摘要:

The standard multiple-use calibration procedure of Scheffé (1973) states that with probability 1 – δ, the proportion of calculated confidence intervals containing the true unknowns is at least 1 – α in the long run. The probability 1 – δ refers to the probability that the calibration experiment results in a “good” outcome. In Scheffé's formulation, a good outcome involves both coverage of the true underlying regression curve and an upper confidence limit for σ, the scale parameter. Scheffé's procedure is fairly difftcult for practitioners to apply, because it relies on tables that are not easy to use. A simpler notion of “goodness” that requires only the coverage of the underlying regression leads to easily calculated confidence intervals for the unknowns. In addition, these intervals are generally shorter than Scheffé's. An application example is given to illustrate the technique.

ISSN:0040-1706    

DOI:10.1080/00401706.1988.10488360

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

A Bayesian procedure is presented for estimating the reliability of a series system of independent binomial subsystems and components. The method considers either test or prior data (perhaps both or neither) at the system, subsystem, and component level. Beta prior distributions are assumed throughout. Inconsistent prior judgments are averaged within the simple-to-use procedure. The method is motivated by the following practical problem. It is required to estimate the overall reliability of a certain air-to-air heat-seeking missile system containing five major subsystems with up to nine components per subsystem. The posterior distribution of the overall missile-system reliability from which the required estimates are obtained is computed.

ISSN:0040-1706    

DOI:10.1080/00401706.1988.10488361

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

In an earlier article, a method of calculating two-sided confidence bands for cumulative distribution functions was suggested. In this article, the construction of one-sided confidence bands is described. The case of the genera1 location-scale parameter mode1 is discussed, and formulas for the normal and extreme-value models are given as illustrations. A simple numerical example is also included.

ISSN:0040-1706    

DOI:10.1080/00401706.1988.10488362

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

A lower confidence bound is obtained for Pr(Y>X|z1,z2), whereXandYare independent normal variables, with explanatory variablesz1andz2, respectively. For equal residual variances, an exact solution is obtained, but for the unequal variance case, an approximate lower confidence bound is developed. Examples of the use of these procedures are given.

ISSN:0040-1706    

DOI:10.1080/00401706.1988.10488363

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

An approximateFtest is provided for testing the equality of means for two gamma distributions when the shape parameters may be unknown and unequal. The corresponding confidence intervals associated with this test provide confidence intervals for the ratio of means when the shape parameters are unknown and unequal. The approximation is studied by Monte Carlo simulation, and asymptotic results are also derived. An approximateFtest for equal shape parameters is also studied.

ISSN:0040-1706    

DOI:10.1080/00401706.1988.10488364

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

A two-stage test procedure is proposed for the exponential parameter that combines Type I and Type II censoring. The test will allow the user to specify the maximum time and number of failures required for a decision in a two-stage sampling scheme. A study of the expected time and the expected number of failures at decision suggests additional advantages of the test.

ISSN:0040-1706    

DOI:10.1080/00401706.1988.10488365

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

Outliers in time series can be regarded as being generated by dynamic intervention models at unknown time points. Two special cases, innovational outlier (IO) and additive outlier (AO), are studied in this article. The likelihood ratio criteria for testing the existence of outliers of both types, and the criteria for distinguishing between them are derived. An iterative procedure is proposed for detecting IO and AO in practice and for estimating the time series parameters in autoregressive-integrated-moving-average models in the presence of outliers. The powers of the procedure in detecting outliers are investigated by simulation experiments. The performance of the proposed procedure for estimating the autoregressive coefficient of a simple AR(l) model compares favorably with robust estimation procedures proposed in the literature. Two real examples are presented.

ISSN:0040-1706    

DOI:10.1080/00401706.1988.10488367

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

Missing data is a common problem in regression analysis. The usual estimation strategies require that the data values be missing completely at random (MCAR); if this is not the case, estimates can be severely biased. In this article it is shown that tests can be constructed based on common regression diagnostics to detect non-MCAR behavior. The construction of these tests and their properties when data are missing in one explanatory variable are detailed. Computer simulations indicate good power to detect various non-MCAR processes. Three examples are presented. Extensions to missing data in more than one explanatory variable and to arbitrary regression models are discussed.

ISSN:0040-1706    

DOI:10.1080/00401706.1988.10488368

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

The Box-Cox power transformation model is considered for minimum sum of absolute errors (MSAE) regression. A long-tailed error distribution, specifically the Laplace distribution, is included and could accommodate observations that in the normal case are outlying or unduly influencing a choice of transformation. The log-likelihood procedure of Box and Cox (1964) for obtaining the optimal transformation parameter is adapted for Laplace errors and MSAE regression. Graphical methods for detecting the influence of individual observations on the choice of transformation are described. Application to examples illustrates that this approach can provide valuable additional information to the data analyst.

ISSN:0040-1706    

DOI:10.1080/00401706.1988.10488369

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

In regression, it is of interest to detect anomalous observations that exert an unduly large influence on the least squares analysis. Frequently, the existence of influential data is complicated by the presence of collinearity (see, e.g., Lawrence and Marsh 1984). Very little work has been done, however, on the possible effects that collinearity can have on the influence of an observation. In this article, we show that when ridge regression is used to mitigate the effects of collinearity, the influence of some observations can be drastically modifield. Approximate deletion formulas for the detection of influential points are proposed for ridge regression.

ISSN:0040-1706    

DOI:10.1080/00401706.1988.10488370

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor