1. |
Tables to facilitate fitting ludistributions |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 3,
1982,
Page 249-271
Pandu R. Tadikamalla,
Norman L. Johnson,
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摘要:
This paper is concerned with estimating the parameters of Tadikamalla-Johnson's LUdistributions based on the method of moments. Tables of the parameters of the LUdistribution are given for selected values of skewness (0.0(0.05) 1.0(0.1)2.0) and for twenty values of kurtosis at intervals of 0.2. The construction and use of these tables is explained with a numerical example.
ISSN:0361-0918
DOI:10.1080/03610918208812262
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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2. |
On the computation of a robusl version of the optimalc(α) test |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 3,
1982,
Page 273-284
Paul C.C. Wang,
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摘要:
A robust test of a parameter while in the presence of nuisance parameters was proposed by Wang (1981). The test procedure is a robust extension of the optimalC(α) tests. A numerical method for computing the solution of the orthogonality condition that is required by the test procedure is provided. An example on the testing of normal scale while in the presence of outliers is worked out to illustrate the construction of the robust test.
ISSN:0361-0918
DOI:10.1080/03610918208812263
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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3. |
A procedure for determination of a good ridge parameter in linear regression |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 3,
1982,
Page 285-309
Lennart Nordberg,
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摘要:
In ordinary linear regression the ridge estimator of the parameter vector is obtained by adding a small constant k to the diagonal elements of the matrix X'X before inversion. It is wellknown that there exists aksuch that the ridge estimator has as smaller mean square error (MSE) than the ordinary least squares estimator. However, the MSE of the ridge estimator depends not only on k and the eigenvalues of X'X but also on the unknown parameters of the model so the optimalk(which minimizes MSE) cannot be calculated in practice. In this paper we suggest a procedure where an “empirical” version of the MSE-func-tion is minimized. The efficiency of our procedure relative to least squares and two other ridge procedures that have been suggested in the literature is studied on some simulated data. The results of the simulations indicate that our procedure is quite efficient, at least if the number of observations is not too small.
ISSN:0361-0918
DOI:10.1080/03610918208812264
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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4. |
A distribution-free approach to inducing rank correlation among input variables |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 3,
1982,
Page 311-334
Ronald L. Iman,
W. J. Conover,
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摘要:
A method for inducing a desired rank correlation matrix on a multivariate input random variable for use in a simulation study is introduced in this paper. This method is simple to use, is distribution free, preserves the exact form of the marginal distributions on the input variables, and may be used with any type of sampling scheme for which correlation of input variables is a meaningful concept. A Monte Carlo study provides an estimate of the bias and variability associated with the method. Input variables used in a model for study of geologic disposal of radioactive waste provide an example of the usefulness of this procedure. A textbook example shows how the output may be affected by the method presented in this paper.
ISSN:0361-0918
DOI:10.1080/03610918208812265
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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5. |
Rank correlation plots for use with correlated input variables |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 3,
1982,
Page 335-360
Ronald L. Iman,
James M. Davenport,
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摘要:
A method for inducing a desired rank correlation matrix on multivariate input vectors for simulation studies has recently been developed by Iman and Conover (1982). The primary intention of this procedure is to produce correlated input variables for use with computer models. Since this procedure is distribution free and allows the exact marginal distributions to remain intact it can be used with any marginal distributions for which it is reasonable to think in terms of correlation. In this paper we present a series of rank correlation plots based on this procedure when the marginal distributions are normal, lognormal, uniform and loguniform. These plots provide a convenient tool both for aiding the modeler in determining the degree of dependence among input variables (rather than guessing) and for communicating with the modeler the effect of different correlation assumptions. In addition this procedure can be used with sample multivariate data by sampling directly from the respective marginal empirical distribution functions.
ISSN:0361-0918
DOI:10.1080/03610918208812266
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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6. |
Number of matches and matched people in the birthday problem |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 3,
1982,
Page 361-370
Isaac Meilijson,
Aaron Tenenbein,
Marian R. Newborn,
Uri Yechiali,
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摘要:
The well known birthday problem asks for the probability of at least one match out of a group of n people. Also of interest are the number of matches and the number of matched people. In this paper the means and variances of the number of matches and matched people are obtained. A generalization of the use of these methods to computer storage analysis is discussed.
ISSN:0361-0918
DOI:10.1080/03610918208812267
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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7. |
M42 Another test for equality of two proportions |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 3,
1982,
Page 373-375
Y. S. Sathe,
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ISSN:0361-0918
DOI:10.1080/03610918208812268
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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8. |
Editorial board |
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Communications in Statistics - Simulation and Computation,
Volume 11,
Issue 3,
1982,
Page -
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PDF (51KB)
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ISSN:0361-0918
DOI:10.1080/03610918208812261
出版商:Marcel Dekker, Inc.
年代:1982
数据来源: Taylor
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