关于次序统计量广义TTT序的几个结果

研究了次序统计量在广义TTT变换序(TTT变换序)和剩余财富序下的性质. 讨论了寿命分布类NBUT在增凹变换下的封闭性以及NWUT寿命分布在次序统计量下的特征.     

几类随机序关系关于随机最大与随机最小的反向封闭性质

研究了右扩展序、TTT序、单调增凸序和单调增凹序分别关于随机最大与随机最小的反向封闭性质, 并讨论了相关年龄概念关于随机最大与随机最小的反向封闭性质.     

Gompertz分布顺序统计量的一些随机比较

考虑两组相互独立的来自非齐次总体Gompertz分布的样本,给出了最小顺序统计量的反向失效率序、散度序以及凸变换序之间的比较和最大顺序统计量的普通随机序的比较.     

保序回归与最大似然估计

约束条件下的统计推断巳成为统计分析中一个重要的研究领域,而保序回归的研究又是其中之关键。本文通过一个实例引导出统计模型,比较系统地总结了保序回归的性质、求解方法,以及与最大似然估计之间的关系。本文还把问题扩展到多维保序回归和广义保序回归。     

参数具有序限制的统计推断——一个新方法及其在生物统计中的应用

本文绘出参数具有序限制统计推断的一个新方法，并给出了应用实例．此方法可广泛应用于药物发展，公共卫生健康统计及工业质量控制中．     

关于矩阵的Sharp序、*序和减序

给出短阵sharp序的一个新的刻画，由此得到(半)正定短阵sharp序与其平方矩阵sharp序之间的关系．我们还讨论正规矩阵的*序与减序之间的关系，推广了关于Hermmite矩阵的相应结果．     

幂群与序关系

设Ｇ为非ｍｏｎｏｉｄａｌ群，Ｅ是它的正规子集，满足Ｅ²＝Ｅ并且１_Ｇ∈／Ｅ．利用Ｅ作为正锥，可以在Ｇ上定义一个偏序，并且Ｇ成为一个偏序群．这样就可以利用这个序关系同时研究群Ｇ以及Ｇ上的以Ｅ为单位元的幂群．当Ｅ是极大子半群时，得到Ｇ的一个结构定理；在Ｇ是格序群的条件下，Ｇ上的幂群Γ可以膨胀为一个拟商群．     

多维正态分布均值在序约束下的假设检验

在序限制下的统计推断是统计分析中的一个重要领域，保序回归理论在这个领域中起着关键性的作用。多维保序回归是一维保序回归的推广，本文给出了k=2,p=2时多维保序回归的求解方法。令Xij,j=1,2…，n是来自总体为二维正态分布N（μi，Λ)的样本，这是μi是未知的，Λ是已知的，i=1,2。令μ=（μ1,μ2)，-={（μ1,μ2)|μ1,μ∈R^2,}-0={(μ1,μ2)|μ1≤μ2,μ1，μ2∈R^2}。μ1≤μ2表示μ2-μ1的每一个分量为非负。本文也讨论了假设检验问题H0:μ∈-0,H1:μ∈-0=---0(H0是零假设）。     

关于Gamma分布的秩序统计量的随机比较

对于独立不同分布的两个Gamma样本，当它们相同的形状参数大于或等于1时，最近Korwar(2002)证明了，当它们的尺度参数满足优化序时，样本的卷积就满足似然比序．本文我们证明了，当Gamma分布的形状参数小于1时，样本的对应秩序统计量之间存在一致的一般随机序；然而当形状参数大于1时，样本对应的极大值和极小值统计量有着相反的一般随机序。     

格序群的l—自由积的表示

本文给出了两个非平凡可数格序群的ｌ－自由积在有理数集Ｑ上的高ｏ－可迁忠实表示。证明了格序群的ｌ－自由积的向量格复盖与格序群的向量格复盖的ｌ－自由积之间的同构关系；格序群与格序群的反向系统的ｌ－自由积的反向极限与反向极限的自由积之间的同构关系。作为应用，本文给出了两个非平凡可数格序群的ｌ－自由积的复盖在Ｑ上的高ｏ－可迁忠实表示和下有向偏序集上的非平凡可数格序群的反向系统的反向极限在Ｑ上的高ｏ－可迁忠     

A Quantile Goodness-of-Fit Test for Cauchy Distribution, Based on Extreme Order Statistics

A test statistic for testing goodness-of-fit of the Cauchy distribution is presented. It is a quadratic form of the first and of the last order statistic and its matrix is the inverse of the asymptotic covariance matrix of the quantile difference statistic. The distribution of the presented test statistic does not depend on the parameter of the sampled Cauchy distribution. The paper contains critical constants for this test statistic, obtained from 50,000 simulations for each sample size considered. Simulations show that the presented test statistic is for testing goodness-of-fit of the Cauchy distributions more powerful than the Anderson-Darling, Kolmogorov-Smirnov or the von Mises test statistic.     

Selecting the Best Population Using a Test for Equality Based on Minimal Wilcoxon Rank-sum Precedence Statistic

In this paper, we first give an overview of the precedence-type test procedures. Then we propose a nonparametric test based on early failures for the equality of two life-time distributions against two alternatives concerning the best population. This procedure utilizes the minimal Wilcoxon rank-sum precedence statistic (Ng and Balakrishnan, 2002, 2004) which can determine the difference between populations based on early (100q%) failures. Hence, this procedure can be useful in life-testing experiments in biological as well as industrial settings. After proposing the test procedure, we derive the exact null distribution of the test statistic in the two-sample case with equal or unequal sample sizes. We also present the exact probability of correct selection under the Lehmann alternative. Then, we generalize the test procedure to the k-sample situation. Critical values for some sample sizes are presented. Next, we examine the performance of this test procedure under a location-shift alternative through Monte Carlo simulations. Two examples are presented to illustrate our test procedure with selecting the best population as an objective.      

Test for dispersion constancy in stochastic differential equation models

In this paper, we propose a constancy test for volatility in It processes based on discretely sampled data. The test statistic constitutes an integration of the Ljung–Box test statistic and the kurtosis statistic in the Jarque–Bera test. It is shown that under regularity conditions, the proposed test asymptotically follows a chi‐square distribution under the null hypothesis of constant volatility. To evaluate the test, empirical sizes and powers were examined through a simulation study. Analysis of real data including ultra‐high frequency transaction data and interest rates was also conducted for illustration. Copyright © 2011 John Wiley & Sons, Ltd.     

基于变点检验的卵巢癌早期筛查法刘媚1张晓冉2,3房祥忠3简

In the paper a change-point model of ca125 longitudinal data for single subject was established. The formulae of the maximum likelihood estimate for model parameters were presented. A likelihood ratio test statistic for early screening of ovarian cancer was proposed. The critical values of likelihood ratio test statistic was calculated by Monte Carlo method in some cases. At last the power and robustness of the likelihood ratio test were discussed.     

A Graphical Goodness-of-Fit Test for Dependence Models in Higher Dimensions

This article introduces a graphical goodness-of-fit test for copulas in more than two dimensions. The test is based on pairs of variables and can thus be interpreted as a first-order approximation of the underlying dependence structure. The idea is to first transform pairs of data columns with the Rosenblatt transform to bivariate standard uniform distributions under the null hypothesis. This hypothesis can be graphically tested with a matrix of bivariate scatterplots, Q-Q plots, or other transformations. Furthermore, additional information can be encoded as background color, such as measures of association or (approximate) p-values of tests of independence. The proposed goodness-of-fit test is designed as a basic graphical tool for detecting deviations from a postulated, possibly high-dimensional, dependence model. Various examples are given and the methodology is applied to a financial dataset. An implementation is provided by the R package copula. Supplementary material for this article is available online, which provides the R package copula and reproduces all the graphical results of this article.     

分层关联表中伞形序对无约束问题的检验

概率分布间的随机序是应用概率论与统计推断中的一个重要概念. 基于交叉分类数据的趋势检验问题已被广泛地研究, 并且分层关联表广泛存在于实践中. 似然比检验方法常用于涉及随机序约束问题的检验. 对带序约束的分层关联表, 该文介绍了一种不基于模型假定的似然比检验方法, 并且给出了检验统计量的极限分布.     

GARCH模型参数变化的残量检验

本文研究GARCH模型参数变化的检验问题. 给出残量累积和统计量, 在原假设下得到了统计量的极限分布; 模拟结果表明残量检验可以弥补Kim, Cho和Lee (2000)\ucite{1}提出的平方累积和检验的某些不足, 比如经验势函数值过低的问题.     

Sign-based Test for Mean Vector in High-dimensional and Sparse Settings

In this article, we introduce a robust sparse test statistic which is based on the maximum type statistic. Both the limiting null distribution of the test statistic and the power of the test are analysed. It is shown that the test is particularly powerful against sparse alternatives. Numerical studies are carried out to examine the numerical performance of the test and to compare it with other tests available in the literature. The numerical results show that the test proposed significantly outperforms those tests in a range of settings, especially for sparse alternatives.     

Testing the equality of several linear regression models

The linear regression models are widely used in different research fields, and often there is the need to analyze if there are similarities between two or more different linear models or to verify if a given relation between two variables remains the same in different intervals of time, in particular in cases where small differences might make a big difference. Motivated by these problems the authors consider a test of equality of k linear regression models which is a simultaneous test of equality of slopes, intercepts and variances. In order to overcome the extreme difficulties that exist in the use of the exact distribution of the likelihood ratio test (LRT) statistic and to make this test reliable and easy to use, we propose the use of near-exact distributions to approximate the distribution of the LRT statistic, under \(H_0\), in the balanced case, and of new asymptotic approximations for the unbalanced case. The near-exact approximations are built by approximating one factor of an adequate factorization of the characteristic function of the logarithm of the LRT statistic and may be easily implemented. The asymptotic approximations are developed using an expansion for the ratio of gamma functions. The quality of these approximations is analyzed and confirmed. Power studies are conducted in order to better assess the performance of the test. Finally to illustrate the applicability of the test we consider a real data set of gross domestic product at market prices and final consumption expenditure in European countries and one tests the existence of similarities between countries.