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1.
We consider the problem of estimating R=P(X<Y) where X and Y have independent exponential distributions with parameters and respectively and a common location parameter . Assuming that there is a prior guess or estimate R0, we develop various shrinkage estimators of R that incorporate this prior information. The performance of the new estimators is investigated and compared with the maximum likelihood estimator using Monte Carlo methods. It is found that some of these estimators are very successful in taking advantage of the prior estimate available.Acknowledgments. The authors are grateful to the editor and to the referees for their constructive comments that resulted in a substantial improvement of the paper. 相似文献
2.
Stelios D. Georgiou 《Metrika》2008,68(2):189-198
Supersaturated designs are an important class of factorial designs in which the number of factors is larger than the number
of runs. These designs supply an economical method to perform and analyze industrial experiments. In this paper, we consider
generalized Legendre pairs and their corresponding matrices to construct E(s
2)-optimal two-level supersaturated designs suitable for screening experiments. Also, we provide some general theorems which
supply several infinite families of E(s
2)-optimal two-level supersaturated designs of various sizes.
相似文献
3.
Public policy seeks an equitable balance between the rights and duties of both employers and employees in creating a workplace free of sexual harassment. This goal is particularly difficult to achieve when supervisors create a hostile work environment. The U.S. Supreme Courts decisions in Ellerth and Faragher created an affirmative defense against vicarious liability for employers, but subsequent applications of these rulings have been inconsistent and problematic. Courts and legislators need to (1) choose the appropriate standard of employer liability for sexual harassment committed by supervisors, and (2) decide what, if any, defenses are available to employers when employees bring claims of sexual harassment. We conclude that holding employers strictly liable while allowing for the limitation of damages based on avoidable consequences, as recently adopted by the California Supreme Court in McGinnis, is preferable to other liability standards and defenses. 相似文献
4.
In the reliability studies, k-out-of-n systems play an important role. In this paper, we consider sharp bounds for the mean residual life function of a k-out-of-n system consisting of n identical components with independent lifetimes having a common distribution function F, measured in location and scale units of the residual life random variable X
t
= (X−t|X > t). We characterize the probability distributions for which the bounds are attained. We also evaluate the so obtained bounds
numerically for various choices of k and n. 相似文献
5.
Supplementary difference sets can be used to construct a variety of combinatorial designs. In this work, we construct supplementary
difference sets that provide E(s
2)-optimal, two-level supersaturated designs with the equal occurrence property. Comparisons are made with previous works and
it is shown that the proposed method gives promising results for the construction of supersaturated designs with good properties. 相似文献
6.
Tashiro (Ann Inst Stat Math 29:295–300, 1977) studied methods for generating unform points on the surface of the regular unit
sphere. The L
p
-norm unit sphere is a generalization of the regular unit sphere. In this paper we propose a method associated with an algorithm
for generating uniformly scattered points on the L
p
-norm unit sphere and discuss its applications in statistical simulation, representative points of a wide class of multivariate
probability distributions and optimization problems. Some examples are illustrated for these applications.
This research was supported by The University of Hong Kong Research Grant and a University of New Haven 2005 and 2006 Summer
Faculty Fellowships. 相似文献
7.
Supersaturated designs (SSDs) constitute an important class of fractional factorial designs that could be extremely useful in factor screening experiments. Most of the existing studies have focused on balanced designs. This paper provides a new lower bound for the \(E(f_{NOD})\)-optimality measure of SSDs with general run sizes. This bound is a generalization of existing bounds since it is applicable to both balanced and unbalanced designs. Optimal multi and mixed-level, balanced and nearly balanced SSDs are constructed by applying a k-circulant type methodology. Necessary and sufficient conditions are introduced for the generator vectors, in order to pre-ensure the optimality of the constructed k-circulant SSDs. The provided lower bounds were used to measure the efficiency of the generated designs. The presented methodology leads to a number of new families of improved SSDs, providing tools for directly constructing optimal or nearly-optimal k-circulant designs by just checking the corresponding generator vector. 相似文献
8.
The t regression models provide a useful extension of the normal regression models for datasets involving errors with longer-than-normal
tails. Homogeneity of variances (if they exist) is a standard assumption in t regression models. However, this assumption is not necessarily appropriate. This paper is devoted to tests for heteroscedasticity
in general t linear regression models. The asymptotic properties, including asymptotic Chi-square and approximate powers under local alternatives
of the score tests, are studied. Based on the modified profile likelihood (Cox and Reid in J R Stat Soc Ser B 49(1):1–39,
1987), an adjusted score test for heteroscedasticity is developed. The properties of the score test and its adjustment are
investigated through Monte Carlo simulations. The test methods are illustrated with land rent data (Weisberg in Applied linear
regression. Wiley, New York, 1985).
The project supported by NSFC 10671032, China, and a grant (HKBU2030/07P) from the Grant Council of Hong Kong, Hong Kong,
China. 相似文献
9.
In this article, the author of Employment with a Human Face: Balancing Efficiency, Equity, and Voice responds to the four commentary essays that appeared in the June 2005 issue of this journal. 相似文献
10.
Krzysztof Jasiński 《Metrika》2018,81(2):125-141
The aim of this paper is to establish recurrence relations satisfied by product moments and covariances of kth records arising from discrete distributions. They will be evaluated for geometric underlying distribution. Then we use these results to obtain formulas for correlation coefficients of geometric kth records. We consider all three known types of kth records: strong, ordinary, and weak. 相似文献
11.
This study examines the behavior of simple n-person bargaining problems under pre-donations where the Kalai-Smorodinsky (KS) solution is operant. Pre- donations are a
unilateral commitment to transfer a portion of one’s utility to someone else, and are used to distort the bargaining set and
thereby influence the bargaining solution. In equilibrium, these pre-donations are Pareto-improving over the undistorted solution;
moreover, when the agents’ preferences are sufficiently distinct, the equilibrium solution coincides with the concessionary
division rule. 相似文献
12.
Weighted polynomial regression with exponential weight function on an interval is considered. The D-optimal designs are completely characterized via three differential equations. Some invariant properties of the optimal designs
under affine transformation are derived. The optimal design as degree of polynomial goes to infinity, is shown to converge
weakly to the arcsin distribution. Comparisons of the optimal designs with the arcsin distribution are also made. 相似文献
13.
14.
By combining the Moriguti and Steffensen inequalities, we obtain sharp upper bounds for the expectations of arbitrary linear combinations of order statistics from iid samples. The bounds are expressed in terms of expectations of the left truncated parent distribution and constants that depend only on the coefficients of the linear combination. We also present analogous results for dependent id samples. The bounds are especially useful for L-estimates of the scale parameter of the distribution. 相似文献
15.
We study the problem of predicting future k-records based on k-record data for a large class of distributions, which includes several well-known distributions such as: Exponential, Weibull
(one parameter), Pareto, Burr type XII, among others. With both Bayesian and non-Bayesian approaches being investigated here,
we pay more attention to Bayesian predictors under balanced type loss functions as introduced by Jafari Jozani et al. (Stat
Probab Lett 76:773–780, 2006a). The results are presented under the balanced versions of some well-known loss functions, namely
squared error loss, Varian’s linear-exponential loss and absolute error loss or L
1 loss functions. Some of the previous results in the literatures such as Ahmadi et al. (Commun Stat Theory Methods 34:795–805,
2005), and Raqab et al. (Statistics 41:105–108, 2007) can be achieved as special cases of our results.
Partial support from Ordered and Spatial Data Center of Excellence of Ferdowsi University of Mashhad is acknowledged by J.
Ahmadi. M. J. Jozani’s research supported partially by a grant of Statistical Research and Training Center. é. Marchand’s
research supported by NSERC of Canada. A. Parsian’s research supported by a grant of the Research Council of the University
of Tehran. 相似文献
16.
This paper studies minimally-supported D-optimal designs for polynomial regression model with logarithmically concave (log-concave) weight functions. Many commonly
used weight functions in the design literature are log-concave. For example,
and exp(−x
2) in Theorem 2.3.2 of Fedorov (Theory of optimal experiments, 1972) are all log-concave. We show that the determinant of information
matrix of minimally-supported design is a log-concave function of ordered support points and the D-optimal design is unique. Therefore, the numerically D-optimal designs can be constructed efficiently by cyclic exchange algorithm. 相似文献
17.
18.
Let (X n ) be a sequence of i.i.d random variables and U n a U-statistic corresponding to a symmetric kernel function h, where h 1(x 1) = Eh(x 1, X 2, X 3, . . . , X m ), μ = E(h(X 1, X 2, . . . , X m )) and ? 1 = Var(h 1(X 1)). Denote \({\gamma=\sqrt{\varsigma_{1}}/\mu}\), the coefficient of variation. Assume that P(h(X 1, X 2, . . . , X m ) > 0) = 1, ? 1 > 0 and E|h(X 1, X 2, . . . , X m )|3 < ∞. We give herein the conditions under which for a certain family of unbounded measurable functions g, where F(·) is the distribution function of the random variable \({\exp(\sqrt{2} \xi)}\) and ξ is a standard normal random variable.
相似文献
$\lim_{N\rightarrow\infty}\frac{1}{\log N}\sum_{n=1}^{N}\frac{1}{n}g\left(\left(\prod_{k=m}^{n}\frac{U_{k}}{\mu}\right)^{\frac{1}{m\gamma\sqrt{n}}}\right) =\int\limits_{-\infty}^{\infty}g(x)dF(x)\quad {\rm a.s.}$
19.
20.
Massimiliano Amarante 《Decisions in Economics and Finance》2004,27(1):81-85
Abstract
In Marinacci (2000), the following theorem was proved.
Theorem 1. (Marinacci (2000) Let P and Q be two finitely additive probabilities on a λ -system Σ . Suppose that P is convex-ranged and that Q is countably additive. If there exists an A
+ ∈ Σ with 0<P(A
+ )<1 such that
whenever B∈ Σ , then P=Q.
Mathematics Subject Classification (2000): 28A10, 91B06
Journal of Economic Literature Classification: C60, D81 相似文献