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91.
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 inverse Gaussian distribution is often suited for modeling positive and/or positively skewed data (see Chhikara and Folks, 1989) and presents an interesting alternative to the Gaussian model in such cases. We note here that overlap coefficients and their variants are widely studied in the literature for Gaussian populations (see Mulekar and Mishra, 1994, 2000, and references therein for further details). This article studies the properties and addresses point estimation for large samples of commonly used measures of overlap when the populations are described by inverse Gaussian distributions. The bias and mean square error properties of the estimators are studied through a simulation study. 相似文献
94.
Partitioning the variance of a response by design levels is challenging for binomial and other discrete outcomes. Goldstein (2003) proposed four definitions for variance partitioning coefficients (VPC) under a two-level logistic regression model. In this study, we explicitly derived formulae for multi-level logistic regression model and subsequently studied the distributional properties of the calculated VPCs. Using simulations and a vegetation dataset, we demonstrated associations between different VPC definitions, the importance of methods for estimating VPCs (by comparing VPC obtained using Laplace and penalized quasilikehood methods), and bivariate dependence between VPCs calculated at different levels. Such an empirical study lends an immediate support to wider applications of VPC in scientific data analysis. 相似文献
95.
Abstract The multivariate elliptically contoured distributions provide a viable framework for modeling time-series data. It includes the multivariate normal, power exponential, t, and Cauchy distributions as special cases. For multivariate elliptically contoured autoregressive models, we derive the exact likelihood equations for the model parameters. They are closely related to the Yule-Walker equations and involve simple function of the data. The maximum likelihood estimators are obtained by alternately solving two linear systems and illustrated using the simulation data. 相似文献
96.
Adelaide Figueiredo 《统计学通讯:模拟与计算》2013,42(9):1991-2003
The von Mises-Fisher distribution is widely used for modeling directional data. In this article, we derive the discriminant rules based on this distribution to assign objects into pre-existing classes. We determine a distance between two von Mises-Fisher populations and we calculate estimates of the misclassification probabilities. We also analyze the behavior of the distance between two von Mises-Fisher populations and of the estimates of the misclassification probabilities when we modify the parameters of the populations or the samples size or the dimension of the sphere. Finally, we present an example with real spherical data available in the literature. 相似文献
97.
Zhihua Liu 《统计学通讯:模拟与计算》2013,42(1):85-100
For a segmented regression system with an unknown changepoint over two domains of a predictor, a new empirical likelihood ratio statistic is proposed to test the null hypothesis of no change. Under the null hypothesis of no change, the proposed test statistic is shown empirically to be Gumbel distributed with robust location and scale estimators against various parameter settings and error distributions. A power analysis is conducted to illustrate the performance of the test. Under the alternative hypothesis with a changepoint, the test statistic is utilized to estimate the changepoint between the two domains. A comparison of the frequency distributions between the proposed estimator and two parametric methods indicates that the proposed method is effective in capturing the true changepoint. 相似文献
98.
Several different measures of skewness are commonly used in place of γ1, the third central moment divided by the cube of the standard deviation. The numerical values of these measures are compared in this paper for members of the gamma, lognormal or Weibull family of distributions and shown to vary considerably in most cases even when skewness and kurtosis are moderate. 相似文献
99.
The Cornish-Fisher expansion of the Pearson type VI distribution is known to be reasonably accurate when both degrees of freedom are relatively large (say greater than or equal to 5). However, when either or both degrees of freedom are less than 5, the accuracy of the computed percentage point begins to suffer; in some cases severely. To correct for this, the error surface in the degrees of freedom plane is modeled by least squares curve fitting for selected levels of tail probability (.025, .05, and .10) which can be used to adjust the percentage point obtained from the usual Cornish-Fisher expansion. This adjustment procedure produces a computing algorithm that computes percentage points of the Pearson type VI distribution at the above probability levels, accurate to at least + 1 in 3 digits in approximately 11 milliseconds per subroutine call on an IBM 370/145. This adjusted routine is valid for both degrees of freedom greater than or equal to 1. 相似文献
100.
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