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1.
This paper considers the application of Stein-type estimation procedure for the coefficients in a linear regression model when data are available from replicated experiment. Two families of estimators characterized by a single scalar are proposed and their large sample asymptotic properties are derived. These are utilized for comparing the performances of the two estimators along with the conventional estimator and conditions for the superiority of one estimator over the other are deduced. 相似文献
2.
The present study deals with the method of estimation of the parameters of k-components load-sharing parallel system model
in which each component’s failure time distribution is assumed to be geometric. The maximum likelihood estimates of the load-share
parameters with their standard errors are obtained. (1 − γ) 100% joint, Bonferroni simultaneous and two bootstrap confidence intervals for the parameters have been constructed. Further,
recognizing the fact that life testing experiments are time consuming, it seems realistic to consider the load-share parameters
to be random variable. Therefore, Bayes estimates along with their standard errors of the parameters are obtained by assuming
Jeffrey’s invariant and gamma priors for the unknown parameters. Since, Bayes estimators can not be found in closed form expressions,
Tierney and Kadane’s approximation method have been used to compute Bayes estimates and standard errors of the parameters.
Markov Chain Monte Carlo technique such as Gibbs sampler is also used to obtain Bayes estimates and highest posterior density
credible intervals of the load-share parameters. Metropolis–Hastings algorithm is used to generate samples from the posterior
distributions of the unknown parameters. 相似文献
3.
V.K. Srivastava 《Journal of statistical planning and inference》1982,6(3):297-299
This paper presents a class of estimators for the mean of a normal population and determines the conditions on characterizing scalars under which the class of estimators uniformly dominates over the conventional sample mean according to the mean-square-error criterion. 相似文献
4.
This paper describes the development of a model for the determination of optimal mean part delivery dates in a stochastic assembly system for the objective of minimizing the expected cost of subassembly and part inventory. Parts are assembled at each station to a subassembly. The part delivery and processing times at assembly stations follow known probability distributions. An approximate solution technique based on the optimization of individual stations in isolation is developed. The approximation applies a correction factor, as a function of the variability in part delivery and processing time, cost parameters and number of stations, to the decisions from the single station solutions to compensate for interdependence between stations. Results indicate that this is an effective approach and yields good near-optimal solutions with very little computational effort. Insights regarding the effect of the type of distribution used, random processing times, variance of the distribution used and cost parameter values on part delivery dates are also reported. 相似文献
5.
M. S Srivastava 《Scandinavian Journal of Statistics》1997,24(1):115-124
In this paper the problem of classifying an individual with p characteristics into one of k multivariate normal distributions with common unknown covariance matrix is considered when the matrix of ( k +1) means has a linear structural relationship, that is, it lies in an r -dimensional plane, where r 相似文献
6.
7.
In this paper, the results of various dynamic policy simulations are analyzed within the context of a macroeconometric model of the Indian economy. The model contains 35 equations and offers a consistent framework for policy analysis. It is considerably expanded on the side of the fiscal sector and usefully incorporates the interdependence between monetary and fiscal sectors and gives due attention to supply side considerations. Magnitudes of effects of sustained policy changes are analyzed for the period 1964–1965 to 1974–1975. Impact multipliers and elasticities are also analyzed. Government expenditures variables and deficit financing are shown to have substantial impact on the system whereas changes in tax-rates, discount-rates, and liquidity ratios for commercial banks are shown to have only a marginal impact. The model is used for exploring the growth potential of the economy in a forecast period of five years under alternative assumptions regarding policy options. 相似文献
8.
Three simple dynamic sampling plans for detecting the change point are investigated in the discrete-time case. The first is a two-rate sampling CUSUM procedure. The second is a two-rate sampling Shiryayev-Roberts procedure. The third is a periodic sequential testing procedure. Two problems are discussed. First, simple design methods are provided for practical use. Second, a comparison between the three plans is made in the continuous-time case, which shows that by properly choosing the design parameters, the three plans can be made equally efficient in certain senses. 相似文献
9.
Uniformly minimum-variance unbiased (UMVU) estimators of the total risk and the mean-squared-error (MSE) matrix of the Stein estimator for the multivariate normal mean with unknown covariance matrix are proposed. The estimated MSE matrix is helpful in identifying the components which contribute most to the total risk. It also contains information about the performance of the shrinkage estimator with respect to other quadratic loss functions. 相似文献
10.
M. S. Srivastava 《Revue canadienne de statistique》1980,8(2):249-251
This note examines the effect of equicorrelation of the observations on Grubbs' (1950) procedure of detecting an outlier in a sample of n independent observations. It is shown that the procedure is robust, in fact the significance level remains unchanged. 相似文献