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1. |
Numerically stable computations for general univariate linear models |
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Communications in Statistics - Simulation and Computation,
Volume 7,
Issue 5,
1978,
Page 437-453
C.C. aige,
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摘要:
We consider the general univariate linear model E(y) = Xb, V(y) = o2W, W symmetric nonnegative definite. A numerically stable method based on orthogonal rotations is given for computing the least squares estimate [bcirc] of b , as well as a representation of [/(b). It is shown how to extend the computations to update these results quickly and accurately when columns or rows of (y,X) are added or taken away. One of these techniques will handle the usual F-test for the general linear hypothesis, and the updating techniques can easily handle less than full rank X and W , while checking for consistency of the model. The first section describes some disadvantages of the original formulation of the problem and gives a general formulation which avoids these. The second section describes a numerically stable method for solution, while the third considers the statistical meaning of the computed quantities. Section 4 introduces the updating techniques as continuations of the original decomposition and Section 5 treats the special case of equality constraints
ISSN:0361-0918
DOI:10.1080/03610917808812090
出版商:Marcel Dekker, Inc.
年代:1978
数据来源: Taylor
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2. |
On the sample correlation coefficient in the truncated bivariate normal population |
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Communications in Statistics - Simulation and Computation,
Volume 7,
Issue 5,
1978,
Page 455-477
A.V. Gajjar,
Kocherlakota Subrahmaniam,
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摘要:
The truncated bivariate normal distribution (TBVND) with truncation in both variables on the left is studied here. The behaviour of the sample correlation coefficient is assessed through its moments when the sample is from such a population. Some inequalities established by Rao et al. (1968) are extended
ISSN:0361-0918
DOI:10.1080/03610917808812091
出版商:Marcel Dekker, Inc.
年代:1978
数据来源: Taylor
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3. |
Charts for finding upper percentage points of Student's t in the range .01 to .00001 |
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Communications in Statistics - Simulation and Computation,
Volume 7,
Issue 5,
1978,
Page 479-490
Lincoln E. Moses,
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摘要:
The Bonferroni t-statistic is a versatile tool in multiple comparisons problems. The need for "oddball percentage points" may lead to extensive tables or heavy computation. Charts of tpas a function of log p enable near two-decimal accuracy for any percentage point between .01 and .00001
ISSN:0361-0918
DOI:10.1080/03610917808812092
出版商:Marcel Dekker, Inc.
年代:1978
数据来源: Taylor
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4. |
Some exact tables for the squared ranks test |
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Communications in Statistics - Simulation and Computation,
Volume 7,
Issue 5,
1978,
Page 491-513
W. J. Conover,
Ronald L. Iman,
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摘要:
Since the squared ranks test was first proposed by Taha in 1964 it has been mentioned by several authors as a test that is easy to use, with good power in many situations. It is almost as easy to use as the Wilcoxon rank sum test, and has greater power when two populations differ in their scale parameters rather than in their location parameters. This paper discuss the versatility of the squared ranks test, introduces a test which uses squared ranks, and presents some exact tables
ISSN:0361-0918
DOI:10.1080/03610917808812093
出版商:Marcel Dekker, Inc.
年代:1978
数据来源: Taylor
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5. |
Comparison of conditional and unconditional confidence intervals for the double exponential distribution |
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Communications in Statistics - Simulation and Computation,
Volume 7,
Issue 5,
1978,
Page 515-524
John V. Grice,
Lee J. Bain,
Max. Engelhardt,
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摘要:
Conditional confidence intervals for the location parameter of the double exponential distribution based on maximum likelihood estimators conditioned on a set of ancillary statistics and the corresponding unconditional confidence intervals based on the maximum likelihood estimators alone are compared in two ways. Monte Carlo techniques are used and the conditional approach appears to give slightly better results although agreement as n becomes larger is noted
ISSN:0361-0918
DOI:10.1080/03610917808812094
出版商:Marcel Dekker, Inc.
年代:1978
数据来源: Taylor
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6. |
Editorial board |
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Communications in Statistics - Simulation and Computation,
Volume 7,
Issue 5,
1978,
Page -
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PDF (54KB)
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ISSN:0361-0918
DOI:10.1080/03610917808812089
出版商:Marcel Dekker, Inc
年代:1978
数据来源: Taylor
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