摘要:

This paper defines new parameters characterizing multivariate elliptical distributions. Mardia's coefficient of multivariate kurtosis is shown to be essentially one of these parameters. A simple relation is established between centered multivariate product moments and second moments of the variables. The general results are verified on the contaminated normal distribution as an example.

ISSN:0361-0918    

DOI:10.1080/03610918708812584

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

Using convex linear combinations of the probability functions for the discrete Frechet boundary distributions and the probability function for independent random variables, we construct bivariate probability functions for dependent discrete random variables with arbitrary marginals and any correlation between the theoretical minimum and maximum. The technique is elementary and the results can be adapted readily for simulation.

ISSN:0361-0918    

DOI:10.1080/03610918708812585

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

A new goodness-of-fit test for the two-parameter Weibull distribution or extreme-value (smallest element) distribution with unknown parameters is presented in this paper. The test statistic is based on similar principles used in the derivation of the well known W test for normality. The test statistic is simple to compute and requires no table of constants. Percentiles and power for a wide variety of alternative distributions are estimated via simulation. A comparison of the proposed test with the Mann-Scheuer-Fertig procedure shows that the power of the test for the former is as high or higher than that for the latter.

ISSN:0361-0918    

DOI:10.1080/03610918708812586

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

Whereas large-sample properties of the estimators of survival distributions using censored data have been studied by many authors, exact results for small samples have been difficult to obtain. In this paper we obtain the exact expression for the ath moment (a > 0) of the Bayes estimator of survival distribution using the censored data under proportional hazard model. Using the exact expression we compute the exact mean, variance and MSE of the Bayes estimator. Also two estimators ofthe mean survival time based on the Kaplan-Meier estimator and the Bayes estimator are compared for small samples under proportional hazards.

ISSN:0361-0918    

DOI:10.1080/03610918708812587

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

It is shown how to use fractional replication in simulation studies. Examples are given. Considerable savings in number of runs required can be achieved through the use of fractional replication ideas.

ISSN:0361-0918    

DOI:10.1080/03610918708812588

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

The construction of Doptimal designs for multiresponse experiments was consideredby Fedorov (1972, Ch. 5). His algorithm required that the variance-covariance matrix, £, of the responses be known. This is rarely the case in practice. The primary objective of this paper isto develop a sequential procedure for the construction of multiresponse designs when £ is not known. Several numerical examples are given to illustrate this procedure

ISSN:0361-0918    

DOI:10.1080/03610918708812589

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

These Fortran-77 subroutines provide building blocks for Generalized Cross-Validation (GCV) (Craven and Wahba, 1979) calculations in data analysis and data smoothing including ridge regression (Golub, Heath, and Wahba, 1979), thin plate smoothing splines (Wahba and Wendelberger, 1980), deconvolution (Wahba, 1982d), smoothing of generalized linear models (O'sullivan, Yandell and Raynor 1986, Green 1984 and Green and Yandell 1985), and ill-posed problems (Nychka et al., 1984, O'sullivan and Wahba, 1985). We present some of the types of problems for which GCV is a useful method of choosing a smoothing or regularization parameter and we describe the structure of the subroutines.Ridge Regression: A familiar example of a smoothing parameter is the ridge parameter X in the ridge regression problem which we write.

ISSN:0361-0918    

DOI:10.1080/03610918708812590

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

The purpose of this note is to criticize Nguyen (1985) for his account of the literature on the generalization of Fisher's exact test and to point out parallels with existing algorithms of the algorithm proposed by Nguyen. Subsequently we will briefly raise some questions on the methodology proposed by Nguyen.

ISSN:0361-0918    

DOI:10.1080/03610918708812591

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918708812573

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor