摘要:

The purposes of this paper are twofold: (1) To correct two errors in the FORTRAN program accompanying a very important algorithm for the generation of random stable variates, and (2) To present a Pascal translation of that FORTRAN program

ISSN:0361-0918    

DOI:10.1080/03610918808812698

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

A Monte Carlo simulation is used to study the performance of hypothesis tests for regression coefficients when least absolute value regression methods are used. In small samples, the results of the simulation suggest that using the bootstrap method to compute standard errors will provide improved test performance

ISSN:0361-0918    

DOI:10.1080/03610918808812699

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

Eigenvalues and functions of eigenvalues play an important role in the reduction of the dimensionality of data in multivariate analysis. However, even under the usual normal model context, the associated distributional theory is extremely complicated. In this paper, bootstrap algorithms for ap-proximating the distributions of functions of certain eigenvalues are given, with applications to confidence interval construction for population param-eters. Extensive Monte Carlo simulation results demonstrate the small sample performance of the bootstrap simultaneous confidence sets

ISSN:0361-0918    

DOI:10.1080/03610918808812700

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

The bootstrap is a computer based resampling procedure for estimating the correct variance of an estimator directly from the data obtained rather than from assumptions on the underlying error distribution. The objective of the research is to study the bias associated with the bootstrap and to consider several alternative procedures for correcting this bias. This is accomplished via an extensive Monte Carlo simulation study in the linear regression context. This simulation involves a range of underlying error distributions, a variety of structures for the design matrix, and a range of sample sizes. Three new corrections for the bias in estimation of the variance are considered, and a significant contribution of this research is that one of these is demonstrated to be an improvement over the usual Bickel and Freedman's correction. The remaining two are demonstrated to be less desirable, these are based on an inner/outer loop bootstrap procedure

ISSN:0361-0918    

DOI:10.1080/03610918808812701

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

We present a rank based method for obtaining point and interval estimates of a scale version of the intraclass correlation coefficient in a one-way random effects model. When compared to the method of Arvesen and Schmitz (1970), the new method is not only applicable to a broader class of situations, but also much easier to implement. Results of a simulation study indicate that the new procedure compares favorably with the Arvesen-Schmitz procedure and the classical normal theory procedure especially If the random components have heavy tailed distributions.

ISSN:0361-0918    

DOI:10.1080/03610918808812702

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

An algorithm is presented for computing an exact nonparametric interval estimate of the slope parameter in a simple linear regression model. The confidence interval is obtained by inverting the hypothesis test for slope that uses Spearman's rho. This method is compared to an exact procedure based on Kendall's tau. The Spearman rho procedure will generally give exact levels of confidence closer to desired levels, especially in small samples. Monte carlo results comparing these two methods with the parametric procedure are given

ISSN:0361-0918    

DOI:10.1080/03610918808812703

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

We consider a test for the equality ofkpopulation medians, θii=1,2,….,k, when it is believed a priori, that θi: The observations are subject to right censorhip. The distributions of the censoring variables for each population are assumed to be equal. This test is compared with the generalk-sample test proposed by Breslow

ISSN:0361-0918    

DOI:10.1080/03610918808812704

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

Confidence statements about location (or scale) parameters associated withKpopulations, which may be used in making selection decisions about those populations, are investigated. When a subset of fixed sizetis selected from theKpopulations a lower bound is obtained for the minimum selected parameter as a function of the maximum non-selected parameter. Tables are produced for the normal means case when the variance is common but unknown. It is pointed out that these tables may be used to find confidence intervals discussed by Hsu (1984

ISSN:0361-0918    

DOI:10.1080/03610918808812705

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

A distribution-free test for comparing several treatments with a control is proposed for one-way classified data. It is advantageous to use the test in life-testing experiments where testing time is expensive. The proposed test has a shorter expected duration than a previously proposed test by Slivka(1970). The optimal allocation of the experimental units to the treatments for two situations are given. In a simulation study the power of the test is compared with the power of Slivka's test. An extension of the test for two-way classified data is given

ISSN:0361-0918    

DOI:10.1080/03610918808812706

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

A class of closed inverse sampling procedures R(n,m) for selecting the multinomial cell with the largest probability is considered; here n is the maximum sample size that an experimenter can take and m is the maximum frequency that a multinomial cell can have. The proposed procedures R(n,m) achieve the same probability of a correct selection as do the corresponding fixed sample size procedures and the curtailed sequential procedures when m is at least n/2. A monotonicity property on the probability of a correct selection is proved and it is used to find the least favorable configurations and to tabulate the necessary probabilities of a correct selection and corresponding expected sample sizes

ISSN:0361-0918    

DOI:10.1080/03610918808812707

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor