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101.
102.
The maximum likelihood estimator (MLE) and the likelihood ratio test (LRT) will be considered for making inference about the
scale parameter of the exponential distribution in case of moving extreme ranked set sampling (MERSS). The MLE and LRT can
not be written in closed form. Therefore, a modification of the MLE using the technique suggested by Maharota and Nanda (Biometrika
61:601–606, 1974) will be considered and this modified estimator will be used to modify the LRT to get a test in closed form
for testing a simple hypothesis against one sided alternatives. The same idea will be used to modify the most powerful test
(MPT) for testing a simple hypothesis versus a simple hypothesis to get a test in closed form for testing a simple hypothesis
against one sided alternatives. Then it appears that the modified estimator is a good competitor of the MLE and the modified
tests are good competitors of the LRT using MERSS and simple random sampling (SRS). 相似文献
103.
Saralees Nadarajah 《Statistical Papers》2009,50(2):441-443
104.
There are now three essentially separate literatures on the topics of multiple systems estimation, record linkage, and missing
data. But in practice the three are intimately intertwined. For example, record linkage involving multiple data sources for
human populations is often carried out with the expressed goal of developing a merged database for multiple system estimation
(MSE). Similarly, one way to view both the record linkage and MSE problems is as ones involving the estimation of missing
data. This presentation highlights the technical nature of these interrelationships and provides a preliminary effort at their
integration. 相似文献
105.
We consider approximate inference in hybrid Bayesian Networks (BNs) and present a new iterative algorithm that efficiently
combines dynamic discretization with robust propagation algorithms on junction trees. Our approach offers a significant extension
to Bayesian Network theory and practice by offering a flexible way of modeling continuous nodes in BNs conditioned on complex
configurations of evidence and intermixed with discrete nodes as both parents and children of continuous nodes. Our algorithm
is implemented in a commercial Bayesian Network software package, AgenaRisk, which allows model construction and testing to
be carried out easily. The results from the empirical trials clearly show how our software can deal effectively with different
type of hybrid models containing elements of expert judgment as well as statistical inference. In particular, we show how
the rapid convergence of the algorithm towards zones of high probability density, make robust inference analysis possible
even in situations where, due to the lack of information in both prior and data, robust sampling becomes unfeasible. 相似文献
106.
Multi-phase sampling (M-PhS) scheme is useful when the interest is in the estimation of the population mean of an expensive
variable strictly connected with other cheaper (auxiliary) variables. The MSE is an accuracy measure of an estimator. Usually
it decreases as the sample size increases. In practice the sample size cannot become arbitrarily large for possible cost constraints.
From a practical point of view it would be useful to know the sample sizes which guarantee the best accuracy of the estimates
for fixed costs. These “optimum” sample sizes can be, in some cases, computable but not admissible. In other cases, they can
be neither admissible nor computable. The main goal of this paper is to propose a solution for both these situations. It will
be clear that in both situations the solution is to consider a M-PhS scheme with one or more phases less. 相似文献
107.
In recent issues of this journal it has been asserted in two papers that the use of h-likelihood is wrong, in the sense of
giving unsatisfactory estimates of some parameters for binary data (Kuk and Cheng, 1999; Waddington and Thompson, 2004) or
theoretically unsound (Kuk and Cheng, 1999). We wish to refute both these assertions. 相似文献
108.
Lynn Roy LaMotte 《Statistical Papers》2007,48(2):321-327
The original derivation of the widely cited form of the REML likelihood function for mixed linear models is difficult and
indirect. This paper derives it directly using familiar operations with matrices and determinants. 相似文献
109.
Noteworthy connections among conglomerability, countable additivity and coherence are discussed in detail, reaching the conclusion
that nonconglomerable conditional probabilities must not be doomed and play a significant role in statistical inference.
Extended and updated version of a contributed paper presented at the International Conference on “Information Processing and
Management of Uncertainty in knowledge-based systems”, IPMU 2004, Perugia, Italy. 相似文献
110.
James P. McDermott G. Jogesh Babu John C. Liechty Dennis K. J. Lin 《Statistics and Computing》2007,17(4):311-321
We consider the problem of density estimation when the data is in the form of a continuous stream with no fixed length. In
this setting, implementations of the usual methods of density estimation such as kernel density estimation are problematic.
We propose a method of density estimation for massive datasets that is based upon taking the derivative of a smooth curve
that has been fit through a set of quantile estimates. To achieve this, a low-storage, single-pass, sequential method is proposed
for simultaneous estimation of multiple quantiles for massive datasets that form the basis of this method of density estimation.
For comparison, we also consider a sequential kernel density estimator. The proposed methods are shown through simulation
study to perform well and to have several distinct advantages over existing methods. 相似文献