摘要:

This paper proposes the use of approximate posterior distributions resulting from operational prior distributions chosen with regard to the realized likelihood function. L.J. Savage's “precise measurement” is generalized for approximation in terms of an arbitrary operational prior density, including mixed-type prior distributions with positive probabilities on singular subsets. A new approximation is also given relating such distributions to absolutely continuous distributions with high local concentrations of density. Mixed-type distributions constructed from the natural conjugate prior distributions are proposed and illustrated in the normal-sampling case for unified Bayesian inference in testing and estimation contexts.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481547

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

This article provides a simple distributional representation for the noncentral Wishart distribution most useful when the noncentrality matrix is of less than full rank. It is shown that the representation leads to a method for simulating a noncentral Wishart matrix that has advantages over a procedure currently used.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481548

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481549

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

A particular finite population, typical of the type encountered in practice, is used to assess the efficiency of ratio estimation of the finite population total using conventional unrestricted random sampling, extreme and balanced sampling plans, for samples of size 10, 50, 100, and 200. The balanced sampling plans are seen to be as much as 30 percent more efficient than the corresponding unrestricted random sampling plan regardless of sample size, but the extreme sample is inferior to both of these plans.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481550

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

Givenarandom sample from a Pareto distribution with the cdfF(x) = 1 − (1 + (x− α)/β)-γforx≥ α, the problems of estimating (1) the scale parameter β when α and γ are known, (2) the location parameter α when β and γ are known, and (3) α and β when γ is known, are considered. The best linear unbiased estimators based onkselected order statistics are derived. Some special cases are considered in detail. A useful summation formula for ratios of gamma function-expressions is given.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481551

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The sequential probability ratio tests (SPRT's) for the correlation coefficient, ρ, of a bivariate normal distribution proposed by Kowalski [3] and Pradhan and Sathe [4] reduce to SPRT's of a binomial parameter. These tests, respectively, require the sampling of one and two pairs of observations at each step of the sequential procedure. This article generalizes their SPRT's to that of samplingK(K= 1, 2, 3, …) pairs of observations at each step and compares the tests thereby generated.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481552

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481553

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The best linear unbiased estimator which we proposed previously for interpolating, distributing, and extrapolating a time series by related series is applied to the estimation of missing observations. Under special assumptions, the problem reduces to the one treated in Doran [2]. Our estimator is compared with his and is shown to be more efficient.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481554

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

A two-sample distribution-free procedure is proposed for testing equal locations under a stochastic ordering restriction. The test statisticMis an estimator ofP(X≤Y) based upon maximum likelihood estimators of stochastically ordered distribution functions. Some properties of theMtest are developed and critical values are provided for selected sample sizes. A Monte Carlo power study indicates that theMtest is more effective (for shift alternatives) than the Mann-Whitney-Wilcoxon test when the form of the underlying distribution is heavy-tailed, but the Mann-Whitney-Wilcoxon is preferred for moderate-tailed distributions.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481555

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

By means of elementary methods, an asymptotic expansion with error bounds is obtained for thet-tail area. It is indicated how this result may be used to approximate smalltpercentiles. A sufficient condition for the ratio of thet-tail area to the normal tail area to approach unity is also given.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481556

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor