共查询到20条相似文献,搜索用时 31 毫秒
1.
The probability matching prior for linear functions of Poisson parameters is derived. A comparison is made between the confidence intervals obtained by Stamey and Hamilton (2006), and the intervals derived by us when using the Jeffreys’ and probability matching priors. The intervals obtained from the Jeffreys’ prior are in some cases fiducial intervals (Krishnamoorthy and Lee, 2010). A weighted Monte Carlo method is used for the probability matching prior. The power and size of the test, using Bayesian methods, is compared to tests used by Krishnamoorthy and Thomson (2004). The Jeffreys’, probability matching and two other priors are used. 相似文献
2.
Recently, Koyuncu et al. (2013) proposed an exponential type estimator to improve the efficiency of mean estimator based on randomized response technique. In this article, we propose an improved exponential type estimator which is more efficient than the Koyuncu et al. (2013) estimator, which in turn was shown to be more efficient than the usual mean estimator, ratio estimator, regression estimator, and the Gupta et al. (2012) estimator. Under simple random sampling without replacement (SRSWOR) scheme, bias and mean square error expressions for the proposed estimator are obtained up to first order of approximation and comparisons are made with the Koyuncu et al. (2013) estimator. A simulation study is used to observe the performances of these two estimators. Theoretical findings are also supported by a numerical example with real data. We also show how to, extend the proposed estimator to the case when more than one auxiliary variable is available. 相似文献
3.
Guoyi Zhang 《统计学通讯:模拟与计算》2015,44(4):827-832
This research is to provide a solution of one-way ANOVA without using transformation when variances are heteroscedastic and group sizes are unequal. Parametric bootstrap test (Krishnamoorthy et al., 2007) has been shown to be competitive with many other methods when testing the equality of group means. We extend the parametric bootstrap algorithm to a multiple comparison procedure. Simulation results show that the parametric bootstrap approach works well for one-way ANOVA. 相似文献
4.
This paper presents a new variable weight method, called the singular value decomposition (SVD) approach, for Kohonen competitive learning (KCL) algorithms based on the concept of Varshavsky et al. [18]. Integrating the weighted fuzzy c-means (FCM) algorithm with KCL, in this paper, we propose a weighted fuzzy KCL (WFKCL) algorithm. The goal of the proposed WFKCL algorithm is to reduce the clustering error rate when data contain some noise variables. Compared with the k-means, FCM and KCL with existing variable-weight methods, the proposed WFKCL algorithm with the proposed SVD's weight method provides a better clustering performance based on the error rate criterion. Furthermore, the complexity of the proposed SVD's approach is less than Pal et al. [17], Wang et al. [19] and Hung et al. [9]. 相似文献
5.
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
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7.
In this article, we derive a new generalized geometric distribution through a weight function, which can also be viewed as a discrete analog of weighted exponential distribution introduced by Gupta and Kundu (2009). We derive some distributional properties like moments, generating functions, hazard function, and infinite divisibility followed by different estimation methods to estimate the parameters. New characterizations of the geometric distribution are presented using the proposed generalized geometric distribution. The superiority of the proposed distribution to other competing models is demonstrated with the help of two real count datasets. 相似文献
8.
Sanaullah et al. (2014) have suggested generalized exponential chain ratio estimators under stratified two-phase sampling scheme for estimating the finite population mean. However, the bias and mean square error (MSE) expressions presented in that work need some corrections, and consequently the study based on efficiency comparison also requires corrections. In this article, we revisit Sanaullah et al. (2014) estimator and provide the correct bias and MSE expressions of their estimator. We also propose an estimator which is more efficient than several competing estimators including the classes of estimators in Sanaullah et al. (2014). Three real datasets are used for efficiency comparisons. 相似文献
9.
Rameela Chandrasekhar 《统计学通讯:理论与方法》2014,43(14):2951-2957
Adaptive designs find an important application in the estimation of unknown percentiles for an underlying dose-response curve. A nonparametric adaptive design was suggested by Mugno et al. (2004) to simultaneously estimate multiple percentiles of an unknown dose-response curve via generalized Polya urns. In this article, we examine the properties of the design proposed by Mugno et al. (2004) when delays in observing responses are encountered. Using simulations, we evaluate a modification of the design under varying group sizes. Our results demonstrate unbiased estimation with minimal loss in efficiency when compared to the original compound urn design. 相似文献
10.
This article suggests random and fixed effects spatial two-stage least squares estimators for the generalized mixed regressive spatial autoregressive panel data model. This extends the generalized spatial panel model of Baltagi et al. (2013) by the inclusion of a spatial lag term. The estimation method utilizes the Generalized Moments method suggested by Kapoor et al. (2007) for a spatial autoregressive panel data model. We derive the asymptotic distributions of these estimators and suggest a Hausman test a la Mutl and Pfaffermayr (2011) based on the difference between these estimators. Monte Carlo experiments are performed to investigate the performance of these estimators as well as the corresponding Hausman test. 相似文献
11.
When a sufficient correlation between the study variable and the auxiliary variable exists, the ranks of the auxiliary variable are also correlated with the study variable, and thus, these ranks can be used as an effective tool in increasing the precision of an estimator. In this paper, we propose a new improved estimator of the finite population mean that incorporates the supplementary information in forms of: (i) the auxiliary variable and (ii) ranks of the auxiliary variable. Mathematical expressions for the bias and the mean-squared error of the proposed estimator are derived under the first order of approximation. The theoretical and empirical studies reveal that the proposed estimator always performs better than the usual mean, ratio, product, exponential-ratio and -product, classical regression estimators, and Rao (1991), Singh et al. (2009), Shabbir and Gupta (2010), Grover and Kaur (2011, 2014) estimators. 相似文献
12.
Analysis of covariance (ANCOVA) is the standard procedure for comparing several treatments when the response variable depends on one or more covariates. We consider the problem of testing the equality of treatment effects when the variances are not assumed to be equal. It is well known that classical F test is not robust with respect to the assumption of equal variances and may lead to misleading conclusions if the variances are not equal. Ananda (1998) developed a generalized F test for testing the equality of treatment effects. However, simulation studies show that the actual size of this test can be much higher than the nominal level when the sample sizes are small, particularly when the number of treatments is large. In this article, we develop a test using the parametric bootstrap approach of Krishnamoorthy et al. (2007). Our simulations show that the actual size of our proposed test is close to the nominal level, irrespective of the number of treatments and sample sizes. Our simulations also indicate that our proposed PB test is more robust, with respect to the assumption of normality, than the generalized F test. Therefore, our proposed PB test provides a satisfactory alternative to the generalized F test. 相似文献
13.
Repeated measurement designs are widely used in medicine, pharmacology, animal sciences, and psychology. In this paper the works of Iqbal and Tahir (2009) and Iqbal, Tahir, and Ghazali (2010) are generalized for the construction of circular-balanced and circular strongly balanced repeated measurements designs through the method of cyclic shifts for three periods. 相似文献
14.
Housila P. Singh 《统计学通讯:理论与方法》2017,46(2):521-531
This paper aimed at providing an efficient new unbiased estimator for estimating the proportion of a potentially sensitive attribute in survey sampling. The suggested randomization device makes use of the means, variances of scrambling variables, and the two scalars lie between “zero” and “one.” Thus, the same amount of information has been used at the estimation stage. The variance formula of the suggested estimator has been obtained. We have compared the proposed unbiased estimator with that of Kuk (1990) and Franklin (1989), and Singh and Chen (2009) estimators. Relevant conditions are obtained in which the proposed estimator is more efficient than Kuk (1990) and Franklin (1989) and Singh and Chen (2009) estimators. The optimum estimator (OE) in the proposed class of estimators has been identified which finally depends on moments ratios of the scrambling variables. The variance of the optimum estimator has been obtained and compared with that of the Kuk (1990) and Franklin (1989) estimator and Singh and Chen (2009) estimator. It is interesting to mention that the “optimum estimator” of the class of estimators due to Singh and Chen (2009) depends on the parameter π under investigation which limits the use of Singh and Chen (2009) OE in practice while the proposed OE in this paper is free from such a constraint. The proposed OE depends only on the moments ratios of scrambling variables. This is an advantage over the Singh and Chen (2009) estimator. Numerical illustrations are given in the support of the present study when the scrambling variables follow normal distribution. Theoretical and empirical results are very sound and quite illuminating in the favor of the present study. 相似文献
15.
Guangyu Mao 《Econometric Reviews》2018,37(5):491-506
This article is concerned with sphericity test for the two-way error components panel data model. It is found that the John statistic and the bias-corrected LM statistic recently developed by Baltagi et al. (2011)Baltagi et al. (2012, which are based on the within residuals, are not helpful under the present circumstances even though they are in the one-way fixed effects model. However, we prove that when the within residuals are properly transformed, the resulting residuals can serve to construct useful statistics that are similar to those of Baltagi et al. (2011)Baltagi et al. (2012). Simulation results show that the newly proposed statistics perform well under the null hypothesis and several typical alternatives. 相似文献
16.
S. Zinodiny 《统计学通讯:理论与方法》2018,47(22):5519-5533
The problem of estimating of the vector β of the linear regression model y = Aβ + ? with ? ~ Np(0, σ2Ip) under quadratic loss function is considered when common variance σ2 is unknown. We first find a class of minimax estimators for this problem which extends a class given by Maruyama and Strawderman (2005) and using these estimators, we obtain a large class of (proper and generalized) Bayes minimax estimators and show that the result of Maruyama and Strawderman (2005) is a special case of our result. We also show that under certain conditions, these generalized Bayes minimax estimators have greater numerical stability (i.e., smaller condition number) than the least-squares estimator. 相似文献
17.
In this research, multiple dependent state and repetitive group sampling are used to design a variable sampling plan based on one-sided process capability indices, which consider the quality of the current lot as well as the quality of the preceding lots. The sample size and critical values of the proposed plan are determined by minimizing the average sample number while satisfying the producer's risk and consumer's risk at corresponding quality levels. In addition, comparisons are made with the existing sampling plans [Pearn and Wu (2006a), Yen et al. (2015)] in terms of average sample number and operating characteristic curve. Finally, an example is provided to illustrate the proposed plan. 相似文献
18.
Siti Haslinda Mohd Din Marek Molas Jolanda Luime Emmanuel Lesaffre 《Journal of applied statistics》2014,41(8):1627-1644
A variety of statistical approaches have been suggested in the literature for the analysis of bounded outcome scores (BOS). In this paper, we suggest a statistical approach when BOSs are repeatedly measured over time and used as predictors in a regression model. Instead of directly using the BOS as a predictor, we propose to extend the approaches suggested in [16,21,28] to a joint modeling setting. Our approach is illustrated on longitudinal profiles of multiple patients’ reported outcomes to predict the current clinical status of rheumatoid arthritis patients by a disease activities score of 28 joints (DAS28). Both a maximum likelihood as well as a Bayesian approach is developed. 相似文献
19.
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
20.
In analogy with the weighted Shannon entropy proposed by Belis and Guiasu (1968) and Guiasu (1986), we introduce a new information measure called weighted cumulative residual entropy (WCRE). This is based on the cumulative residual entropy (CRE), which is introduced by Rao et al. (2004). This new information measure is “length-biased” shift dependent that assigns larger weights to larger values of random variable. The properties of WCRE and a formula relating WCRE and weighted Shannon entropy are given. Related studies of reliability theory is covered. Our results include inequalities and various bounds to the WCRE. Conditional WCRE and some of its properties are discussed. The empirical WCRE is proposed to estimate this new information measure. Finally, strong consistency and central limit theorem are provided. 相似文献