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111.
In this work a new type of logits and odds ratios, which includes as special cases the continuation and the reverse-continuation
logits and odds ratios, are defined. We prove that these logits and odds ratios define a parameterization of the joint probabilities
of a two way contingency table. The problem of testing equality and inequality constraints on these logits and odds ratios
is examined with particular regard to two new hypotheses of monotone dependence.
Work partially supported by a MIUR2004 grant. Preliminary findings have been presented at SIS (Società Italiana di Statistica)
Annual Meeting, Torino, 2006. 相似文献
112.
The Kulback-Leibler information has been considered for establishing goodness-of-fit test statistics, which have been shown to perform very well (Arizono & Ohta, 1989; Ebrahimi et al., 1992, etc). In this paper, we propose censored Kullback-Leibler information to generalize the discussion of the Kullback-Leibler information to the censored case. Then we establish a goodness-of-fit test statistic based on the censored Kullback-Leibler information with the type 2 censored data, and compare the test statistics with some existing test statistics for the exponential and normal distributions. 相似文献
113.
摘 要:本文比较分析了两项关于FDI与中国区域经济发展差异的研究成果,通过分析这两项成果间迥异的研究结论和相应的近乎对立的政策主张,剖析了实证研究中可能形成的二次统计误差,提请人们从变量选择、模型方法、数据运用等各个方面,全面关注实证研究的客观性和科学性。 相似文献
114.
A stepwise variable selection procedure for multinomial discrimination is presented and discussed. Based upon the work of Kullback and Hills, stopping rules are proposed and illustrated for a set of data on communication buyer behavior. 相似文献
115.
针对Machael.R关于动态需求下高峰负荷定价过于理想化假设的问题,建立了新的调控定价模型,并进行了具体的分析,得到不同阶段应采取不同的定价策略,培育和引导了消费市场,由此深化了Machael.R的结论。 相似文献
116.
ABSTRACTEconomic statistical designs aim at minimizing the cost of process monitoring when a specific scenario or a set of estimated process and cost parameters is given. But, in practice the process may be affected by more than one scenario which may lead to severe cost penalties if the wrong design is used. Here, we investigate the robust economic statistical design (RESD) of the T2 chart in an attempt to reduce these cost penalties when there are multiple scenarios. Our method is to employ the genetic algorithm (GA) optimization method to minimize the total expected monitoring cost across all distinct scenarios. We illustrate the effectiveness of the method using two numerical examples. Simulation studies indicate that robust economic statistical designs should be encouraged in practice. 相似文献
117.
Joseph Glaz 《统计学通讯:理论与方法》2013,42(8):2419-2454
In this article we review the major areas of remote sensing in the Russian literature for the period 1976 to 1985 that use statistical methods to analyze the observed data. For each of the areas, the problems that have been studied and the statistical techniques that have been used are briefly described 相似文献
118.
Peter Hall & Brett Presnell 《Journal of the Royal Statistical Society. Series B, Statistical methodology》1999,61(3):661-680
Contamination of a sampled distribution, for example by a heavy-tailed distribution, can degrade the performance of a statistical estimator. We suggest a general approach to alleviating this problem, using a version of the weighted bootstrap. The idea is to 'tilt' away from the contaminated distribution by a given (but arbitrary) amount, in a direction that minimizes a measure of the new distribution's dispersion. This theoretical proposal has a simple empirical version, which results in each data value being assigned a weight according to an assessment of its influence on dispersion. Importantly, distance can be measured directly in terms of the likely level of contamination, without reference to an empirical measure of scale. This makes the procedure particularly attractive for use in multivariate problems. It has several forms, depending on the definitions taken for dispersion and for distance between distributions. Examples of dispersion measures include variance and generalizations based on high order moments. Practicable measures of the distance between distributions may be based on power divergence, which includes Hellinger and Kullback–Leibler distances. The resulting location estimator has a smooth, redescending influence curve and appears to avoid computational difficulties that are typically associated with redescending estimators. Its breakdown point can be located at any desired value ε∈ (0, ½) simply by 'trimming' to a known distance (depending only on ε and the choice of distance measure) from the empirical distribution. The estimator has an affine equivariant multivariate form. Further, the general method is applicable to a range of statistical problems, including regression. 相似文献
119.
关于证券投资技术分析有效性的实证研究 总被引:2,自引:0,他引:2
杨立生 《云南民族大学学报(哲学社会科学版)》2000,17(4):14-17
证券投资技术分析是目前在我国沪深股票市场广为流传,且具重大影响力的投资工具,本文运用统计分析理论对其有效性进行实证分析,得到了一些有益的启示。 相似文献
120.
论古代希腊人的鄙视手工技艺不足为论证城邦社会农业特征之依据 总被引:1,自引:0,他引:1
王瑞聚 《复旦学报(社会科学版)》2000,(4)
在学术界 ,古希腊人的鄙视手工技艺 ,经常被作为论证城邦社会农业特征的依据。其实古希腊人的鄙视手工技艺有两种情况 ,一种是基于经济角度的产业排斥 ,这种情况既是城邦社会农业特征的产物 ,也反映了城邦社会的农业特征。但在古希腊 ,这种情况很少见 ,就现有资料看 ,仅表现在斯巴达一个国家。另一种情况是基于道德角度的职业歧视。这种情况比较普遍 ,通常人们所说的古希腊人的鄙视手工技艺就是指此。但这种情况与农业特征没有必然的联系 ,因此 ,我们不能把它作为论证城邦社会农业特征的依据 相似文献