摘要:

It is shown that the modified power series distribution (MPSD) [GUPTA, 1974] the Lagrange probability distribution (LPD) [CONSUL SHENTON, 1972, the LAGBANGE power series distribution (LPSD) [JAIN, 1975] and the discrete exponential family (DEE) distribution [JANARDAN, 1982) represent the same probability model. A theorem on the MVU estimation of a function (θ) of the parameter θ in the LPSD is stated with the necessary conditions. The theorem is then applied to derive the MVU estimators for the mean, square of the mean and the variance of the generalized POISSON .distribution, generalized negative binomial distribution and some other related distributions

ISSN:0233-1888    

DOI:10.1080/02331888908802188

出版商:Akademie-Verlag    

年代:1989

数据来源: Taylor

摘要:

F.S.Chaghaghi: Time Series Package (TSPACK). Lecture Notes in Computer Science,Vol.187. Springer-Verlag,Berlin - Heidelberg - New York 1985, 308 pp., DM41,-.

ISSN:0233-1888    

DOI:10.1080/02331888908802189

出版商:Akademie-Verlag    

年代:1989

数据来源: Taylor

摘要:

A closed form expression for the distribution of a test statistic for comparing the spectral densities of stationary processes is given. This test statistic was introduced by COATES and DIGGLE ( 1986 ) for the unreplicated case and has been extended to the case of replicated observations by POTSCHER and RESCHENHOFER ( 1988 ). A simple method for computing approximate critical values in case of large numbers of replications is also provided. As a by-product an explicit expression for the distribution function of the range of independent variates each distributed as the logarithm of an F-variate i.e up to a factor of 2 each followin Fishers z-distriution is obtained

ISSN:0233-1888    

DOI:10.1080/02331888908802190

出版商:Akademie-Verlag    

年代:1989

数据来源: Taylor

摘要:

K.Dzkaparidze: Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary time Series. Translated by Samuel. Kots. Springer-Verlag,New York - Berlin - Heidelberg - Tokyo 1985, VI, 324 S., DM 148,-.

ISSN:0233-1888    

DOI:10.1080/02331888908802191

出版商:Akademie-Verlag    

年代:1989

数据来源: Taylor

摘要:

Let (1,1), …, (n,n) be i.i.d. bivariate random variables with a nondegene-rated continuous distribution function. In the testing problem H:(1,1)are independent versus K: (1,1) are positively dependent we estimate the score-generating functions of locally most powerful rank tests (l.m.p.r.t.). Thereby a convergence theorem of BEHNEN NEUHAUS (1982) is used

ISSN:0233-1888    

DOI:10.1080/02331888908802192

出版商:Akademie-Verlag    

年代:1989

数据来源: Taylor

摘要:

When the sample variables Xiare exponentially distributed with mean EXii=?, then, for ?, a fixed-width confidence estimation observing the confidence level for all values of ?>0 is stated. It can be seen that the asymptotic effectiveness of the procedure obtained is no worse than that achieved by a stopping rule derived from asymptotic theory, whose disadvantages are, however, avoided (the cover probability failing very below the confidence level for finite values of ?)

ISSN:0233-1888    

DOI:10.1080/02331888908802193

出版商:Akademie-Verlag    

年代:1989

数据来源: Taylor

摘要:

Let X1, X2, … be i.i.d.r.v. and write (X1+…Xn−An)/Bn˜Fn, where Bn>0.AnER1, n≥1. It is known that solely one–sided asymptotic assumptions imposed on Fnimply Fn0. In the present note we show that stronger one–sided assumptions lead even to the existence of EX13so that the BERRY-ESSEEN inequalities hold true.

ISSN:0233-1888    

DOI:10.1080/02331888908802194

出版商:Akademie-Verlag    

年代:1989

数据来源: Taylor

摘要:

M.L.Tiku, W.Y.Tan, N. Balakrishnan: Robust Inference. Statistics: Textbooks and Monographs. Marcel Dekker,Inc., New York and Basel 1986, 336 S., $ 71.50(US and Canada $ 59.75).

ISSN:0233-1888    

DOI:10.1080/02331888908802195

出版商:Akademie-Verlag    

年代:1989

数据来源: Taylor

摘要:

Let X1,X2be a sequence of independent random variable such that. It is shown that for all nεN and all xεRwhere c1<31.935

ISSN:0233-1888    

DOI:10.1080/02331888908802196

出版商:Akademie-Verlag    

年代:1989

数据来源: Taylor

摘要:

A sequence of suitably defined multivariate gamma distributions with decreasing skewness is proved to converge to the respective multivariate normal distribution. Other properties of multivariate gamma distributions are given, and the generation of pseudorandom numbers is presented. Parameter estimation is shown to reduce to the evaluation of shape parameter ? in the univariate case. A new estimator of ?, based on the mode of the smallest sample observation, is proposed. A simulation study suggests that the estimator performs better than several other estimators being in use

ISSN:0233-1888    

DOI:10.1080/02331888908802197

出版商:Akademie-Verlag    

年代:1989

数据来源: Taylor