共查询到20条相似文献,搜索用时 31 毫秒
1.
S. Sengupta 《统计学通讯:理论与方法》2017,46(5):2370-2374
We consider the problem of estimation of a finite population proportion (P) related to a sensitive attribute under Warner's (1965) randomized response plan and the unrelated question plan due to Horvitz et al. (1967) and prove that for a given probability sampling design, given any linear unbiased estimator (LUE) of P based on Warner's (1965) plan with any given value of the plan parameter, there exists an LUE of P based on the unrelated question plan with a uniformly smaller variance for suitable choices of the plan parameters. Assuming that only the attribute is sensitive but its complement is innocuous, the same is also shown to be true when the plan parameters for the two plans are so chosen so that both offer the same specified level of privacy. 相似文献
2.
Soo Hak Sung 《统计学通讯:理论与方法》2013,42(2):428-439
In this article, we establish a new complete convergence theorem for weighted sums of negatively dependent random variables. As corollaries, many results on the almost sure convergence and complete convergence for weighted sums of negatively dependent random variables are obtained. In particular, the results of Jing and Liang (2008), Sung (2012), and Wu (2010) can be obtained. 相似文献
3.
In this article, we primarily aim to apply the permutation matrix techniques to the problem of the optimal invariant quadratic prediction in a finite population. An alternative to the work of Liu and Rong (2007) is offered. In addition, we derive the OIQP for the population variance and show that it has less PMSE than the ordinary optimal unbiased predictor. 相似文献
4.
Suchandan Kayal 《统计学通讯:理论与方法》2018,47(20):4938-4957
Several probability distributions such as power-Pareto distribution (see Gilchrist 2000 and Hankin and Lee 2006), various forms of lambda distributions (see Ramberg and Schmeiser 1974 and Freimer et al. 1988), Govindarajulu distribution (see Nair, Sankaran, and Vineshkumar 2012), etc., do not have manageable distribution functions, though they have tractable quantile functions. Hence, analytical study of the properties of Chernoff distance of two random variables associated with these distributions via traditional distribution function-based tool becomes difficult. To make this simple, in this paper, we introduce quantile-based Chernoff distance for (left or right) truncated random variables and study its various properties. Some useful bounds as well as characterization results are obtained. 相似文献
5.
Marcelo de Paula 《统计学通讯:理论与方法》2013,42(19):5762-5786
ABSTRACTIn this article, we propose an approach for incorporating continuous and discrete original outcome distributions into the usual exponential family regression models. The new approach is an extension of the works of Suissa (1991) and Suissa and Blais (1995), which present methods to estimate the risk of an event defined in a sample subspace of an original continuous outcome variable. Simulation studies are presented in order to illustrate the performance of the developed methodology. Real data sets are analyzed by using the proposed models. 相似文献
6.
Ming Le Guo 《统计学通讯:理论与方法》2014,43(10-12):2527-2539
In this article, the complete moment convergence of weighted sums for ?-mixing sequence of random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete moment convergence of weighted sums for ?-mixing sequence of random variables are established. These results promote and improve the corresponding results obtained by Li et al. (1995) and Gut (1993) from i.i.d. to ?-mixing setting. Moreover, we obtain the complete moment convergence of moving average processes based on ?-mixing random variables, which extends the result of Kim et al. (2008) in the sense that it does not require a specific mixing rate. 相似文献
7.
For the multivariate elliptical model subjective Bayesian estimators of the location vector and some functions of the characteristic matrix with the normal-inverse Wishart and the normal-Wishart as prior, respectively, are derived. Fang and Li (1999) considered the elliptical model for Bayesian analysis for an objective prior structure. In addition, the newly developed results are applied to the multivariate normal- and t-distribution. A performance study is done to evaluate the normal-gamma and normal-inverse gamma distributions as suitable priors. A practical application for the posterior distributions of the multivariate t-distribution is included by means of Gibbs sampling and a Metropolis-Hastings algorithm. 相似文献
8.
In this article, we directly introduce the continuous version of the general discrete triangular distributions (Kokonendji and Zocchi, 2010). It is bounded and, in general, unimodal with pike. It contains thus a very useful class of two-sided power distributions (van Dorp and Kotz, 2002a,b, 2003). Moments, particular cases, limit distributions, and relations between parameters are straightforwardly derived. 相似文献
9.
This article extends the results reported in del Barrio Castro, Osborn and Taylor (2012) to the approach followed by Franses (1991a,b) to test for seasonal unit roots, providing the asymptotic representation to the seasonal unit roots tests proposed by Franses for a general number of seasons S. 相似文献
10.
Pao-Sheng Shen 《统计学通讯:理论与方法》2013,42(18):3796-3811
In this article, we consider fitting a semiparametric linear model to survey data with censored observations. The specific goal of the paper is to extend the methods of Cheng et al. (1995) and Chen et al. (2002) to the case when the sample has been drawn from a population using a complex sampling design. Similar to the approach of Lin (2000), we regard the survey population as a random sample from an infinite universe and accounts for this randomness in the statistical inference. A simulation study is conducted to investigate the performance of the proposed estimators. 相似文献
11.
Two-period crossover design is one of the commonly used designs in clinical trials. But, the estimation of treatment effect is complicated by the possible presence of carryover effect. It is known that ignoring the carryover effect when it exists can lead to poor estimates of the treatment effect. The classical approach by Grizzle (1965) consists of two stages. First, a preliminary test is conducted on carryover effect. If the carryover effect is significant, analysis is based only on data from period one; otherwise, analysis is based on data from both periods. A Bayesian approach with improper priors was proposed by Grieve (1985) which uses a mixture of two models: a model with carryover effect and another without. The indeterminacy of the Bayes factor due to the arbitrary constant in the improper prior was addressed by assigning a minimally discriminatory value to the constant. In this article, we present an objective Bayesian estimation approach to the two-period crossover design which is also based on a mixture model, but using the commonly recommended Zellner–Siow g-prior. We provide simulation studies and a real data example and compare the numerical results with Grizzle (1965)’s and Grieve (1985)’s approaches. 相似文献
12.
We develop a simple corrected score for logistic regression with errors-in-covariates. The new method is an extension of the consistent functional methods proposed by Huang and Wang (2001) and is closely related to the corrected score method by Nakamura (1990) and Stefanski (1989). The new method requires that the measurement error distribution is known, but does not require normality. The new method yields a consistent and asymptotically normal estimator under regularity conditions. We examine the finite-sample performance of the new estimator through simulation studies. Finally, we illustrate the new method by applying it to an AIDS study. 相似文献
13.
ABSTRACTIn this work, we proposed an adaptive multivariate cumulative sum (CUSUM) statistical process control chart for signaling a range of location shifts. This method was based on the multivariate CUSUM control chart proposed by Pignatiello and Runger (1990), but we adopted the adaptive approach similar to that discussed by Dai et al. (2011), which was based on a different CUSUM method introduced by Crosier (1988). The reference value in this proposed procedure was changed adaptively in each run, with the current mean shift estimated by exponentially weighted moving average (EWMA) statistic. By specifying the minimal magnitude of the mean shift, our proposed control chart achieved a good overall performance for detecting a range of shifts rather than a single value. We compared our adaptive multivariate CUSUM method with that of Dai et al. (2001) and the non adaptive versions of these two methods, by evaluating both the steady state and zero state average run length (ARL) values. The detection efficiency of our method showed improvements over the comparative methods when the location shift is unknown but falls within an expected range. 相似文献
14.
This article compares three value-at-risk (VaR) approximation methods suggested in the literature: Cornish and Fisher (1937), Sillitto (1969), and Liu (2010). Simulation results are obtained for three families of distributions: student-t, skewed-normal, and skewed-t. We recommend the Sillitto approximation as the best method to evaluate the VaR when the financial return has an unknown, skewed, and heavy-tailed distribution. 相似文献
15.
《统计学通讯:理论与方法》2013,42(12):2373-2387
Abstract In this article we revisit Warner's (Warner, S. L. (1965). Randomized response: a survey technique for elimination evasive answer bias. Journal of the American Statistical Association 60:63–69) randomize response model for estimating the proportion of “sensitive” attributed in a population and propose a two-stage sequential sampling procedure for it. We show that the new procedure can potentially reduce, on the average, the number of interviewees surveyed in the study while allowing instances with smaller error of estimation. The properties and some of the attractive features of the randomized response two-stage sequential sampling estimation procedure is discussed as illustrated. 相似文献
16.
Cibele Queiroz da-Silva Eduardo G. Martins Vinícius Bonato Sérgio Furtado dos Reis 《统计学通讯:模拟与计算》2013,42(4):816-828
We develop a series of Bayesian statistical models for estimating survival of a neotropic didelphid marsupial, the Brazilian gracile mouse opossum (Gracilinanus microtarsus). These models are based on the Cormack–Jolly–Seber model (Cormack, 1964; Jolly 1965; Seber 1965) with both survival and recapture rates expressed as a function of covariates using a logit link. The proposed models allow taking into account heterogeneity in capture probability caused by the existence of different groups of individuals in the population. The models were applied to two cohorts (Cohort, 2000, 2001) with the first one including 14 and the second one 15 sampling occasions. The best models for each of the cohorts indicate that G. microtarsus is best described as partially semelparous, a condition in which mortality after the first mating is high but graded over time, with a fraction of males surviving for a second breeding season (Boonstra, 2005). 相似文献
17.
Ran Wang 《统计学通讯:理论与方法》2013,42(21):6342-6356
ABSTRACTThis article considers inference for partial linear models with right censored data. We use empirical likelihood based on the Buckley and James (1979) estimating equation to derive the confidence region for the regression parameter. We introduce an adjusted empirical likelihood ratio statistic for the parameter of interest and show that its limiting distribution is standard chi-square. A simulation is carried out to compare our method with the synthetic data approach in Wang and Li (2002). 相似文献
18.
Pao-Sheng Shen 《统计学通讯:理论与方法》2013,42(16):4812-4823
ABSTRACTGandy and Jensen (2005) proposed goodness-of-fit tests for Aalen's additive risk model. In this article, we demonstrate that the approach of Gandy and Jensen (2005) can be applied to left-truncated right-censored (LTRC) data and doubly censored data. A simulation study is conducted to investigate the performance of the proposed tests. The proposed tests are illustrated using heart transplant data. 相似文献
19.
Yongfeng Wu 《统计学通讯:理论与方法》2013,42(20):5977-5989
ABSTRACTThe authors discuss the convergence for weighted sums of pairwise negatively quadrant dependent (NQD) random variables and obtain some new results which extend and improve the result of Bai and Cheng (2000). In addition, we relax some restrictions of the conditions in their result. Some new methods are used in this article which differ from that of Bai and Cheng (2000). 相似文献
20.
A bivariate family of copulas has been initiated by Cuadras-Augé (1981) and Marshall (1996). Recently, Durante (2007) considered this family as a general family of symmetric bivariate copulas indexed by a generator function and studied some of its dependence properties. In this article, we obtain and describe further aspects of dependence for this family. For example, we have proved that the family has positive likelihood ratio dependence structure if and only if the family reduces to some well-known copulas. We also derive several proper forms for the generator function of this family. Considering a multivariate extension of the bivariate family of copulas provided by Durante et al. (2007), some dependence properties are studied. Finally, some positive dependence stochastic orderings for two random vectors having a copula from the proposed families, are discussed. 相似文献