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作者：NEWBOLD, P
摘要：Two tests for the adequacy of a fitted ARMA [autoregressive-moving average model] (p,q) model, based, respectively, on comparison through the Lagrange multiplier test with an ARMA (p + k, q) model and on analysis of the 1st k residual autocorrelations from the estimated model, are equivalent.
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作者：GATES, DJ; WESTCOTT, M
摘要：Consider N points distributed independently and uniformly on the surface of a sphere. Improved upper and lower bounds are given for the distribution of the minimum interpoint angular distance.
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作者：LIN, CC; MUDHOLKAR, GS
作者单位：University of Rochester
摘要：The mean and the variance of a random sample are independently distributed if and only if the parent population is normal. This characterization is used as a basis for developing a test, termed the Z test, for the composite hypothesis of normality against asymmetric alternatives. The null distribution of the Z test statistic is for practical purposes satisfactorily approximated by a normal distribution for samples of size 5 up to 100. The large sample null distribution and the consistency of t...
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作者：AITCHISON, J; SHEN, SM
摘要：The logistic transformation applied to a d-dimensional normal distribution produces a distribution over the d-dimensional simplex which can sensibly be termed a logistic-normal distribution. Such distributions, implicitly used in a number of recent applications, are here given a formal identity and some useful properties are recorded. A main aim is to extend the area of application from the restricted role as a substitute for the Dirichlet conjugate prior class in the analysis of multinomial a...
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作者：SIEGMUND, D
摘要：Sequential .chi.2 and F tests are proposed for comparing more than 2 treatments (e.g., clinical trials). Extending earlier results approximations to the significance level and power of the test and approximate confidence intervals for the noncentrality parameter .theta. were obtained. For each fixed .theta. a confidence region is given for the angle .omega. which the treatment effect vector in canonical coordinates makes with a fixed direction, and hence an overall confidence region is obtaine...
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作者：PADGETT, WJ; WEI, LJ
摘要：The maximum likelihood estimator of a distribution function with increasing failure rate is derived based on a set of observations subject to arbitrary right censorship. This estimator is defined everywhere on the positive real line while the Kaplan-Meier estimator may not be. The small sample properties of this estimator are indicated by results of a Monte Carol study for the Weibull distribution. [Applicability to life-testing and survival studies is discussed].
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作者：VUCHKOV, IN; SOLAKOV, EB
摘要：The robustness to nonnormality of the F test for model adequacy depends essentially on the distribution of repeated trials over the support points of the design. The influence of the regression design matrix on robustness is more limited.
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作者：CLARKE, MRB
摘要：In situations such as allometry where a line is to be fitted to a bivariate sample but where an asymmetric choice of one or another variable as regressor cannot be made, the reduced major axis is often used. Existing tests of the slope of this line, particularly between samples, are not sufficiently accurate in view of the scarcity of the material to which such methods are often applied. Alternative test statistics are suggested and some of their properties derived from a computer implementati...
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作者：JOHANNES, JM; RASCHE, RH
摘要：Exact tabulated values for Durbin''s c+, c- and c statistics are extended, and modified forms of the statistics are presented to facilitate use of the statistics in large samples.
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作者：ISOGAWA, Y; OKAMOTO, M
摘要：For the problem of linear prediction in the factor analysis model, the h heuristic predictor suggested by Scott (1966) and the unbiased predictor proposed by King (1969) are mathematically identical, respectively, with the optimal biased predictor and the optimal unbiased predictor due to Lawley and Maxwell (1973).
