Gamze Özel  Hülya Çingi  Merve Oğuz 《统计学通讯:理论与方法》2014,43(22):4766-4779

We propose separate ratio estimators for population variance in stratified random sampling. We obtain mean square error equations and compare proposed estimators about efficiency with each other. By these comparisons, we find the conditions which make proposed estimators more efficient than others. It has been shown that proposed classes of estimators are more efficient than usual unbiased estimator. We find that separate ratio estimators are more efficient than combined ratio estimators for population variance. The theoretical results are supported by a numerical illustration with original data. A simulation study is also carried out to investigate empirical performance of estimators.  相似文献   

    

Raul O. Chao  Kenneth C. Lichtendahl  Yael Grushka‐Cockayne 《Production and Operations Management》2014,23(8):1286-1298

Many large organizations use a stage‐gate process to manage new product development projects. In a typical stage‐gate process project managers learn about potential ideas from research and exert effort in development while senior executives make intervening go/no‐go decisions. This decentralized decision making results in an agency problem because the idea quality in early stages is unknown to the executive and the project manager must exert unobservable development effort in later stages. In light of these challenges, how should the firm structure incentives to ensure that project managers reveal relevant information and invest the appropriate effort to create value? In this study, we develop a model of adverse selection in research and moral hazard in development with a go/no‐go decision at the intervening gate. Our results show that the principal's uncertainty regarding early‐stage idea quality—a term we refer to as idea risk—alters the effect of late‐stage development risk. The presence of idea risk can alter the incentives offered to the agent and may lead the principal to reject projects that otherwise seem favorable in terms of positive net present value. A simulation of early‐stage ideas, found through search on a complex landscape, shows that the firm can mitigate the negative effects of idea risk by encouraging breadth of search and high tolerance for failure.  相似文献   

    

Harry O. Posten Section Editor 《The American statistician》2013,67(3):145-148

Review of International Association for Statistical Education Proceedings: Proceedings of the First Scientific Meeting of the International Association for Statistical Education, Lina Brunelli and Guiseppe Cicchitelli, Editors. U.S. $5 (cost of postage) from International Statistical Institute, 428 Prinses Beatrixlann, 2270 AZ Voorburg, The Netherlands. Includes 49 papers presented in Perugia, Italy, in August 1993; 476 pages. Reviewed by Peter Holmes  相似文献   

    

Robert J. Mitkus  David B. King  Mark O. Walderhaug  Richard A. Forshee 《Risk analysis》2014,34(4):735-750

The use of thimerosal preservative in childhood vaccines has been largely eliminated over the past decade in the United States because vaccines have been reformulated in single‐dose vials that do not require preservative. An exception is the inactivated influenza vaccines, which are formulated in both multidose vials requiring preservative and preservative‐free single‐dose vials. As part of an ongoing evaluation by USFDA of the safety of biologics throughout their lifecycle, the infant body burden of mercury following scheduled exposures to thimerosal preservative in inactivated influenza vaccines in the United States was estimated and compared to the infant body burden of mercury following daily exposures to dietary methylmercury at the reference dose established by the USEPA. Body burdens were estimated using kinetic parameters derived from experiments conducted in infant monkeys that were exposed episodically to thimerosal or MeHg at identical doses. We found that the body burden of mercury (AUC) in infants (including low birth weight) over the first 4.5 years of life following yearly exposures to thimerosal was two orders of magnitude lower than that estimated for exposures to the lowest regulatory threshold for MeHg over the same time period. In addition, peak body burdens of mercury following episodic exposures to thimerosal in this worst‐case analysis did not exceed the corresponding safe body burden of mercury from methylmercury at any time, even for low‐birth‐weight infants. Our pharmacokinetic analysis supports the acknowledged safety of thimerosal when used as a preservative at current levels in certain multidose infant vaccines in the United States.  相似文献   

    

M. Arashi  A. K. MD. Ehsanes Saleh  Daya K. Nagar  S. M. M. Tabatabaey 《统计学通讯:理论与方法》2013,42(13):2774-2787

  相似文献   

    

A. K. MD. Ehsanes Saleh  Amal F. Ghania 《统计学通讯:理论与方法》2013,42(15):3303-3320

In an AR (p)-model, least-squares estimation of the parameters is considered when it is suspected that the parameters may belong to a linear subspace and the estimated covariance matrix is ill-conditioned. Accordingly, we define five estimators and study their properties in an asymptotic setup to discover dominance properties based on asymptotic distributional bias (ADB), MSE (ADMSE) matrices, and under quadratic risks (ADQR).  相似文献   

    

Emmanuel O. Ogundimu  Jane L. Hutton 《统计学通讯:理论与方法》2013,42(9):2592-2611

Abstract

We propose a unified approach for multilevel sample selection models using a generalized result on skew distributions arising from selection. If the underlying distributional assumption is normal, then the resulting density for the outcome is the continuous component of the sample selection density and has links with the closed skew-normal distribution (CSN). The CSN distribution provides a framework which simplifies the derivation of the conditional expectation of the observed data. This generalizes the Heckman’s two-step method to a multilevel sample selection model. Finite-sample performance of the maximum likelihood estimator of this model is studied through a Monte Carlo simulation.  相似文献   

    

O. Thas  J. C. W. Rayner  D. J. Best 《统计学通讯:模拟与计算》2013,42(4):957-973

ABSTRACT

The one-sample Wilcoxon signed rank test was originally designed to test for a specified median, under the assumption that the distribution is symmetric, but it can also serve as a test for symmetry if the median is known. In this article we derive the Wilcoxon statistic as the first component of Pearson's X ² statistic for independence in a particularly constructed contingency table. The second and third components are new test statistics for symmetry. In the second part of the article, the Wilcoxon test is extended so that symmetry around the median and symmetry in the tails can be examined seperately. A trimming proportion is used to split the observations in the tails from those around the median. We further extend the method so that no arbitrary choice for the trimming proportion has to be made. Finally, the new tests are compared to other tests for symmetry in a simulation study. It is concluded that our tests often have substantially greater powers than most other tests.  相似文献   

    

Sandra E. Melo  Oscar O. Melo 《Journal of applied statistics》2013,40(3):674-692

In this paper, we propose a methodology to analyze longitudinal data through distances between pairs of observations (or individuals) with regard to the explanatory variables used to fit continuous response variables. Restricted maximum-likelihood and generalized least squares are used to estimate the parameters in the model. We applied this new approach to study the effect of gender and exposure on the deviant behavior variable with respect to tolerance for a group of youths studied over a period of 5 years. Were performed simulations where we compared our distance-based method with classic longitudinal analysis with both AR(1) and compound symmetry correlation structures. We compared them under Akaike and Bayesian information criterions, and the relative efficiency of the generalized variance of the errors of each model. We found small gains in the proposed model fit with regard to the classical methodology, particularly in small samples, regardless of variance, correlation, autocorrelation structure and number of time measurements.  相似文献   

    

S. O. Duffuaa  A. Raouf  M. Ben-Daya  M. Makki 《生产规划与管理》2013,24(3):226-230

In this paper the one-machine scheduling problem with the objective of minimizing the mean tardiness subject to maintaining a prescribed number of tardy jobs is analysed. An algorithm for solving this problem is presented. It is proved that the schedule generated by the proposed algorithm is indeed optimal.  相似文献