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91.
Local or infinitesimal Bayesian robustness is a powerful tool to study the sensitivity of posterior magnitudes, which cannot be expressed in a simple manner. For these expressions, the global Bayesian robustness methodology does not seem adequate since the practitioner cannot avoid using inappropriate classes of prior distributions in order to make the model mathematically tractable. This situation occurs, for example, when we compute some types of premiums in actuarial statistics in order to fix the premium to be charged to an insurance policy. In this paper, analytical and simple expressions that allow us to study the sensitivity of premiums, which are usually used in automobile insurance are provided by using the local Bayesian robustness methodology. Some examples are examined by using real automobile claim insurance data. 相似文献
92.
Egmar Rödel 《Statistics》2013,47(4):573-585
Normed bivariate density funtions were introduced by HOEFFDING (1940/41). In the present paper estimators for normed bivariate ranks and on a FOURIER series expansion in LEGENDRE polynomials. The estimation of normed bivarate density functions under positive dependence is also described 相似文献
93.
The discrete stable family constitutes an interesting two-parameter model of distributions on the non-negative integers with a Paretian tail. The practical use of the discrete stable distribution is inhibited by the lack of an explicit expression for its probability function. Moreover, the distribution does not possess moments of any order. Therefore, the usual tools—such as the maximum-likelihood method or even the moment method—are not feasible for parameter estimation. However, the probability generating function of the discrete stable distribution is available in a simple form. Hence, we initially explore the application of some existing estimation procedures based on the empirical probability generating function. Subsequently, we propose a new estimation method by minimizing a suitable weighted L 2-distance between the empirical and the theoretical probability generating functions. In addition, we provide a goodness-of-fit statistic based on the same distance. 相似文献
94.
This paper deals with the probability density functions of quotient of order statistics. We use the Mellin transform technique, to find the distribution of the quotient Z= X/Xwhere X.,X(i < j) are the ith and jth order statistics from the Pareto, Power and Weibull distributions 相似文献
95.
《Journal of Statistical Computation and Simulation》2012,82(3-4):163-181
Several jackknife methods for the proportional hazards model are proposed. Instead of deleting observations in the calculation of the pseudovalues, we delete the conditional probabilities from the partial likelihood function. The parameter estimators and variance estimators for both the linear and weighted linear jackknife methods are strongly consistent. A limitted simulation study is conducted. 相似文献
96.
This research is concerned with the determination of the demand for “lotto” in Israel. While an important focus of our research is upon the effects on the demand for lotto of ticket pricing and jackpot announcements, we also investigate several empirical phenomena that are apparently inconsistent with expected utility theory. These include an effect we call “lottomania” which is induced by rollover, and “prize fatigue” when the jackpot does not increase. Another aberration from expected utility theory is that the underlying odds of winning have no measurable effect on sales. 相似文献
97.
Distribution function estimation plays a significant role of foundation in statistics since the population distribution is always involved in statistical inference and is usually unknown. In this paper, we consider the estimation of the distribution function of a response variable Y with missing responses in the regression problems. It is proved that the augmented inverse probability weighted estimator converges weakly to a zero mean Gaussian process. A augmented inverse probability weighted empirical log-likelihood function is also defined. It is shown that the empirical log-likelihood converges weakly to the square of a Gaussian process with mean zero and variance one. We apply these results to the construction of Gaussian process approximation based confidence bands and empirical likelihood based confidence bands of the distribution function of Y. A simulation is conducted to evaluate the confidence bands. 相似文献
98.
William V. Gehrlein 《统计学通讯:模拟与计算》2013,42(4):349-358
For four variables x1,x2, x3 and x4, which have a quadrivariate normal distribution with means equal to zero, the positive ortrhant probability is the probability that all of the x.'s are simultaneously positive. A representation for the quadrivariate normal positive orthant probability is obtained and it is a function of no more than three integrals over a single variable. Extensive testing has shown this representation to be very efficient on a computational basis. 相似文献
99.
Arthur G. Holms 《统计学通讯:模拟与计算》2013,42(1):51-71
As many as three iterated statistical model deletion procedures are considered for an experiment.Population model coeff cients were chosen to simulate a saturated 24experiment having an unfavorable distribution of parameter values.Using random number studies, three model selection strategies were developed, namely, (1) a strategy to be used in anticipation of large coefficients of variation (neighborhood of 65 percent), (2) strategy to be used in anticipation of small coefficients of variation (4 percent or less), and (3) a security regret strategy to be used in the absence of such prior knowledge 相似文献
100.
The semi‐Markov process often provides a better framework than the classical Markov process for the analysis of events with multiple states. The purpose of this paper is twofold. First, we show that in the presence of right censoring, when the right end‐point of the support of the censoring time is strictly less than the right end‐point of the support of the semi‐Markov kernel, the transition probability of the semi‐Markov process is nonidentifiable, and the estimators proposed in the literature are inconsistent in general. We derive the set of all attainable values for the transition probability based on the censored data, and we propose a nonparametric inference procedure for the transition probability using this set. Second, the conventional approach to constructing confidence bands is not applicable for the semi‐Markov kernel and the sojourn time distribution. We propose new perturbation resampling methods to construct these confidence bands. Different weights and transformations are explored in the construction. We use simulation to examine our proposals and illustrate them with hospitalization data from a recent cancer survivor study. The Canadian Journal of Statistics 41: 237–256; 2013 © 2013 Statistical Society of Canada 相似文献