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341.
《Journal of Statistical Computation and Simulation》2012,82(2):87-93
We introduce a Monte Carlo method for packing hypercubes in Rn . Rigorous and conceptually simple, it is currently practical for n≥4. Experimental results indicate that Palasti's conjecture is false for R 2 and K3 and still undecided for K4 相似文献
342.
《Journal of Statistical Computation and Simulation》2012,82(3-4):283-293
In this article we consider the pioblem of finding the maximum likelihood estimate for a certain class of discrete sampling models. Methods are adapted from parts of convex optimization theory, includiug aspects of equivalence theory, duality theorv and iterative procedures Their application is illustrated through example. 相似文献
343.
《Journal of Statistical Computation and Simulation》2012,82(1-2):13-18
A ratio-of-uniforms method of generating exponential power variates is presented. It is compared to an established generalized rejection method developed by Tadikamalla (1980) and shown to be faster and more easily implemented. 相似文献
344.
G.J. McLachlan 《统计学通讯:理论与方法》2013,42(9):919-929
An asymptotic account Is presented on the relative performance of the so-called estimative and predictive methods of estimating the posterior probability that an object belongs to one of two possible multivariate normal populations. For equal prior probabil-ities it is concluded that the predictive method generally gives a less extreme estimate than the estimative. This is supported by previously available results based essentially on simulation studies. Conditions under which the predictive method provides less extreme estimates for arbitrary prior probabilities are considered. Also, the asymptotic biases associated with the two methods are compared. 相似文献
345.
F. Jay Breidt 《Journal of statistical planning and inference》2011,141(1):479-487
The cube method proposed by Deville and Tillé (2004) enables the selection of balanced samples: that is, samples such that the Horvitz-Thompson estimators of auxiliary variables match the known totals of those variables. As an exact balanced sampling design often does not exist, the cube method generally proceeds in two steps: a “flight phase” in which exact balance is maintained, and a “landing phase” in which the final sample is selected while respecting the balance conditions as closely as possible. Deville and Tillé (2005) derive a variance approximation for balanced sampling that takes account of the flight phase only, whereas the landing phase can prove to add non-negligible variance. This paper uses a martingale difference representation of the cube method to construct an efficient simulation-based method for calculating approximate second-order inclusion probabilities. The approximation enables nearly unbiased variance estimation, where the bias is primarily due to the limited number of simulations. In a Monte Carlo study, the proposed method has significantly less bias than the standard variance estimator, leading to improved confidence interval coverage. 相似文献
346.
Modified chi-squared and some newly developed tests for the Poisson, binomial, and an approximated Feller's distribution are discussed. A reanalysis of the classical Rutherford's experimental data on alpha decay is done. Previous analyses of the data were not correct from the point of view of the theory of statistical testing. Tests used show that the data contradict to both Poisson and binomial distribution and do not contradict to a precise “binomial” approximation of Feller's distribution that takes into account a counter's dead time. This gives a plausible statistically correct confirmation of the well-established exponential law of radioactive decay. 相似文献
347.
Oscar Kempthorne 《The American statistician》2013,67(3):133-134
The problem of finding confidence intervals for the success parameter of a binomial experiment has a long history, and a myriad of procedures have been developed. Most exploit the duality between hypothesis testing and confidence regions and are typically based on large sample approximations. We instead employ a direct approach that attempts to determine the optimal coverage probability function a binomial confidence procedure can have from the exact underlying binomial distributions, which in turn defines the associated procedure. We show that a graphical perspective provides much insight into the problem. Both procedures whose coverage never falls below the declared confidence level and those that achieve that level only approximately are analyzed. We introduce the Length/Coverage Optimal method, a variant of Sterne's procedure that minimizes average length while maximizing coverage among all length minimizing procedures, and show that it is superior in important ways to existing procedures. 相似文献
348.
349.
M. Habibi 《统计学通讯:模拟与计算》2013,42(10):3042-3061
ABSTRACTThe binomial exponential 2 (BE2) distribution was proposed by Bakouch et al. as a distribution of a random sum of independent exponential random variables, when the sample size has a zero truncated binomial distribution. In this article, we introduce a generalization of BE2 distribution which offers a more flexible model for lifetime data than the BE2 distribution. The hazard rate function of the proposed distribution can be decreasing, increasing, decreasing–increasing–decreasing and unimodal, so it turns out to be quite flexible for analyzing non-negative real life data. Some statistical properties and parameters estimation of the distribution are investigated. Three different algorithms are proposed for generating random data from the new distribution. Two real data applications regarding the strength data and Proschan's air-conditioner data are used to show that the new distribution is better than the BE2 distribution and some other well-known distributions in modeling lifetime data. 相似文献
350.
A Monte Carlo study was made of the effects of using simple linear regression, on the appropriate probability paper, to estimate parameters, quantiles and cumulative probability for several distributions. These distributions were the Normal, Weibull (shape parameters 1, 2, and 4) and the Type I largest extreme-value distributions. The specific objective was to observe differences arising from choice of plotting positions. Plotting positions used were i/(n+l), (i?3)/(n+.04), (i?.5)/n, either (i?.375)/(n+.25) or (i?.4)/(n+.2), and either F[E(Yi)] or F[E(£n Y)]. For each combination of 4 sample sizes (n=10(10)(40)), distribution, and plotting position, regression lines were found for each of N =9999 samples. Each regression line was used to estimate: (1) quantiles of 9 specific probabilities, (2) probabilities of 9 specific quantiles, and (3) return periods corresponding to 9 specific quantiles. Compa[rgrave]ison of the mean, variances, mean square error and medians of these estimates and of the regression coefficients confirm some results of Harter [Commun. Statist. A13(13), 1984] and provide further insight. 相似文献