摘要:

SummaryThis paper introduces a parametric discrete failure time model which allows a variety of smooth hazard function shapes, including shapes which are not readily available with continuous failure time models. The model is easy to fit, and statistical inference is simple. Further, it is readily extended to allow for differences between subjects while retaining the ease of fit and simplicity of statistical inference. The performance of the discrete time analysis is demonstrated by application to several data sets.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1989.tb00982.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

SummaryIt is well known that the ordinary least squares (OLS) estimator, though unbiased, is inefficient in the presence of autocorrelated disturbances. Further, it is also widely accepted that the Cochrane‐Orcutt (C‐O) estimator is more efficient than the OLS estimator. However, Kadiyala (1968) and Maeshiro (1976, 1978) have argued that OLS is more efficient than C‐O when the independent variable is trended and the autocorrelation coefficient is positive. We re‐examine this issue and show that C‐O is more efficient than OLS for the model without an inter

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1989.tb00983.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

SummaryBayesian counterparts of some standard tests concerning the means of multi‐normal distribution are discussed. In particular the hypothesis that the multi‐normal mean is equal to a specified value, and the hypothesis that the means are equal. Lower bounds on the Bayes factor in favour of the null hypothesis are obtained over the class of conjugate priors. The P‐value, or observed significance level of the standard sampling‐theoretic test procedure are compared with the posterior probability. The results correspond closely with those of Good (1967), Berger&Sellke (1987), Pepple (1988) and others and illustrate the conflict between posterior probabilities andP‐values as measures of

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1989.tb00984.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

SummaryLet π1,…,πpbepindependent normal populations with means μ1…, μpand variances σ21,…, σ2prespectively. Let X(ni) be a simple random sample of size nifrom πi, i = 1,…,p.Given the simple random samples X(n1),…, X(np) from π1,…,πprespectively, a test has been proposed for testing the homogeneity of variances H0: σ21=…σ2p, against the restricted alternative, H1: σ21≥…≥σ2p, with at least one strict inequality. Some properties of the test are discussed a

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1989.tb00985.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

SummaryNew unbiased estimators are presented for the dominant and lower‐order terms of the variance expansion for U‐statistics. In small samples these provide important corrections to the usual estimate of asymptotic standard error which is based on the leading term in the expansion. The new estimators for the first term cannot be recommended. The ordinary jackknife estimator is found to be more effective than the direct estimates of the separate te

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1989.tb00986.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

SummaryIn this paper we extend the sampling theorem to the full spectrum of weakly stationary stochastic processes. The mean square approximation error bound is also given.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1989.tb00987.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

SummaryLinear discriminant analysis between two populations is considered in this paper. Error rate is reviewed as a criterion for selection of variables, and a stepwise procedure is outlined that selects variables on the basis of empirical estimates of error. Problems with assessment of the selected variables are highlighted. A leave‐one‐out method is proposed for estimating the true error rate of the selected variables, or alternatively of the selection procedure itself. Monte Carlo simulations, of multivariate binary as well as multivariate normal data, demonstrate the feasibility of the proposed method and indicate its much greater accuracy relative to that of other available meth

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1989.tb00988.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

SummarySuppose the probability model for failure time data, subject to censoring, is specified by the hazard function λ(t)exp(βTx), where x is a vector of covariates. Analytical difficulties involved in finding the optimal design are avoided by assuming that λ is completely specified and by usingD‐optimality based on the information matrix for β Optimal designs are found to depend on β, but some results of practical consequence are obtained. It is found that censoring does not affect the choice of design appreciably when βTx ≥ 0 for all points of the feasible region, but may have an appreciable effect when βixi0, for alliand all points in the feasible experimental region. The nature of the effect is discussed in detail for the cases of one and two parameters. It is argued that in practical biomedical situations the optimal design is almost always the same as for uncen

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1989.tb00989.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

SummaryWatson&Gordon (1986) investigated the relationship between the quantiles of a sum of independent continuous random variables and the sum of the individual quantiles. In this note some further results are obtained. Also corresponding relationships are developed for the expected values of the order statistics of a sum, and for the sum of the expected values of the individual order statistics.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1989.tb00990.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

SummaryThe rates of convergence to the normal distribution are investigated for a sum of independent random variables. Using Stein's method, we derive a lower bound of the uniform distance between two distributions of independent sum and normal.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1989.tb00991.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY