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241.
The sequential analogue of the Behrens-Fisher problem is considered, The pooled-variance two sample sequential t test is modified to account for unequal variances. Operating cha-racteristic and average-sample-number curves are calculated for both the pooled variance and the modified t tests by computer simulations, An example is given using data from a tissue assay for breast cancer tumors. 相似文献
242.
Let Xl,…,Xn be normally and independently distributed with means θl,…,θnand a cornmorl variance. Thus there are n observations and n+i unknwon parameters. A test of the null hypothesis that, the θi's are all zero and the alternative that the vector (θl,…,θn) lies in a convex cone with its vertex a.t the origin is connsidered in this paper. It is shown that under a mild condition the likelihood ratio test is possible. The ordinary one sided t - test belongs to the class of tests considered in this paper. The hypothesis of equality of means against the simple order alternative can be tested in certain cases . 相似文献
243.
Hubert J. Chen 《统计学通讯:理论与方法》2013,42(8):851-864
Let π1…, πk denote k(≥ 2) populations with unknown means μ1 , …, μk and variances σ1 2 , …, σk 2 , respectively and let πo denote the control population having mean μo and variance σo 2 . It is assumed that these populations are normally distributed with correlation matrix {ρij}. The goal is to select a subset, of populations of π1 , …, πk which contains all the populations with means larger than or equal to the mean of the control one. Procedures are given for selecting such a subset so that the probability that all the populations with means larger than or equal to the mean of the control one are included in the selected subset is at least equal to a predetermined value P?(l/k < P? < 1). The goal treated here is a first step screening procedure that allows the experimenter to choose a subset and withhold judgement about which one has the largest mean. Then, if the one with the largest mean is desired it can be chosen from the selected subset on the basis of cost and other considerations. Percentage points are also included. 相似文献
244.
We consider the problem of maximum likelihood estimation of the parameters of the bxvariate binomial distribution, In the statistical literature, this problem is solved when the observed sample is available in the form of a 2x2 contingency table, that is, with all four cell fre quencies given,, The present paper provides a solution for this problem when only the marginal totals of the 2x2 table are observed, which is the natural set-up in a bivariate sampling situation.. Thus, based on a sample [(Xi,Yi:), i = 1, …, k] from a bivariate binomial population, we derive maximum likelihood (ML) estimators for the two marginal parameters p1,p2: and the covariance parameter p11: It. turns out that the ML estimators for P1: and P2: are expressed explicitly in terms of the sample values, whereas the ML estimator for p11: can only be obtained numerically by iterative methods Two nu merical illustrations are also presented 相似文献
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In a recent paper Muirhead (1986) derived certain useful identities involving expectations taken with respect to the Wishart distribution. This note generalizes the above results by taking expectations with respect to a generalized version of the Wishart distribution, considered by Sutradhar and Ali (1989), based on a multivariate tdistribution. 相似文献
248.
249.
Hikaru Hasegawa 《统计学通讯:理论与方法》2013,42(7):1655-1685
In this paper we consider the risk performances of some estimators for both location and scale parameters in a linear regression model under Inagaki’s loss function We prove that the pre-test estimator for location parameter is dominated by the Stein-rule estimator under Inagaki’s loss function when the distribution of error terms is expressed by the scale mixture of normal distribution and the variance of error terms is unknown.. It is an extension of the results in Nagata (1983) to our situation Also we perform numerical calculations to draw the shapes of the risks. 相似文献
250.
Inflated statistical significance of student's t test associated with small intersubject correlation
《Journal of Statistical Computation and Simulation》2012,82(9):691-696
The independence assumption in statistical significance testing becomes increasingly crucial and unforgiving as sample size increases. Seemingly, inconsequential violations of this assumption can substantially increase the probability of a Type I error if sample sizes are large. In the case of Student's t test, it is found that correlations within samples in a range from 0.01 to 0.05 can lead to rejection of a true null hypothesis with high probability, if N is 50, 100 or larger. 相似文献