摘要:

In this paper simple mixture models are proposed for generating bivariate binomial variables when the marginal distributions and correlation coefficient are specified. The methods of Loukas and Kemp (1986, Commun. Statist. B) are also considered and comparative timings are given. Analogous models for the bivariate negative binomial and gamma distributions are also examined.

ISSN:0361-0918    

DOI:10.1080/03610919208813020

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

An exact evaluation of the joint efficiency of the method of moments is given, along with a study of properties of the moment estimation for the basic beta distribution parameters. Series are derived for the first four moments of the moment estimators; summation techniques are required for evaluations, and simulation approaches are used for validation.

ISSN:0361-0918    

DOI:10.1080/03610919208813021

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

A method for obtaining confidence bands for regression functions is given. The algorithm allows for the construction of simultaneous confidence intervals for multiple regression functions containing up to seven parameters. Various types of constraints on predictor variables are allowed as well as different shapes for the confidence bands. Computations, examples and comparisons illuminate the effectiveness and accuracy of the algorithm.

ISSN:0361-0918    

DOI:10.1080/03610919208813022

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

The properties of a distribution-free rank-like test proposed by Moses (1963) for the twosample scale problem is studied and a modification of the test using Savage scores is proposed. It is shown that this rank-like test is superior to commonly used rank tests for scale in that it:(1) does not require the estimation of any location or centrality parameter, (2) does not require equal or known location parameters, (3) is robust for skewed data, (4) is resolving and (5) has some significant power advantages. The test is shown to be asymptotically normal, and asymptotic relative efficiencies are calculated. Power properties, studied via simulation, indicate that the test is especially well suited for testing for equality of scale when the data are sampled from skewed populations with unequal medians. Extensions to the J-sample problem are indicated.

ISSN:0361-0918    

DOI:10.1080/03610919208813023

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

When p variables in a discriminant analysis are chosen by stepwise selection, the mean and percentage points of the apparent correct classification rates are positively biased as compared to the setting where p variables are not selected from a larger set. This bias due to subset selection is examined by Monte Carlo methods and compared to the bias due solely to resubstitution of the original sample. Both types of bias are intensified when the number of variables exceeds the degrees of freedom for error.

ISSN:0361-0918    

DOI:10.1080/03610919208813024

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

Formulae for computing the exact values of the expected values, variances and covariances of the order statistics of random samples of size n from a distribution related to the Student's t-distribution with two degrees of freedom are developed. Tables of these values for n[d] 20, accurate to ±0.5 × 10-9are given.

ISSN:0361-0918    

DOI:10.1080/03610919208813025

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

This paper considers pretest estimation of the parameters of the binomial, the Poisson and the negative binomial distributions. It is assumed that a prior point estimate of the unknown parameter is available, and this value is tested as a preliminary hypothesis by considering a suitable randomized test. Depending on the result of this test, suitable estimators of the underlying parameter are chosen. The exact results for the bias and the mean squared error of the proposed estimators are obtained, and the computations are illustrated by numerical examples.

ISSN:0361-0918    

DOI:10.1080/03610919208813026

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

Traditional control chart procedures process the information in the time sequence plot of successive values of the control variable. In this paper we consider a control chart procedure that uses the sequential ranks of the observations. The sequential rank of an observation is defined as its rank among the most recent g observations. A control chart technique that considers exponentially weighted moving averages (EWMA) of sequential ranks is proposed. This new nonparametric technique is outlier-resistant, and it performs well if one is concerned about slowly trending process levels.

ISSN:0361-0918    

DOI:10.1080/03610919208813027

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

For ranking and selection problems, the true probabiIity of a correct selection P(CS) is unknown even if a selection is made under the indifference-zone approach. Thus to estimate the true P(CS) some Bayes estimators and a bootstrap estimator are proposed for two normcal populations with common known variance. Also a bootstrap estimator and a bootstrap confidence interval are proposed for normal populations with common unknown variance. Some comparisons between proposed estimators and some other known estimators are made via Monte Carlo simulations.

ISSN:0361-0918    

DOI:10.1080/03610919208813028

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

This study investigates the adequacy of approximations to the distribution of the least squares estimator in a first order stationary autoregressive model by the normal distribution, Edgeworth-type expansions, Cornish-Fisher-type expansions and the four-parameter Pearson distributions. Accuracy of these approximations is found to depend substantially on sample size and values of the autoregressive coefficient. Only the Pearson approximations appear to be reliable for both large and moderately small samples. Convenient algorithms by Tsui and Ali (1991a) are used to obtain the exact moments of the related estimator, thereby lifting the major blockage to applying such approximations.

ISSN:0361-0918    

DOI:10.1080/03610919208813029

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor