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401.
402.
The operating characteristic curves of certain known sigma variables sampling plans may not be satisfactory in that they have a tendency to reject even lots of acceptable quality. This note presents the theory and a method to identify such known sigma variables plans possessing unsatisfactory operating characteristic curves. 相似文献
403.
In a previous paper. B. R. Rao and Talwalker (1993) considered absolutely continuous life distributions and extended the Lack of Memory Property (L.M.P.) of the exponential distribution and showed that several classes of life distributions have this property, which was called the 'setting the clock back to zero' property. ¶Its analog is discussed in the present paper for hivariate and multivariate classes of life distributions. As a simple application of this analog, it is proved that the Life expectancy and the Percentile Residual Life vectors of a population of individuals under the influence of multiple competing risks have simple expressions if the class of their joint life distributions has the setting the clock back to zero property, 相似文献
404.
405.
This article addresses the problem of testing the null hypothesis H0 that a random sample of size n is from a distribution with the completely specified continuous cumulative distribution function Fn(x). Kolmogorov-type tests for H0 are based on the statistics C+ n = Sup[Fn(x)?F0(x)] and C? n=Sup[F0(x)?Fn(x)], where Fn(x) is an empirical distribution function. Let F(x) be the true cumulative distribution function, and consider the ordered alternative H1: F(x)≥F0(x) for all x and with strict inequality for some x. Although it is natural to reject H0 and accept H1 if C + n is large, this article shows that a test that is superior in some ways rejects F0 and accepts H1 if Cmdash n is small. Properties of the two tests are compared based on theoretical results and simulated results. 相似文献
406.
Joseph V. Terza 《Econometric Reviews》2013,32(6):555-580
Based on the insightful work of Olsen (1980) for the linear context, a generic and unifying framework is developed that affords a simple extension of the classical method of Heckman (1974, 1976, 1978, 1979) to a broad class of nonlinear regression models involving endogenous switching and its two most common incarnations, endogenous sample selection and endogenous treatment effects. The approach should be appealing to applied researchers for three reasons. First, econometric applications involving endogenous switching abound. Secondly, the approach requires neither linearity of the regression function nor full parametric specification of the model. It can, in fact, be applied under the minimal parametric assumptions—i.e., specification of only the conditional means of the outcome and switching variables. Finally, it is amenable to relatively straightforward estimation methods. Examples of applications of the method are discussed. 相似文献
407.
Conditional confidence intervals for the location parameter of the double exponential distribution based on maximum likelihood estimators conditioned on a set of ancillary statistics and the corresponding unconditional confidence intervals based on the maximum likelihood estimators alone are compared in two ways. Monte Carlo techniques are used and the conditional approach appears to give slightly better results although agreement as n becomes larger is noted 相似文献
408.
In the time series literature, recent interest has focused on the so-called subspace methods. These techniques use canonical correlations and linear regressions to estimate the system matrices of an ARMAX model expressed in state space form. In this article, we use subspace methods to forecast two series with the help of some exogenous variables related to them. We compare the results with those obtained using traditional transfer function models and find that the forecasts obtained with both methods are similar. This result is very encouraging because, in contrast to transfer function models, subspace methods can be considered as almost automatic. 相似文献
409.
410.
This paper examines the efficiency of thesample kurtosisin obtaining LP estimates as an estimates of central tendency for symmetric distributions. Moreover, guidelines are established for determining an optimal value of P based on the kurtosis of the error distribution. 相似文献