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61.
Jacek Białek 《统计学通讯:理论与方法》2013,42(5):943-952
In this article, we propose a general formula for aggregative price indices that satisfies most postulates coming from the axiomatic price index theory. We show that the ideal Fisher index, Laspeyres and Paasche formulas, and a lot of other indices are particular cases of the proposed formula. Moreover, using the general formula we can easily define new indices, that would satisfy given postulates. We also present an interesting result for the proposed formula. 相似文献
62.
Y. Maleki 《统计学通讯:理论与方法》2013,42(23):4983-5004
We study locally self-similar processes (LSSPs) in Silverman’s sense. By deriving the minimum mean-square optimal kernel within Cohen’s class counterpart of time–frequency representations, we obtain an optimal estimation for the scale invariant Wigner spectrum (SIWS) of Gaussian LSSPs. The class of estimators is completely characterized in terms of kernels, so the optimal kernel minimizes the mean-square error of the estimation. We obtain the SIWS estimation for two cases: global and local, where in the local case, the kernel is allowed to vary with time and frequency. We also introduce two generalizations of LSSPs: the locally self-similar chirp process and the multicomponent LSSP, and obtain their optimal kernels. Finally, the performance and accuracy of the estimation is studied via simulation. 相似文献
63.
ABSTRACT Physical measurements like dimensions, including time, and angles in scientific experiments are frequently recorded without their algebraic sign. The directions of those physical quantities measured with respect to a frame of reference in most practical applications are considered to be unimportant and are ignored. As a consequence, the underlying distribution of measurements is replaced by a distribution of absolute measurements. When the underlying distribution is logistic, the resulting distribution is called the “folded logistic distribution”. Here, the properties of the folded logistic distribution will be presented and the techniques for estimating parameters will be given. The advantages of using this folded logistic distribution over the folded normal distribution will be discussed and some examples will be cited. 相似文献
64.
This article discusses sampling plans, that is, the allocation of sampling units, for computing tolerance limits in a balanced one--way random-effects model. The expected width of the tolerance interval is derived and used as the basis for comparing different sampling plans. A well-known cost function and examples are used to facilitate the discussion. 相似文献
65.
The problem of making statistical inference about θ =P(X > Y) has been under great investigation in the literature using simple random sampling (SRS) data. This problem arises naturally in the area of reliability for a system with strength X and stress Y. In this study, we will consider making statistical inference about θ using ranked set sampling (RSS) data. Several estimators are proposed to estimate θ using RSS. The properties of these estimators are investigated and compared with known estimators based on simple random sample (SRS) data. The proposed estimators based on RSS dominate those based on SRS. A motivated example using real data set is given to illustrate the computation of the newly suggested estimators. 相似文献
66.
Nezhat Shakeri 《统计学通讯:理论与方法》2013,42(5):777-790
Left censoring concept has been defined in different ways in statistical applications. Turnbull (1974) defines it in a particular way. Whereas in recent literature, especially in epidemiological studies, it has been defined in another way. This difference between the two approaches is the main reason that despite simplicity, Turnbull method cannot be applicable in all cases of doubly censored data. In this article we present a modified Turnbull method for analysis of doubly censored data adequate with recent definition. Comparison has been done with other statistical methods, including imputation estimator, full likelihood-based and conditional likelihood-based approach using Iranian HIV data. 相似文献
67.
In this article, we consider the product-limit quantile estimator of an unknown quantile function under a censored dependent model. This is a parallel problem to the estimation of the unknown distribution function by the product-limit estimator under the same model. Simultaneous strong Gaussian approximations of the product-limit process and product-limit quantile process are constructed with rate O[(log n)?λ] for some λ > 0. The strong Gaussian approximation of the product-limit process is then applied to derive the laws of the iterated logarithm for product-limit process. 相似文献
68.
Jiří Anděl 《统计学通讯:理论与方法》2013,42(17):3191-3201
We deal with sequences of dependent Bernoulli variables with non positive correlations. Some special models for 1-dependent and 2-dependent 0–1 valued variables are analyzed, namely Bernoulli variables obtained by clipping a linear combination of iid variables. Formulas describing dependence of their correlation function on the clipping parameters are derived. The lower bound for the sum of autocorrelations of Bernoulli variables obtained by clipping a Gaussian process is provided. 相似文献
69.
Philip Prescott 《统计学通讯:理论与方法》2013,42(5):763-784
In practical situations involving mixtures formed from several ingredients, interest is sometimes centered on the response in an ellipsoidal neighborhood around a standard formulation. We show that standard, orthogonally blocked, response surface designs, defined on a q ? 1 dimensional unit sphere, may be transformed into similarly orthogonally blocked q-ingredient mixture designs defined within an ellipsoid centered at the standard formulation. The method is illustrated using several examples of mixture experiments with three, four, and five ingredients, arranged in two, three, or four orthogonal blocks, obtained by projecting standard central composite designs and Box–Behnken designs into the ellipsoidal mixture region. Rotations of the resulting designs within the ellipsoidal regions are also considered. 相似文献
70.
Nitis Mukhopadhyay 《统计学通讯:理论与方法》2013,42(7):1283-1297
The purpose of this article is two-fold. First, we find it very interesting to explore a kind of notion of optimality of the customary Jensen-bound among all Jensen-type bounds. Without this result, the customary Jensen-bound stood alone simply as just another bound. The proposed notion and the associated optimality are important given that in some situations the Jensen's inequality does leave us empty handed. When it comes to highlighting Jensen's inequality, unfortunately only a handful of nearly routine applications continues to recycle time after time. Such encounters rarely produce any excitement. This article may change that outlook given its second underlying purpose, which is to introduce a variety of unusual applications of Jensen's inequality. The collection of our important and useful applications and their derivations are new. 相似文献