排序方式: 共有43条查询结果,搜索用时 31 毫秒
41.
In a life-testing problem, it may be of interest to investigate the number of observations close to but greater than the median, minimum, or more generally, the ith progressively Type-II censored order statistic (PCOS-II). In this paper, we derive the probability mass and distribution functions of the number of observations greater than the ith PCOS-II for a system with identical components for the cases of independent as well as dependent components. The type of dependence considered among the component lifetimes is through an Archimedean copula. We also provide a goodness-of-fit method for determining the best copula model for a given PCOS-II. Finally, an example is provided to illustrate the results developed here. 相似文献
42.
Mohsen Pourahmadi 《统计学通讯:理论与方法》2013,42(18):2085-2094
Let f be the spectral density function of a purely nondeterministic stationary stochastic process and be the optimal (canonical) fator of f. The role of the coefficients cn and dn (n ≥ 0) of φ and φ?1 respectivey, in prediction, filtering and control theory is well-knwn. We show that the cn's and dn's can be obtained recursively in terms of the Fourier coefficients of log f. Also, recursive and updating formulae fr the kolmogorovwiener predictor similar to those Box-Jenkins are provided.. 相似文献
43.
It is common practice to use hierarchical Bayesian model for the informing of a pediatric randomized controlled trial (RCT) by adult data, using a prespecified borrowing fraction parameter (BFP). This implicitly assumes that the BFP is intuitive and corresponds to the degree of similarity between the populations. Generalizing this model to any historical studies, naturally leads to empirical Bayes meta-analysis. In this paper we calculate the Bayesian BFPs and study the factors that drive them. We prove that simultaneous mean squared error reduction relative to an uninformed model is always achievable through application of this model. Power and sample size calculations for a future RCT, designed to be informed by multiple external RCTs, are also provided. Potential applications include inference on treatment efficacy from independent trials involving either heterogeneous patient populations or different therapies from a common class. 相似文献