摘要:

Faulkenberry [4] provides a method of obtaining prediction intervals or β-expectation tolerance intervals based on the idea of conditioning on a complete sufficient statistic. The purpose of this note is to examine Faulkenberry's method and show that his claim for its generality is not altogether justified.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481513

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

This paper develops a method for handling a nonorthogonal analysis of covariance in an iterative manner using balanced analysis of variance residual and expectation operators. In essence, it extends previous work of the author for the nonorthogonal AOV problem to the nonorthogonal AOC problem. The iterative AOC method has the property of guaranteed convergence. In addition, under certain (convergent) conditions, successive approximations to the residual sum of squares for the AOC model are shown to be monotonically decreasing. This property is used to minimize iteration in hypothesis testing.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481514

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

Tukey'sT-method for simultaneous inference in a one-way layout is extended to situations where heterogeneity of variance prevails. The modified method is based on the distribution of the range of iid Student-tvariates. The new procedure is exemplified and a table of critical values is provided for its implementation. A different procedure based on a Bonferroni upper bound is also discussed.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481515

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

Modified forms of the Kolmogorov-Smirnov, Cramér-von Mises and Anderson-Darling goodness-of-fit tests have been studied for the situation where parameters have to be estimated. Using Monte Carlo power studies, it is shown that some of the new tests effect improvements over other known tests.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481516

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

Several linear rank statistics have been proposed in the literature for the two-sample scale problem. We propose a new class of statistics which are distribution free when the populations are identical, but are not linear rank statistics. Our analogs of the Ansari-Bradley, Mood, and Klotz tests are of particular interest. Each has the same Pitman efficiency as its corresponding linear rank statistic, and yet our small-sample power is significantly higher. In addition, our tests are consistent for scale differences with unequal location in the case when the populations are symmetric and the sample sizes are equal.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481517

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The usual procedures for testing the significance of sample correlations between pairs of independently normally distributed series are not appropriate for testing sample correlations between pairs of autocorrelated series. We present sampling evidence supporting our hypothesis that the distributions of sample correlations between pairs of unrelated first-order Markov series conditional on the first lag sample autocorrelations of the series correlated are independent of the population first lag autocorrelations of these series. Based on this evidence, a new test of significance for correlations between autocorrelated series is proposed, which, although treating them as first-order Markov series, does not depend on the generally unknown generating properties of the series.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481518

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

Multivariate white noise processes arise in a variety of contexts; for example, as error terms in multivariate regression models, as innovations in multiple time series models, or simply as random samples from multivariate normal distribution. Here we study the asymptotic properties of white noise autocorrelations in detail to determine their use in testing the adequacy of fit.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481519

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

A differential operator is defined and applied to the gamma density function. By formal mathematical manipulation the resulting function can be identified with linear combinations of independent gamma variates and central and noncentral definite quadratic forms in independent normal variates. Laguerre series expansions in which the choice of parameters is of a general nature are given. These Laguerre series and chi-square, power and Edgeworth series are then compared in the effectiveness in evaluating the distribution function of quadratic forms.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481520

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The factorial moment generating function (FMGF) of the multivariate Poisson normal (or Hermite) distribution is derived as the limiting form of a multinomial process and as the FMGF of a mixture of independent Poisson distributions when the parameters have a multivariate normal distribution. The FMGF is then used as starting point to derive a limiting form, a series expansion, marginal and conditional distributions as well as for estimating the parameters by using jointly the method of moments and least squaresf or correlated variables.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481521

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

Power sum distributions arise in communications noise and highway noise models. Inverse Gaussian or Wald distributions with the same index of dispersion are similar and infinitely divisible, and often closely approximate lognormal distributions, and, thus, are more suitable than lognormals for theoretical studies. The Wald distribution is an exact model for Poisson distributed point sources with Erlang (O) emissions of noise power.

ISSN:0162-1459    

DOI:10.1080/01621459.1976.10481522

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor