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排序方式: 共有102条查询结果,搜索用时 15 毫秒
41.
S.E. Ahmed 《统计学通讯:理论与方法》2013,42(3):771-789
The problem of estimating the Poisson mean is considered based on the two samples in the presence of uncertain prior information (not in the form of distribution) that two independent random samples taken from two possibly identical Poisson populations. The parameter of interest is λ1 from population I. Three estimators, i.e. the unrestricted estimator, restricted estimator and preliminary test estimator are proposed. Their asymptotic mean squared errors are derived and compared; parameter regions have been found for which restricted and preliminary test estimators are always asymptotically more efficient than the classical estimator. The relative dominance picture of the estimators is presented. Maximum and minimum asymptotic efficiencies of the estimators relative to the classical estimator are tabulated. A max-min rule for the size of the preliminary test is also discussed. A Monte Carlo study is presented to compare the performance of the estimator with that of Kale and Bancroft (1967). 相似文献
42.
As a compromise between parametric regression and nonparametric regression, partially linear models are frequently used in statistical modelling. This article considers statistical inference for this semiparametric model when the linear covariate is measured with additive error and some additional linear restrictions on the parametric component are assumed to hold. We propose a restricted corrected profile least-squares estimator for the parametric component, and study the asymptotic normality of the estimator. To test hypothesis on the parametric component, we construct a Wald test statistic and obtain its limiting distribution. Some simulation studies are conducted to illustrate our approaches. 相似文献
43.
《统计学通讯:理论与方法》2013,42(6):987-994
ABSTRACT The problem of estimation of the regression coefficients in a multiple regression model is considered under a multicollinearity situation when it is suspected that the regression coefficients may be restricted to a subspace. The objective of this paper is to compare the usual preliminary test estimator and the preliminary test ridge regression estimator in the sense of the dispersion matrix of one dominating that of the other. In particular we proved two results giving necessary and sufficient conditions for the superiority of the preliminary test ridge regression estimator over the preliminary test estimator associated with the δ = 0 (or Δ = 0) and δ ≠ 0 (or Δ ≠ 0). 相似文献
44.
D. R. Bingham E. D. Schoen R. R. Sitter 《Journal of the Royal Statistical Society. Series C, Applied statistics》2004,53(2):325-339
Summary. When it is impractical to perform the experimental runs of a fractional factorial design in a completely random order, restrictions on the randomization can be imposed. The resulting design is said to have a split-plot, or nested, error structure. Similarly to fractional factorials, fractional factorial split-plot designs can be ranked by using the aberration criterion. Techniques that generate the required designs systematically presuppose unreplicated settings of the whole-plot factors. We use a cheese-making experiment to demonstrate the practical relevance of designs with replicated settings of these factors. We create such designs by splitting the whole plots according to one or more subplot effects. We develop a systematic method to generate the required designs and we use the method to create a table of designs that is likely to be useful in practice. 相似文献
45.
本文介绍以非变性连续聚丙烯聚酰胺凝胶电泳(PAGE)分离DNA限制性片段,以银染法显色,此方法灵敏度高,lngDNA的条带显色清晰,而且操作简单,快速,适用于分析DNA小片段。 相似文献
46.
We consider statistical inference for partial linear additive models (PLAMs) when the linear covariates are measured with errors and distorted by unknown functions of commonly observable confounding variables. A semiparametric profile least squares estimation procedure is proposed to estimate unknown parameter under unrestricted and restricted conditions. Asymptotic properties for the estimators are established. To test a hypothesis on the parametric components, a test statistic based on the difference between the residual sums of squares under the null and alternative hypotheses is proposed, and we further show that its limiting distribution is a weighted sum of independent standard chi-squared distributions. A bootstrap procedure is further proposed to calculate critical values. Simulation studies are conducted to demonstrate the performance of the proposed procedure and a real example is analyzed for an illustration. 相似文献
47.
Consider k( ? 2) normal populations with unknown means μ1, …, μk, and a common known variance σ2. Let μ[1] ? ??? ? μ[k] denote the ordered μi.The populations associated with the t(1 ? t ? k ? 1) largest means are called the t best populations. Hsu and Panchapakesan (2004) proposed and investigated a procedure RHPfor selecting a non empty subset of the k populations whose size is at most m(1 ? m ? k ? t) so that at least one of the t best populations is included in the selected subset with a minimum guaranteed probability P* whenever μ[k ? t + 1] ? μ[k ? t] ? δ*, where P*?and?δ* are specified in advance of the experiment. This probability requirement is known as the indifference-zone probability requirement. In the present article, we investigate the same procedure RHP for the same goal as before but when k ? t < m ? k ? 1 so that at least one of the t best populations is included in the selected subset with a minimum guaranteed probability P* whatever be the configuration of the unknown μi. The probability requirement in this latter case is termed the subset selection probability requirement. Santner (1976) proposed and investigated a different procedure (RS) based on samples of size n from each of the populations, considering both cases, 1 ? m ? k ? t and k ? t < m ? k. The special case of t = 1 was earlier studied by Gupta and Santner (1973) and Hsu and Panchapakesan (2002) for their respective procedures. 相似文献
48.
Ravindra Khattree 《统计学通讯:模拟与计算》2013,42(4):1093-1103
In this paper, we .consider the problem of prediction of an unobserved variable and then selecting a group of individuals which are superior with respect to this variable. It is desired at the same time that for this group, mean values of other unobserved variables or some other function of some variable are above certain prespecified levels. We provide the methods of computing the decision rules for these problems. These problems may be termed as the problems of restricted prediction. 相似文献
49.
Emil Polajnar 《统计学通讯:模拟与计算》2017,46(6):4618-4626
Canonical correlation analysis is a method of correlating linear relationship between two sets of variables. When not any linear combination of variables is allowed, restricted canonical correlation analysis is appropriate. The method was implemented with alternating least-squares and applied to the cross-language information retrieval on a dataset with officially translated and aligned documents in eight European languages. 相似文献
50.
Statistical inference for restricted partially linear varying coefficient errors-in-variables models
As a useful extension of partially linear models and varying coefficient models, the partially linear varying coefficient model is useful in statistical modelling. This paper considers statistical inference for the semiparametric model when the covariates in the linear part are measured with additive error and some additional linear restrictions on the parametric component are available. We propose a restricted modified profile least-squares estimator for the parametric component, and prove the asymptotic normality of the proposed estimator. To test hypotheses on the parametric component, we propose a test statistic based on the difference between the corrected residual sums of squares under the null and alterative hypotheses, and show that its limiting distribution is a weighted sum of independent chi-square distributions. We also develop an adjusted test statistic, which has an asymptotically standard chi-squared distribution. Some simulation studies are conducted to illustrate our approaches. 相似文献