Moments of the function of non-normal random vector with applications to econometric estimators and test statistics 1

In this paper we have provided a general result on the moments of a function of nonnormal random vector. The results for the normal case follow as a special case of this result. It is also indicated that the moments of a large class of econometric estimators and test statistics can be obtained by using our general result. This includes least squares estimator in the dynamic model, unit root tests, and the two step semiparametric estimators, among others.     

Bayes Analysis and Comparison of Accelerated Weibull and Accelerated Birnbaum–Saunders Models

Several models are proposed in the literature for modeling fatigue data resulting from materials subject to cyclic stress and strain. Accelerated Weibull and accelerated Birnbaum–Saunders distributions are most commonly used models. Whereas the accelerated Weibull model is easier compared to accelerated Birnbaum–Saunders, it fails to represent the situation equally well. The present article focuses on Bayes analysis of the two models and provides a comparison based on some important Bayesian tools. Model compatibility study using predictive simulation ideas is preceded by the said comparison. Throughout, the posterior simulations are carried out by Markov chain Monte Carlo procedure.     

Further results on the trace of a noncentral wishart matrix

In an earlier article Mathai (1980) has given compact representations for the moments and cumulants of the trace of a noncentral Wishart matrix. He has also shown that (trA-ntr;∑)/(2ntri∑²)172. is asymptotically standard normal where A is a noncentral wishart matrix with n degrees of freedom and covariance matrix [0, In the present article explicit expressions for the exact density of the trace are given in terms of confluent hypergeometric functions and in terms of zonal polynomials for the general case and as finite sums when the sample size is odd. As a consequence of some of these representations some summation formulae for zonal polynomials are also given     

Bayesian outlier testing using the predictive distribution for a linear model op constant intraclass form

The problem of testing suspected outliers from a linear model with constant intraclass correlation is considered from a Bayesian viewpoint. The main objective of this paper is to develop an outlier test procedure based on the predictive distribution of suspected outlier observations given a set of existing inlier observations. The test procedure is easily performed with the usual F and t distributions.     

Locally quadratic log likelihood and data-based transformations

The investigation of multi-parameter likelihood functions is simplified if the log likelihood is quadratic near the maximum, as then normal approximations to the likelihood can be accurately used to obtain quantities such as likelihood regions. This paper proposes that data-based transformations of the parameters can be employed to make the log likelihood more quadratic, and illustrates the method with one of the simplest bivariate likelihoods, the normal two-parameter likelihood.     

Evaluation of scientific merit in col laboratories: A new look at an old question

What role can information science play in promoting public understanding of science and technology? In order to answer this question, it is important to understand the new perspective which is emerging for research in the information science field. Internet, and the information superhighways announced both in Europe and the United States, are increasingly focusing attention on computer‐mediated communication within research communities. “Collaboratories”; is the name given to work aimed at using computer‐based technologies to help promote the social processes of knowledge production. One goal of information science lies in efforts to measure the contribution of technical devices to knowledge production practices. This is called infometrics research; it requires a clear understanding of how the social system of science regulates information flows to promote these practices.     

The rank distribution of the maximin in a random matrix

Let S be a set of tm distinct real numbers and R a random t × m matrix of these tm numbers with rows {r_i} and columns (c_i}. Define b = Max Min x. l≤i≤t x?r_i. Let c be the event Max Min x = Min Max x. l≤i≤t x?r_i l≤i≤m x?c_i. This paper derives the probability distribution of the rank of b in S, as well as the same distribution conditional on c.     

Cigarette Smoking Among Korean International College Students in the United States

Abstract

Objective and Participants: This study explored (1) the prevalence of cigarette smoking among South Korean international college students in the United States, (2) differences in smoking between on- and off-campus living arrangements, and (3) predictors of an increase in smoking over time in the United States Methods: An online survey was completed by 1,201 students at 52 4-year US universities (34% response rate). Results: The overall smoking prevalence was 43.5%. The smoking rate (29.0%) of female students was higher than that (4%) of female college students in South Korea. Sex, living place, living situation, length of stay as a student in the United States, home smoking rules, campus-wide tobacco-free policies, and levels of acculturative stress, anxiety, and depression were significantly associated with an increase in smoking (p < .05). Conclusions: Given the high smoking prevalence among the South Korean students on US college campuses, targeted prevention efforts for these students may be warranted.     

On vendor part delivery dates in a stochastic assembly system

This paper describes the development of a model for the determination of optimal mean part delivery dates in a stochastic assembly system for the objective of minimizing the expected cost of subassembly and part inventory. Parts are assembled at each station to a subassembly. The part delivery and processing times at assembly stations follow known probability distributions. An approximate solution technique based on the optimization of individual stations in isolation is developed. The approximation applies a correction factor, as a function of the variability in part delivery and processing time, cost parameters and number of stations, to the decisions from the single station solutions to compensate for interdependence between stations. Results indicate that this is an effective approach and yields good near-optimal solutions with very little computational effort. Insights regarding the effect of the type of distribution used, random processing times, variance of the distribution used and cost parameter values on part delivery dates are also reported.     

Combined estimate of a location parameter

In this paper, we revisit the problem of combining estimates of location considered by Cohen (1976). Our results unify and strengthen the results of Cohen (1976), Bhattacharya (1981) and Akai (1982).