ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482339

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

A simple method for the construction of empirical confidence intervals for time series forecasts is described. The procedure is to go through the series making a forecast from each point in time. The comparison of these forecasts with the known actual observations will yield an empirical distribution of forecasting errors. This distribution can then be used to set confidence intervals for subsequent forecasts. The technique appears to be particularly useful when the mechanism generating the series cannot be fully identified from the available data or when limits based on more standard considerations are difficult to obtain.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482340

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

This empirical study of the chi-square approximations as commonly encountered in behavioral research involved: (1) both tests of goodness-of-fit and of independence, (2) uniform distributions and two levels of departure from uniform, (3) sample sizes ranging from 10 to 100. Excellent approximations were obtained with average expected frequencies of one or two in tests of goodness-of-fit to uniform; slightly higher expected frequencies were required with the non-uniform cases. Tests of independence were strikingly robust with respect to Type I errors; in almost all cases the errors were in the conservative direction.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482341

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

The power of the W statistic for testing normality proposed by Shapiro and Wilk [3] was studied by means of a sampling experiment for samples drawn from contaminated normal distributions with location or scalar error. The W statistic demonstrated favorable sensitivity in testing normality under different contaminated normal distributions.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482342

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

Naya and Morgan [2] suggest that if the trade figures of any two trading partners were accurate, the f.o.b. imports of one country as a ratio of the trading partner's f.o.b. exports to that country should be 1.0 for both countries. This article shows that, even with completely accurate data, the ratio need not be 1.0 if the system of designating import and export trading partners involves imports being recorded by country of production and exports by some asymmetrical method. The analysis has relevance for Naya and Morgan's study on the accuracy of trade statistics of Southeast Asian countries because most of these countries and their trading partners record trade data by such methods.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482343

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482344

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

Aggregation articles in various areas of economics, statistics, and accounting are surveyed to develop a common body of fundamental queries which underlie these articles. The conditions for total consistency between a microsystem and a macrosystem that have been developed for various systems are investigated and are related to the consistency conditions for general relational systems. This is followed by an analysis of other types of queries commonly observed in the aggregation literature, e.g., partial consistency, errors and biases, evaluation and selection of aggregation functions. Finally, an assessment is made of the significance of aggregation theory in scientific investigations.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482345

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

Proper scoring rules, i.e., devices of a certain class for eliciting a person's probabilities and other expectations, are studied, mainly theoretically but with some speculations about application. The relation of proper scoring rules to other economic devices and to the foundations of the personalistic theory of probability is brought out. The implications of various restrictions, especially symmetry restrictions, on scoring rules is explored, usually with a minimum of regularity hypothesis.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482346

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

Four methods of combining independent tests of hypothesis are compared via exact Bahadur relative efficiency. The methods considered are Fisher's method, the mean of the normal transforms of the significance levels, the maximum significance level, and the minimum significance level. None of these is uniformly more powerful than the others, but, according to Bahadur efficiency, Fisher's method is the most efficient of the four. In some cases, Fisher's method is most efficient of all tests based on the data, but this is not generally true.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482347

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

The first part of this article considers the Bayesian problem of estimating the mean, θ, of a normal distribution when the mean itself has a normal prior. The usual Bayes estimator for this situation has high risk if θ is far from the mean of the prior distribution. We suggest rules which do not have this bad property and still perform well against the normal prior. These rules are compromises between the Bayes rule and the MLE. Similar rules are suggested for the empirical Bayes situation where the mean and variance of the prior is unknown but can be estimated from the data provided by several simultaneous estimation problems. In this case the suggested rules compromise between the James-Stein estimator of a mean vector and the MLE.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482348

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor