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991.
The average run length (ARL) of conventional control charts is typically computed assuming temporal independence. However, this assumption is frequently violated in practical applications. Alternative ARL computations have often been conducted via time consuming and yet not necessarily very accurate simulations. In this article, we develop a class of Markov chain models for evaluating the run length performance of traditional control charts for autocorrelated processes. We show extensions from the univariate AR(1) model to the general multivariate VARMA(p, q) time series. The results of the proposed method are highly comparable to those of simulations and with significantly less computational overhead. 相似文献
992.
本文运用马尔萨斯人口模型、Logistic 增长模型和线性函数三种理论模型,结合江苏省第六次全国人口普查研究统计数据对江苏沿海2012—2020年的人口发展规模进行预测,研究江苏沿海人口演变特征,预测未来人口增长率及规模,结果显示:基于三种模型运行的五种结果差异较大,根据江苏沿海的实际情况和前人研究结果,确认江苏沿海到2020年的总人口为2125.47万人。研究结果以期能为江苏沿海的科学发展提供参考依据。 相似文献
993.
In this article, the partially linear single-index models are discussed based on smoothing spline and average derivative estimation method. This proposed technique consists of two stages: one is to estimate the vector parameter in the linear part using the smoothing cubic spline method, simultaneously, obtaining the estimator of unknown single-index function; the other is to estimate the single-index coefficients in the single-index part by the using average derivative estimator procedure. Some simulated and real examples are presented to illustrate the performance of this method. 相似文献
994.
Manel Cooray Wijesinha 《统计学通讯:理论与方法》2013,42(2):587-602
In this paper we develop a design criterion to improve the power of the multiresponse hypothesis tests, and give a sequential procedure for generating designs which satisfy the criterion. 相似文献
995.
《随机性模型》2013,29(2):109-120
This paper is concerned with ergodic Markov chains satisfying a sequence of drift conditions that imply (f, r)- regularity of the chain, by which subgeometric ergodicity is ensured. An interesting exact trade-off result between the exponents of f and r for a special class of state space models by Tuominen and Tweedie (1994) is extended here from integers to real numbers for general Markov chains satisfying these drift conditions simultaneously as well as standard requirements for ergodic Markov chains. In Section 3, we will illustrate by the state space models that the utilization of these drift conditions is a very convenient way to show subgeometric ergodicity of Markov chains including the exact trade-off between the exponents of f and r. 相似文献
996.
Russell F. Kappenman 《统计学通讯:理论与方法》2013,42(3):363-380
The predicitive sample reuse (PSR) data analysis technique proposed by Geisser and Eddy (1979) is applied to the analysis of categorical data. This application yiclds a new approach which has a number of advantages over classical methods for analysis of such data. A PSR technique for comparing linear or nonlinar regressino relationships, for two or more populations, and a PSR ailernative to certain nonparaemetri statistical tesis are also proposed. 相似文献
997.
Often, the response variables on sampling units are observed repeatedly over time. The sampling units may come from different populations, such as treatment groups. This setting is routinely modeled by a random coefficients growth curve model, and the techniques of general linear mixed models are applied to address the primary research aim. An alternative approach is to reduce each subject’s data to summary measures, such as within-subject averages or regression coefficients. One may then test for equality of means of the summary measures (or functions of them) among treatment groups. Here, we compare by simulation the performance characteristics of three approximate tests based on summary measures and one based on the full data, focusing mainly on accuracy of p-values. We find that performances of these procedures can be quite different for small samples in several different configurations of parameter values. The summary-measures approach performed at least as well as the full-data mixed models approach. 相似文献
998.
Claire M. Kamp Dush 《Journal of marriage and the family》2013,75(1):91-109
The consequences of divorce are pronounced for parents of young children, and cohabitation dissolution is increasing in this population and has important implications. The mental health consequences of union dissolution were examined, by union type and parental gender, using the Fragile Families and Child Wellbeing Study (n= 1,998 for mothers and 1,764 for fathers). Overall, cohabitation and marital dissolution were both associated with increased maternal and paternal depressive symptoms, though for married mothers, depressive symptoms returned to predissolution levels with time. Difference‐in‐difference estimates indicated no differences in the magnitude of the increase in depressive symptoms by type of dissolution, though pooled difference models suggested that married fathers increased in depressive symptoms more than cohabiting fathers. Potential time‐variant mediators did not account for these associations, though greater family chaos was associated with increased maternal depressive symptoms, and decreased social support and father–child contact were associated with increased paternal depressive symptoms. 相似文献
999.
James M. Lowerre 《The American statistician》2013,67(2):113-115
In this article, using the representation that the Kalman filter recursions in state-space models can be expressed as a matrix-weighted average of prior and sample estimates, we supplement the usual filtering algorithm by an extreme bounds analysis. Specifically, as the covariance matrix of the state error is varied in the class of symmetric and positive-definite matrices, the filtering estimates are shown to be in an ellipsoid. 相似文献
1000.
Kazuya Nakayachi 《Risk analysis》2013,33(1):80-91
Researchers in the field of risk perception have been asking why people are more worried about risk today than in years past. This article explores one possible answer to this question, associative anxiety. The affect heuristic and the mental network models suggest that anxiety triggered by information regarding a particular risk can spread to other risks of the same category. Research to date, however, has not examined how information refuting the particular risk can also be generalized across other risks. The article presents two experimental studies addressing this issue. Study 1 showed that when participants were presented with information based on a real train collision, they experienced increased anxiety not only about train collisions but also about public transportation in general. In contrast, those who were informed about the train collision case as well as the preventative measures implemented after the accident experienced decreased anxiety about train collisions but not about public transportation more generally. Study 2 measured the changes in participant anxiety about a genetically modified organism (GMO) and compared the influence of information about either the existence or nonexistence of its risk. Similar to Study 1, associative anxiety rippled through the risk category. The results also suggest that the follow‐up information refuting the GMO risk reduced the anxiety toward the hazard drastically, but did not fully alleviate the anxiety toward other hazards in the category. The implications and the limitations of these studies are also discussed. 相似文献