摘要:

Four methods of selecting PNR (probability non-replacement) samples are described and their properties examined. The four are based on a common theme and provide samples whereinPi(the probability thejth element is included in a sample) is proportional to the size of the element. The four methods differ primarily in the degree of control that is exercised overPij(the probability that elementsiandjare both in the sample.) In methods 1 and 2 the sampler has considerable control over the combination of elements that comprise each possible sample. Method 3 is completely objective, the samples being generated by a weighted system of randomizations. Method 4 as presented requires an iterative solution to achieve the desired control over thePij.

ISSN:0162-1459    

DOI:10.1080/01621459.1969.10500962

出版商:Taylor & Francis Group    

年代:1969

数据来源: Taylor

摘要:

Concepts of independence for nonnegative continuous random variables,X1, …,Xk, subject to the constraint ΣXi= 1 are developed. These concepts provide a means of modeling random vectors of proportions which is useful in analyzing certain kinds of data; and which may be of interest in quantifying prior opinions about multinomial parameters. A generalization of the Dirichlet distribution is given, and its relation to the Dirichlet is simply indicated by means of the concepts.

ISSN:0162-1459    

DOI:10.1080/01621459.1969.10500963

出版商:Taylor & Francis Group    

年代:1969

数据来源: Taylor

摘要:

A new class of tests is presented for testing the hypothesis of no second order interaction in three-way contingency tables. This hypothesis is expressed first in the form of linear contrasts in logarithms of the parameters of a multinomial experiment and the test is based on the general theory of locally asymptotically most stringent tests. Specific test criteria are then given for testing no second order interaction in 2 × 2 × 2, 2 × 2 ×KandI×J×Kcontingency tables. Two examples are discussed.

ISSN:0162-1459    

DOI:10.1080/01621459.1969.10500964

出版商:Taylor & Francis Group    

年代:1969

数据来源: Taylor

摘要:

A Bayesian analysis of the parameter vector,W(Wj= number of elements in categoryj), of a multivariate hypergeometric distribution is considered. It is shown that if,a priori, Wis compound multinomial (CMtn), then,a posteriori, Wis a translated CMtn. Many properties of the CMtn distribution are derived. These include joint moments of all orders; a characterization in terms of independent compound Poisson variables, conditional distribution of one subvector given another, and joint distributions of disjoint and overlapping sums of the components.

ISSN:0162-1459    

DOI:10.1080/01621459.1969.10500965

出版商:Taylor & Francis Group    

年代:1969

数据来源: Taylor

摘要:

In this paper some properties of the multivariate Beta distributions are discussed. Specifically it is shown that the density of the multivariate Beta I distribution can be decomposed as a product of independent ordinary Beta I densities and the Dirichlet densities, while the density of the multivariate Beta II distribution as a product of independent ordinary Beta II densities and the inverted Dirichlet densities. Some extentions of the results to the generalized multivariate Beta distributions are indicated.

ISSN:0162-1459    

DOI:10.1080/01621459.1969.10500966

出版商:Taylor & Francis Group    

年代:1969

数据来源: Taylor

摘要:

The distribution of the ratio of correlated Studentt-variates is of interest in problems in econometrics, and ranking and selection. The density of this ratio is derived and computer graphs of the density are given in terms of standardized variates. Fractiles are given for selected parameter values. It is shown that the distribution contains no moments.

ISSN:0162-1459    

DOI:10.1080/01621459.1969.10500967

出版商:Taylor & Francis Group    

年代:1969

数据来源: Taylor

摘要:

In a linear regression model, when errors are autocorrelated, several asymptotically efficient estimators of parameters have been suggested in the literature. In this paper we study their small sample efficiency using Monte Carlo methods.

ISSN:0162-1459    

DOI:10.1080/01621459.1969.10500968

出版商:Taylor & Francis Group    

年代:1969

数据来源: Taylor

摘要:

Theil [4] obtained an estimator for a regression coefficient by combining sample information with stochastica prioriinformation which might be available on some or all the elements of the regression coefficient vector. Finite sample properties of this estimator are studied here.

ISSN:0162-1459    

DOI:10.1080/01621459.1969.10500969

出版商:Taylor & Francis Group    

年代:1969

数据来源: Taylor

摘要:

This paper presents a convenient form for the asymptotic, or equilibrium, covariance matrix of the endogenous variable vector of a dynamic econometric model.

ISSN:0162-1459    

DOI:10.1080/01621459.1969.10500970

出版商:Taylor & Francis Group    

年代:1969

数据来源: Taylor

摘要:

Tests for randomness are described, when the data consists of points on the circumference of a unit circle, and the alternative to the uniform distribution (randomness) is either a unimodal or a bimodal distribution: the von Mises distribution or an adaptation. Tables of significance points are given for the test statistics, and the power is used to give a table of sample sizes needed to detect a given degree of clustering, measured by the parameters of the distributions. This paper is a close parallel, for two dimensions, to Stephens [15], which gave corresponding tests and tables for three dimensions.

ISSN:0162-1459    

DOI:10.1080/01621459.1969.10500971

出版商:Taylor & Francis Group    

年代:1969

数据来源: Taylor