-
作者：BASU, S; DASGUPTA, A
作者单位：Purdue University System; Purdue University
摘要：Let X(i) = theta + sigma Z(i) where Z(i) are i.i.d. from a distribution F, and -infinity < theta < infinity and sigma > 0 are unknown parameters. If F is N(0, 1), a standard confidence interval for the unknown mean theta is the t-interval (X) over bar +/- t(alpha/2)s/root n. The question of conservatism of this interval under nonnormality is considered by evaluating the infimum of its coverage probability when F belongs to a suitably chosen class of distributions F. Some rather surprising phen...
-
作者：NYCHKA, D
摘要：A smoothing spline is a nonparametric curve estimate that is defined as the solution to a minimization problem. One problem with this representation is that it obscures the fact that a spline, like most other nonparametric estimates, is a local, weighted average of the observed data. This property has been used extensively to study the limiting properties of kernel estimates and it is advantageous to apply similar techniques to spline estimates. Although equivalent kernels have been identified...
-
作者：DASGUPTA, A; GHOSH, JK; ZEN, MM
作者单位：National Cheng Kung University; Indian Statistical Institute; Indian Statistical Institute Kolkata
摘要：Let X have a star unimodal distribution P-0 on R(p). We describe a general method for constructing a star-shaped set S with the property P-0(X is an element of S) greater than or equal to 1 - alpha, where 0 < alpha < 1 is fixed. This is done by using the Camp-Meidell inequality on the Minkowski functional of an arbitrary star-shaped set S and then minimizing Lebesgue measure in order to obtain size-efficient sets. Conditions are obtained under which this method reproduces a level (high density...
-
作者：ERICKSON, RV; FABIAN, V; MARIK, J
作者单位：Michigan State University
摘要：An optimum design of experiment for a class of estimates of the first derivative at 0 (used in stochastic approximation and density estimation) is shown to be equivalent to the problem of finding a point of minimum of the function Gamma defined by Gamma(x) = det[1, x(3), ..., x(2m-1)]/det[x, x(3), ..., x(2m-1)] on the set of all m-dimensional vectors with components satisfying 0 < x(1) < -x(2) < ... < (-1)(m-1)x(m) and Pi\x(i)\ = 1. (In the determinants, 1 is the column vector with all compone...
-
作者：OSULLIVAN, F
摘要：Positron emission tomography (PET) is a radiologic tool offering a unique capability for measuring tissue metabolism in vivo. A number of biological and physical factors limit the resolution of PET so often the statistical aspects of image reconstruction have an appreciable effect on the quality of information obtained from a study. To a first approximation, reconstruction involves the solution of a linear inverse problem with a line-integral Radon-type transform. Standard filtered back-projec...
-
作者：KULKARNI, SR; ZEITOUNI, O
作者单位：Technion Israel Institute of Technology; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Lincoln Laboratory
摘要：We consider the composite hypothesis testing problem of classifying an unknown probability distribution based on a sequence of random samples drawn according to this distribution. Specifically, if A is a subset of the space of all probability measures M(1)(Sigma) over some compact Polish space Sigma, we want to decide whether or not the unknown distribution belongs to A or its complement. We propose an algorithm which leads a.s. to a correct decision for any A satisfying certain structural ass...
-
作者：GILULA, Z; HABERMAN, SJ
作者单位：Northwestern University
摘要：Prediction of categorical responses in panel studies is considered. Prediction functions based on general conditional log-linear models are investigated for statistical properties both from a population perspective and a sampling perspective. Problems such as existence and uniqueness of optimal prediction functions are addressed, and basic properties of measures of prediction quality are examined. Estimation, consistency and asymptotic normality are studied for the proposed parameter estimates...
-
作者：DETTE, H
摘要：If an experimenter wants to determine the degree of a polynomial regression on the basis of a sample of observations, Anderson showed that the following method is optimal. Starting with the highest (specified) degree the procedure is to test in sequence whether the coefficients are 0. In this paper optimal designs for Anderson's procedure are determined explicitly. The optimal design maximizes the minimum power of a given set of alternatives.
-
作者：STEFANOV, VT
作者单位：Bulgarian Academy of Sciences
摘要：Finite-state Markov chains with either a discrete or continuous time parameter, Markov renewal processes and Markov-additive processes are considered. We prove that their likelihood functions, in the nonsequential as well as in various sequential cases, belong to special (n + k, n)-curved exponential families in general, for which limit results are easily established. Subsequently, asymptotic normality of the corresponding nonsequential and sequential maximum likelihood estimators is establish...
-
作者：GORDON, L; POLLAK, M
作者单位：Hebrew University of Jerusalem
摘要：We sequentially observe independent observations X(1),X(2),... such that initially they have distribution G(0); at some unknown time nu they become stochastically larger, having distribution G(1). Neither G(0) nor G(1) is fully specified. We wish to detect that a change has taken place as soon as possible after its occurrence, subject to a constraint on the rate of false alarms. We derive a family of nonparametric sequential procedures based on ranks, with noncontiguous alternatives in mind. L...
