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作者:CRESSIE, N
摘要:The family of statistics based on mth-order gaps from a uniform sample, obtained by summing a suitably regular function of each gap, is investigated. Holst (1979) established asymptotic normality together with explicit expressions for the mean and variance. This is extended to samples from distributions whose perturbations from uniformity shrink as sample size grows. From these results, Pitman asymptotic relative efficiencies can be calculated, and it is shown that the sum of squares of gaps i...
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作者:MURRAY, GD
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作者:HARRELL, FE; SEN, PK
作者单位:University of North Carolina; University of North Carolina Chapel Hill
摘要:For a censored sample from a bivariate normal distribution consisting of the first k of n order statistics of one variable and the induced order statistics of the other variable, the maximum likelihood estimators of the parameters and the associated large sample covariance matrix are derived. The likelihood ratio test for independence is given and its power properties are studied. These methods are useful in selection problems or in life testing situations in which concomitant variates are obs...
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作者:DAVIS, HT; FELDSTEIN, ML
作者单位:University of Rochester
摘要:The generalized Pareto distribution as a model for survival data is considered. The 3 parameter model is general enough so as to include increasing, decreasing and constant failure rate distributions. Maximum likelihood estimation for the progressively censored case is discussed at length and conditions for existence and uniqueness of estimates are given. Examples are presented to illustrate its appropriateness for a variety of situations, [e.g., modeling chronic disease populations or surgery...
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作者:KOCHAR, SC
摘要:Let F(x) and G(x) be the absolutely continuous distribution functions of 2 life distributions with rF(x) and rG(x) as their respective hazard rates. In the class of increasing failure rate distributions, one-sided scale as well as one-sided location alternatives imply that 1 hazard rate is uniformly smaller than the other. A new distribution-free test for testing H0: rF(x) = rG(x) against HA: rF(x) .ltoreq. rG(x) is proposed. The test possesses robust asymptotic efficiency properties.
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作者:FUJIKOSHI, Y; VEITCH, LG
作者单位:Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要:Two methods are given for the estimation of the dimensionality in canonical correlation analysis. One is based on Mallow''s Cp statistic in regression. The other uses an information criterion for choice of models. Monte Carlo comparison of the sequential Bartlett-Lawley test procedure and the 2 methods are presented. The 2 methods are applied to the estimation of the dimensionality in canonical variate analysis.
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作者:ROTHERY, P
摘要:A nonparametric measure of intraclass correlation based on the probability of certain types of concordances among the observations and which can be estimated from ranked data is proposed. One estimator whose variance can be estimated in an unbiased way is asymptotically normally distributed. Properties of the measure and its estimator are studied for a normal model; the method provides a relatively powerful test of the null hypothesis of zero intraclass correlation in a normal population.
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作者:GREEN, JR
摘要:Given independent samples from the continuous distributions F(x) and G(y), which may be different, using the Wilcoxon or Mann-Whitney test is considered, with the normal approximation, to test between H0:pr (X > Y) = p0 and H1:Pr (X > Y) > p0, especially with p0 = 1/2. A modification of the Wilcoxon test due to Potthoff and to Zaremba is considered. Additional restrictions are introduced to give improved tests. Considerations of asymptotic relative efficiency and Monte Carlo studies show that ...