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作者:QUENOUILLE, MH
摘要:When the purpose of determining a trend line is to eliminate trend in order to study the residuals, it is in general not advantageous to insist upon smoothness in the trend line. A method of rapid calculation is given for eliminating trend using a series of consecutive polynomials of the same degree, subject to the restriction that the observed series is circularly related. Methods are also given for relaxing this restriction.
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作者:THOMAS, M
摘要:The Poisson situation is generalized by considering a no. of primary points distributed over an area and a random no. of secondary points associated with each primary point. The area is divided into squares and the probabilities that a square contains 0, 1, 2, ... points are calculated, assuming that the nos. of primary points per square and of secondary points per primary point are independently Poisson distributed. Estimates are obtained for the two parameters by the method of moments and by...
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作者:HUZURBAZAR, VS
摘要:For a distribution with probability density function [image] and likelihood function L, it is shown that [image] where both evaluations are made at [theta]j the maximum likelihood estimates of the [theta]j This property is used to simplify calculations of the variances and covariances of the maximum likelihood estimates for large samples. In case the [theta] are linearly independent, it follows that the likelihood equations have a unique maximizing solution for samples of any size.
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作者:WISHART, J
摘要:Cumulant recurrence relations given by Guldberg (Skandinavisk Aktuarietidskrift, 1935) for the univariate Bernoulli and Pascal distrs. are generalized to the multivariate case. The results are then used to obtain cumulants to the 4th order.
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作者:GREENWOOD
摘要:Several statistical models of the mechanism of infection of measles are tested by the frequency distributions of multiple cases of the disease in families. Attempts are also made to dissect the distributions of intervals between successive cases in families in order to estimate the distribution of length of the incubation period.
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作者:GODWIN, HJ
摘要:A linear systematic estimate of the standard deviation of a distribution, F(x), is a linear combination of the order statistics x1[less than or equal] X2 [less than or equal]...[less than or equal]Xn in a sample of n, and may be expressed in the form [image] where yi = Xi+1[long dash]Xi . First and 2d moments of the yi are expressed as linear combinations of [image]and [image]. It is shown that the efficiency of the linear systematic statistic, d, may always be maximized. Two applications are ...
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作者:CARTER, AH
摘要:The problem investigated concerns a series of parallel samples of multivariate observations where corresponding members of the several samples have elements in common. It is assumed, however, that there is no interaction of this correlated effect with the sample effect. Max. likelihood estimates of the partial regression coeffs. in each sample are given. An exact test of the homogeneity, between samples, of the regression coeffs. is obtained by introducing dummy variates into the test of a gen...
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作者:MORAN, PAP
摘要:Given a stochastic process, {xt}, generated by a moving average whose weights are dominated by a convergent geometric series, define a new process[image]where [image] is also dominatedby a convergent geometric series. It is proven that the serial covariances [image] of the new process are generated by[image]where S(z) is the covariance generating function of the original process. The result is applied to stochastic difference equations to show that the process {xt}, defined by xt + a1xt-1 + .....