摘要:

AbstractTables for Bonferroni‐adjusted significance levels of Student'stare provided forr= 3(1)30(5)50 etc. and alphas of 0.05, 0.01 and 0.001. The tables are suggested for various applications, for example in replacing analysis of variance ofksamples byrsimultaneousttests. Use of the tables is shown by numerical examples.The adjustment of alpha for improving the efficiency of testing is made by WILKINSON for orthogonal comparisons and by HOLM for nonorthogonal comparison

ISSN:0323-3847    

DOI:10.1002/bimj.4710260402

出版商:WILEY‐VCH Verlag    

年代:1984

数据来源: WILEY

ISSN:0323-3847    

DOI:10.1002/bimj.4710260404

出版商:WILEY‐VCH Verlag    

年代:1984

数据来源: WILEY

摘要:

AbstractThe paper deals with the problem of estimating the mean life θ in an exponential model\documentclass{article}\pagestyle{empty}\begin{document}$f(x/\theta ) = \frac{1}{\theta }e - x/\theta$\end{document}. It is assumed that in addition to the current ordered sample, we have a sample collected sometime in the recent past when the mean life might have been β. We have proposed a Sometimes—Pool procedure which is based on the outcome of a preliminary test of H0: θ=β and obtained the expressions of the bias and MSE. An attempt has been made to locate that region in the parameter space in which the proposed estimator does better (in MSE sense) than the usual estimator based only on the current s

ISSN:0323-3847    

DOI:10.1002/bimj.4710260405

出版商:WILEY‐VCH Verlag    

年代:1984

数据来源: WILEY

ISSN:0323-3847    

DOI:10.1002/bimj.4710260406

出版商:WILEY‐VCH Verlag    

年代:1984

数据来源: WILEY

摘要:

AbstractTwo classes of tests for the hypothesis of bivariate symmetry are studied. For paired exponential survival times (t1j,t2j), the classes of tests are those based ont1j‐t2jand those based on logt1j–logt2j. For each class the sign, signed ranks,tand likelihood ratio tests are compared via Pitman's criterion of asymptotic relative efficiency (ARE). For tests based ont1j—t2j, it is found that: (1) the efficacy of the pairedtdepends on the coefficient of variation (CV) of the pair means, (2) the signed rank test has the same ARE to the sign test as for the usual location problem.For tests based on logt1j— logt2j, the ARE comparisons reduce to the well‐known results for the one‐sample location problem for samples from a logistic density. Hence, the signed rank test is asymptotically efficient. Furthermore, analyses based on logt1j— logt2jare not complicated by the underlying pair

ISSN:0323-3847    

DOI:10.1002/bimj.4710260407

出版商:WILEY‐VCH Verlag    

年代:1984

数据来源: WILEY

ISSN:0323-3847    

DOI:10.1002/bimj.4710260408

出版商:WILEY‐VCH Verlag    

年代:1984

数据来源: WILEY

摘要:

AbstractAn exact test of KENDALL'S tau is presented, useful in small samples when the asymptotic test may not be adequate. The procedure is proposed especially for situations when ties and/or censored observations are present in the variables to be analyzed by KENDALL'S tau. The paper describes generalizations of the procedure, presents calculated examples and offers a computer program, which facilitates the usage of the proposed procedure.

ISSN:0323-3847    

DOI:10.1002/bimj.4710260409

出版商:WILEY‐VCH Verlag    

年代:1984

数据来源: WILEY

摘要:

AbstractHere population measures and their sample analogue for the linear relation between two or more variables are proposed. Two approximations for the measure in the general case are derived and these are then compared with the exact measure in a special case.

ISSN:0323-3847    

DOI:10.1002/bimj.4710260410

出版商:WILEY‐VCH Verlag    

年代:1984

数据来源: WILEY

摘要:

AbstractSome theorems connected with testing the linear hypotheses in the case of the fixed general Gauss‐Markov model are given. The assumptions are as follows. Lety=Xβ +ebe a fixed model where residualsea, …,enbeing coordinates of the random column vectoreare normally distributed with means zero and a known covariance matrix α2Vnon‐singular or singular and an unknown scalar parameter α2. Suppose that the known matrixXisn×pwith rankr(X) =r⩽pn, wherepis a number of coordinates of the unknown parameter vector β. The expected value of the random vectorywithncoordinates constitutes the vector α(y) =Xβ. The formulas of the test functions (cf. theorems 2.1, 2.2, 2.3) containc‐inverse matricesT−(defined by the conditionTT−T=T), and some others whenT=V+XBX′ andB=B′ is any symmetric matrix such that (cf. RAO (1971), OKTABA (1982))r(V:X) =r(V+XBX′); (V:X) denotes matrix with two submatricesVandX.Mutual orthogonal conditions for a set of estimable parametric functions are introduced and used in the decomposition of the sum of squares for the linear hypothesis into orthogonal sums of squares each on one degree of freedom. Each of these hypotheses can be verified by the random variableFas in the analysis of variance. Some applications (cf. sections 4.1 and 4.2) of three theorems are given. Calculations without an electronic c

ISSN:0323-3847    

DOI:10.1002/bimj.4710260411

出版商:WILEY‐VCH Verlag    

年代:1984

数据来源: WILEY

摘要:

AbstractA simple formula for the lower bound of coverage errors in demographic data is obtained. The formula is derived under general assumptions, the validity of which is discussed. Three numerical examples are given.

ISSN:0323-3847    

DOI:10.1002/bimj.4710260412

出版商:WILEY‐VCH Verlag    

年代:1984

数据来源: WILEY