摘要:

This paper is concerned with the problem of estimating the standard errors of the empirical Bayes estimators in linear regression models. The problem of deriving an exact expression for the standard error of this estimator is generally intractable. We suggest a procedure based on Efron’s bootstrap method as a way of estimating the standard error. It is shown, through simulations, that the bootstrap method provides a more accurate estimate of the standard error of the empirical Bayes estimator than the traditional large sample method.

ISSN:0361-0918    

DOI:10.1080/03610919008812852

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Let θidenote the mean for population i, i = l,2,…,k. We would like to estimate each of the means when it is believed a priori that θ1≤ θ2≤ … ≤ θkThe observations taken from each population are subject to arbitrary right censorhsip. A comparison is made between the Kaplan-Meier median and the trimmed means (α = .20, .30, and .40) when the pool adjacent violators algorithm is applied. The comparison is based on the estimated mean square errors. Various underlying population distributions are considered.

ISSN:0361-0918    

DOI:10.1080/03610919008812853

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

This paper is concerned with the problem of interval estimation of R = P(Y<X) when X and Y are independent gamma random variables. We compare ten different confidence interval estimators. An important thrust of this paper is to employ bootstrapping methodology to address the problem of robustness with respect to the shape parameters of the gamma distributions. We believe that bootstrapping provides a powerful methodology for studying these problems. Seven of the ten confidence interval estimators considered are based on bootstrapping. Simulation results are presented and discussed, with robustness recommendations.

ISSN:0361-0918    

DOI:10.1080/03610919008812854

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Using elementary box-plots as stimuli, in this empirical investigation it was established that box-length and whisker- length judgments are systematically affected by the relation between box and whisker length. These results are consistent with theory and findings of psychological investigations of the Baldwin illusion (Girgus and Coren (1982); Jordan and Schiano, (1986); Pressey and Smith (1986)).

ISSN:0361-0918    

DOI:10.1080/03610919008812855

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Let (Xi1,…,Xin), i = 1,…, m, be m mutually independent, identically distributed, continuous n-dimensional random vectors. The setting where (Xi1,…,Xir) is an exchangeable vector and (Xi,r+1,…,Xin) is an exchangeable vector but the complete vector (Xi1,…,Xin) is not exchangeable for i = 1, 2,…, m, and some unknown integer r, l < r < n - l, is referred to as a changepoint problem for repeated measures data with at most one change. In this paper we propose three nonparametric procedures to test for non-exchangeability in such data resulting from a change in location. Simulated small-sample null distributions for the three test statistics are obtained and asymptotic approximations for those null distributions are provided. When a change is detected to be significant by one or more of these tests, estimators for the changepoint r and the magnitude of the change are proposed and studied.

ISSN:0361-0918    

DOI:10.1080/03610919008812856

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Statistical inference procedures for location based on the order statistics of the m–averages, for a given integer m < n, are considered. Asymptotic properties of point estimators and related sequential confidence intervals are derived. Small sample numerical results are provided for the cases m = 2, 3, 4, and 5, for selected population distributions. Comparisons of the medians of the m–averages (HL(m)), m=2, 3, 4, and 5, with trimmed mean estimators are made.

ISSN:0361-0918    

DOI:10.1080/03610919008812857

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Critical values are presented for the Kolmogorov-Smirnov type test statistics for the following three cases: (i) the gamma distribution when both the scale and the shape parameters are not known, (ii) the scale parameter of the gamma distribution is not known and (iii) the inverse Gaussian distribution when both the parameters are unknown. This study was motivated by the necessity to fit the gamma, the Erlang-2 and the inverse Gaussian distributions to the interpurchase times of individuals for coffee in marketing research.

ISSN:0361-0918    

DOI:10.1080/03610919008812858

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

MRPP rank tests for three equal sized samples are studied. Based on the Pearson criteria, appropriate Pearson curves are suggested for their approximate distributions. Empirical powers of these tests are compared among themselves and with some comparable standard nonparametric rank tests for several underlying populations.

ISSN:0361-0918    

DOI:10.1080/03610919008812859

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

A method is described for finding the distribution of an estimator for the parameter N of the binomial distribution in order to construct confidence bounds for N. Using a partition generating algorithm, tables of lower confidence bounds are provided for a range of values, illustrating the nature of the problems involved in estimating the parameters. Examples are considered and the lower bounds compared with the convenient approximate bounds due to Hoel (1947), suggesting the approximate bounds are appropriate more generally then originally thought.

ISSN:0361-0918    

DOI:10.1080/03610919008812860

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

This article presents a nonparametric Bayesian procedure for estimating a survival curve in a proportional hazard model when some of the data are censored on the left and some are censored on the right. The method works under the assumption that there is a Dirichlet process prior knowledge on the observable variable. Strong consistency of the estimator is proved and an example is given. To finish some simulation is presented to analyze the estimator.

ISSN:0361-0918    

DOI:10.1080/03610919008812861

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor