ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1983.tb01191.x

出版商:Blackwell Publishing Ltd    

年代:1983

数据来源: WILEY

摘要:

SummaryThis paper examines the power of the Durbin‐Watson test for autocorrelation when the eigenvector condition for a uniformly most powerful (UMP) test may not be satisfie

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1983.tb01192.x

出版商:Blackwell Publishing Ltd    

年代:1983

数据来源: WILEY

摘要:

SummaryThis paper considers a locally optimal procedure for testing for first order moving average disturbances in the linear regression model. For this hypothesis testing problem, the Durbin‐Watson test is shown to be approximately locally best invariant while the new test is most powerful invariant in a given neighbourhood of the alternative hypothesis. Two versions of the test procedure are recommended for general use; one for problems involving positively correlated disturbances and one for negatively correlated disturbances. An empirical comparison of powers shows the clear superiority of the recommended tests over the Durbin‐Watson test. Selected bounds for the tests' significance points are tabula

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1983.tb01193.x

出版商:Blackwell Publishing Ltd    

年代:1983

数据来源: WILEY

摘要:

SummaryUse of a suitable stopping rule yields exact uniformly most powerful tests and minimum variance unbiased estimators of various parameters of a Markov branching model with or without immigration. The population model discussed includes the pure birth, simple epidemic, immigration‐death, M/M/ 1 queue, linear birth‐death and a branching diffusion process, among others, as special ca

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1983.tb01194.x

出版商:Blackwell Publishing Ltd    

年代:1983

数据来源: WILEY

摘要:

SummaryThis paper presents limit distributions for the modified score and the likelihood‐ratio (LR) statistic for testing a composite hypothesis involving the split intensity and mean of the offspring distribution of the supercritical continuous time Markov branching process allowing immigration (CBPI). The immigration intensity and mean are treated as nuisance parameter

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1983.tb01195.x

出版商:Blackwell Publishing Ltd    

年代:1983

数据来源: WILEY

摘要:

SummaryTo prove the optimality properties of the maximum likelihood (and also minimum distance) discriminant rule Rogers (1980, p. 98) embeds the maximum likelihood discriminant function in a Cauchy‐Schwartz inequality. This embedding procedure of Rogers (1980) may be used to derive a new distribution for Anderson's (1958) classification statisti

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1983.tb01196.x

出版商:Blackwell Publishing Ltd    

年代:1983

数据来源: WILEY

摘要:

SummaryThe study of multivariate outliers raises many problems of definition, principle and manipulation. Well‐authenticated tests of discordancy exist only for the multivariate normal distribution. Detection of outliers in non‐normal distributions involves the adoption of appropriate criteria to represent ‘extremeness' of observations in a sample; corresponding tests of discordancy usually require tedious, or even intractable, distributional and computational manipulations. A class of transformations of the data is considered with a view of transferring some of the familiar and desirable features of discordancy tests for normal samples to non‐normal sit

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1983.tb01197.x

出版商:Blackwell Publishing Ltd    

年代:1983

数据来源: WILEY

摘要:

SummarySeveral confidence regions for the means and standard deviation of a linear model are noted. Simulation to find the appropriate percentage points of sampling distributions is suggested as a practical way of constructing rectangular shaped regions.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1983.tb01198.x

出版商:Blackwell Publishing Ltd    

年代:1983

数据来源: WILEY

摘要:

SummaryThe locally most powerful rank test is derived for testing independence of two random variables with possible missing observations on both responses. The test statistic has a simple form and can be easily obtained. For the purpose of practical use, the asymptotic null distribution of the test statistic is also provided.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1983.tb01199.x

出版商:Blackwell Publishing Ltd    

年代:1983

数据来源: WILEY

摘要:

SummaryA test due to D. R. Cox (1958a, 1958b) for the agreement between an observed set of independent events and independently prescribed probabilities is considered. Although the exact distribution can be found for small numbers of events this is often not possible. A method of modifying the scoring system slightly is shown to result in much simpler calculation with very little loss in power. The exact distribution is desirable because of slow convergence to normality. The logic of using a simulation test is considered.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1983.tb01200.x

出版商:Blackwell Publishing Ltd    

年代:1983

数据来源: WILEY