ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1971.tb00141.x

出版商:Blackwell Publishing Ltd    

年代:1971

数据来源: WILEY

摘要:

SummaryWhen discrete autoregressive‐moving average time series are fitted by least squares, both the residuals and their autocorrelations are for largenrepresentable as singular linear transformations of the true errors (or white noise) andtheirautocomlations, respectively, and the matrices of these transformations arc both of the formI‐X(X'X)‐1X, where the rank ofXis the number of parameters estimated. However, the large‐sample properties of these two sets of statistics are fundamentally different, a phenomenon which is of considerable importance for the use of the residual autocorrelations in performing tests of fit of these

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1971.tb00142.x

出版商:Blackwell Publishing Ltd    

年代:1971

数据来源: WILEY

摘要:

SummaryA modified form of the Kuiper statisticVnis developed for testing the composite hypothesis that a sample of sizencomes from a normal population with unspecified mean and variance. Its distribution is derived using Monte Carlo methods. Power comparison with the adjusted Kuiper test proposed by Louterand Koerts[6] indicates that our test is superior with respect to certain alternatives.

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1971.tb00143.x

出版商:Blackwell Publishing Ltd    

年代:1971

数据来源: WILEY

摘要:

SummaryThe well known probability distribution of first arrival times of a particle undergoing random walk or Brownian movement in one dimension is extended to allow for steps in series each in a different medium. Previously this led to considering a certain distribution defined by its cumulants, which form a simple series generalising that for the known distribution. This is illustrated by the particular case of two first passages in series. Approximations to the probability (density) curves are found, each of which consists of a sharp peak followed by a long tail where the ordinates are very nearly proportional to t‐W, W ≥ 3/2. A generalisation can yield smallerWdown to ca. 0.1. It is concluded that this explains why negative powers of time are found in so many physiological clearance curves of all kinds. Numerical tables are based on distributions with very smal step times, and give ones built up from the sum of a varying number of steps. The parameters 01 the triangle formed by the inflection tangents are given in order to describe the pe

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1971.tb00144.x

出版商:Blackwell Publishing Ltd    

年代:1971

数据来源: WILEY

摘要:

Book reviewed in this article:Distributions in Statistics, NormanL. Johnsonen SamuelKotz.Probability and Statistical Inference, RichardG. Krutchkoff.Methoden der Okonometrie, Band I, Lineare Regressionsmodelle, PeterSchönfeld, Franz Vahlen.Verkehrsökonometrie, K. J. Richter.Stochastic Convergence, E. Lukacs, D. C. Heath&Cy., Lexington.New Developments in Survey Sampling.The Single Server Queue, J. W. Cohen.Monopoly with Random Demand, A. L. Hempenius.On regular variation and its application to the weak convergence of sample extremes by L.deHaan.Angewandte Statistik, Erster Teil, Eindimensionale Probleme, KurtStance.Order Statistics, H. A. David.Rank Order Probabilities (Two‐Sample Normal Shift Alternatives), RoyC. Milton.Statistical models and their experimental application, P. Ottestad.Statistische Methoden, Eln Soforthelfer, LotharSa

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1971.tb00145.x

出版商:Blackwell Publishing Ltd    

年代:1971

数据来源: WILEY