Partitioning with Respect to a Control: Unequal Sample Sizes Case

This article describes a method for partitioning with respect to a control for the situation in which the treatment sample sizes are unequal and also for the situation where the treatment sample sizes are equal except for a few missing values. Calculation of the critical values required for finding confidence limits is discussed and tables are presented for the “almost equal” sample size case. An application of this method to length of stay data for congestive heart failure patients is also provided.     

Tests for Equality of Parameters of Two Exponential Distributions with Common Known Coefficient of Variation

ABSTRACT

This article considers the problem of testing equality of parameters of two exponential distributions having common known coefficient of variation, both under unconditional and conditional setup. Unconditional tests based on BLUE'S and LRT are considered. Using the Conditionality Principle of Fisher, an UMP conditional test for one-sided alternative is derived by conditioning on an ancillary. This test is seen to be uniformly more powerful than unconditional tests in certain given ranges of ancillary. Simulation studies on the power functions of the tests are done for this purpose.     

影响银行业效率的国家样本分析——基于半参数的可加模型方法

以62个国家作为样本研究对象,以半参数的可加模型作为研究方法,分别从宏观经济层面、产业制度层面、产业结构层面和文化层面四个角度分析了各层次因素对银行业效率的影响。实证表明：适度的混业经营、良好的信用制度、较强的公众监督能力、资本市场的茁壮发展以及稳定的宏观经济环境能有效提高银行业的效率。而通过对银行规模的分析,也证实了银行业的确存在规模经济现象。     

基于小样本的安全第一投资组合优化模型

为了解决小样本情况下安全第一投资组合选择问题,将结构风险最小化原则引入投资组合选择过程中。根据结构风险最小化原则的直接实现,构建了含有范数约束的安全第一投资组合优化模型,并研究了模型参数的选取方法。实验结果验证了本模型的有效性。     

An Empirical Analysis of Some Nonparametric Goodness-of-Fit Tests for Censored Data

In this article, we consider some nonparametric goodness-of-fit tests for right censored samples, viz., the modified Kolmogorov, Cramer–von Mises–Smirnov, Anderson–Darling, and Nikulin–Rao–Robson χ² tests. We also consider an approach based on a transformation of the original censored sample to a complete one and the subsequent application of classical goodness-of-fit tests to the pseudo-complete sample. We then compare these tests in terms of power in the case of Type II censored data along with the power of the Neyman–Pearson test, and draw some conclusions. Finally, we present an illustrative example.     

Combined sample scores versus two-sample scores under censoring

For testing the equality of K-populations against ordered alternatives a quadratic form based on two-sample scores of (K-l) pairs of adjacent samples has been suggested as an alternative to the statistic proposed by Beslow(1970). The Pitman asymptotic efficiency of the proposed statistic relative to the Breslow's statistic is found to be one or very close to one in all cases considered. The Bahadur asymptotic efficiency has also been studied and found to be at least one for the situations taken up in this paper.     

The effects on the distributions of sample canonical correlations under nonnormality

In this paper, we study the effects of nonnormality on the distributions of sample canonical correlations when the population canonical correlations are simple. In order to achieve the purpose, we derive asymptotic expansion formulas for the distributions of a function of the canonical correlations as well as the individual canonical correlations under nonnormal populations. We particularly discuss the distribution of sample canonical correlations under the class of elliptical population. These expansions are given by using a perturbation method. Simulation results are also given.     

Best bounds for order statistics and their expectations in range and mean units with applications

Best bounds for the order statistics are obtained in terras of the sample range and, for non-negative samples, in terms of the sample mean. Best bounds for the differences of two order statistics are found in this case also. Corresponding bounds on the expectation of order statistics and their differences are also found. Several applications of these bounds are considered     

Detection of outliers in the exponential distribution based on prediction

In this paper, we present a test procedure to detect outliers in the one-parameter exponential distribution based on prediction. The distribution of the test statistic is obtained. The proposed test can be used to detect more than one outlier and the required percentage points can be easily determined. Furthermore, the test provides a simple procedure to detect whether a given set of data is free from outliers or spurious observations.     

宽带信号采样的关键技术研究

提出了一种实现宽带信号实时采样的技术原理和应用设计方法;论述了混合滤波器组技术对传统并行交替采样结构进行非均匀采样的校准处理,多通道采样的时钟与触发同步机制,以及分相存储实现大容量采样数据存储等研究内容;给出了系统的可行性设计。