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151.
G.H. Brown 《统计学通讯:理论与方法》2013,42(1):57-64
A two sample cest is proposea ior Liie hypuLiiefexo in.; LUSL observations from a second sample are equivalent, in distribution, to the smallest of r independent realisations of the first sample. Assuming H to be true the efficiency of parameter estimation for the exponential and normal distributions is then considered 相似文献
152.
In the context of time-sequential studies, progressively censored tests for a simple regression model based on weighted empirical distributions are considered for ungrouped as well as grouped data situations. Early decision rules based on such tests are formulated. The asymptotic theory of the proposed tests rests on a construction of suitable empirical processes and their convergence (in distribution) to appropriate Gaussian functions. Critical values of the proposed test statistics are obtained by simulation, For a hypothetical example (of practical interest), a comparative study is made for the empirical powers and stopping times for some rival tests. 相似文献
153.
We obtain first order asymptotic expansions for the distribution of the excess of a standard normal random walk over a curved boundary and the error probabilities of some repeated significance tests. The key step in the analysis is an asymptotic expansion for the conditional probability that the random walk has not crossed the boundary before the N step, given that it is near the boundary after the nth step. 相似文献
154.
A likelihood approach is considered for the problems of estimating the changepoint and other parameters in a multivariable two-phase regression.Methods for finding the maximum likelihood estimates are given for the cases when the covariance matrix is known, and unknown.The distribution of the usual likelihood ratio test statistic is Investigated using simulations, and a Monte-Carlo aporoach is suggested for testing for the existence of a change-point.Numerical1 Illistrute aie provided. 相似文献
155.
156.
This paper deals with a regression model for several vari¬ables under the assumption that the errors have a multivariate t-distribution. The parameters of the model, the regression parameters, as well as the scale parameters and the degress of freedom of the error variable are estimated and the estimation procedure is illustrated by a numerical example, Also, the prop¬erties of the estimators and tests for the regression parameters are discussed. 相似文献
157.
Fred Calitz 《统计学通讯:理论与方法》2013,42(12):3519-3534
A test is proposed which requires a better fit in the extremes of a distribution than the Kolmogorov-Smirnov test for H0. not to be rejected. Critical values are calculated for sample sizes up to 100, and approximate critical values are found for larger samples. The power of the test is obtained for a number of distributions, and it is shown that the test is more powerful than some existing tests for a wide range of cases 相似文献
158.
159.
The failure rate r(t) is assumed to have the shape of the"first"part of the"bathtub"model, i.e.r(t) is non-increasing for t<r and is constant for t> r. Asymptotic distribution of one of the estimates proposed earlier has been investigated in this paper. This leads to a test for the hypothesis HQ r<r 0 vs H :r>r (where TQ > 0). Asymptotic expression for the power of this test under Pitman alternatives is derived. Some simulations are reported. 相似文献
160.
Bayes methodology provides posterior distribution functions based on parametric likelihoods adjusted for prior distributions. A distribution-free alternative to the parametric likelihood is use of empirical likelihood (EL) techniques, well known in the context of nonparametric testing of statistical hypotheses. Empirical likelihoods have been shown to exhibit many of the properties of conventional parametric likelihoods. In this paper, we propose and examine Bayes factors (BF) methods that are derived via the EL ratio approach. Following Kass and Wasserman (1995), we consider Bayes factors type decision rules in the context of standard statistical testing techniques. We show that the asymptotic properties of the proposed procedure are similar to the classical BF's asymptotic operating characteristics. Although we focus on hypothesis testing, the proposed approach also yields confidence interval estimators of unknown parameters. Monte Carlo simulations were conducted to evaluate the theoretical results as well as to demonstrate the power of the proposed test. 相似文献