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281.
Two families of distributions are introduced and studied within the framework of parametric survival analysis. The families are derived from a general linear form by specifying a function of the survival function with certain restrictions. Distributions within each family are generated by transformations of the survival time variable subject to certain restrictions. Two specific transformations were selected and, thus, four distributions are identified for further study. The distributions have one scale and two shape parameters and include as special cases the exponential, Weibull, log-logistic and Gompertz distributions. One of the new distributions, the modified Weibull, is studied in some detail. The distributions are developed with an emphasis on those features that data analysts find especially useful for survivorship studies, A wide variety of hazard shapes are available. The survival, density and hazard functions may be written in simple algebraic forms. Parameter estimation is demonstrated using the least squares and maximum likelihood methods. Graphical techniques to assess goodness of fit are demonstrated. The models may be extended to include concmitant information. 相似文献
282.
The delta method is proposed as a. retransformation approach for coramputing forecasts for a nonstationary process (Z$inf:t$einf t, = 1, 2, ...), A derived variance stabilizing transformation technique is also used to compute forecasts, The performance of the two methods is compared to other techniques. Numerical results show that forecasts based on the variance stabilizing transformation method (VSTM) can lead to forecasts with a lower mean square error (MSE) as compared to other transformation techniqnes. 相似文献
283.
Response surface analysis is used to obtain approximate finite-sample critical values for the augmented Dickey–Fuller (ADF) test. Previous studies estimating the critical values for the test have generally ignored their possible dependence on the lag order. This study shows that the lag order, in addition to the sample size, can affect the finite-sample behavior of the test. The result points to the importance of correcting for the effect of lag order in applying the ADF test. 相似文献
284.
Estimates are obtained for functionals of convolutions of distributions functions with monotone failure rate.These estimates are expressed in terms of the corresponding functionals for convolutions of bivariate exponential distributions with dependent components.The obtained inequalities cannot be improved in a special sense in the class of all bivariate distributions with the monotone failure rate.The mentioned inequalities are used for the estimation of some characteristics of bivariate cumulative processes and to obtain conservative confidence bands. 相似文献
285.
Joaquín Diaz Federico J. OReilly Santiago Rincon-Gallardo 《Journal of statistical planning and inference》1983,8(1):21-25
In this paper a set of residuals for the multivariate linear regression model is introduced. These residuals are shown to be independent with known distributions which do not depend on the parameters of the model. Transformations of the mentioned residuals may be used to construct exact α goodness-of-fit tests for the multivariate regression model. 相似文献
286.
Patrick Royston & Eileen M. Wright 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》1998,161(1):79-101
The age-specific reference interval is an important screening tool in medicine. Put crudely, an individual whose value of a variable of interest lies outside certain extreme centiles may be suspected of abnormality. We propose a parametric method for constructing such intervals. It provides smooth centile curves and explicit formulae for the centile estimates and for standard deviation (SD) scores (age-standardized values). Each parameter of an exponential–normal or modulus–exponential–normal density is modelled as a fractional polynomial function of age. Estimation is by maximum likelihood. These three- and four-parameter models involve transformations of the data towards normality which remove non-normal skewness and/or kurtosis. Fractional polynomials provide more flexible curve shapes than do conventional polynomials. The method easily accommodates binary covariates facilitating, for example, parsimonious modelling of age- and sex-specific centile curves. A method of calculating precision profiles for centile estimates is proposed. Goodness of fit is assessed by using Q–Q -plots and Shapiro–Wilk W -tests of the SD scores, and likelihood ratio tests of the parameters of an enlarged model. Four substantial real data sets are used to illustrate the method. Comparisons are made with the semiparametric LMS method of Cole and Green. 相似文献
287.
The purpose of this paper is to discuss response surface designs for multivariate generalized linear models (GLMs). Such models are considered whenever several response variables can be measured for each setting of a group of control variables, and the response variables are adequately represented by GLMs. The mean-squared error of prediction (MSEP) matrix is used to assess the quality of prediction associated with a given design. The MSEP incorporates both the prediction variance and the prediction bias, which results from using maximum likelihood estimates of the parameters of the fitted linear predictor. For a given design, quantiles of a scalar-valued function of the MSEP are obtained within a certain region of interest. The quantiles depend on the unknown parameters of the linear predictor. The dispersion of these quantiles over the space of the unknown parameters is determined and then depicted by the so-called quantile dispersion graphs. An application of the proposed methodology is presented using the special case of the bivariate binary distribution. 相似文献
288.
系统对应说与转化机制 总被引:1,自引:1,他引:0
夸克等人的系统对应说和张今的转化机制均属语法转换领域中的学说。这两个学说都不同程度地受到转换生成语法的影响 ,但它们不采用其理论系统 ,而是以一种非正式的方法来说明结构或句型之间的关系。本文旨在对二者进行比较研究 ,探讨其共性和差异 相似文献
289.
《Journal of Statistical Computation and Simulation》2012,82(9):675-684
A computer program that performs ridge analysis on quadratic response surfaces is presented in this paper, the primary goal of which is to seek the estimated optimum operating conditions inside a spherical region of experimentation during the stage of process optimization. The computational algorithm is developed based upon the trust-region methods in nonlinear optimization and guarantees the resulting operating conditions to be globally optimal without any priori assumption on the structure of response functions. Under a particular condition termed the "hard case" arising from the trust region literature, the conventional ridge analysis procedure fails to provide a set of acceptable optimum operating settings, yet the proposed algorithm has the capability of locating a pair of non-unique global solutions achieved on an identical estimated response value. Two illustrative examples taken from the response surface methodology (RSM) literature are given to demonstrate the effectiveness and efficiency of the method addressed in the paper. 相似文献
290.
Hafiz Muhammad Arshad 《Journal of statistical planning and inference》2012,142(1):232-247
Response surface designs are widely used in industries like chemicals, foods, pharmaceuticals, bioprocessing, agrochemicals, biology, biomedicine, agriculture and medicine. One of the major objectives of these designs is to study the functional relationship between one or more responses and a number of quantitative input factors. However, biological materials have more run to run variation than in many other experiments, leading to the conclusion that smaller response surface designs are inappropriate. Thus designs to be used in these research areas should have greater replication. Gilmour (2006) introduced a wide class of designs called “subset designs” which are useful in situations in which run to run variation is high. These designs allow the experimenter to fit the second order response surface model. However, there are situations in which the second order model representation proves to be inadequate and unrealistic due to the presence of lack of fit caused by third or higher order terms in the true response surface model. In such situations it becomes necessary for the experimenter to estimate these higher order terms. In this study, the properties of subset designs, in the context of the third order response surface model, are explored. 相似文献