排序方式: 共有13条查询结果,搜索用时 15 毫秒
11.
Rasul A. Khan 《Journal of statistical planning and inference》1981,5(3):243-251
Let X1,X2, … be iid random variables with the pdf f(x,θ)=exp(θx?b(θ)) relative to a σ-finite measure μ, and consider the problem of deciding among three simple hypotheses Hi:θ=θi (1?i?3) subject to P(acceptHi|θi)=1?α (1?i?3). A procedure similar to Sobel–Wald procedure is discussed and its asymptotic efficiency as compared with the best nonsequential test is obtained by finding the limit lima→0(EiN(a)/n(a)), where N (a) is the stopping time of the proposed procedure and n(a) is the sample size of the best non-sequential test. It is shown that the same asymptotic limit holds for the original Sobel–Wald procedure. Specializing to N(θ,1) distribution it is found that lima→0 (i=1,2) and lima→0 (E3N(α)n(α))=δ21/4δ, where δi=(θi+1?θi) with 0<δ1?δ2. Also, the asymptotic efficiency evaluated when the X's have an exponential distribution. 相似文献
12.
Rasul A. Khan 《Revue canadienne de statistique》1978,6(1):113-119
Let X1, X2, …, Xn be identically, independently distributed N(i,1) random variables, where i = 0, ±1, ±2, … Hammersley (1950) showed that d = [X?n], the nearest integer to the sample mean, is the maximum likelihood estimator of i. Khan (1973) showed that d is minimax and admissible with respect to zero-one loss. This note now proves a conjecture of Stein to the effect that in the class of integer-valued estimators d is minimax and admissible under squared-error loss. 相似文献
13.
H. M. Kashif Rasheed Mujahid Rasul Maria Batool M. H. Tahir Farrukh Shehzad 《统计学通讯:模拟与计算》2013,42(10):3022-3030
AbstractRepeated measurement designs are widely used in medicine, pharmacology, animal sciences and psychology. If there is a restriction on the total number of treatments, some experimental units can receive on the total length of time while some experimental units can remain in the trial, then repeated measurements designs with unequal period sizes should be used. In this article, some infinite series are developed to generate the minimal balanced repeated measurement designs in periods of three different sizes p1, p2 and p3, where 2?≤?p3?<?p2 ≤ 10 and p2?<?p1. 相似文献