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作者：POLLAK, M; SIEGMUND, D
作者单位：Stanford University
摘要：Three stopping rules are proposed to detect a change in a normal mean, when the initial value of the mean is unknown but an estimate obtained from a training sample is available. Asymptotic approximations are given for the average run length when there is no change. Under certain hypotheses about the length of time before the change occurs and the magnitude of the change, we obtain asymptotic approximations for the expected delay in detection in terms of the corresponding expected delay in the...
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作者：DASGUPTA, A
摘要：If X approximately P-theta, theta is-an-element-of OMEGA and theta approximately G << mu, where dG/d-mu belongs to the convex family GAMMA-L, U = {g: L less-than-or-equal-to cg less-than-or-equal-to U, for some c > 0}, then the sets minimizing lambda(S) subject to inf(G) is-an-element-of GAMMA-L, U P(G)(S/X) greater-than-or-equal-to p are derived, where P(G)(S/X) is the posterior probability of S under the prior G, and lambda is any nonnegative measure on OMEGA such that mu << lambda << mu. Ap...
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作者：DASGUPTA, A; STUDDEN, WJ
摘要：We address the problem of finding a design that minimizes the Bayes risk with respect to a fixed prior subject to being robust with respect to misspecification of the prior. Uncertainty in the prior is formulated in terms of having a family of priors instead of one single prior. Two different classes of priors are considered: GAMMA-1 is a family of conjugate priors, and a second family of priors GAMMA-2 is induced by a metric on the space of nonnegative measures. The family GAMMA-1 has earlier...
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作者：BRUNK, HD
摘要：In a general setting in which prior distributions that may take on the value infinity are admitted, an inference based on a posterior for a prior, mu, that is minimally compatible with the inference is shown to have a strong property of expectation consistency, that implies a corresponding property of coherence: A nonnegative expected payoff function for a gambler's strategy is necessarily 0 almost everywhere (mu). In the converse direction, under appropriate regularity conditions involving co...
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作者：FELDMAN, I
摘要：In this paper we shall discuss the estimation of the mean of a normal distribution with variance 1. The main question in this work is the existence and computation of a least favorable distribution among all the prior distributions satisfying a given set of constraints. In the following we show that if this distribution is bounded from above on some even moment, then the least favorable distribution exists and it is either normal or discrete. The support of the discrete distribution function d...
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作者：CHENG, CS; BAILEY, RA
作者单位：UK Research & Innovation (UKRI); Biotechnology and Biological Sciences Research Council (BBSRC); Rothamsted Research
摘要：Let D(v, b, k) be the set of all the binary equireplicate incomplete-block designs for v treatments in b blocks of size k. It is shown that if D(v, b, k) contains a connected two-associate-class partially balanced design d* with lambda-2 = lambda-1 +/- 1 which has a singular concurrence matrix, then it is optimal over D(v, b, k) with respect to a large class of criteria including the A, D and E criteria. The dual of d* is also optimal over D(b, v, r) with respect to the same criteria, where r ...
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作者：ELLIS, SP
摘要：Plane-fitting, for example, linear regression, principal components or projection pursuit, is treated from a general perspective. It is shown that any method of plane-fitting satisfying very mild hypotheses must have singularities, that is, data sets near which the procedure is unstable. The well-known collinearity phenomenon is least squares regression is a special case. Severity of singularities is also discussed. The results, which are applications of algebraic topology, may be viewed as pu...
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作者：LAI, TL; YING, ZL
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：A class of rank estimators is introduced for regression analysis in the presence of both left-truncation and right-censoring on the response variable. By making use of martingale theory and a tightness lemma for stochastic integrals of multiparameter empirical processes, the asymptotic normality of the estimators is established under certain assumptions. Adaptive choice of the score functions to give asymptotically efficient rank estimators is also discussed.
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作者：OSULLIVAN, F
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作者：MORGAN, JP; UDDIN, N
作者单位：Old Dominion University
摘要：Optimal and highly efficient two-dimensional designs are constructed for correlated errors on the torus and in the plane. The technique uses the method of differences to produce series of connectable planar squares. Efficiency calculations for planner versions of the torus designs show that the torus approximation is very satisfactory.
