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Summary: Suppose for a homogeneous linear unbiased function of the sampled first stage unit (fsu)-values taken as an estimator of a survey population total, the sampling variance is expressed as a homogeneous quadratic function of the fsu-values. When the fsu-values are not ascertainable but unbiased estimators for them are separately available through sampling in later stages and substituted into...
Abstract. A generalization of the Wald statistic for testing composite hypotheses is suggested for dependent data from exponential models which include Lvy processes and diffusion fields. The generalized statistic is proved to be asymptotically chi-squared distributed under regular composite hypotheses. It is simpler and more easily available than the generalized likelihood ratio statistic. Simulations...
Abstract. Large sample approximations for sequential U-statistics using anti-symmetric kernels are considered both under no-change and change hypotheses. These new approximations make it easy to perform sequential tests.
Abstract. A sequential point estimation of the mean of a normal distribution is considered under LINEX loss function. The regret of sequential procedures are obtained. Furthermore, it is shown that a sequential procedure with the sample mean as an estimate is asymptotically inadmissible. An accerelated stopping time is also considered.
Abstract. We consider the problem of comparison of one test treatment (0) with a set of v control treatments (1, 2, , v) using distance optimality [DS-optimality] criterion introduced by Sinha (1970) in some treatment-connected design settings. It turns out that the nature of DS-optimal designs is quite similar to that for the usual A, D and E optimality criteria. However, the optimality problem is...
Abstract. Razzaghi (1987) examined the difference of covariance matrices of competing estimators in misspecified restricted linear models. Further, Gross, Trenkler and Liski (1998) extended Razzaghis result by asserting his sufficient condition for nonnegative definiteness of the covariance matrix difference to be also necessary. In this paper, when the covariance matrix of the disturbance vector...
Abstract. Recent work by LaMotte (1999) uncovered redundancies and inconsistencies in the current practice of selected deletion diagnostics in regression. The present study extends earlier work to include further diagnostics on using different methods. Benchmarks adjusted to the scale of each diagnostic are given to assure consistency across diagnostics. Case studies illustrate anomalies in the use...
Abstract. The problem of estimating a linear function of k normal means with unknown variances is considered under an asymmetric loss function such that the associated risk is bounded from above by a known quantity. In the absence of a fixed sample size rule, sequential stopping rules satisfying a general set of assumptions are considered. Two estimators are proposed and second-order asymptotic expansions...
Abstract. In this paper, we develop procedures for obtaining confidence intervals for the parameters of a Laplace distribution as well as upper and lower probability tolerance intervals for a proportion , given a progressively Type-II right censored sample from the Laplace distribution. The intervals are obtained by conditioning on the observed values of the ancillary statistics. The intervals are...
Abstract. Smooth tests are frequently used for testing the goodness of fit of a parametric family of distributions. One reason for the popularity of the smooth tests are the diagnostic properties commonly attributed to them. In recent years, however, it has been realized that these tests are strictly non-diagnostic when used conventionally. The paper examines how the smooth test statistics must be...
Abstract. For all integers m6, we determine the maximum value of det XTX, where X is an m6 (0, 1)-matrix, and exhibit (D-optimal) matrices X for which the maximum occurs. For D-optimal matrices X, the uniqueness of the Gram matrix XTX is discussed.
To determine tests in case (i), only one critical value c and one randomization constant have to be computed. In cases (ii) through (iv) tests are determined by two critical values c1, c2 and two randomization constants 1, 2. Unlike determination of tests in case (i), computation of critical values and randomization constants in the remaining cases is rather difficult, unless distributions are symmetric...
Abstract. This paper discusses the family of life distributions with failure rate functions which decrease initially until a change point and remain constant thereafter. The paper focuses on the estimation for the change point of the failure rate function. While point estimation of the change point of the failure rate function has been discussed by some authors, one can hardly find any existing work...
Abstract. This paper examines nested 2 2 row-column designs when within-block observations are assumed to be dependent. The model considered has fixed block effects, which may also include row and/or column effects. Optimal binary and non-binary designs, constructed from semi-balanced arrays, are given under both generalised and ordinary least squares estimation. It is shown that binary designs are...
Abstract. In this paper we extend the wordlength pattern and minimum aberration for non-regular factorials. The new concepts, the generalized wordlength pattern and minimum generalized aberration, are proposed. Some connections between the generalized wordlength pattern and uniformity are given. Some applications of the new concepts in the Blackett and Burmans designs are discussed.
Abstract. The Binomial CUSUM is used to monitor the fraction defective (p) of a repetitive process, particularly for detecting small to moderate shifts. The number of defectives from each sample is used to update the monitoring CUSUM. When 100% inspection is in progress, the question arises as to how many sequential observations should be grouped together in forming successive samples. The tabular...
Abstract. It is well known that if the parent distribution has a nonnegative support and has increasing failure rate (IFR), then all the order statistics have IFR. The result is not necessarily true in the case of bivariate distributions with dependent structures. In this paper we consider a multivariate normal distribution and prove that, the distributions of the minimum and maximum retain the IFR...
Abstract. In this paper we introduce a family of test statistics for testing symmetry based on -divergence families. These test statistics yield the likelihood ratio test and the Pearson test statistic as special cases. Asymptotic distribution for the new test statistics are derived under both the null and the alternative hypotheses. A simulation study is presented to see that some new test statistics...
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