Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models

ABSTRACT

In this article we derive third-order asymptotic expansions for the non null distribution functions of four classic statistics under a sequence of local alternatives in one-parameter exponential family models. Our results are quite general and cover a wide range of important distributions.     

Generalized polya eggenberger family of distributions and its relation to lagrangian katz family

Janardan (1973) introduced the generalized Polya Eggenberger family of distributions (GPED) as a limiting distribution of the generalized Markov-Polya distribution (GMPD). Janardan and Rao (1982) gave a number of characterizing properties of the generalized Markov-Polya and generalized Polya Eggenberger distributions. Here, the GPED family characterized by four parameters, is formally defined and studied. The probability generating function, its moments, and certain recurrence relations with the moments are provided. The Lagrangian Katz family of distributions (Consul and Famoye (1996)) is shown to be a sub-class of the family of GPED (or GPED ₁ ) as it is called in this paper). A generalized Polya Eggenberger distribution of the second kind (GPED ₂ ) is also introduced and some of it's properties are given. Recurrence relations for the probabilities of GPED ₁ and GPED ₂ are given. A number of other structural and characteristic properties of the GPED ₁ are provided, from which the properties of Lagrangian Katz family follow. The parameters of GMPD ₁ are estimated by the method of moments and the maximum likelihood method. An application is provided.     

A one-sided test for testino homogeneity of scale parameters against simple ordered alternative

In an earlier paper the authors (1997) extended the results of Hayter (1990) to the two parameter exponential probability model. This paper addressee the extention to the scale parameter case under location-scale probability model. Consider k (k≧3) treatments or competing firms such that an observation from with treatment or firm follows a distribution with cumulative distribution function (cdf) F_i(x)=F[(x-μ_i)/Q_i], where F(·) is any absolutely continuous cdf, i=1,…,k. We propose a test to test the null hypothesis H₀:θ₁=…=θ_k against the simple ordered alternative H₁:θ₁≦…≦θ_k, with at least one strict inequality, using the data X_i,j, i=1,…k; j=1,…,n₁. Two methods to compute the critical points of the proposed test have been demonstrated by talking k two parameter exponential distributions. The test procedure also allows us to construct simultaneous one sided confidence intervals (SOCIs) for the ordered pairwise ratios θ_j/θ_i, 1≦i<j≦k. Statistical simulation revealed that: 9i) actual sizes of the critical points are almost conservative and (ii) power of the proposed test relative to some existing tests is higher.     

Transformed generalized linear models

The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model. Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the r$r$th moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin et al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214–223]. The usefulness of these models is illustrated in a simulation study and in applications to three real data sets.     

金融知识差异与我国家庭财富积累

通过应用中国城市家庭消费金融调研数据,本文系统的实证检验了改进后的金融知识指标、经济学专业、金融学专业以及家庭理财规划等因素对家庭各项财富积累的影响,并通过使用合适的工具变量进行两阶段估计,验证了这种正向影响的稳健性。此外,实证结果中家庭理财规划以及理财规划时间跨度的正向边际效应表明,理财规划可能是金融知识差异影响家庭财富积累的重要机制。研究结论有利于更准确地理解居民金融知识差异对于家庭福利,特别是退休福利的影响。     

社会转型期农村家庭养老功能弱化的原因解析——基于陇东南L村的调查

甘肃省东南部L村的个案表明,社会转型时期农村家庭养老功能日渐弱化,其原因在于农村人口流动的持续时问延长与范围扩大,家庭的小型化与核心家庭剧增,老人养老与子女赡养观念的分歧。为此,有必要寻求符合时代发展的新型养老模式。     

胡氏家族与民国时期的徽墨业

民国时期,国民的生活方式、大众消费需求与习惯等均发生了巨大变革,加上外国资本输入与现代大规模机械化生产所带来的巨大压力,使得作为小农经济支柱之一的中国传统手工业之生存环境日渐艰难。徽墨业,中国典型的手工制造业之一,亦要面对如此状况,尤其要面对国民书写习惯发生变革,传统书写工具被取代等不利因素,力图在困境中求得发展。而作为徽墨最大的生产者,安徽胡氏家族采取了一系列措施对抗逐步走向没落的局面。胡氏家族没有意识到徽墨已经由大众消费品转型为小众消费品,所采取措施中亦没有考虑到如何更好地为小众服务,因此无法与衰落之势抗衡。     

凯蒂·康普生:障碍家庭的受害者

威廉·福克纳的小说《喧哗与骚动》中的女主角凯蒂·康普生历来被指责为道德败坏的女人 ,被认为是导致康普生家庭衰落的罪魁祸首。其实 ,应受谴责的不是凯蒂 ,而是她生长的那个不健康的有障碍的家庭。父母失职、家庭冲突和同辈嫉恨把美丽的凯蒂一步步推向了毁灭。福克纳试图通过讲叙凯蒂的故事来向人们传达一个永恒的主题 :爱是家庭中最重要的因素 ,家庭环境对人的成长及行为具有非常重要的影响     

毛泽东人口思想论析

毛泽东的人口思想是马克思主义人口理论在中国的运用和发展,他的人口思想的主要内容包括:科学分析了旧中国的人口结构和人口问题,明确了中国革命的依靠力量和革命的对象;深刻批判了唯心主义的人口观,指出了解决人口问题的根本途径是革命加生产;正确分析了人在社会历史发展当中的作用,指出世间一切事务中,人是第一个可宝贵的;深刻分析了人多这一基本国情,提出要控制人口增长;重视人的素质的全面提高,提倡男女平等。     

陈寅恪的“旧巢痕”

《寒柳堂记梦未定稿》可谓是中国现代文学中一篇至痛至哀之文 ,而陈寅恪寄寓其中的历史之感与家国之情均由“旧巢痕”而起 ,这便在一定程度上构成了精神分析学意义上的创作“心理原型”。因而 ,对此“旧巢痕”意象加以详细审视和追究 ,似可找到陈氏之诗的根源所在。陈氏之“旧巢痕”一语 ,大致有远、近二源。其远源始于北宋著名诗人苏轼 ,其近源则见诸乃父散原先生 190 1年所作《书感》一诗。而其深层含义 ,则宜解读为那个直接生产了中国旧日世家的传统社会结构和文化制度之彻底崩溃。