摘要:

The starship is developed as an alternative or companion procedure to the bootstrap. There are many possible transformations of data to normality. The starship procedure selects that transformation which maximizes some measure of normality for the sample. After an optimum transformation is found, percentiles of the original distribution may be estimated from the percentiles of the normal distribution by inverting the transformation in a particular way. Also, the moments of the original distribution may be estimated by computing the moments of the inverse transformation with respect to the normal. This then allows us to set up both interval and point estimates for parameters of the original distribution. Thus, instead of building a representation of the population for a statistic by resampling the sample, as is done in the bootstrap, we propose to use computing power instead to search out a transformation that most nearly transforms the sample to normality and, hence, transforms

ISSN:0361-0918    

DOI:10.1080/03610918808812665

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

The starship procedure for transformations to normality described by Owen (1988) is implemented using the Johnson (1949) System of transformations, the Slifker-Shapiro (1980) technique for choosing a transformation, and the Shapiro-Wilk (1965) test for normality. This procedure was applied to obtain maximum likelihood point estimates of a mean, to obtain confidence intervals on a mean, and to estimate percentiles of a distribution based on a sample. Simulations of three distributions show that the starship has many desirable properties, and can be compared very favorably with the bootstrap procedures of Efron (1987).

ISSN:0361-0918    

DOI:10.1080/03610918808812666

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

Simple iterative and exact solutions are described depending on symmetric percentage points for the Johnson translation system of distributions. A condition is given for a zero skewness parameter.

ISSN:0361-0918    

DOI:10.1080/03610918808812667

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

An algorithm is described for approximating an unknown function f(x), given many function values containing random noise. The approximation constructed is a cubic spline g(x) with sufficient basis functions to represent f(x) accurately. The basis-function coefficients are determined by minimizing a combination of the infidelity E (the mean-square errorz between g(x) and the data,and the roughness T (which is a measure of the tortuosity of g(x)). The quantity minimized is E+pT, where p is a smoothing parameter. A suitable value of p is determined by cross validation.Results of numerical tests are reported which show that this algorithm is superior to least-squares cubic splines: in general the statistical errors are substantially less, and they are insensitive to the number of basis functions used.

ISSN:0361-0918    

DOI:10.1080/03610918808812668

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

Cubic spline smoothing of hazard rate functions is evaluated through a simulation study. The smoothing algorithm requires unsmoothed time-point estimates of a hazard rate, variances of the estimators, and a smoothing parameter. Two unsmoothed estimators were compared (Kaplan-Meier and Nelson based) as well as variations in the number of time-point estimates input to the algorithm. A cross-validated likelihood approach automated the selection of the smoothing parameter and the number of time-point estimates. The results indicated that, for a simple hazard shape, a wide range of smoothing parameter values and number of time-points will yield mean squared errors not much larger than parametric maximum likelihood estimators. However, for peaked hazards, it seems advisable to use the cross-validated likelihood approach in order to avoid oversmoothing.

ISSN:0361-0918    

DOI:10.1080/03610918808812669

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

Let the parameter vector of the ordinary regression model be constrained by linear equations and in addition known to lie in a given ellipsoid. Provided the weight matrix A of the risk function has rank one, a restricted minimax estimator exists which combines both types of prior information. For general n.n.d. A two estimators as alternatives to the unfeasible exact minimax estimator are developed by minimizing an upper and a lower bound of the maximal risk instead. The simulation study compares the proposed estimators with competing least-squares estimators where remaining unknown parameters are replaced by suitable estimates.

ISSN:0361-0918    

DOI:10.1080/03610918808812670

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

Using data obtained by a multiple capture-recapture process with trap response, the problem of model choice and inference for the size of a closed animal population is considered from a Bayesian viewpoint. Four different models are discussed and for some estimators and tests developed there are no competitors from the classical sampling approach. A variety ofprior structures are considered with the purpose of studying the influence of the priors chosen on the posterior distribution. A special prior structure which takes into consideration the possible correlation between capture and recapture probabilities is also analyzed

ISSN:0361-0918    

DOI:10.1080/03610918808812671

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

Estimators of the mean individual calling rate and density of a wildlife population in a fixed area are derived on the basis of aural information ob-tained by a listener within the fixed area. An estimator of density assuming known calling probabilities and independent callers is minimum variance un-biased. Estimators of density based on unknown calling probabilities are derived under the assumption of independent callers and a Poisson distribu-tion of calls for each caller. The effectiveness and robustness of the estimators are investigated by simulation

ISSN:0361-0918    

DOI:10.1080/03610918808812672

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

A small sample Monte Carlo simulation provides the means of comparison for several nonparametric alternatives to the standard analysis of covariance. A completely ran-domized design with samples from K populations and one co-variate is used for this study. The simulation evaluates the robustness of the techniques as well as the power to detect differences among the populations. The study indi-cates that a modification of existing nonparametric proce-dures yields a test that performs well in many situations

ISSN:0361-0918    

DOI:10.1080/03610918808812673

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

The analysis of simulation data often calls for a test of the equality of means (medians) of several sets of data, which may not meet the classical assumptions of the analysis of variance (ANOVA) test procedures. This paper compares two parametric ANOVA tests and two nonparametric tests, with and without blocking on common random numbers. The test data was obtained from average queue waiting times in an M/M/c queuing system. The parametric ANOVA tests had significantly larger test statistic values than the nonparametric tests. The parametric tests showed the ability to detect different queue waiting times at least as well as their non-parametric counterparts, even though the assumptions of the parametric ANOVA tests are not met with the non-normally distributed queueing system data

ISSN:0361-0918    

DOI:10.1080/03610918808812674

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor