Testing equality of two normal covariance matrices with monotone missing data

Abstract

The problem of testing equality of two multivariate normal covariance matrices is considered. Assuming that the incomplete data are of monotone pattern, a quantity similar to the Likelihood Ratio Test Statistic is proposed. A satisfactory approximation to the distribution of the quantity is derived. Hypothesis testing based on the approximate distribution is outlined. The merits of the test are investigated using Monte Carlo simulation. Monte Carlo studies indicate that the test is very satisfactory even for moderately small samples. The proposed methods are illustrated using an example.     

Analysis of a continuous-time proportional hazard model using discrete duration data

Many economic duration variables are often available only up to intervals, and not up to exact points. However, continuous time duration models are conceptually superior to discrete ones. Hence, in duration analyses, one faces a situation with discrete data and a continuous model. This paper discusses (i) the asymptotic bias of a conventional approximation procedure in which a discrete duration is treated as an exact observation; and (ii) the efficiency of a correct maximum likelihood estimator which appropriately accounts for the discrete nature of the data.     

Testing symmetry under a skew Laplace model

We develop tests of hypothesis about symmetry based on samples from possibly asymmetric Laplace distributions and present exact and limiting distribution of the test statistics. We postulate that the test statistic derived under the Laplace model is a rational choice as a measure of skewness and can be used in testing symmetry for other, quite general classes of skew distributions. Our results are applied to foreign exchange rates for 15 currencies.     

从环境和建筑看生态建筑设计

建筑师和生态学家对环境和建筑的认识存在着一定的差异。生态建筑设计需要建筑师借鉴生态学家的认识 ,建立一种整体的建筑观念。依托整体生态观和系统观念建立起来的整体生态建筑观包括两个方面的内容 :其一是建筑系统在全寿命过程中 ,持续地与周围生态系统环境相互作用 ;其二是建筑系统对周围生态系统会产生空间置换影响 ,而这种影响具有一定的空间范围     

趋向动词的范围及意义

趋向动词在现代汉语里是一个相对封闭的类,前人多有论述,但对它如何分类,如何区分,判断的标准以及它的范围和意义等问题看法不尽相同。根据语义分析,趋向动词的标准应确定为:位移 方向 立足点。趋向动词的句法以常带来表示起点或终点的处所宾语和前边可以有处所状语修饰为特点。趋向动词在历史上是有变化的,有的逐渐退出了历史舞台,而有的一般动词却发展出了趋向动词的用法。     

光纤转角、位移传感器的理论研究

提出了“光纤桥”新概念,利用“光纤桥”构成了测量转角、位移的光纤传感器。利用准高斯光束假设,详细地分析、计算了系统参数对传感器性能的影响,理论上预见了测角精度可达1”,测角范围±6′。     

基于多模态学术英语口语语料库的中国理工科大学生单词重音位移研究

基于自建多模态学术英语口语语料库对中国理工科大学生单词重音位移进行研究,分析了主要单词重音位移、主要单词重音位移分布、不同年级不同性别学生之间重音位移标准频数以及是否具有显著性差异。研究表明,单词重音位移主要发生在多音节词发音中,并且单词重音位移至第二音节的频次最多。从不同年级、不同性别学生之间的对比分析来看,一年级学生重音位移标准频数多于二年级学生,女生重音位移标准频数多于男生,但不同年级、不同性别学生之间重音位移均不具有显著性差异。在总结研究结果的基础上提出教学和学习建议。     

Influence Diagnostics on Testing Linear Hypothesis in Linear Models with Correlated Errors

To assess the influence of observations on the parameter estimates, case deletion diagnostics are commonly used in linear regression models. For linear models with correlated errors we study the influence of observations on testing a linear hypothesis using single and multiple case deletions. The change in likelihood ratio test and F test theoretically is derived and it is shown these tests to be completely determined by two proposed generalized externally studentized residuals. An illustrative example of a real data set is also reported.     

Testing the Equality of Two Exponential Distributions

This paper proposes an overlapping-based test statistic for testing the equality of two exponential distributions with different scale and location parameters. The test statistic is defined as the maximum likelihood estimate of the Weitzman's overlapping coefficient, which estimates the agreement of two densities. The proposed test statistic is derived in closed form. Simulated critical points are generated for the proposed test statistic for various sample sizes and significance levels via Monte Carlo Simulations. Statistical powers of the proposed test are computed via simulation studies and compared to those of the existing Log likelihood ratio test.     

新闻标题的传播环境与实践问题分析

新闻作品文本的标题具有不同于文学作品文本标题的语境特点,主要表现在新闻内容要素对标题具有强烈的制约性,且标题往往可以在文本完成之后再拟制或再进行修改.新闻标题的语境特殊性给一些标题修辞手法的使用提供了机缘,移脱、活化、对比、飞白等标题制作方法经常在新闻标题中广泛使用.