2, and λ1=8 and λ2=4), we have proved that the necessary conditions found are also sufficient for the existence of such GDD's with block size four and three groups, with one possible exception. 相似文献
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In this paper, we study a random field U?(t,x) governed by some type of stochastic partial differential equations with an unknown parameter θ and a small noise ?. We construct an estimator of θ based on the continuous observation of N Fourier coefficients of U?(t,x), and prove the strong convergence and asymptotic normality of the estimator when the noise ? tends to zero. 相似文献
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In this paper, we consider the following simple linear Errors-in-Variables (EV) regression model ηi=θ+βxi+?i, ξi=xi+δi, 1?i?n. The moderate deviation principle for the least squares (LS) estimators of the unknown parameters θ, β in the model are obtained. 相似文献