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91.
In this paper, we are interested in the weighted distributions of a bivariate three parameter logarithmic series distribution studied by Kocherlakota and Kocherlakota (1990). The weighted versions of the model are derived with weight W(x,y) = x[r] y[s]. Explicit expressions for the probability mass function and probability generating functions are derived in the case r = s = l. The marginal and conditional distributions are derived in the general case. The maximum likelihood estimation of the parameters, in both two parameter and three parameter cases, is studied. A procedure for computer generation of bivariate data from a discrete distribution is described. This enables us to present two examples, in order to illustrate the methods developed, for finding the maximum likelihood estimates. 相似文献
92.
Victor M. Guerrero 《统计学通讯:理论与方法》2013,42(21):4568-4585
We consider the problem of estimating a trend with different amounts of smoothness for segments of a time series subjected to different variability regimes. We propose using an unobserved components model to consider the existence of at least two data segments. We first fix some desired percentages of smoothness for the trend segments and deduce the corresponding smoothing parameters involved. Once the size of each segment is chosen, the smoothing formulas here derived produce trend estimates for all segments with the desired smoothness as well as their corresponding estimated variances. Empirical examples from demography and economics illustrate our proposal. 相似文献
93.
Birgitta Törnkvist 《统计学通讯:模拟与计算》2013,42(4):1247-1264
In modelling a system structure it is often important to test the constancy of the structural parameters. If the hypothesis of constant parameters is rejected we wish to characterize the parameter variation. In this paper we examine the usefulness of the MOSUMSQ test statistics for locating and characterizing the parameter variation in linear regression models. The means and the variances of the test statistics are given for non-random parameter variation. The observed path of the MOSUMSQ test statistics provides valuable knowledge about the time of the onset of the parameter change and whether it is instantaneous or gradual. 相似文献
94.
Beiyao Zheng 《统计学通讯:理论与方法》2013,42(5-6):1405-1417
We propose Bayesian parameter estimation in a multidimensional item response theory model using the Gibbs sampling algorithm. We apply this approach to dichotomous responses to a questionnaire on sleep quality. The analysis helps determine the underlying dimensions. 相似文献
95.
An improved likelihood-based method based on Fraser et al. (1999) is proposed in this paper to test the significance of the second lag of the stationary AR(2) model. Compared with the test proposed by Fan and Yao (2003) and the signed log-likelihood ratio test, the proposed method has remarkable accuracy. Simulation studies are performed to illustrate the accuracy of the proposed method. Application of the proposed method on historical data is presented to demonstrate the implementation of this method. Furthermore, the method can be extended to the general AR(p) model. 相似文献
96.
将两种弹 粘弹性模型(Burgers和H 2K模型)的一维蠕变方程,转换成三维状态下的应力 应变 时间关系,分别推导出常应力下两种模型的轴向应变随时间变化的方程。采用分级加载法进行室内长期单轴压缩蠕变试验,结合两种模型三维应力状态的轴向应变表达式,对试验结果进行拟合,得出相应模型的本构参数。试验结果表明:饱和粘土在新增荷载作用下2~3 d变形趋于稳定,Burgers模型和H 2K模型均能较好地模拟饱和粘土的衰减蠕变过程;而H 2K模型能更好地模拟土样在常应力作用下的蠕变特性。 相似文献
97.
张开焱 《汕头大学学报(人文社会科学版)》2007,23(1):18-25,30
“依经论文”、“依道论文”在中国古代小说评论中是一个重要的角度和原则,这些论述都在强调小说的思想性即哲性因子。那么,这是否就意味着中国古代文化人对小说就不采取“依史论文”的视角和原则呢?当然不是。余虹先生以及持相同见解的先生的观点是有大量史料为基础的,我们之所以特别突出地强调中国古代小说理论与批评中的哲性因子,是意在与余虹先生的见解构成互补,以防止偏误和片面的认识。 相似文献
98.
详细分析了适用于VLSI/ULSI设计的深亚微米BSIM2MOS器件模型,并在深入讨论短沟道MOS器件物理效应的基础上,对沟道长1μm栅氧化层厚度25nm的nMOSFET进行了测试和BSIM2模型参数的提取,且对结果进行了分析和讨论。结果表明,BSIM2具有精确、参数易提取、计算速度快的特点,是VLSI/ULSI模拟设计的重要工具之一。 相似文献
99.
100.
Dale J. Marino 《Risk analysis》2006,26(2):555-572
Physical property values are used in environmental risk assessments to estimate media and risk-based concentrations. However, considerable variability has recently been reported with such values. To evaluate potential variability in physical parameter values supporting a variety of regulatory programs, eight data sources were chosen for evaluation, and chemicals appearing in at least four sources were selected. There were 755 chemicals chosen. In addition, chemicals in seven environmentally important subgroups were also identified for evaluation. Nine parameters were selected for analysis-molecular weight (MolWt), melting point (MeltPt), boiling point (BoilPt), vapor pressure (VP), water solubility (AqSOL), Henry's law constant (HLC), octanol-water partition coefficient (Kow), and diffusion coefficients in air (Dair) and water (Dwater). Results show that while 71% of constituents had equal MolWts across data sources, <3% of the constituents had equivalent parameter values across data sources for AqSOL, VP, or HLC. Considerable dissimilarity between certain sources was also observed. Furthermore, measures of dispersion showed considerable variation in data sets for Kow, VP, AqSOL, and HLC compared to measures for MolWt, MeltPt, BoilPt, or Dwater. The magnitude of the observed variability was also noteworthy. For example, the 95th percentile ratio of maximum/minimum parameter values ranged from 1.0 for MolWt to well over 1.0E + 06 for VP, and HLC. Risk and exposure metrics also varied by similar magnitudes. Results with environmentally important subgroups were similar. These results show that there is considerable variability in physical parameter values from standard sources, and that the observed variability could affect potential risk estimates and perhaps risk management decisions. 相似文献