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作者:ABRAHAM, B
摘要:A general model is introduced to encapsulate interventions in a multiple time series. The estimation of this model is discussed and a bivariate economic example is presented to illustrate the methods.
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作者:GODOLPHIN, EJ
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作者:HANUMARA, RC; STRAIN, WF
摘要:The actual percentage coverages attained in simultaneous confidence intervals on variance components with confidence level 1-2.alpha. are investigated by Monte Carlo techniques. The percentage points l and u of the extreme roots of a Wishart matrix at .alpha. levels of 0.10 and 0.15 yield 0.95 and 0.90 confidence intervals, respectively.
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作者:MOORE, BR
摘要:An analog of the Rayleigh test is developed for weighted vector data. [The data are from migratory Ipswich sparrows (Passerculus sandwichensis princeps) captured in mist nets and tested briefly in activity cages.] It is sensitive to nonrandom concentration or scatter of vector angles, and can be used also to test certain group differences or interactions. The test is based upon rank transformation of vector weights and calculation of a resultant; it is nonparametric. Critical values of resulta...
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作者:WINTERBOTTOM, A
摘要:Asymptotic expansions are used to provide 1st- and 2nd-order adjustments to large sample approximations for system reliability confidence intervals obtained from component test data. The effectiveness of the adjustments for sample sizes of practical interest is demonstrated by numerical comparisons with results obtained using exact methods and also by a Monte Carlo study for systems with known reliabilities.
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作者:LAWAL, HB; UPTON, GJG
作者单位:University of Essex
摘要:The X2 goodness-of-fit test is considered for cases in which the observed frequencies are supposed to be distributed according to a specified multinomial distribution. A log normal approximation to the distribution of X2 is proposed. The approximation is valid providing that the smallest expectation is greater than r/d3/2, where r is the number of expectations < 5, and d is the number of degrees of freedom.
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作者:WAHRENDORF, J
摘要:By using a 1-parameter class of bivariate distributions proposed by Plackett (1965), methods are derived for analyzing the pattern of association in contingency tables with ordered categories. In an r .times. c table (r-1) (c-1) estimates of this parameter can be considered and all of them, or subsets of them, can be tested for equality. This can answer the question of whether the pattern of association is consistently the same over the whole table or not. Two well-known examples are considere...
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作者:HINKLEY, DV
摘要:For a single-parameter curved exponential family, the conditional distribution of the maximum likelihood estimator is the normalized likelihood function, except for a relative error proportional to inverse sample size.
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作者:WILD, CJ
摘要:The variance .sigma.2 from n pairs (Xi, Yi) which are independent normal random variables with unknown mean .mu.i and variance .sigma.2 was estimated. According to a marginal or conditional sufficiency argument, all useful information about .sigma.2 is contained in the differences Xi-Yi. Under fairly weak assumptions about the means, a considerable amount of information is also extractable from the sums Xi + Yi.
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作者:ATKINSON, AC
摘要:One way of selecting models is to choose that model for which the maximized log likelihood minus a multiple of the number of parameters estimated is a maximum. The choice of values for the multiplier is explored, with the value 1 corresponding to Akaike''s information criterion. The relationship with Bayesian procedures is mentioned.