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作者:LI, ZH; ZHANG, CH
作者单位:Rutgers University System; Rutgers University New Brunswick
摘要:Given two Bernoulli populations with unknown means, we consider the problem of sampling x1, x2, ... sequentially from these populations such as to maximize the expected value of the sum S(n) = x1 + x2 + ... + x(n) as n --> infinity. We obtain an asymptotically efficient rule. Simulation studies show that it performs well for moderate values of n.
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作者:WALLACE, CS; FREEMAN, PR
作者单位:University of Leicester
摘要:The minimum message length (MML) technique is applied to the problem of estimating the parameters of a multivariate Gaussian model in which the correlation structure is modelled by a single common factor. Implicit estimator equations are derived and compared with those obtained from a maximum likelihood (ML) analysis. Unlike ML, the MML estimators remain consistent when used to estimate both the factor loadings and the factor scores. Tests on simulated data show the MML estimates to be on aver...
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作者:PERRON, F
摘要:For the problem of estimating the mean of a p-dimensional normal distribution, p > 1, confidence regions based on half-spaces bounded by a hyperplane having the vector of observations as normal are proposed. Confidence regions with exact probability of coverage are constructed. Tables are provided.
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作者:FRYDMAN, H
摘要:Estimation in a three-state Markov process with irreversible transitions in the presence of interval-censored data is considered. A nonparametric maximum likelihood procedure for the estimation of the cumulative transition intensities is presented. A self-consistent estimator of the parameters is defined and it is shown that the maximum likelihood estimator is a self-consistent estimator. This extends the idea of self-consistency introduced by Efron to the estimation of more than one parameter...
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作者:TONG, H; SMITH, RL
作者单位:University of North Carolina; University of North Carolina Chapel Hill
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作者:EBRAHIMI, N; HABIBULLAH, M; SOOFI, ES
作者单位:University of Wisconsin System; University of Wisconsin System; University of Wisconsin Milwaukee
摘要:In this paper a test of fit for exponentiality based on the estimated Kullback-Leibler information is proposed. The procedure is applicable when the exponential parameter is or is not specified under the null hypothesis. The test uses the Vasicek entropy estimate, so to compute it a 'window size' m must first be fixed. A procedure for choosing m for various sample sizes is proposed and corresponding critical values are computed by Monte Carlo simulations. The use of the proposed test is shown ...
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作者:PIERCE, DA; PETERS, D
摘要:Recently developed asymptotics based on saddlepoint methods provide important practical methods for multiparameter exponential families, especially in generalized linear models. The aim here is to clarify and explore these. Attention is restricted to tests and confidence intervals regarding a single parametric function which can be represented as a natural parameter of a full rank exponential family. Excellent approximations to exact conditional inferences are often available, in terms of simp...
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作者:MAY, RM; ISHAM, V; BOLKER, B; RENSHAW, E; LAWRANCE, AJ; SPENCER, NM; SMITH, LA; MAYNE, AJ; KING, GP; ALBRECHT, V; LIM, KS; DVORAK, I; BASTERFIELD, J; SALAHUDDIN; MOLLISON, D; CHAN, KS; TONG, H; WOLFF, RCL; LORD, G; NASON, G; TJOSTHEIM, D; CASDAGLI, M; SMITH, RL; BROOMHEAD, DS; HUKE, JP; MULDOON, MR; NYCHKA, D; ELLNER, S; GALLANT, AR; MCCAFFREY, D; CHENG, B; TONG, H
作者单位:University of London; University College London; University of Cambridge; University of Strathclyde; University of Birmingham; University of Warwick; National University of Singapore; Aberystwyth University; University of Peshawar; Heriot Watt University; University of Iowa; University of Kent; University of Glasgow; University of Bath; University of Bergen; University of North Carolina; University of North Carolina Chapel Hill; University of Warwick; North Carolina State University; RAND Corporation; Chinese Academy of Sciences
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作者:BOYS, RJ
摘要:Screening methods are developed which raise the proportion of individuals possessing an attribute in the retained population to a predetermined level. A specification region for the screening variable is derived by using a kernel smoothing approach. The sensitivity of the procedure is assessed within a range of parametric models. Comparisons are also made with empirical and estimative solutions. The kernel method is illustrated by an example of screening within a medical context.
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作者:LIANG, KY; ZEGER, SL; QAQISH, B
作者单位:University of North Carolina; University of North Carolina Chapel Hill
摘要:It is common to observe a vector of discrete and/or continuous responses in scientific problems where the objective is to characterize the dependence of each response on explanatory variables and to account for the association between the outcomes. The response vector can comprise repeated observations on one variable, as in longitudinal studies or genetic studies of families, or can include observations for different variables. This paper discusses a class of models for the marginal expectati...