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661.
《Journal of Statistical Computation and Simulation》2012,82(1):43-59
The confounding and aliasing scheme for fractional factorial split-plot designs with the units within each wholeplot arranged in rows and columns is described and illustrated. Isomorphism for this design type is described, together with a procedure which considers extensions of the concepts of wordlength patterns and letter patterns that can be used to test isomorphism between designs. Using in part this isomorphism testing procedure, a construction algorithm that may be used to obtain a complete set of such non-isomorphic two-level designs is described. Software based on this construction algorithm was used to obtain a complete set of non-isomorphic designs for up to five wholeplot factors, five subplot factors and up to 64 runs, which is presented as a table of designs. To aid the experimenter in distinguishing between competing designs, the estimation capacity sequence for each design is presented. 相似文献
662.
《Journal of Statistical Computation and Simulation》2012,82(8):989-1000
We propose a sequential method to estimate monotone convex functions that consists of: (i) monotone regression via solving a constrained least square (LS) problem and (ii) convexification of the monotone regression estimate via solving a uniform approximation problem with associated constraints. We show that this method is faster than the constrained LS method. The ratio of computation time increases as data size increases. Moreover, we show that, under an appropriate smoothness condition, the uniform convergence rate achieved by the proposed method is nearly comparable to the best achievable rate for a non-parametric estimate which ignores the shape constraint. Simulation studies show that our method is comparable to the constrained LS method in estimation error. We illustrate our method by analysing ground water level data of wells in Korea. 相似文献
663.
《Journal of Statistical Computation and Simulation》2012,82(5):489-502
At the design and estimation stage of a survey, large survey organization often uses auxiliary information. This article discusses various procedures for improving variance estimation of the Horvitz–Thompson estimator of a finite population total with the aid of auxiliary information. To study the design-based properties of the proposed variance estimators relative to the standard one, a small scale Monte Carlo study is performed. 相似文献
664.
《Journal of Statistical Computation and Simulation》2012,82(1):49-58
The purpose of this paper is to estimate the parameters of the location–scale distribution family. As a special case, the method is used for estimating the parameters of the normal distribution and Cauchy distribution. For the Cauchy distribution, neither the moment estimation method nor the maximum likelihood estimation method works properly for estimating the parameters. The quantiles for obtaining confidence intervals and point estimates for the parameters of the two-parameter Cauchy distribution are given in the paper. It is shown that the estimators obtained in this paper are unbiased with respect to the median and possess some optimal properties. 相似文献
665.
《Journal of Statistical Computation and Simulation》2012,82(5):531-546
Suppose (X, Y) has a Downton's bivariate exponential distribution with correlation ρ. For a random sample of size n from (X, Y), let X r:n be the rth X-order statistic and Y [r:n] be its concomitant. We investigate estimators of ρ when all the parameters are unknown and the available data is an incomplete bivariate sample made up of (i) all the Y-values and the ranks of associated X-values, i.e. (i, Y [i:n]), 1≤i≤n, and (ii) a Type II right-censored bivariate sample consisting of (X i:n , Y [i:n]), 1≤i≤r<n. In both setups, we use simulation to examine the bias and mean square errors of several estimators of ρ and obtain their estimated relative efficiencies. The preferred estimator under (i) is a function of the sample correlation of (Y i:n , Y [i:n]) values, and under (ii), a method of moments estimator involving the regression function is preferred. 相似文献
666.
《Journal of Statistical Computation and Simulation》2012,82(11):1661-1678
In this paper, the estimation of parameters for a three-parameter Weibull distribution based on progressively Type-II right censored sample is studied. Different estimation procedures for complete sample are generalized to the case with progressively censored data. These methods include the maximum likelihood estimators (MLEs), corrected MLEs, weighted MLEs, maximum product spacing estimators and least squares estimators. We also proposed the use of a censored estimation method with one-step bias-correction to obtain reliable initial estimates for iterative procedures. These methods are compared via a Monte Carlo simulation study in terms of their biases, root mean squared errors and their rates of obtaining reliable estimates. Recommendations are made from the simulation results and a numerical example is presented to illustrate all of the methods of inference developed here. 相似文献
667.
《Journal of Statistical Computation and Simulation》2012,82(3):628-643
This article deals with the construction of an X? control chart using the Bayesian perspective. We obtain new control limits for the X? chart for exponentially distributed data-generating processes through the sequential use of Bayes’ theorem and credible intervals. Construction of the control chart is illustrated using a simulated data example. The performance of the proposed, standard, tolerance interval, exponential cumulative sum (CUSUM) and exponential exponentially weighted moving average (EWMA) control limits are examined and compared via a Monte Carlo simulation study. The proposed Bayesian control limits are found to perform better than standard, tolerance interval, exponential EWMA and exponential CUSUM control limits for exponentially distributed processes. 相似文献
668.
《Journal of Statistical Computation and Simulation》2012,82(2):320-338
This paper investigates on the problem of parameter estimation in statistical model when observations are intervals assumed to be related to underlying crisp realizations of a random sample. The proposed approach relies on the extension of likelihood function in interval setting. A maximum likelihood estimate of the parameter of interest may then be defined as a crisp value maximizing the generalized likelihood function. Using the expectation-maximization (EM) to solve such maximizing problem therefore derives the so-called interval-valued EM algorithm (IEM), which makes it possible to solve a wide range of statistical problems involving interval-valued data. To show the performance of IEM, the following two classical problems are illustrated: univariate normal mean and variance estimation from interval-valued samples, and multiple linear/nonlinear regression with crisp inputs and interval output. 相似文献
669.
《Journal of Statistical Computation and Simulation》2012,82(11):2258-2275
We analyse a flexible parametric estimation technique for a competing risks (CR) model with unobserved heterogeneity, by extending a local mixed proportional hazard single risk model for continuous duration time to a local mixture CR (LMCR) model for discrete duration time. The state-specific local hazard function for the LMCR model is per definition a valid density function if we have either one or two destination states. We conduct Monte Carlo experiments to compare the estimated parameters of the LMCR model, and to compare the estimated parameters of a CR model based on a Heckman–Singer-type (HS-type) technique, with the data-generating process parameters. The Monte Carlo results show that the LMCR model performs better or at least as good as the HS-type model with respect to the estimated structure parameters in most of the cases, but relatively poorer with respect to the estimated duration-dependence parameters. 相似文献
670.
《Journal of Statistical Computation and Simulation》2012,82(12):2406-2424
In this paper, we propose a method of estimation of parameters and quantiles of the three-parameter gamma distribution based on Type-II right-censored data. In the proposed method, under mild conditions, the estimates always exist uniquely, and the estimators have consistency over the entire parameter space. Through Monte Carlo simulations, we further show that the proposed method performs well compared with another prominent method of estimation in terms of bias and root mean-squared error in small-sample situations. Finally, two real data sets are used for illustrating the proposed method. 相似文献