摘要:

It is shown that Zolotarev's (1964) integral representation of the cumulative distribution function (c.d.f.) of stable random variables and the IMSL subroutine DCADRE (for numerical integration ) provide a natural and practically simple method for finding the values of c.d.f., the percentiles and the density function of such random variables. For symmetric stable random variables (r.v.'s ) Z∝, values of P∝(z) … P(0<Z∝<z) for z … 0(.02)4.08 and ∝=.1(.2)1.9, as well as percentiles of these r.v.'s for ∝=.5(.1)2 and the percentage points .6, .7(.05).85(.025).9(.01).96(.005).995, are presented. For asymmetric stable r.v.'s we present values of their c.d.f.'s for z … 0(.1)4, ß= −1(.25)1 and ∝=.1(.2)1.9. These result sare compared with related results of others which were obtained by using different procedure and standardization.

ISSN:0361-0918    

DOI:10.1080/03610918408812399

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

Little is known about the small sample distributions of t-ratios of estimates of coefficients of dynamic simultaneous equation models. This paper investigates the Edgeworth and Nagar approximate distributions of the t-ratios of 2SLS estimates of an artificial two-equation dynamic model. The approximations are compared with probabilities estimated by a Monte Carlo experiment. The results show that the Edgeworth and Nagar approximations are better than the asymptotic normal.

ISSN:0361-0918    

DOI:10.1080/03610918408812400

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

In this paper, the estimators , ASR (P.S.R.S. Rao and Chaubey (1978)), CMINQUE (Chaubey (1983)) and some other modifications of MINQUE similar to that of J.N.K. Rao and Subrahmaniam (1971) are considered for two models (i) The common mean model with heteroscedastic variances and (ii) One way random effects model. These estimators are compared respect to their biases and efficiencies through a Monte Carlo Study. For model (i) weighted means based on different estimators of variances are also compared.

ISSN:0361-0918    

DOI:10.1080/03610918408812401

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

This study examines the comparative probabilities of making a correct selection when using the means procedure (M), the medians procedure (D) and the rank-sum procedure (S) to correctly select the normal population with the largest mean under heterogeneity of variance. The comparison is conducted by using Monte-Carlo simulation techniques for 3, 4, and 5 normal populations under the condition that equal sample sizes are taken from each population. The population means and standard deviations are assumed to be equally-spaced. Two types of heterogeneity of variance are considered: (1) associating larger means with larger variances, and (2) associating larger means with smaller variances.

ISSN:0361-0918    

DOI:10.1080/03610918408812402

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

This note summarizes some Monte Carlo experiments that were designed to investigate the finite sample relevance of the asymptotic normality and efficiency of OLS in the errors-in-variables model with trended data. The experiments show that the normal approximation is not very satisfactory for sample size up to T=400, but that OLS is quite efficient relative to competing estimators when there is a trend in the exogenous variables of the model.

ISSN:0361-0918    

DOI:10.1080/03610918408812403

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918408812404

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918408812405

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918408812406

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918408812407

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918408812408

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor