共查询到20条相似文献,搜索用时 15 毫秒
1.
A. G. Belov 《Moscow University Computational Mathematics and Cybernetics》2018,42(3):114-118
The problem is considered of modeling simultaneous confidence intervals for the mean values of multiple responses in a linear multivariate normal regression model with predictor variables defined in intervals. To solve it, a numerical way of calculating the critical value that determines the simultaneous confidence interval of a given level is used. Simultaneous confidence intervals are numerically modelled and analyzed by comparison for regression, the mean value of multiple responses, and individual observation. 相似文献
2.
Takashi Seo 《Journal of multivariate analysis》2006,97(9):1976-1983
In this paper, we consider simultaneous confidence intervals for all contrasts in the means when the observations are missing at random in the intraclass correlation model. An exact test statistic for the equality of the means and Scheffé, Bonferroni and Tukey types of simultaneous confidence intervals are given by an extension of Bhargava and Srivastava [On Tukey's confidence intervals for the contrasts in the means of the intraclass correlation model, J. Royal Statist. Soc. B35 (1973) 147-152] when the missing observations are of the monotone type. Finally, numerical results of simultaneous confidence intervals are presented. 相似文献
3.
A.M. Alekseenko 《Applied Numerical Mathematics》2011,61(4):410-427
A high order numerical method for the solution of model kinetic equations is proposed. The new method employs discontinuous Galerkin (DG) discretizations in the spatial and velocity variables and Runge-Kutta discretizations in the temporal variable. The method is implemented for the one-dimensional Bhatnagar-Gross-Krook equation. Convergence of the numerical solution and accuracy of the evaluation of macroparameters are studied for different orders of velocity discretization. Synthetic model problems are proposed and implemented to test accuracy of discretizations in the free molecular regime. The method is applied to the solution of the normal shock wave problem and the one-dimensional heat transfer problem. 相似文献
4.
Stochastic variational inequalities (SVIs) provide a means for modeling various optimization and equilibrium problems where data are subject to uncertainty. Often the SVI cannot be solved directly and requires a numerical approximation. This paper considers the use of a sample average approximation and proposes three methods for computing confidence intervals for components of the true solution. The first two methods use an “indirect approach” that requires initially computing asymptotically exact confidence intervals for the solution to the normal map formulation of the SVI. The third method directly constructs confidence intervals for the true SVI solution; intervals produced with this method meet a minimum specified level of confidence in the same situations for which the first two methods are applicable. We justify the three methods theoretically with weak convergence results, discuss how to implement these methods, and test their performance using three numerical examples. 相似文献
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利用广义p-值和广义置信区间的概念,研究了Panel模型中未知参数的检验和置信区间问题.对于回归系数,分别考虑了单个情形和多个线性无关情形下的检验和置信区间问题,得到了精确检验和置信区间.对于方差分量,研究了其任意线性组合的检验和置信区间问题,建立了精确检验和置信区间.基于广义p-值和广义置信区间,获取精确检验和置信区间的方法具有计算方便、易应用于小样本问题的特点.最后,分别从理论和数值上研究了这些精确检验和置信区间的统计性质. 相似文献
7.
Exact confidence intervals and regions are proposed for the location and scale parameters of the Rayleigh distribution. These sets are valid for complete data, and also for standard and progressive failure censoring. Constrained optimization problems are solved to find the minimum-size confidence sets for the Rayleigh parameters with the required confidence level. The smallest-area confidence region is derived by simultaneously solving four nonlinear equations. Three numerical examples regarding remission times of leukemia patients, strength data and the titanium content in an aircraft-grade alloy, as well as a simulation study, are included for illustrative purposes. Further applications in hypothesis testing and the construction of pointwise and simultaneous confidence bands are also pointed out. 相似文献
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The direct simulation Monte Carlo (DSMC) method is widely used to solve problems in rarefied gas dynamics. In solving steady state problems, a special feature of the method is in using dependent sample values of random variables to calculate the macroparameters of gas flow. In this paper, the possibilities of methods of statistical physics to estimate the statistical error of the DSMC method are theoretically analyzed. A simple approach to approximate estimation of the statistical error in calculating temperature and velocity components is proposed. The approach is tested on a number of problems. 相似文献
10.
Sadanori Konishi Takakazu Sugiyama 《Annals of the Institute of Statistical Mathematics》1981,33(1):27-33
Summary Normalizing transformations of the largest and the smallest latent roots of a sample covariance matrix in a normal sample
are obtained, when the corresponding population roots are simple. Using our results, confidence intervals for population roots
may easily be constructed. Some numerical comparisons of the resulting approximations are made in a bivariate case, based
on exact values of the probability integral of latent roots. 相似文献
11.
An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters 总被引:1,自引:0,他引:1
Hristos Tyralis Demetris Koutsoyiannis Stefanos Kozanis 《Computational Statistics》2013,28(4):1501-1527
We derive a new algorithm for calculating an exact confidence interval for a parameter of location or scale family, based on a two-sided hypothesis test on the parameter of interest, using some pivotal quantities. We use this algorithm to calculate approximate confidence intervals for the parameter or a function of the parameter of one-parameter continuous distributions. After appropriate heuristic modifications of the algorithm we use it to obtain approximate confidence intervals for a parameter or a function of parameters for multi-parameter continuous distributions. The advantage of the algorithm is that it is general and gives a fast approximation of an exact confidence interval. Some asymptotic (analytical) results are shown which validate the use of the method under certain regularity conditions. In addition, numerical results of the method compare well with those obtained by other known methods of the literature on the exponential, the normal, the gamma and the Weibull distribution. 相似文献
12.
Fluid flow approximations are widely used for approximating models of communication systems where packet arrival streams are generated in a regular manner over certain intervals (constant rate). The appropriate mathematical model for describing those bursty arrival streams in the fluid flow framework are the well-known Markov modulated rate processes (MMRP). The paper deals with the distribution of the numberN(t) of packets in the interval [0,t] of MMRP. For two-state MMRPs and their superpositions we derive formulas for the distribution ofN(t) and its density. Further we give asymptotic results. The presented numerical results and simulation studies illustrate the goodness of the fluid flow approximation and show that the proposed numerical algorithms work well even in the case of multiplexing a large number of burst silence sources.This work was partially supported by a grant from the Deutsche Bundespost TELEKOM. 相似文献
13.
本文考虑基于混合Ⅱ型删失数据的Weibull模型精确推断和可接受抽样计划.得到威布尔分布未知参数最大似然估计的精确分布以及基于精确分布的置信区间.由于精确分布函数较为复杂,给出未知参数的另外几种置信区间,基于近似方法的置信区间.为了评价本文的方法,给出一些数值模拟的结果.且讨论了可靠性中的可接受抽样计划问题.利用参数最大似然估计的精确分布,给出一个可接受抽样计划的执行程序和数值模拟结果. 相似文献
14.
A number of methods are available in the literature to measure confidence intervals. Here, confidence intervals for estimating the population mean of a skewed distribution are considered. This note proposes two alternative confidence intervals, namely, Median t and Mad t, which are simple adjustments to the Student's t confidence interval. In order to compare the performance of these intervals, the following criteria are considered: (i) coverage probability; (ii) average width; and (iii) ratio of coverage to width. A simulation study has been undertaken to compare the performance of the intervals. The simulation study shows that for small sample size and moderate to highly skewed distributions, the proposed Median t performs the best in the sense of higher coverage, and the Mad t performs best in the sense of smaller confidence width. The proposed methods are very easy to calculate and are not overly computer-intensive, like Bootstrap confidence intervals. Some real-life examples have been considered that support the findings of the paper to some extent. 相似文献
15.
Inference based on ratio of two independent Poisson rates is common in epidemiological studies. We study the performance of a variety of unconditional method of variance estimates recovery (MOVER) methods of combining separate confidence intervals for two single Poisson rates to form a confidence interval for their ratio. We consider confidence intervals derived from (1) the Fieller’s theorem, (2) the logarithmic transformation with the delta method and (3) the substitution method. We evaluate the performance of 13 such types of confidence intervals by comparing their empirical coverage probabilities, empirical confidence widths, ratios of mesial non-coverage probability and total non-coverage probabilities. Our simulation results suggest that the MOVER Rao score confidence intervals based on the Fieller’s theorem and the substitution method are preferable. We provide two applications to construct confidence intervals for the ratio of two Poisson rates in a breast cancer study and in a study that examines coronary heart diseases incidences among post menopausal women treated with or without hormones. 相似文献
16.
On the tail index of a heavy tailed distribution 总被引:2,自引:0,他引:2
Yongcheng Qi 《Annals of the Institute of Statistical Mathematics》2010,62(2):277-298
This paper proposes some new estimators for the tail index of a heavy tailed distribution when only a few largest values are
observed within blocks. These estimators are proved to be asymptotically normal under suitable conditions, and their Edgeworth
expansions are obtained. Empirical likelihood method is also employed to construct confidence intervals for the tail index.
The comparison for the confidence intervals based on the normal approximation and the empirical likelihood method is made
in terms of coverage probability and length of the confidence intervals. The simulation study shows that the empirical likelihood
method outperforms the normal approximation method. 相似文献
17.
We present an iterative scheme based on the fixed-point approximation method, for the numerical calculation of the time-dependent mean number of customers and blocking probability functions in a nonstationary queueing network with multi-rate loss queues. We first show how the proposed method can be used to analyze a single-class, multi-class, and multi-rate nonstationary loss queue. Subsequently, the proposed method is extended to the analysis of a nonstationary queueing network of multi-rate loss queues. Comparisons with exact and simulation results showed that the results are consistently close to the exact results and they are always within simulation confidence intervals. 相似文献
18.
Song-xiChen Yong-songQin 《应用数学学报(英文版)》2003,19(3):387-396
Point-wise confidence intervals for a nonparametric regression function with random design points are considered. The confidence intervals are those based on the traditional normal approximation and the empirical likelihood. Their coverage accuracy is assessed by developing the Edgeworth expansions for the coverage probabilities. It is shown that the empirical likelihood confidence intervals are Bartlett correctable. 相似文献
19.
This paper considers the problem of change point in single index models. In order to obtain asymptotically valid confidence intervals for the estimation of the change point, the convergence rate and asymptotic distribution of the change point estimate is studied. Some simulation results are presented which show that the numerical performance of our estimator is satisfactory. 相似文献
20.
均匀分布参数的最短置信区间 总被引:6,自引:0,他引:6
王秀丽 《数学的实践与认识》2008,38(9):57-60
将求均匀分布未知参数的最短置信区间转化为条件极值问题,给出了均匀分布参数的最短置信区间,推广了原有的结论. 相似文献