排序方式: 共有31条查询结果,搜索用时 62 毫秒
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ABSTRACTThe present paper considers the Bayesian analysis of a linear regression model involving structural change, which may occur either due to shift in disturbances precision or due to shift in regression parameters. The posterior density for the regression parameter has been derived and posterior odds ratio for testing the hypothesis that structural change is due to shift in disturbances precision against the alternative that the change is due to shift in regression parameters has been obtained. The findings of a numerical simulation have been presented. The proposed model has been applied to RBI data set on corporate sector. 相似文献
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Ajit Chaturvedi 《统计学通讯:理论与方法》2017,46(22):11370-11382
We consider here the general class of distributions proposed by Sankaran and Gupta (2005) by zeroing in on two measures of reliability, R(t) = P(X > t) and P = P(X > Y). Thereafter, we develop point estimation for R(t) and ‘P’ and develop uniformly minimum variance unbiased estimators (UMVUES). Then we derive testing procedures for the hypotheses related to different parametric functions. Finally, we compare the results using the Monte Carlo simulation method. Using real data set, we illustrate the procedure clearly. 相似文献
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For estimating the coefficients in a linear regression model, the double k–class estimators are considered and the small disturbance asymptotic approximation for their density function is obtained. Then employing the criterion of concentration probability around the true parameter values, a comparison is made between the estimators possessing finite moments and the estimators having no finite moments. 相似文献
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A class of probability density functions is considered, which covers several life-testing models as specific cases. Sequential
probability ratio tests are developed for testing simple and composite hypotheses regarding the parameters of the probabilistic
model. Expressions for the operating characteristic and the average sample number functions are derived and their behaviour
is studied by means of graph-plotting. 相似文献
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Ajit Chaturvedi 《统计学通讯:理论与方法》2019,48(3):537-548
This paper presents the extension of the inferences on the stress-strength reliability in more than two states to the system depending on the ratio of the strength and stress values when the stress and strength follow independent exponential distributions. The main objective of present paper is to consider different method of estimation, under Type II censoring, for the stress-strength models and to compare them, in more than two states, to the system depending on the ratio of the strength and stress values, when the stress and strength follow independent Weibull distributions, sharing the common shape parameter α. 相似文献
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AbstractIn this article, we have proposed a three-stage procedure for the estimation of the difference of the means of two multivariate normal populations having unknown and unequal variances. Point as well as confidence region estimation is done for the same. Here, we have used the concept of classical Behrens-Fisher problem. Second-order approximations are obtained in both the cases, i.e., point estimation and confidence region estimation. 相似文献
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The problems of estimating the reliability function and P=PrX > Y are considered for the generalized life distributions. Uniformly minimum variance unbiased estimators (UMVUES) of the
powers of the parameter involved in the probabilistic model and the probability density function (pdf) at a specified point
are derived. The UMVUE of the pdf is utilized to obtain the UMVUE of the reliability function and ‘P’. Our method of obtaining
these estimators is quite simple than the traditional approaches. A theoretical method of studying the behaviour of the hazard-rate
is provided. 相似文献
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Stein-rule and other improved estimators have scarcely been used in empirical work. One major reason is that it is not easy to obtain precision measures for these estimators. In this paper, we derive unbiased estimators for both the mean squared error (MSE) and the scaled MSE matrices of a class of Stein-type estimators. Our derivation provides the basis for measuring the estimators' precision and constructing confidence bands. Comparisons are made between these MSE estimators and the least squares covariance estimator. For illustration, the methodology is applied to data on energy consumption. 相似文献