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1. |
Estimating mean time to absorption for a markov chain with limited information |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 4,
1988,
Page 217-230
Joseph L. Katz,
Roger L. Burford,
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摘要:
AbstractIn many applications of absorbing Markov chains, solution of the problem at hand involves finding the mean time to absorption. Moreover, in almost all real world applications of Markov chains, accurate estimation of the elements of the probability matrix is a major concern. This paper develops a technique that provides close estimates of the mean number of stages before absorption with only the row sums of the transition matrix of transient states.
ISSN:8755-0024
DOI:10.1002/asm.3150040402
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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2. |
A new method for the estimation of variance components directly from the sample covariance matrix |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 4,
1988,
Page 231-238
Hisham El‐Shishiny,
Hussein Mansour,
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摘要:
AbstractStatistical techniques for the estimation of variance components are usually associated with methodological and computational difficulties.In this paper a new computational method for the estimation of variance components directly from the sample covariance matrix is proposed. A comparison between this method and the maximum likelihood method for variance component estimation, based on their computational performance, is made. Cases for balanced and unbalanced simulated data assuming a two‐way nixed model with correlated errors are considered, and a real‐life application in animal breeding is presen
ISSN:8755-0024
DOI:10.1002/asm.3150040403
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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3. |
On the classification of observations structured into groups |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 4,
1988,
Page 239-251
Francesco Bertolino,
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摘要:
AbstractThe paper is concerned with the problem of classifying aspecific groupinto two populations (insect eggs of the same clutch belonging therefore to the same species). Two approaches, one parametric and the other non‐parametric, are described. The classical likelihood ratio procedure is derived. An interpretation and a decomposition of the test criteria is given. A misclassification estimate using the Chernoff–Kullback–Kailath region is pro
ISSN:8755-0024
DOI:10.1002/asm.3150040404
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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4. |
Markov: A methodology for the solution of infinite time horizon markov decision processes |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 4,
1988,
Page 253-271
Byron K. Williams,
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摘要:
AbstractAlgorithms are described for determining optimal policies for finite state, finite action, infinite discrete time horizon Markov decision processes. Both value‐improvement and policy‐improvement techniques are used in the algorithms. Computing procedures are also described. The algorithms are appropriate for processes that are either finite or infinite, deterministic or stochastic, discounted or undiscounted, in any meaningful combination of these features. Computing procedures are described in terms of initial data processing, bound improvements, process reduction, and testing and solution.Application of the methodology is illustrated with an example involving natural resource management. Management implications of certain hypothesized relationships between mallard survival and harvest rates are addressed by applying the optimality procedures to mallard population mod
ISSN:8755-0024
DOI:10.1002/asm.3150040405
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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5. |
Clusterwise aggregation of relations |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 4,
1988,
Page 273-282
Wolfgang Gaul,
Martin Schader,
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摘要:
AbstractIn this paper we handle the general problem of findingq(>1) central relations on a set of objects which best fit the information contained in a finite number of given relations on that set. The proposed CAR (clusterwise aggregation of relations) algorithm allows one to consider the well‐known situation of determining a single central relation as a special case (q= 1) and takes into account the fact that the representation of appropriately selected subsets of relations by different central relations can provide additional insights into whether different clusters or segments of relations exist in the given set of relations. Two examples demonstrate the usefulness of the suggested approac
ISSN:8755-0024
DOI:10.1002/asm.3150040406
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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6. |
A comparison of counting process models for complicated life histories |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 4,
1988,
Page 283-298
Jochen Mau,
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摘要:
AbstractThe modern statistical theory for counting processes lends itself to flexible non‐parametric analyses of complicated life histories. Its application rests upon a statistical model of multiplicative intensities, adequately constructed for the objectives of the analysis and usually derived from an underlying stochastic model of an individual course of disease. It is shown how survival times and suitable stochastic partitionings of the time axis can yield statistical models of intermittent and multi‐state exposure to a risk of death which otherwise are deduced, under stronger assumptions, from Markovian illness–death processes. Aalen's linear regression model for counting processes is applied in a non‐standard context of intermittent e
ISSN:8755-0024
DOI:10.1002/asm.3150040407
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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7. |
Announcement |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 4,
1988,
Page 299-299
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ISSN:8755-0024
DOI:10.1002/asm.3150040408
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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8. |
Masthead |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 4,
1988,
Page -
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PDF (94KB)
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ISSN:8755-0024
DOI:10.1002/asm.3150040401
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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