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51.
H.J. Khamis 《统计学通讯:理论与方法》2013,42(7):2029-2060
The two-parent disease-genotype association problem is studied from the point of view of a coefficient of association between the disease phenotype of the child and the disease phenotypes of the parents, in the presence of some genotypic information about the parents. This coefficient of partial association is derived, and certain tests of hypotheses are constructed. The results are shown to be useful in estimation of recurrence risks, and in understanding the nature of the association between child and parental disease phenotypes. 相似文献
52.
Abstract. We consider estimation of the upper boundary point F −1 (1) of a distribution function F with finite upper boundary or 'frontier' in deconvolution problems, primarily focusing on deconvolution models where the noise density is decreasing on the positive halfline. Our estimates are based on the (non-parametric) maximum likelihood estimator (MLE) of F . We show that (1) is asymptotically never too small. If the convolution kernel has bounded support the estimator (1) can generally be expected to be consistent. In this case, we establish a relation between the extreme value index of F and the rate of convergence of (1) to the upper support point for the 'boxcar' deconvolution model. If the convolution density has unbounded support, (1) can be expected to overestimate the upper support point. We define consistent estimators , for appropriately chosen vanishing sequences ( β n ) and study these in a particular case. 相似文献
53.
Miguel A. Arcones 《Scandinavian Journal of Statistics》1998,25(4):693-715
We study the asymptotics of L p estimators, p > 0, over a sample having a symmetric density with a sharp–point at the centre of symmetry of the distribution. The rates of convergence of the L p estimators in this situation depend on p and on the shape of the density. To obtain some of the limit distributions, we present new results in the asymptotics of M–estimators. We extend the delta method to the case when the Euclidean norm of the conveniently normalized M–estimators converge to a power of the Euclidean norm of a (possibly Gaussian) stable distribution. 相似文献
54.
Sibel Balci 《Journal of applied statistics》2015,42(11):2293-2306
In one-way ANOVA, most of the pairwise multiple comparison procedures depend on normality assumption of errors. In practice, errors have non-normal distributions so frequently. Therefore, it is very important to develop robust estimators of location and the associated variance under non-normality. In this paper, we consider the estimation of one-way ANOVA model parameters to make pairwise multiple comparisons under short-tailed symmetric (STS) distribution. The classical least squares method is neither efficient nor robust and maximum likelihood estimation technique is problematic in this situation. Modified maximum likelihood (MML) estimation technique gives the opportunity to estimate model parameters in closed forms under non-normal distributions. Hence, the use of MML estimators in the test statistic is proposed for pairwise multiple comparisons under STS distribution. The efficiency and power comparisons of the test statistic based on sample mean, trimmed mean, wave and MML estimators are given and the robustness of the test obtained using these estimators under plausible alternatives and inlier model are examined. It is demonstrated that the test statistic based on MML estimators is efficient and robust and the corresponding test is more powerful and having smallest Type I error. 相似文献
55.
K.G. Janardan 《统计学通讯:理论与方法》2013,42(10):2423-2442
Janardan (1973) introduced the generalized Polya Eggenberger family of distributions (GPED) as a limiting distribution of the generalized Markov-Polya distribution (GMPD). Janardan and Rao (1982) gave a number of characterizing properties of the generalized Markov-Polya and generalized Polya Eggenberger distributions. Here, the GPED family characterized by four parameters, is formally defined and studied. The probability generating function, its moments, and certain recurrence relations with the moments are provided. The Lagrangian Katz family of distributions (Consul and Famoye (1996)) is shown to be a sub-class of the family of GPED (or GPED 1 ) as it is called in this paper). A generalized Polya Eggenberger distribution of the second kind (GPED 2 ) is also introduced and some of it's properties are given. Recurrence relations for the probabilities of GPED 1 and GPED 2 are given. A number of other structural and characteristic properties of the GPED 1 are provided, from which the properties of Lagrangian Katz family follow. The parameters of GMPD 1 are estimated by the method of moments and the maximum likelihood method. An application is provided. 相似文献
56.
Some improved ratio type estimators of population mean and ratio in finite population sample surveys
B. Prasad 《统计学通讯:理论与方法》2013,42(1):379-392
In this paper we present a class of ratio type estimators of the population mean and ratio in a finite population sample surveys with without replacement simple random sampling design, where information on an auxiliary variate x positively correlated with the main variate y is available. Large sample approximations to mean square errors (MSE) of these estimatorsare evaluated and their MSE's are compared with the MSE of the usual ratio estimator [ybar]R of [ybar] the population mean of y. It is shown that under certain conditions these estimators are more efficient than [ybar]R. When a prior knowledge of the value of thecoefficient of variation, cy, of y is at hand, ratio type estimator, say [ybar]1 of [ybar] is proposed. It is shown, under certain conditions, that [ybar]1 is more efficient than [ybar]R. When values of cy, cx and the population correlation coefficient ρ is at hand, then we have proposed another estimator, say [ybar]2 of [ybar], which is always better than [ybar]R as far as the efficiency is concerned. In fact, is [ybar] 2 is shown to be even better than [ybar]1. Finally estimators better than the usual ratio estimator [ybar]/[xbar] of [Ybar] are given. 相似文献
57.
The one-way random effects model with unequal variances and unequal sample sizes is considered. Estimation of the variances, variance of a single observation (total variance), and the standard error of the unweighted mean are considered. Precision of the Analysis of Variance and Unweighted Sums of Squares type of estimators and the Minimum Norm Quadratic Unbiased Estimators with a priori weights are examined. 相似文献
58.
The problem of estimation of parameters of a mixture of degenerate and exponential distributions is considered. A new sampling scheme is proposed and the exact bias and the mean square error (MSE) of the maximum likelihood estimators of the parameters is derived. Moment estimators, their approximate biases and the MSE are obtained. Asymptotic distributions of the estimators are also obtained for both the cases. 相似文献
59.
This paper studies an alternative to the jackknife variance estimator, the half-sample variance estimator. Both theoretical and Monte Carlo comparisons between the half-sample variance estimator and the jackknife variance estimator indicate that the former is better in some situations. 相似文献
60.
G. Trenkler 《统计学通讯:理论与方法》2013,42(7):799-808
This note extends some results on homogeneous linear estimators to the general, even nonlinear case.A Sufficient condition for the difference of mean square error matrices of minimum conditional mean square error estimator and minimum average risk linear estimator to be postive definite is derived. 相似文献