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线性混合模型中方差分量的广义推断 总被引:1,自引:0,他引:1
本文考虑了线性混合模型中方差分量的假设检验和区间估计问题.基于广义P-值和广义置信区间的概念,构造了对应于随机效应的单个方差分量的精确检验和置信区间.所构造的广义p-值和广义置信区间是最小充分统计量的函数.对于两个独立线性混合模型中对应于随机效应的方差分量的比较,建立了精确检验和置信区间.进-步,研究了所给检验和置信区间的统计性质,给出了这些检验方法与文献中已有方法的功效比较的模拟结果.模拟结果表明,新检验在功效方面有显著的改进.最后,通过-个实例来演示本文方怯. 相似文献
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本文将贝叶斯方法应用到敏感性问题中的随机化回答调查法中,讨论了西蒙斯的一个样本的无关问题模型中的贝叶斯估计和最大后验估计,并给出了这两种估计的一种近似算法. 相似文献
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为检测极端事件的状态变化,基于似然比方法研究了广义Pareto分布(Generalized Pareto Distribution,GPD)变点检测模型.考虑三参数GPD变点的检验问题,提出了最大似然比检验统计量.通过证明参数变换后GPD的对数似然和检验统计量的一系列极限性质,得到了检验统计量的渐近分布.通过模拟研究,对该方法的有限样本性质进行了评价,实例分析也验证了该方法的可行性. 相似文献
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本文将Tao等(1999)提出的线性混合效应模型推广为半参数混合效应模型,给出了模型参数、回归函数和随机效应密度的估计,并研究了估计的渐近性质.统计模拟表明我们给出的估计方法是可行的. 相似文献
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柳长青 《数学的实践与认识》2014,(7)
在模型的协变量含有测量误差的情况下,考虑一类泊松回归模型的统计推断问题.通过巧妙地构造辅助随机向量,提出一个工具变量类型的经验似然统计推断方法.证明构造的经验对数似然比函数渐近服从标准卡方分布,进而给出了回归系数的置信区间.所提出的估计方法可以有效地消除测量误差对估计精度的影响,并且具有较好的有限样本性质. 相似文献
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针对频率源的5种噪声,建立了一种新的时域模型——动态模型.以此模型为基础并结合“降阶-积分”方法,首次推导出了全部5种噪声在相位上的自相关函数,得到了比Allan方差更为广泛、更为一般的时域噪声特性.作为一个结果,本文还给出相位噪声3个常用统计量的统计性质. 相似文献
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多元t分布下相依回归模型参数的两步估计 总被引:2,自引:0,他引:2
本文把文献中关于正态分布下相依回归模型参数Zellner估计的有限样本均方误差结果和效率结果以及两步协方差改进估计的一般均方误差结果推广到多元t分布情况,在该分布下两种估计的统计优效性质均不变. 相似文献
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Given a set of participants we wish to distribute information relating to a secret in such a way that only specified groups of participants can reconstruct the secret. We consider here a special class of such schemes that can be described in terms of finite geometries as first proposed by Simmons. We formalize the Simmons model and show that given a geometric scheme for a particular access structure it is possible to find another geometric scheme whose access structure is the dual of the original scheme, and which has the same average and worst-case information rates as the original scheme. In particular this shows that if an ideal geometric scheme exists then an ideal geometric scheme exists for the dual access structure.This work was supported by the Science and Engineering Research Council Grant GR/G 03359.This work was supported by the Australian Research Council. 相似文献
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A well-recognized one-dimensional global optimization method is generalized to the multidimensional case. The generalization
is based on a multidimensional statistical model of multimodal functions constructed by generalizing computationally favorable
properties of a popular one-dimensional model—the Wiener process. A simplicial partition of a feasible region is essential
for the construction of the model. The basic idea of the proposed method is to search where improvements of the objective
function are most probable; a probability of improvement is evaluated with respect to the statistical model. Some results
of computational experiments are presented. 相似文献
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Harold Simmons 《Archive for Mathematical Logic》2008,47(7-8):677-709
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Yongge Tian 《Journal of multivariate analysis》2008,99(6):1070-1082
Projectors associated with a particular estimator in a general linear model play an important role in characterizing statistical properties of the estimator. A variety of new properties were derived on projectors associated with the weighted least-squares estimator (WLSE). These properties include maximal and minimal possible ranks, rank invariance, uniqueness, idempotency, and other equalities involving the projectors. Applications of these properties were also suggested. Proofs of the main theorems demonstrate how to use the matrix rank method for deriving various equalities involving the projectors under the general linear model. 相似文献
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针对原有千车故障数统计方法上的不足,本文从改进统计方法着手,提出一种新的统计方法即重新定义千车故障数,然后利用数据挖掘中的聚类分析方法将具有相同特征的批次综合起来考虑,建立通用的运筹模型.针对缺失数据、近期预测这两个问题,本文对通用模型进行调整,“学习”出同类数据间的不同权值,然后利用加权数据,并通过拟合曲线来求出预测值.由于远期预测中数据的严重缺乏,则是从纯粹统计学的角度出发,计算得到预测值.预测模型通用性强,适用面较广.本文应用了SAS和MATLAB两种软件来求解上述模型,预测结果准确率较高,并且符合实际情况. 相似文献
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Jürgen Eichenauer-Herrmann 《Monatshefte für Mathematik》1994,117(3-4):213-222
The nonlinear congruential method for generating uniform pseudorandom numbers has several very promising properties. However, an implementation in multiprecision of these pseudorandom number generators is usually necessary. In the present paper a compound version of the nonlinear congruential method is introduced, which overcomes this disadvantage. It is shown that the generated sequences have very attractive statistical independence properties. The results that are established are essentially best possible and show that the generated pseudorandom numbers model true random numbers very closely. The method of proof relies heavily on a thorough analysis of exponential sums. 相似文献
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An open problem posed by Simmons is whether two given permutations of the vertices of the deBruijn graph have the same cycle structure, or not. We present a solution to this problem and find the complete cycle structure. 相似文献
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Samy Mziou Nico Scheerlinck Bart M. Nicolaï 《Mathematical and Computer Modelling of Dynamical Systems: Methods, Tools and Applications in Engineering and Related Sciences》2013,19(4):317-336
Recently, the basic dynamics of fruit characteristics have been modelled using a stochastic approach. The time evolution of apple quality attributes was represented by means of a system of differential equations in which the initial conditions and model parameters are both random. In this work, a complete study of two apple quality attributes, the soluble solids content and the firmness, is carried out. For each of these characteristics, the system of differential equations is linear and the state variables and the parameters are represented as random variables with their statistical properties (mean values, variances, covariances, joint probability density function) known at the initial time. The dynamic behaviour of these statistical properties is analysed. The variance propagation algorithm is used to obtain an analytical expression of the dynamic behaviour of the mean value, the variance, the covariance and the probability density function. A Monte Carlo method and the Latin hypercube method were developed to obtain a numerical expression of the dynamic behaviour of these statistical quantities and particularly to follow the time evolution of joint probability density function which represents one but the best mean to characterize random phenomena linked with fruit quality attributes. 相似文献