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281.
《Journal of Statistical Computation and Simulation》2012,82(4):395-410
In this paper, we consider a mixture of two uniform distributions and derive L-moment estimators of its parameters. Three possible ways of mixing two uniforms, namely with neither overlap nor gap, with overlap, and with gap, are studied. The performance of these L-moment estimators in terms of bias and efficiency is compared to that obtained by means of the conventional method of moments (MM), modified maximum likelihood (MML) method and the usual maximum likelihood (ML) method. These intensive simulations reveal that MML estimators are the best in most of the cases, and the L-moment estimators are less subject to bias in estimation for some mixtures and more efficient in most of the cases than the conventional MM estimators. The L-moment estimators are, in some cases, more efficient than the ML and MML estimators. 相似文献
282.
Abstract. The strong Rayleigh property is a new and robust negative dependence property that implies negative association; in fact it implies conditional negative association closed under external fields (CNA+). Suppose that and are two families of 0‐1 random variables that satisfy the strong Rayleigh property and let . We show that {Zi} conditioned on is also strongly Rayleigh; this turns out to be an easy consequence of the results on preservation of stability of polynomials of Borcea & Brändén (Invent. Math., 177, 2009, 521–569). This entails that a number of important π ps sampling algorithms, including Sampford sampling and Pareto sampling, are CNA+. As a consequence, statistics based on such samples automatically satisfy a version of the Central Limit Theorem for triangular arrays. 相似文献
283.
诸国良 《绍兴文理学院学报》2001,21(10):1-3
将Gamma算子中涉及的无穷区间广义积分修正为有限区间上的积分,从而得到了一类修正的Gamma算子,并讨论了它们收敛的充要条件. 相似文献
284.
285.
Peter Walley 《Scandinavian Journal of Statistics》1997,24(4):463-483
A new method is proposed for drawing coherent statistical inferences about a real-valued parameter in problems where there is little or no prior information. Prior ignorance about the parameter is modelled by the set of all continuous probability density functions for which the derivative of the log-density is bounded by a positive constant. This set is translation-invariant, it contains density functions with a wide variety of shapes and tail behaviour, and it generates prior probabilities that are highly imprecise. Statistical inferences can be calculated by solving a simple type of optimal control problem whose general solution is characterized. Detailed results are given for the problems of calculating posterior upper and lower means, variances, distribution functions and probabilities of intervals. In general, posterior upper and lower expectations are achieved by prior density functions that are piecewise exponential. The results are illustrated by normal and binomial examples 相似文献
286.
It is shown that Greenwood's statistic for uniformity and the Hahn-Shapiro and Stephens statistics for exponentiality with known origin are equivalent. It is also shown that the distribution of the Shapiro-Wilk statistic for testing the hypothesis of exponentiality with unknown origin is obtainable from the distribution of Greenwood's statistic. 相似文献
287.
宣培才 《绍兴文理学院学报》1995,(6)
本文给出了Kantorovich算子在一致逼近意义下的加权同时逼近的正定理及非最优逼近阶的特征刻划。 相似文献
288.
水平差异产品的内生定价策略选择 总被引:1,自引:0,他引:1
本文分析了一个存在定价策略选择下的三阶段Hotelling双头垄断模型,其中厂商可以选择采用单一定价策略或者歧视定价策略。模型的子博弈精炼纳什均衡表明厂商或者同时采用单一定价策略,或者同时采用歧视一价策略。当歧视定价的边际成本相对单一定价的边际成本不太高,或者消费乾注重产品特性差异时,厂商会同时选择歧视定价策略,尽管单一定价下厂商的利润要明显高于歧视定价下的利润;当歧视定价的边际成本相对较高或者消费者不太注重产品特性差异时,单一定价将成为厂商的最优选择。最后本文从社会最优的角度分析比较了两种这价策略下的社会净福利水平。 相似文献
289.
The objective of this paper is to investigate the issue of projection discrepancy for extended U-type or nearly U-type extended designs along the line of Fang and Qin (2005) based on the centered L2-discrepancy proposed in Hickernell (1998). Extended designs are obtained through augmenting optimally few runs (or points) to an optimal U-type design. Lower bounds to projection discrepancy with reference to the centered L2-discrepancy of extended designs have been obtained. Some illustrative examples are also provided. 相似文献
290.
We investigate a space-filling criterion based on -type discrepancies, namely the uniform projection criterion, aiming at improving designs' two-dimensional projection uniformity. Under a general reproducing kernel, we establish a formula for the uniform projection criterion function, which builds a connection between rows and columns of the design. For the commonly used discrepancies, we further use this formula to represent the two-dimensional projection uniformity in terms of the -distances of U-type designs. These results generalize existing works and reveal new links between the two seemingly unrelated criteria of projection uniformity and the maximin -distance for U-type designs. We also apply the obtained results to study several families of space-filling designs with appealing projection uniformity. Because of good projected space-filling properties, these designs are well adapted for computer experiments, especially for the case where not all the input factors are active. 相似文献