Nonparametric tests for scale shift at an unknown time point

A class of linear rank tests is suggested for testing a shift in scale at an unknown time point in a sequence of independent observations. The tests,based on inverse normal scores and on ordered exponential scores,are shown to be asymptotically as efficient as their distribution-oriented competitors. Critical values and powers for these two rank tests are also discussed.     

The effects of correlation among observations on the consistency property of sample variance

It is well known that even when the sample observations are correlated and not normal the sample variance, S² converges in probability to E(S²). But the required sample size for S² to be a consistent estimator of E(S²) is an open question. Some light is shed on this question in this paper. In particular the relation between the rate of convergence and the correlation property of the observations is explored. It is shown that the retardation to the rate of convergence is not appreciable if the correlation is moderate but it can be severe for extreme correlations.     

A survey of statistical methods on remote sensing in russian literature from 1976 to 1985

In this article we review the major areas of remote sensing in the Russian literature for the period 1976 to 1985 that use statistical methods to analyze the observed data. For each of the areas, the problems that have been studied and the statistical techniques that have been used are briefly described     

The non-null distributions in anoya

Under the traditional assumptions, any entry in ANOVA interpreted to include all Linear model analyses] is equivalent in disiributien to a quadratic form Q=[μ₁+σ₁Z₁]²+…+ [μ_ν+σ_νZ_ν]²]wherein Z₁..Z_ν are independent standard normal variables. Test statisics in ANOVE are distributed as ratio R of two depenbent such quadretic forms. The non-null distribution of R is a mixture of null distributions; the mixing variable is an easy generalitatlon of the Poisson variable. Fast algorithms yield the power function in both fixed and random effects models in AVOVA to user-specified accuracy.     

Regression from another angle

This paper presents a simply viewed framework that brings together various concepts of regression, prediction, and principal components. Several new concepts related to prediction are introduced, and then the interrelationships of these concepts are established. The generalizations are examined in detail and are illustrated in the context of a well known data set.     

On fractional moments of quadratic expressions in normal variables1

Fractional moments, product cumulants and product moments of general quadratic expressions in singular and nonsingular normal variables are explicitly evaluated. A general method of deriving such moments is also indicated. Particular cases art; shown to agree with known results.     

Some tests for the power series distibutions in one parameter using the kullback-leibler information measure

The purpose of the article is, in case of one sample, to obtain tests concerning the parameter in the power series distribution in one parameter using Ku11back-Leibier information measure. The class of power series distibutions contains a host of discrete distributions. Ve illustrate the general results obtained in case of the geometric distibution.     

Dempster's combination rule and sufficient statistics

In his articles (1966-1968) concerning statistical inference based on lower and upper probabilities, Dempster refers to the connection between Fisher's fiducial argument and his own ideas of statistical inference. Dempster's main concern however focuses on the “Bayesian” aspects of his theory and not on an elaboration of the relation between Fisher's and his ideas. This article attempts to work out the connection between those two approaches and focuses primarily on the question, whether Dempster's combination rule, his upper and lower probabilty based on sufficient statistics and inference based on sufficient statistics in Fisher's sense are consistent. To be adequate to Fisher's reasoning, we deal with absolutely continuous, one parametric families of distributions.This is certainly not the usual assumption in context with Dempster's theory and implies a normative but straightforward definition concerning the underlying conditional distribution; this definition however is done in Dempster's spirit as can be seen from his articles, (1966, 1968,a,b). Under those assumptions it can be shown that - similar to Lindley's results concerning consistency in fiducial reasoning (1958) - the combination rule, Dempster's procedure based on sufficient statistics and fiducial inference by sufficient statistics agree iff the parametric family under consideration can be transformed to location parameter form.