摘要:

In order to combine prior and sample information in the estimation of regression coefficients, when the prior knowledge about the parameter space exists in the form of inequality constraints, the regression model is respecified as a quadratic programming problem. The sampling properties of the general restricted estimator are discussed and the inequality restricted formulation is extended to cover a set of regression equations. As an example of the applicability of the specification, the estimation procedure is applied to the problem of obtaining estimates of the transitional probabilities of a finite Markov Process from aggregated outcome data.

ISSN:0162-1459    

DOI:10.1080/01621459.1966.10502016

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

摘要:

In this paper confidence bands are given for simple linear models. The confidence bands that are given are straight lines rather than curves and are either (1) parallel or (2) trapezoidal. The confidence bands are over a finite length interval.

ISSN:0162-1459    

DOI:10.1080/01621459.1966.10502017

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1966.10502018

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

摘要:

The critical regions for the uniformly most powerful unbiased tests of

ISSN:0162-1459    

DOI:10.1080/01621459.1966.10502019

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1966.10502020

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

摘要:

It is shown in this note that for testing linear hypotheses in categorical data Wald's statistic [1943] is equivalent (i.e., algebraically-identical) to the χ21statistic of Neyman [1949], and for testing nonlinear hypotheses it is equivalent to the χ21statistic using Neyman's linearization technique, whenever these χ21statistics are defined.

ISSN:0162-1459    

DOI:10.1080/01621459.1966.10502021

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

摘要:

We derive Neyman's locally asymptotically most powerful test criterion to test a linear hypothesis, and in particular, obtain such criteria to test linear hypotheses in binomial and multinomial experiments. We also discuss testing log-linear hypotheses in the parameters of a multinomial experiment, and give a simple criterion for testing the hypothesis of no second order interaction in ap×q×r(p, q, r, > 2) contingency table. Asymptotic tests of the hypotheses mentioned above are available in the literature, but the tests proposed in this paper are simple and are based on explicit optimality consideration.

ISSN:0162-1459    

DOI:10.1080/01621459.1966.10502022

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

摘要:

There are one-sided as well as two-sided alternatives to any continuous hypothesized cumulative probability function (cpf)F0for which the probability of rejection by a test based on a statistic equivalent to Σ(F0(X(k))—Ekn)2is less than the size.

ISSN:0162-1459    

DOI:10.1080/01621459.1966.10502023

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

摘要:

Closed-form expressions for the first two moments and the product (linear) moments of the double exponential order statistics are obtained. Expressions for generalized least squares estimates of location and scale parameters based on symmetrically censored samples and for their variances are also obtained. Expected values of order statistics in random samples of sizeNdrawn from the standard double exponential population are evaluated accurate to six decimal places forN= 2(1)20 and these are presented in Table 1. The covariances of these order statistics, accurate to five decimal places are given in Table 2 forN= 2(1)20. Least squares estimates of location and scale parameters of the double exponential population, using ordered observations in complete and all possible symmetrically censored samples are presented in Table 3, accurate to four decimal places, forN= 2(1)20.

ISSN:0162-1459    

DOI:10.1080/01621459.1966.10502024

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

摘要:

In this paper, the modified method of moments is applied to obtain an estimator of the parameter of a doubly truncated binomial distribution. The estimator is obtained in terms of the first three sample moments. Further, the efficiency of this estimator relative to the maximum likelihood estimator is also given here.

ISSN:0162-1459    

DOI:10.1080/01621459.1966.10502025

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor