Some Classes of Multivariate Life Distributions in Discrete Time

New classes of multivariate survival distribution functions based on monotonic behaviour of a multivariate failure rate are developed in the discrete set up. Relationship among the classes along with multivariate geometric distributions that act as boundaries of the various classes are identified.     

多个离散分布的信息差度量的渐近分布

本文中对于多信息源的信息差异性度量B,我们研究了B(u1,u2,…,us)的渐近分布,其中u1,u2,…us是某个概率分布的样本估计．在某些较弱的条件下,我们证明了nB(u1,u2,…,us)的极限分布是自由度为1的X2分布的加权和,其中n是样本容量,u1,u2,…,us不必相互独立．     

Multivariate Discrete Distributions with a Product-Type Dependence

A discrete multivariate probability distribution for dependent random variables, which contains the Poisson and Geometric conditionals distributions as particular cases, is characterized by means of conditional expectations of arbitrary one-to-one functions. Independence of the random variables is also characterized in terms of these conditional expectations. For certain exchangeable and partially exchangeable random variables with a joint distribution of this form it is shown that maximum likelihood estimates coincide with the simple method of moments estimates, suggesting that these models offer a pragmatic way to analyze certain dependent data.     

MM Algorithms for Variance Components Models

Variance components estimation and mixed model analysis are central themes in statistics with applications in numerous scientific disciplines. Despite the best efforts of generations of statisticians and numerical analysts, maximum likelihood estimation (MLE) and restricted MLE of variance component models remain numerically challenging. Building on the minorization–maximization (MM) principle, this article presents a novel iterative algorithm for variance components estimation. Our MM algorithm is trivial to implement and competitive on large data problems. The algorithm readily extends to more complicated problems such as linear mixed models, multivariate response models possibly with missing data, maximum a posteriori estimation, and penalized estimation. We establish the global convergence of the MM algorithm to a Karush–Kuhn–Tucker point and demonstrate, both numerically and theoretically, that it converges faster than the classical EM algorithm when the number of variance components is greater than two and all covariance matrices are positive definite. Supplementary materials for this article are available online.     

Multivariate power series distributions and Neyman's properties for multinomials

A probelm of J. Neyman (in Classical and Contagious Discrete Distributions (G. P. Patil, Ed.), 1965, pp. 4–14) regarding a characterization of positive and negative multinomial distributions is studied in this paper. Some properties of multivariate power series distributions in general which should be of independent interest are also derived.     

多项分布与Dirichlet分布概率的相互表示

讨论了四种多项分布尾概率与四种Dirichlet分布尾概率的相互表示,并将结果应用于Majorization理论,得到了多项分布和Dirichlet分布对应的一些性质.同时,结果可应用于多项分布最大、最小参数的贝叶斯推断,在佛罗里达州沃尔顿县白人和黑人的职业状态调查结果中,求出最大、最小参数的后验分布函数以及95%贝叶斯区间估计,模拟结果表明提供的方法具有较好的表现.     

Some Truncated Distributions

Long-tailed distributions arise in many areas of the sciences. These distributions, however, suffer from the weakness of not having finite moments of all orders and this weakness has restricted their use. In this note, we introduce truncated versions of five of the most commonly known long-tailed distributions—which possess finite moments of all orders and could therefore be better models. Explicit expressions for the moments are derived for each of the truncated distributions. Several applications are illustrated using real data.     

二元寿命分布的识别性及参数估计

讨论二元寿命分布的识别性及参数估计,仅是最小值的分布已知时,只有一个参数可识别,当可识最小值的分布已知时,所有参数皆可识别;由此得到了所有参数的最大似然估计.     

从偏态Pearson VII分布生成的新的多元偏态t分布

一般而言, 偏态的椭球等高分布是一类分布族,有相当一部分的分布都是积分形式, 且此类积分不易求出,而偏态的正态、偏态的正态尺度混合、偏态的PVII型、偏态的PII型的分布却有着很好的结构,偏态t分布属于偏态PVII型分布, 因此,本文在偏态PVII型分布的基础上着重研究新的偏态t分布,给出它的背景、定义、两种随机表示及其等价性.     

Variational Inequalities for Arbitrary Multivariate Distributions

Upper bounds for the total variation distance between two arbitrary multivariate distributions are obtained in terms of the correspondingw-functions. The results extend some previous inequalities satisfied by the normal distribution. Some examples are also given.     

Some Truncated Bivariate Distributions

Truncated versions of the bivariate generalized Pareto, bivariate inverted dirichlet and the bivariate Pearson type VII distributions are introduced. Unlike the un-truncated versions, these possess finite moments of all orders and could therefore be better models for certain practical situations. Explicit expressions for the moments are derived for each of the truncated distribution.     

Estimation of a common parameter for pooled samples from the uniform distributions

Summary The problem to estimate a common parameter for the pooled sample from the uniform distributions is discussed in the presence of nuisance parameters. The maximum likelihood estimator (MLE) and others are compared and it is shown that the MLE based on the pooled sample is not (asymptotically) efficient.     

多元秩-序模型MLE的存在性

本文对多元秩 序模型极大似然估计的存在性进行了研究,在对模型协方差阵Ω的一些约束下,文中给出了其参数极大似然估计存在的一些充分必要条件.     

混合狄雷克利分布和高维表的贝叶斯估计

本文讨论多项分布情况下的高维列联表使用混合狄雷克利分布为先验分布时，贝叶斯估计的表达，以及独立性条件的表述．将文献［４］和［５］的结论推广到高维列联表中．     

离散PH分布的一个封闭性质及其应用

本证明了离散PH分布的一个封闭性质并讨论了它在离散时间排队研究中的应用。     

Convergence Rate of the Distributions of Normalized Maximum Likelihood Estimators for Irregular Parametric Families

We study the convergence rate of the distributions of normalized maximum likelihood estimators defined by a parametric family of discontinuous multidimensional densities in the case of a vector parameter.     

Exact Simulation for Discrete Time Spin Systems and Unilateral Fields

In this paper we generalize the technique presented by Häggström and Steif (Comb. Probab. Comput. 9:425–439, 2000) for the exact simulation of finite sections of infinite-volume Gibbs random fields, to a more general class of discrete time nearest neighbour spin systems. The main role is played by an auxiliary binary field, which indicates the sampling region. Percolation bounds can be used to prove that the algorithm terminates a.s. In the simplest case this field is Bernoulli; however blocking techniques can be used that destroy the independence property but extend the validity of the algorithm. Finally, the connection with stationary unilateral fields in the plane considered by Pickard (Adv. Appl. Probab. 12:655–671, 1980) and Galbraith and Walley (J. Appl. Probab. 19:332–343, 1982) is discussed.     

On Domains of Attraction of Multivariate Extreme Value Distributions under Absolute Continuity

The paper gives sufficient conditions for domains of attraction of multivariate extreme value distributions. Under the assumption of absolute continuity of a multivariate distribution, the criteria enable one to examine, by using limits of some rescaled conditional densities, whether the distribution belongs to the domain of attraction of some multivariate extreme value distribution. If this is the case, the criteria also determine how to construct such an extreme value distribution. Unlike the criterion given by de Haan and Resnick [1987,Stochastic Process. Appl.2583–93], the criteria are easily applicable even when the marginal tails are not Pareto-like.