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991.
In this paper, we propose new estimation techniques in connection with the system of S-distributions. Besides “exact” maximum likelihood (ML), we propose simulated ML and a characteristic function-based procedure. The “exact” and simulated likelihoods can be used to provide numerical, MCMC-based Bayesian inferences. 相似文献
992.
Muhammad Aslam Ching-Ho Yen Chia-Hao Chang Chi-Hyuck Jun Munir Ahmad Mujahid Rasool 《统计学通讯:理论与方法》2013,42(20):3633-3647
In this article, a variable two-stage acceptance sampling plan is developed when the quality characteristic is evaluated through a process loss function. The plan parameters of the proposed plan are determined by using the two-point approach and tabulated according to various quality levels. Two cases are discussed when the process mean lies at the target value and when it does not, respectively. Extensive tables are provided for both cases and the results are explained with examples. The advantage of the proposed plan is compared with the existing variable single acceptance sampling plan using the process loss function. 相似文献
993.
Abdullah Almasri 《统计学通讯:理论与方法》2013,42(7):1196-1217
This article describes testing for periodicity in the presence of FD processes. We propose two approaches for testing the periodicity based on Fisher's test. The first one is performed using the periodogram which has been divided into different parts. The second one is based on the discrete wavelet transform. Properties of the tests are illustrated by means of Monte Carlo simulations. 相似文献
994.
Vassilly Voinov 《统计学通讯:理论与方法》2013,42(21):4622-4630
The Wald's method for constructing chi-squared tests of fit has been formulated more accurately. It is shown that Wald's type statistics will follow the central chi-squared distribution if and only if the limit covariance matrix of standardized frequencies will not depend on unknown parameters. Several examples that illustrate this important fact are presented. In particular, it is shown that the goodness-of-fit statistic developed by Moore and Stubblebine does not follow the chi-squared limit distribution, and, hence, cannot be used for testing multivariate normality. 相似文献
995.
AbstractIn this paper, we introduce a version of Hayter and Tsui's statistical test with double sampling for the vector mean of a population under multivariate normal assumption. A study showed that this new test was more or as efficient than the well-known Hotelling's T2 with double sampling. Some nice features of Hayter and Tsui's test are its simplicity of implementation and its capability of identifying the errant variables when the null hypothesis is rejected. Taking that into consideration, a new control chart called HTDS is also introduced as a tool to monitor multivariate process vector mean when using double sampling. 相似文献
996.
Katarzyna Budny 《统计学通讯:理论与方法》2013,42(17):5220-5223
ABSTRACTWe extend Chebyshev's inequality to a random vector with a singular covariance matrix. Then we consider the case of a multivariate normal distribution for this generalization. 相似文献
997.
Mohammed El Genidy 《统计学通讯:理论与方法》2013,42(22):5427-5444
AbstractSolar radiation is a global ecological phenomenon that affects life everywhere. In this study, a new statistical method, called the Quartiles-Moment's method, is proposed to estimate the scale and shape parameters of the exponentiated Gumbel maximum distribution (EGMD). The Kolomogorov–Smirnov test and the percentiles of the dataset are thus used to fit the dataset of the daily global solar radiation and the corresponding daily maximum temperature with EGMD. Thence, multiple nonlinear regression of the daily global solar radiation and the corresponding daily maximum temperature are produced and compared with the real dataset accordingly. 相似文献
998.
Richard W. Hill 《统计学通讯:理论与方法》2013,42(12):1183-1196
By analyzing a special class of regression problems we point out that previously suggested estimates of the covariance matrix of regression M-cstimatos are inadequate for certain design matrices. These results confirm the conclusions drawn in several Monte Cailo studies. 相似文献
999.
This paper eals with the proplem on estimating the mean paramerer of a truncated normal distribution with known coefficient of variation. In the previous treatment of this problem most authors have used the sample standared deviation for estimating this parameter. In the present paper we use Gini’s coefficient of mean difference g and obtain the minimum variance unbiased estimate of the mean based on a linear function of the sample mean and g, It is shown that this new estimate has desirable properties for small samples as well as for large samples. We also give a numerical example. 相似文献
1000.
Robert A. Wijsman 《统计学通讯:理论与方法》2013,42(21):2137-2147
For given (small) a and β a sequential confidence set that covers the true parameter point with probability at least 1 - a and one or more specified false parameter points with probability at most β can be generated by a family of sequen-tial tests. Several situations are described where this approach would be a natural one. The following example is studied in some detail: obtain an upper (1 - α)-confidence interval for a normal mean μ (variance known) with β-protection at μ - δ(μ), where δ(.) is not bounded away from 0 so that a truly sequential procedure is mandatory. Some numerical results are presented for intervals generated by (1) sequential probability ratio tests (SPRT's), and (2) generalized sequential probability ratio tests (GSPRT's). These results indicate the superiority of the GSPRT-generated intervals over the SPRT-generated ones if expected sample size is taken as performance criterion 相似文献