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711.
Mohammed El Genidy 《统计学通讯:理论与方法》2013,42(22):5427-5444
AbstractSolar radiation is a global ecological phenomenon that affects life everywhere. In this study, a new statistical method, called the Quartiles-Moment's method, is proposed to estimate the scale and shape parameters of the exponentiated Gumbel maximum distribution (EGMD). The Kolomogorov–Smirnov test and the percentiles of the dataset are thus used to fit the dataset of the daily global solar radiation and the corresponding daily maximum temperature with EGMD. Thence, multiple nonlinear regression of the daily global solar radiation and the corresponding daily maximum temperature are produced and compared with the real dataset accordingly. 相似文献
712.
M. A. Beg 《统计学通讯:理论与方法》2013,42(7):687-691
In this note a relationship in the treatment of the lower and upper truncations considered in Beg (1980) is pointed out and the minimum variance unbiased estimator of P = Pr{Y<X) for the (upper) truncated exponential distribution is obtained. 相似文献
713.
In this paper two equivalent sets of necessary and sufficient conditions are derived for dependent quadratic forms to be distributed as multivariate gamma distribution. The procedure also gives a set of necessary and sufficient conditions for principal minors of generalized quadratic forms to be jointly distributed as the joint distribution of principal minors of a Kishart matrix. 相似文献
714.
Let X1,X2,…,Xp be p random variables with cdf's F1(x),F2(x),…,Fp(x)respectively. Let U = min(X1,X2,…,Xp) and V = max(X1,X2,…,Xp).In this paper we study the problem of uniquely determining and estimating the marginal distributions F1,F2,…,Fp given the distribution of U or of V. First the problem of competing and complementary risks are introduced with examples and the corresponding identification problems are considered when the X1's are independently distributed and U(V) is identified, as well as the case when U(V) is not identified. The case when the X1's are dependent is considered next. Finally the problem of estimation is considered. 相似文献
715.
The Friedman (1937) test for the randomized complete block design is used to test the hypothesis of no treatment effect among k treatments with b blocks. Difficulty in determination of the size of the critical region for this hypothesis is com¬pounded by the facts that (1) the most recent extension of exact tables for the distribution of the test statistic by Odeh (1977) go up only to the case with k6 and b6, and (2) the usual chi-square approximation is grossly inaccurate for most commonly used combinations of (k,b). The purpose of this paper 2 is to compare two new approximations with the usual x2 and F large sample approximations. This work represents an extension to the two-way layout of work done earlier by the authors for the one-way Kruskal-Wallis test statistic. 相似文献
716.
M.A. Beg 《统计学通讯:理论与方法》2013,42(3):327-345
Blackwell-Rao-Lehmann-Scheffe theory is used to derive the minimum variance ur biased estimator of P=Pr{Y<X} when the independent random variables X and Y follow thf truncation parameter distributions The two-parameter exponential, Pareto, power function and uniform distributions are considered in examples. 相似文献
717.
M.A. Hidiroglou 《统计学通讯:理论与方法》2013,42(15):1475-1487
The negative moments of the positive hyper geometric distribution are often approximated by the inverse of the positive moments of this distribution. In this paper, a suitable approximation to the positive hypergeometric distribution is used to obtain the negative moments. 相似文献
718.
Simultaneous confidence intervals for the p means of a multivariate normal random variable with known variances may be generated by the projection method of Scheffé and by the use of Bonferroni's inequality. It has been conjectured that the Bonferroni intervals are shorter than the Scheffé intervals, at least for the usual confidence levels. This conjecture is proved for all p≥2 and all confidence levels above 50%. It is shown, incidentally, that for all p≥2 Scheffé's intervals are shorter for sufficiently small confidence levels. The results are also applicable to the Bonferroni and Scheffé intervals generated for multinomial proportions. 相似文献
719.
720.
Bayesian and empirical Bayesian decision rules are exhibited for the interval estimation of the parameter 0 of a Uniform (0,θ) distribution. The estimate ?,δ>resulting in the interval [?,?+δ]suffers loss given by L(?,δ>,θ)=1-[?≦e≦?+δ]+c1((?-θ)2+(?+δ?θ)2))+c2δ. The solution is presented for prior distributions G which have bounded support, no point masses,∫θ?mdG(θ)<∞ and for some integer m. An example is presented involving a particular parametric form for G and rates of risk convergence in the empirical Bayes problem for this example are calculated. 相似文献