摘要:

A computer simulation is performed to compare confidence regions arising from Fie1ler's theorem and approximate large sample intervals in estimating the point of extremum in quadratic regression. In addition, two designs, one of which is motivated by optimal design theory, are compared. These comparisons are made by examining the confidence level and accuracy of the regions, as well as the concentration of the standard point estimator, in a variety of settings. The results have implications for the more general problem of estimating a ratio of linear combinations in the general linear model.

ISSN:0361-0918    

DOI:10.1080/03610918408812411

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

In this paper several alternative robust reqression techniques are compared for estimating parameters of a Weibull distribution . In addition to the usual least squares (L2) and least absolute deviation (L1) methods, a number of one-step reweighting schemes based on the L1residuals are considered. The results of an extensive series of Monte Carlo simulation experiments demonstrate that the Anscmbe reweighting scheme generally produces the best Weibull estimates over the range of sample sizes and parameter values studied.

ISSN:0361-0918    

DOI:10.1080/03610918408812412

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

Various methods for “Studentizing” the sample median are com-pared on the basis of a Monte Carlo study. Several of the methods do rather poorly while two, the bootstrap and the standardized length of a distribution free confidence interval, behave accept-ably acrors a wide range of sample sizes and several distributions of varying tail length. These two methods seem to agree closely with the distribution free confidence intervals and moreover, un-like these intervals, the methods can be extended to a method of accurate inference for λ1regreasion.

ISSN:0361-0918    

DOI:10.1080/03610918408812413

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

In the estimation of rational transfer function models, it has been recommended that starting values of a transfer function component be assumed to be zero (or a constant) in the recursive computation of the transfer function response. It is demonstrated that such algorithms may lead to serious bias in the estimation of moving average parameters. This paper discusses several other algorithms that may rectify this problem. It is found that the starting-value-free (SVF) method is a more reliable algorithm. For computer programs using the traditional algorithm, i.e., the zero-starting-value (ZSV) method, the bias problem can be easily remedied using a short-cut method that omits appropriate number of values at the beginning of the residual series.

ISSN:0361-0918    

DOI:10.1080/03610918408812414

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

In this paper, Fisher information matrix about the five parameters ρ, μ:1, μ2, λ1and λ2of a mixture of two Inverse Gaussian density functions is obtained. The Leguerre-Gauss quadrature formula is used to evaluate the essential integral on which the twenty five elements of the information matrix are based. Results involving the computation of the information about p are compared with those involving both the power series expansion and Simpson's method of integration. Laguerre-Gauss quadra-ture was found to lead to good approximations as compared with other methods. It was therefore chosen for the computations of the elements of the information matrix.

ISSN:0361-0918    

DOI:10.1080/03610918408812415

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

Practitioners of statistics are too often guilty of routinely selecting a 95% confidence level in interval estimation and ignoring the sample size and the expected size of the interval. One way to balance coverage and size is to use a loss function in a decision problem. Then either the Bayes risk or usual risk (if a pivotal quantity exists) may be minimized. It is found that some non-Bayes solutions are equivalent to Bayes results based on non-informative priors. The decision theory approach is applied to the mean and standard deviation of the univariate normal model and the mean of the multivariate normal. Tables are presented for critical values, expected size, confidence and sample size.

ISSN:0361-0918    

DOI:10.1080/03610918408812416

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

De Dominicis 1979 suggested a generalization of the notion of semi-Markov process by introducing a suitable definition of the transition kernel of the process and proved a theorm on the existence and uniqueness of the solution of integral equation describing the process evolution. In this paper a quite general algorithm useful for the resolution of the evolution equation is performed; in addition an application to an actuarial problem is presented.

ISSN:0361-0918    

DOI:10.1080/03610918408812417

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918408812418

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918408812419

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918408812410

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor