Testing fit for the grouped exponential distribution

Grouped data can often arise due to the lack of resolution of the measurement instruments; they also arise when data are deliberately rounded to a certain accuracy and are presented, say, in the form of a histogram. The author uses statistics of the Cramér‐von Mises type to test for the exponential distribution when data are grouped.     

谈医务人员的医德责任感

医德责任感是做一名优秀医务人员的必备条件 ,是提高医疗服务质量的保障。研究医德责任与医德责任感的不同及其心理要素 ,目的是增强医务人员在医德选择中的医德责任感 ,从而指导医德实践     

A μ-σ-Risk Aversion Paradox and Wealth Dependent Utility

We report a surprising property of rc="/content/g7276p4065r41143/xxlarge956.gif" alt="mgr" align="MIDDLE" BORDER="0">-rc="/content/g7276p4065r41143/xxlarge963.gif" alt="sgr" align="BASELINE" BORDER="0">-preferences: the assumption of nonincreasing relative risk aversion implies the optimal portfolio being riskless. We discuss a solution of that paradox using wealth dependent utility functions in detail. Using the revealed preference theory we show that (general, i.e. not necessary rc="/content/g7276p4065r41143/xxlarge956.gif" alt="mgr" align="MIDDLE" BORDER="0">-rc="/content/g7276p4065r41143/xxlarge963.gif" alt="sgr" align="BASELINE" BORDER="0">) wealth dependent utility functions can be characterized by Wald's axiom.     

A Class of s–K Type Principal Components Estimators in the Linear Model

In this article, we introduce a new class of estimators called the s–K type principal components estimators to combat multicollinearity, which include the principal components regression (PCR) estimator, the r–k estimator and the s–K estimator as special cases. Necessary and sufficient conditions for the superiority of the new estimator over the PCR estimator, the r–k estimator and the s–K estimator are derived in the sense of the mean squared error matrix criterion. A Monte Carlo simulation study and a numerical example are given to illustrate the performance of the proposed estimator.     

甘肃西峰方言两字组变调

本文主要探讨甘肃西峰方言中后字非儿化韵的两字组连读变调及其规律。附带指出西峰方言的轻声有两类:调值的轻声和调类的轻声。两字组变调从重重型和重轻型两方面入手分析,有四种变调类型,变调六个:24调、211调、31调、53调、51调、55调。变调主要跟今音的语音环境有关。     

Testing exponentiality based on Type-I censored data

The problem of goodness-of-fit for the exponential distribution when the available data are subject to Type-I censoring is discussed here. A test procedure is proposed in this case that exhibits more power as compared to existing methods. The power of the proposed test is assessed for several alternative distributions by means of Monte Carlo simulations. Finally, the proposed test is illustrated with a real data set.     

Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data

In this article, tests are developed which can be used to investigate the goodness-of-fit of the skew-normal distribution in the context most relevant to the data analyst, namely that in which the parameter values are unknown and are estimated from the data. We consider five test statistics chosen from the broad Cramér–von Mises and Kolmogorov–Smirnov families, based on measures of disparity between the distribution function of a fitted skew-normal population and the empirical distribution function. The sampling distributions of the proposed test statistics are approximated using Monte Carlo techniques and summarized in easy to use tabular form. We also present results obtained from simulation studies designed to explore the true size of the tests and their power against various asymmetric alternative distributions.     

Weighted Multivariate Tests of Independence

We present new tests of marginal independence for ?^d-valued random vectors. Our tests rely upon weighted Cramér–von Mises-type statistics, which are functionals of the empirical copula process based upon a random sample of size n. We establish a decomposition of this process into asymptotically independent components, and describe the tests which follow from these arguments.     

Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation

For normally distributed populations, we obtain confidence bounds on a ratio of two coefficients of variation, provide a test for the equality of k coefficients of variation, and provide confidence bounds on a coefficient of variation shared by k populations.     

Some Limit Theorems of Survival Function Estimator for m-Dependent Processes

Let {X _n , n ≥ 1} be a stationary sequence of m-dependent random variables with survival function ript>rc="/na101/home/literatum/publisher/tandf/journals/content/lsta20/2011/lsta20.v040.i12/03610921003764209/production/images/lsta_a_476942_o_ilm0001.gif" alt=" />ript>rc="//:0" alt=" class="no-mml-formula" data-formula-source="{"type" : "image", "src" : "/na101/home/literatum/publisher/tandf/journals/content/lsta20/2011/lsta20.v040.i12/03610921003764209/production/images/lsta_a_476942_o_ilm0001.gif"}" />. The empirical survival function ript>rc="/na101/home/literatum/publisher/tandf/journals/content/lsta20/2011/lsta20.v040.i12/03610921003764209/production/images/lsta_a_476942_o_ilm0002.gif" alt=" />ript>rc="//:0" alt=" class="no-mml-formula" data-formula-source="{"type" : "image", "src" : "/na101/home/literatum/publisher/tandf/journals/content/lsta20/2011/lsta20.v040.i12/03610921003764209/production/images/lsta_a_476942_o_ilm0002.gif"}" /> based on X ₁,…, X _n is proposed as an estimator for ript>rc="/na101/home/literatum/publisher/tandf/journals/content/lsta20/2011/lsta20.v040.i12/03610921003764209/production/images/lsta_a_476942_o_ilm0003.gif" alt=" />ript>rc="//:0" alt=" class="no-mml-formula" data-formula-source="{"type" : "image", "src" : "/na101/home/literatum/publisher/tandf/journals/content/lsta20/2011/lsta20.v040.i12/03610921003764209/production/images/lsta_a_476942_o_ilm0003.gif"}" />. In this article, we obtain some asymptotic results of the survival function estimator, which include uniform moderate deviations, Berry-Esséen bound, Cramér type large deviation, and so on.