排序方式: 共有45条查询结果,搜索用时 15 毫秒
1.
Yosihiko Ogata Koichi Katsura Masaharu Tanemura 《Journal of the Royal Statistical Society. Series C, Applied statistics》2003,52(4):499-509
Summary. Earthquake intensities are modelled as a function of previous activity whose specific form is based on established empirical laws in seismology, but whose parameter values can vary from place to place. This model is used for characterizing regional features of seismic activities in and around Japan, and also for exploring regions where the actual seismicity rate systematically deviates from that of the modelled rate. 相似文献
2.
This paper describes a technique for computing approximate maximum pseudolikelihood estimates of the parameters of a spatial point process. The method is an extension of Berman & Turner's (1992) device for maximizing the likelihoods of inhomogeneous spatial Poisson processes. For a very wide class of spatial point process models the likelihood is intractable, while the pseudolikelihood is known explicitly, except for the computation of an integral over the sampling region. Approximation of this integral by a finite sum in a special way yields an approximate pseudolikelihood which is formally equivalent to the (weighted) likelihood of a loglinear model with Poisson responses. This can be maximized using standard statistical software for generalized linear or additive models, provided the conditional intensity of the process takes an 'exponential family' form. Using this approach a wide variety of spatial point process models of Gibbs type can be fitted rapidly, incorporating spatial trends, interaction between points, dependence on spatial covariates, and mark information. 相似文献
3.
In this article, a bivariate generalisation of the gamma distribution is proposed by using an unsymmetrical bivariate characteristic function; an extension to the non central case also receives attention. The probability density functions of the product and ratio of the correlated components of this distribution are also derived. The benefits of introducing this generalized bivariate gamma distribution and the distributions of the product and the ratio of its components will be demonstrated by graphical representations of their density functions. An example of this generalized bivariate gamma distribution to rainfall data for two specific districts in the North West province is also given to illustrate the greater versatility of the new distribution. 相似文献
4.
W.Y. Tan 《Journal of statistical planning and inference》1985,11(3):329-340
Tiku's robust procedure for testing mean and variance from nonnormal universe is examined from the Bayesian viewpoint. The posterior distribution of the scale parameter is derived and then approximated by a Laguerre polynomial expansion while the posterior distribution of the location parameter is approximated by a linear combination of t-distributions. For the example with Darwin's data, the approximations appear to be extremely good. 相似文献
5.
S. Baratpour J. Ahmadi N.R. Arghami 《Journal of statistical planning and inference》2008,138(8):2544-2551
Two different distributions may have equal Rényi entropy; thus a distribution cannot be identified by its Rényi entropy. In this paper, we explore properties of the Rényi entropy of order statistics. Several characterizations are established based on the Rényi entropy of order statistics and record values. These include characterizations of a distribution on the basis of the differences between Rényi entropies of sequences of order statistics and the parent distribution. 相似文献
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7.
C. G. Khatri 《Journal of statistical planning and inference》1977,1(3):299-307
In the present paper, the authors obtained exact and asymptotic expressions for the joint distribution of correlated quadratic forms when the underlying distribution is a multivariate normal. 相似文献
8.
A discrete distribution in which the probabilities are expressible as Laguerre polynomials is formulated in terms of a probability generating function involving three parameters. The skewness and kurtosis is given for members of the family corresponding to various parameter values. Several estimators of the parameters are proposed, including some based on minimum chi-square. All the estimators are compared on the basis of asymptotic relative efficiency. 相似文献
9.
Jesús E. García 《统计学通讯:理论与方法》2014,43(10-12):2034-2044
In this article a generalized Frank copula was selected to model the dependence between the energy on two frequency bands of the speech signal, coming from eight languages. An algorithm was developed that uses maximum likelihood to choose the best fitting copula’s parameters. Through bootstrap, the algorithm estimates the variability of the parameters for each language and also computes confidence regions by means of Voronoi tesselations. A linguistic conjecture which claims that the languages are organized in three rhythmic classes, was confirmed by the Voronoi regions. Modeling with a uniparametric Frank copula, the different degrees of dependence between the energies were quantified. 相似文献
10.
Although Hartigan (1975) had already put forward the idea of connecting identification of subpopulations with regions with
high density of the underlying probability distribution, the actual development of methods for cluster analysis has largely
shifted towards other directions, for computational convenience. Current computational resources allow us to reconsider this
formulation and to develop clustering techniques directly in order to identify local modes of the density. Given a set of
observations, a nonparametric estimate of the underlying density function is constructed, and subsets of points with high
density are formed through suitable manipulation of the associated Delaunay triangulation. The method is illustrated with
some numerical examples. 相似文献