排序方式: 共有11条查询结果,搜索用时 343 毫秒
1.
We derive best-possible bounds on the class of copulas with known values at several points, under the assumption that the points are either in “increasing order” or in “decreasing order”. These bounds may be used to establish best-possible bounds on Kendall's τ and Spearman's ρ, for such copulas. An important special case is when the values of a copula are known at several diagonal points. We also use our results to establish best-possible bounds on the distribution function of the sum of two random variables with known marginal distributions when the values of the joint distribution function are known at several points. 相似文献
2.
Zohreh Pakdaman 《统计学通讯:模拟与计算》2018,47(4):1193-1203
In this article, the estimation problem of the multicomponent stress–strength reliability parameter is considered where the stress and the strength systems have arbitrary fixed numbers of independent and non-identical parallel components. It is assumed that the distribution functions of the stress and the strength components satisfy the proportional reversed hazard rate model. The study is done in more details when the baseline distributions are exponential. Maximum likelihood and uniformly minimum variance unbiased estimators are obtained and compared. Also, Bayes and empirical Bayes estimators are discussed and Monte Carlo simulations are carried out to compare their performances. 相似文献
3.
AbstractAugmented mixed beta regression models are suitable choices for modeling continuous response variables on the closed interval [0, 1]. The random eeceeects in these models are typically assumed to be normally distributed, but this assumption is frequently violated in some applied studies. In this paper, an augmented mixed beta regression model with skew-normal independent distribution for random effects are used. Next, we adopt a Bayesian approach for parameter estimation using the MCMC algorithm. The methods are then evaluated using some intensive simulation studies. Finally, the proposed models have applied to analyze a dataset from an Iranian Labor Force Survey. 相似文献
4.
Let H(x, y) be a continuous bivariate distribution function with known marginal distribution functions F(x) and G(y). Suppose the values of H are given at several points, H(x i , y i ) = θ i , i = 1, 2,…, n. We first discuss conditions for the existence of a distribution satisfying these conditions, and present a procedure for checking if such a distribution exists. We then consider finding lower and upper bounds for such distributions. These bounds may be used to establish bounds on the values of Spearman's ρ and Kendall's τ. For n = 2, we present necessary and sufficient conditions for existence of such a distribution function and derive best-possible upper and lower bounds for H(x, y). As shown by a counter-example, these bounds need not be proper distribution functions, and we find conditions for these bounds to be (proper) distribution functions. We also present some results for the general case, where the values of H(x, y) are known at more than two points. In view of the simplification in notation, our results are presented in terms of copulas, but they may easily be expressed in terms of distribution functions. 相似文献
5.
This paper is an investigation on the sufficient statistic for the parameters of the vector-valued (multivariate) ARMA models, when a finite sample is available. In the simplest case ARMA(1,1), by using the factorization theorem, we present a sufficient statistic whose dimension depends on the sample size and
this dimension is even larger than the sample size. In this case and under some restrictions, we have solved this problem
and have presented a sufficient statistic whose dimension does not depend on the sample size. In the general case, due to
the complexity of the problem, we will use the modified versions of the likelihood function to find an approximate sufficient
statistic in terms of the periodogram. The dimension of this sufficient statistic depends on the sample size; however, this
dimension is much lower than the sample size. 相似文献
6.
In this work, the asymptotic unbiasedness and the asymptotic uncorrelatedness of periodograms for the periodically correlated spatial processes are given. This will be done using the time dependent spectral representation of periodically correlated spatial processes and Cholesky factorization of the spectral density. A graphical method is also proposed to detect the period of periodically correlated spatial processes. In order to support the theory, a simulation study and a real data example are performed. 相似文献
7.
In this article, we study the effect of dependence on the distributional properties of functions of two random variables. Expressions for the cumulative distribution functions of the linear combinations, products, and ratios of two dependent random variables in terms of their associated copula are derived. We discuss the effect of dependence on quantities such as the variances of linear combinations of functions, the value-at-risk measure, and the stress–strength parameter. Several examples, a simulation study, and a real data analysis are provided to illustrate the result. 相似文献
8.
Zohreh Mohammadi 《统计学通讯:理论与方法》2013,42(12):3675-3691
ABSTRACTThis paper is concerned with the problem of estimation for the mean of the selected population from two normal populations with unknown means and common known variance in a Bayesian framework. The empirical Bayes estimator, when there are available additional observations, is derived and its bias and risk function are computed. The expected bias and risk of the empirical Bayes estimator and the intuitive estimator are compared. It is shown that the empirical Bayes estimator is asymptotically optimal and especially dominates the intuitive estimator in terms of Bayes risk, with respect to any normal prior. Also, the Bayesian correlation between the mean of the selected population (random parameter) and some interested estimators are obtained and compared. 相似文献
9.
This paper is devoted to a study on the structure of tensorial products of periodically correlated autoregressive (PCAR) processes with values in separable Hilbert spaces. It will be demonstrated that the resulting processes are PCAR with values in the space of Hilbert–Schmidt operators. These processes are applied while studying the convergence rate, limiting behavior and asymptotic distribution of the empirical estimators of the covariance operators of PCAR processes. 相似文献
10.
Zohreh Bayatrizi 《The British journal of sociology》2009,60(3):603-621
This paper examines the contributions made by early modern statistical literature to the formation of the sociological imagination. Starting in the mid-seventeenth century, the fields of 'political arithmetic' and vital and moral statistics provided a discursive framework within which it became possible to identify and study aggregate dynamics and structures underlying seemingly random and episodic aspects of life (birth, death, divorce, health). Focusing primarily on developments in England, the paper identifies three significant watershed moments in the emergence of the sociological imagination: the discovery of the political and economic dimensions of life; the articulation of socio-statistical patterns underlying various life events and episodes; and the establishment of causal connections between social variables and individual choices. These developments did not amount to or directly result in the creation of the discipline of sociology, yet, they made it possible to make conceptual connections between the personal and the social. 相似文献