摘要:

A method is described for assigning an observation to one of two normal populations with differing, unknown means and differing, unknown variances. The classification procedure rests on the likelihood ratio, which, for a given observation, is a function of four unknown parameters. Sample information is used to obtain a confidence region for these parameters. From this confidence region, a conservative confidence interval for the likelihood ratio is derived. Interpreting the likelihood ratio as a measure of the odds in favor of each population as the source of the observation, the interval can be used, in an obvious manner, for classification purposes. Simulation techniques are employed to examine the conservative nature of the interval. Finally, as an illustration of the method, the results are applied to the determination of authorship of the disputedFederalistpapers.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482359

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

It is shown that a test suggested by Bechhofer, Kiefer, and Sobel [1], for selecting the better of two binomial populations, can be formulated and solved when a maximum number of tests is specified. It is assumed that the probability of correctly selecting the better population is specified to be better than P* when the difference in success probabilities exceeds a specified Δ*. The populations are sampled equally and it is assumed that the trial ends either when the difference in the number of successes exceeds a calculated value of s, or when N tests have been made, whichever is sooner.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482360

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

Using the criterion of minimum expected variance and the Horvitz-Thompson estimator, we study various πPS (πi, the probability of inclusion of the ith unit, Proportional to Size) strategies and make a comparison between these strategies under a general super population model. This discussion further motivates the search for a class of designs which are best suited for the use of the Horvitz-Thompson estimator. A new class of such designs is obtained.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482361

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

This article deals with a sequential test of a composite hypothesis about the index parameter of a gamma distribution. Approximate expressions for the Operating Characteristic and the Average Sample Number are derived.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482362

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

Large and small sample properties of tests introduced by Lehmann and Savage for the two-sample problem are examined under Lehmann's alternative.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482363

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

A general linear randomized response model is established with estimates and variances obtained through analogy with familiar linear regression models. All existing randomized response procedures are shown to be special cases of this more general model. Some competing procedures are suggested by the applicability of the model for multivariate mixes of randomized and non-randomized response using either discrete or continuous random variables. Some additional applications are suggested by the applicability of the model for situations where the data have already been collected by some agency but where there are disclosure restrictions.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482364

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

Coefficients, variances and efficiencies are provided for the best linear unbiased estimates (BLUE's) of the mean and standard deviation of the logistic distribution, with both unknown, based on four order statistics with ranks giving the maximum joint efficiency among all BLUE's based on four order statistics. Asymptotic joint efficiencies are compared for asymptotically best linear estimates (ABLE's) based on order statistics with ranks determined by various spacings. With one parameter known, the BLUE's and ABLE's, using order statistics with ranks determined by the optimum spacings of the ABLE's, have efficiencies close to those of BLUE's based on optimum ranks.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482365

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

This article presents a matrix formulation of recursive forms for best linear unbiased estimators [Xcirc]Nof the parameter vector x in the linear model yi=hix+ei, i = 1,2, ···, N when the observation vectors yiare correlated. If data are collected in sequence one can formulate recursive forms of the estimator [Xcirc]Nso that it is not necessary to store all the previous data but only previous estimates and current data. This requires less storage space to obtain best linear unbiased estimators. This is especially advantageous in real-time estimation problems.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482366

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

A general method for approximating tail probabilities is described and exemplified. The method has the advantage of being quite straightforward and easy to apply. The behavior of the approximations resulting from the proposed procedure is investigated for gamma, beta, and normal distributions.

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482367

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor

摘要:

The linear expenditure system provides a convenient model for representing consumer response to prices and income. The parameters of the model enter nonlinearly and standard estimation procedures lack desirable properties. This note discusses the problems with existing techniques and derives the maximum-likelihood estimators. The linear expenditure system (LES) was proposed and applied by Stone [7, 8], and it has found further application in [9], [2], and [4]. Aspects of the estimation of the LES are also discussed in [3].

ISSN:0162-1459    

DOI:10.1080/01621459.1971.10482368

出版商:Taylor & Francis Group    

年代:1971

数据来源: Taylor