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排序方式: 共有113条查询结果,搜索用时 31 毫秒
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Xiaofeng Steven Liu 《统计学通讯:模拟与计算》2013,42(6):1433-1436
This short article shows an unified approach to representing and computing the cumulative distribution function for noncentral t, F, and χ2. Unlike the existing algorithms, which involve different expansion and/or recurrence, the new approach consistently represents all the three noncentral cumulative distribution functions as the integral of the normal cumulative distribution function and χ2 density function. 相似文献
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A preliminary test estimator of variance in the bivariate normal distribution is proposed after the Pitman–Morgan test of homogeneity of two variances. The bias and mean square error of the estimator are derived. The relative efficiency (RE) of the preliminary test estimator is studied. Computations and 3D graphs of RE for different parameters are analyzed. In order to get the maximum RE, recommendations of the significance level for the preliminary test are given for various sample sizes by using the max–min criterion. 相似文献
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Abstract. In this article we analyse the product of the inverse Wishart matrix and a normal vector. We derive the explicit joint distribution of the components of the product. Furthermore, we suggest several exact tests of general linear hypothesis about the elements of the product. We illustrate the developed techniques on examples from discriminant analysis and from portfolio theory. 相似文献
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Chang-Ha Hwang 《统计学通讯:理论与方法》2013,42(8):2197-2215
In discriminant analysis, the dimension of the hyperplane which population mean vectors span is called the dimensionality. The procedures commonly used to estimate this dimension involve testing a sequence of dimensionality hypotheses as well as model fitting approaches based on (consistent) Akaike's method, (modified) Mallows' method and Schwarz's method. The marginal log-likelihood (MLL) method is developed and the asymptotic distribution of the dimensionality estimated by this method for normal populations is derived. Furthermore a modified marginal log-likelihood (MMLL) method is also considered. The MLL method is not consistent for large samples and two modified criteria are proposed which attain asymptotic consistency. Some comments are made with regard to the robustness of this method to departures from normality. The operating characteristics of the various methods proposed are examined and compared. 相似文献
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Alexandras A. Arabatzis Timothy G. Gregoire Marion R. Reynolds Jr 《统计学通讯:理论与方法》2013,42(12):4359-4373
The effect of rejecting a two-sided preliminary test of significance for the mean of a normal distribution upon subsequent interval estimation of the mean is examined. For the case where the variance is known, conditional confidence intervals may be shorter than unconditional intervals, in contrast to the one-sided preliminary test case examined by Meeks and D’Agostino (1983, The American Statistician, 7, 134-136) . For the case where the variance is unknown and must be estimated by the sample variance, it is shown that customary intervals do not offer uniformly greater or lesser coverage than the nominal level. 相似文献
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D. G. Kabe 《统计学通讯:理论与方法》2013,42(9):3497-3504
Given p×n X N(βY, ∑?I), β, ∑ unknown, the noncentral multivariate beta density of the matrix L = [(YY′)-1/2Y X′ (XX′)-1XY′ (YY′)-1/2] is desired. Khatri (1964) finds this density when β is of rank unity. The present paper derives the noncentral density of L and the density of the roots matrix of L for full rank β. The dual case density of L is also obtained. The derivations are based on generalized Sverdrup's lemma, Kabe (1965), and the relationship between primal and dual density of L is explicitly established. 相似文献
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Mervyn G. Marasinghe 《统计学通讯:理论与方法》2013,42(9):2219-2231
Several authors have proposed approximations to percentage points required for testing certain hypotheses associated with the multiplicative interaction model. Alternative approximations based on the asymptotic joint distribution of the characteristic roots of a noncentral Wishart matrix are proposed in this paper. The type I error rates of the resulting tests and the existing procedures are then compared using Monte Carlo methods. 相似文献
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A.C. Davison P.W.F. Smith J. Whittaker 《Australian & New Zealand Journal of Statistics》1991,33(3):313-318
An exact conditional test is developed for testing the absence of an edge in a graphical covariance selection model and is shown to be equivalent to a test based on the partial correlation coefficient. An example is given. 相似文献