摘要:

Multivariate lognormal and sinh-1-normal random vectors, members of the Johnson family, can be generated by direct transformation of multinormal random vectors. Formulae for specifying the parameters of the multinomial distribution in terms of the first and second order moments of the desired multivariate lognormal or sinh-1-normal distribution are given. These results facilitate the use of these distributions in Monte Carlo studies. In some previous studies employing these distributions, the effect of non-normality was confounded with that of unequal covariance structure.

ISSN:0361-0918    

DOI:10.1080/03610918208812272

出版商:Marcel Dekker, Inc.    

年代:1982

数据来源: Taylor

摘要:

Computer generation of extreme characteristic roots of random matrices is considered. The usual approach in Monte-Carlo applications is to randomly generate the matrix and then compute desired characteristic roots. There are, however, theoretical results about the distribution of individual characteristic roots which might be used as a basis for computing algorithms. This alternative approach is considered for the Wishart and Beta matrices.

ISSN:0361-0918    

DOI:10.1080/03610918208812273

出版商:Marcel Dekker, Inc.    

年代:1982

数据来源: Taylor

摘要:

A test for choosing between a shrinkage estimator and the least squares estimator is described and a central-F approximation to the test statistic is considered. An example from the literature was analysed using the test procedure proposed here. The power of the test was studied by means of simulation.

ISSN:0361-0918    

DOI:10.1080/03610918208812274

出版商:Marcel Dekker, Inc.    

年代:1982

数据来源: Taylor

摘要:

This study investigates the small sample powers of several tests designed against ordered location alternatives in randomized block experiments. The results are intended to aid the researcher in the selection process. Toward this end the small sample powers of three classes of rank tests — tests based on ‘within-blocks’ rankings (W-tests), ‘among-b locks’ rankings (A-tests), and ‘ranking after alignment’ within blocks (RAA-tests)— are compared and contrasted with the asymptotic properties given by Pirie (1974) as well as with the empirical powers of competing parametric procedures.

ISSN:0361-0918    

DOI:10.1080/03610918208812275

出版商:Marcel Dekker, Inc.    

年代:1982

数据来源: Taylor

摘要:

Searle and Rudan (1973) derive the inverse of a covariance matrix for unbalanced data in ANOVA. Their expression is highly complicated. This paper presents an alternative derivation and shows how unbalancedness enters in.

ISSN:0361-0918    

DOI:10.1080/03610918208812276

出版商:Marcel Dekker, Inc.    

年代:1982

数据来源: Taylor

摘要:

Two types of shrunken estimators of regression coefficients are studied in the context of stochastic predictor variables. Emphasis is placed on the choice of the shrinkage parameters, using a ‘deleted-observation’ concept which is motivated by predictive ability.

ISSN:0361-0918    

DOI:10.1080/03610918208812277

出版商:Marcel Dekker, Inc.    

年代:1982

数据来源: Taylor

摘要:

The use of the logit transformation on paired-comparison data in the weighted least squares analysis of response surfaces for aesthetic qualities of products is discussed. Monte Carlo simulations are employed to investigate the small sample properties of the estimators and test statistics. A secondary objective of the Monte Carlo simulations is the comparison of two transformation procedures. The simulations are of standard-item paired-compar-ison experiments in which ties are not allowed.

ISSN:0361-0918    

DOI:10.1080/03610918208812278

出版商:Marcel Dekker, Inc.    

年代:1982

数据来源: Taylor

摘要:

In an article appearing in this journal, Smith, et al. (1979) reported that a beta approximation of the X2distribution in the equiprobable case did not perform well. This brief note points out that they used the wrong moments and range in their approximation. It is suggested that when this problem is cor-rected, a beta approximation performs better than the chi-square or adjusted chi-square when k ≥ 3 and n is not too small.

ISSN:0361-0918    

DOI:10.1080/03610918208812279

出版商:Marcel Dekker, Inc.    

年代:1982

数据来源: Taylor

摘要:

By means of a Monte Carlo study it is investigated whether moments of the asymptotic distributions of two estimators for the errors-in-variables model are appropriate for employment in small-sample applications.

ISSN:0361-0918    

DOI:10.1080/03610918208812280

出版商:Marcel Dekker, Inc.    

年代:1982

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918208812281

出版商:Marcel Dekker, Inc.    

年代:1982

数据来源: Taylor