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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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In this paper, we consider the multivariate normality test based on measure of multivariate sample skewness defined by Srivastava (1984). Srivastava derived asymptotic expectation up to the order N−1 for the multivariate sample skewness and approximate χ2 test statistic, where N is sample size. Under normality, we derive another expectation and variance for Srivastava's multivariate sample skewness in order to obtain a better test statistic. From this result, improved approximate χ2 test statistic using the multivariate sample skewness is also given for assessing multivariate normality. Finally, the numerical result by Monte Carlo simulation is shown in order to evaluate accuracy of the obtained expectation, variance and improved approximate χ2 test statistic. Furthermore, upper and lower percentiles of χ2 test statistic derived in this paper are compared with those of χ2 test statistic derived by Mardia (1974) which is used multivariate sample skewness defined by Mardia (1970). 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 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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We consider m×m covariance matrices, Σ1 and Σ2, which satisfy Σ2-Σ1=Δ, where Δ has a specified rank. Maximum likelihood estimators of Σ1 and Σ2 are obtained when sample covariance matrices having Wishart distributions are available and rank(Δ) is known. The likelihood ratio statistic for a test about the value of rank(Δ) is also given and some properties of its null distribution are obtained. The methods developed in this paper are illustrated through an example. 相似文献
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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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In this paper we revisit the classical problem of interval estimation for one-binomial parameter and for the log odds ratio of two binomial parameters. We examine the confidence intervals provided by two versions of the modified log likelihood root: the usual Barndorff-Nielsen's r* and a Bayesian version of the r* test statistic. 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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This paper proposes the density and characteristic functions of a general matrix quadratic form X(?)AX, when A=A(?) is a positive semidefinite matrix, X has a matrix multivariate elliptical distribution and X(?) denotes the usual conjugate transpose of X. These results are obtained for real normed division algebras. With particular cases we obtained the density and characteristic functions of matrix quadratic forms for matrix multivariate normal, Pearson type VII, t and Cauchy distributions. 相似文献
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A covering array CA(N;t,k,v) is an N×k array, in which in every N×t subarray, each of the vt possible t -tuples over v symbols occurs at least once. The parameter t is the strength of the array. Covering arrays have a wide range of applications for experimental screening designs, particularly for software interaction testing. A compact representation of certain covering arrays employs “permutation vectors” to encode vt×1 subarrays of the covering array so that a covering perfect hash family whose entries correspond to permutation vectors yields a covering array. We introduce a method for effective search for covering arrays of this type using tabu search. Using this technique, improved covering arrays of strength 3, 4 and 5 have been found, as well as the first arrays of strength 6 and 7 found by computational search. 相似文献
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Suppose that we have a linear regression model Y=X′β+ν0(X)ε with random error ε, where X is a random design variable and is observed completely, and Y is the response variable and some Y-values are missing at random (MAR). In this paper, based on the ‘complete’ data set for Y after inverse probability weighted imputation, we construct empirical likelihood statistics on EY and β which have the χ2-type limiting distributions under some new conditions compared with Xue (2009). Our results broaden the applicable scope of the approach combined with Xue (2009). 相似文献
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Shengli Zhao Pengfei Li Runchu Zhang Rohana Karunamuni 《Journal of statistical planning and inference》2013
Zhang et al. (2008) proposed a general minimum lower order confounding (GMC for short) criterion, which aims to select optimal factorial designs in a more elaborate and explicit manner. By extending the GMC criterion to the case of blocked designs, Wei et al. (submitted for publication) proposed a B1-GMC criterion. The present paper gives a construction theory and obtains the B1-GMC 2n−m:2r designs with n≥5N/16+1, where 2n−m:2r denotes a two-level regular blocked design with N=2n−m runs, n treatment factors, and 2r blocks. The construction result is simple. Up to isomorphism, the B1-GMC 2n−m:2r designs can be constructed as follows: the n treatment factors and the 2r−1 block effects are, respectively, assigned to the last n columns and specific 2r−1 columns of the saturated 2(N−1)−(N−1−n+m) design with Yates order. With such a simple structure, the B1-GMC designs can be conveniently used in practice. Examples are included to illustrate the theory. 相似文献
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Ashish Das Aloke Dey Ling-Yau Chan Kashinath Chatterjee 《Journal of statistical planning and inference》2008
A popular measure to assess 2-level supersaturated designs is the E(s2) criterion. In this paper, improved lower bounds on E(s2) are obtained. The same improvement has recently been established by Ryan and Bulutoglu [2007. E(s2)-optimal supersaturated designs with good minimax properties. J. Statist. Plann. Inference 137, 2250–2262]. However, our analysis provides more details on precisely when an improvement is possible, which is lacking in Ryan and Bulutoglu [2007. E(s2)-optimal supersaturated designs with good minimax properties. J. Statist. Plann. Inference 137, 2250–2262]. The equivalence of the bounds obtained by Butler et al. [2001. A general method of constructing E(s2)-optimal supersaturated designs. J. Roy. Statist. Soc. B 63, 621–632] (in the cases where their result applies) and those obtained by Bulutoglu and Cheng [2004. Construction of E(s2)-optimal supersaturated designs. Ann. Statist. 32, 1662–1678] is established. We also give two simple methods of constructing E(s2)-optimal designs. 相似文献