Analysis of rounded data from dependent sequences

Observations on continuous populations are often rounded when recorded due to the precision of the recording mechanism. However, classical statistical approaches have ignored the effect caused by the rounding errors. When the observations are independent and identically distributed, the exact maximum likelihood estimation (MLE) can be employed. However, if rounded data are from a dependent structure, the MLE of the parameters is difficult to calculate since the integral involved in the likelihood equation is intractable. This paper presents and examines a new approach to the parameter estimation, named as “short, overlapping series” (SOS), to deal with the α-mixing models in presence of rounding errors. We will establish the asymptotic properties of the SOS estimators when the innovations are normally distributed. Comparisons of this new approach with other existing techniques in the literature are also made by simulation with samples of moderate sizes.     

基于中位数排序集抽样的非参数估计

本文提出中位数排序集抽样下总体中位数的非参数估计,证明了这种估计具有强相合性和渐近正态性,并系统验证了新估计量的功效一致优于排序集抽样下和简单随机抽样下总体中位数的估计量。最后,我们对针叶树的一组真实数据进行了实际应用。     

产品可靠寿命的最优排序集挑选设计

针对产品可靠寿命的估计问题,构造了基于排序集挑选样本的非参数估计量,证明了该估计量具有强相合性和渐近正态性。针对不同的可靠寿命,具体给出了使得估计效率达到最大的最优挑选抽样设计。最后,渐近相对效率和实际应用的研究结果表明:最优挑选设计的抽样效率高于简单随机抽样。     

优良抽样设计下总体均值的比率估计

当研究目标的实际测量具有不可修复的破坏性或耗资巨大时,有效的抽样设计将是一项重要的研究课题.在统计推断方面,排序集抽样被视为一种更为有效的收集数据的方式.极值排序集抽样(ERSS)是一种改进的排序集抽样.文章在ERSS下研究了总体均值的比率估计.以正态分布为例,比较了简单随机抽样和ERSS下比率估计的相对效率.数值结果表明ERSS下的比率估计优于简单随机抽样下的比率估计.     

排序集抽样下指数分布的产品可靠度研究

为了提高指数分布产品可靠度的估计效率,研究了基于排序集抽样方法的极大似然估计量(Maximum likelihood estimator,MLE),证明了新MLE具有存在性、唯一性和渐近正态性,并通过排序集样本的Fisher信息得到MLE的渐近方差。针对似然方程没有显式解的问题,利用部分期望法对MLE进行修正,并给出其具体表达式。渐近相对效率和模拟相对效率的研究结果表明:排序集抽样下MLE和修正MLE的估计效率都一致高于简单随机抽样下MLE。最后,将推荐方法应用到转移性肾癌的临床研究中。     

Revisit of Sheppard corrections in linear regression

Dempster and Rubin (D&R) in their JRSSB paper considered the statistical error caused by data rounding in a linear regression model and compared the Sheppard correction, BRB correction and the ordinary LSE by simulations. Some asymptotic results when the rounding scale tends to 0 were also presented. In a previous research, we found that the ordinary sample variance of rounded data from normal populations is always inconsistent while the sample mean of rounded data is consistent if and only if the true mean is a multiple of the half rounding scale. In the light of these results, in this paper we further investigate the rounding errors in linear regressions. We notice that these results form the basic reasons that the Sheppard corrections perform better than other methods in DR examples and their conclusion in general cases is incorrect. Examples in which the Sheppard correction works worse than the BRB correction are also given. Furthermore, we propose a new approach to estimate the parameters, called “two-stage estimator”, and establish the consistency and asymptotic normality of the new estimators.     

Inference for a simple step-stress model based on ordered ranked set sampling

In this paper, we considered the inference problem on simple step-stress accelerated life test data from one-parameter exponential distribution under type-I censored ordered ranked set sample with cumulative exposure model. The Bayesian estimators and credible intervals for the model parameters are developed and compared with the corresponding estimators based on simple random sampling. Two real data sets and numerical simulation evaluations are presented to illustrate all the results developed here. The simulation study indicated that the proposed Bayes estimators and credible intervals based on ordered ranked set sampling performed better than their counterparts using simple random sampling.     

Estimation of a parameter of Morgenstern type bivariate exponential distribution by ranked set sampling

Ranked set sampling is applicable whenever ranking of a set of sampling units can be done easily by a judgement method or based on the measurement of an auxiliary variable on the units selected. In this work, we consider ranked set sampling, in which ranking of units are done based on measurements made on an easily and exactly measurable auxiliary variable X which is correlated with the study variable Y. We then estimate the mean of the study variate Y by the BLUE based on the measurements made on the units of the ranked set sampling regarding the study variable Y, when (X ,Y) follows a Morgenstern type bivariate exponential distribution. We then consider unbalanced multistage ranked set sampling and estimate the mean of the study variate Y by the BLUE based on the observations made on the units of multistage ranked set sample regarding the study variable Y. Efficiency comparison is also made on all estimators considered in this work.     

Wilcoxon Signed Rank Test using Median Ranked Set Sampling

This paper considers Wilcoxon signed rank test based on the median ranked set sample. For any fixed set size in the proposed sampling the asymptotic distribution-free of the test statistic is established. Then, it is proofed analytically the Pitman efficacy of the Wilcoxon signed rank test under the median ranked set sampling is not only higher than that under the simple random sampling but also superior to the sign test under the median ranked set sampling.     

Log-logistic parameters estimation using moving extremes ranked set sampling design

In statistical parameter estimation problems, how well the parameters are estimated largely depends on the sampling design used. In the current paper, a modification of ranked set sampling(RSS) called moving extremes RSS(MERSS) is considered for the estimation of the scale and shape parameters for the log-logistic distribution. Several traditional estimators and ad hoc estimators will be studied under MERSS. The estimators under MERSS are compared to the corresponding ones under SRS. The simulation results show that the estimators under MERSS are significantly more efficient than the ones under SRS.     

Order restricted randomized designs for control versus treatment comparison

We develop a method of randomizing units to treatments that relies on subjective judgement or on possible coarse modeling to produce restrictions on the randomization. The procedure thus fits within the general framework of ranked set sampling. However, instead of selecting a single unit from each set for full measurement, all units within a set are used. The units within a set are assigned to different treatments. Such an assignment translates the positive dependence among units within a set into a reduction in variation of contrasting features of the treatments. A test for treatment versus control comparison, with controlled familywise error rate, is developed along with the associated confidence intervals. The new procedure is shown to be superior to corresponding procedures based on completely randomized or ranked set sample designs. The superiority appears both in asymptotic relative efficiency and in power for finite sample sizes. Importantly, this test does not rely on perfect rankings; rather, the information in the data on the quality of rankings is exploited to maintain the level of the test when rankings are imperfect. The asymptotic relative efficiency of the test is not affected by estimation of the quality of rankings, and the finite sample performance is only mildly affected.     

基于有序抽样样本的参数的极大似然估计的性质

有序抽样是一种新的抽样方法 ,与简单随机抽样方法相比它具有很多很好的性质 .本文讨论了在有序抽样样本下的参数的极大似然估计的性质 .     

基于样本均值的最优无重叠k-序对排序集抽样

本文提出了无重叠κ-序对排序集抽样方法,即在每个排序集中对κ-序对个体进行观测,并且不同的排序集的κ-序对之间没有任何重复.我们首先探究了此抽样方法得到的样本均值的有效性随每个排序集中κ-序对个体间的相关性变化的趋势.κ-序对个体间的相关性越强,样本均值的有效性损失越大.本文的目的是找到无重叠κ-序对排序集抽样方法中κ-序对分配的最优方案从而使样本均值的有效性损失最小,并证明了最优的无重叠κ-序对排序集抽样比广义排序集抽样以及简单随机抽样更有效.尽管无重叠κ-序对排序集抽样方法的统计效率低于经典的排序集抽样,但是在成本模型下,最优的无重叠κ-序对排序集抽样方法可以比经典的排序集抽样更有效.     

Group sequential comparison of two binomial proportions under ranked set sampling design

Ranked set sampling (RSS) is a technique for incorporating auxiliary (concomitant) information into estimation and testing procedures right at the design stage. In this paper, we propose group sequential testing procedures for comparing two treatments with binary outcomes under an RSS scheme with perfect ranking. We compare the power, the average sample sizes and type I errors of the proposed tests to those of the group sequential tests based on simple random sampling schemes. We illustrate the usefulness of the methodology by using data from a clinical trial on leukemia.     

Towards accurate statistical estimation of rounding errors in floating-point computations

A new method of estimatinga posteriori the statistical characteristics of the rounding errors of an arbitrary algorithm is presented. This method is based on a discrete model of the distribution of rounding errors which makes more accurate estimates possible. The analysis is given for both rounding and truncating arithmetic. Finally, some experimental results are reported.     

Peculiarities of error accumulation in solving problems for simple equations of mathematical physics by finite difference methods

A mixed problem for the one-dimensional heat conduction equation with several versions of initial and boundary conditions is considered. To solve this problem, explicit and implicit schemes are used. Sweep and iterative methods are used for the implicit scheme when solving the system of equations. Numerical filtering of a finite sequence of results obtained for various grids with an increasing number of node points is used to analyze the method and rounding errors. To investigate rounding errors, the results obtained for various machine word mantissa lengths are compared. The numerical solution of a mixed problem for the wave equation is studied by similar methods. Some deterministic dependencies of the numerical method and rounding errors on the spatial coordinates, time, and the number of nodes are found. Some models of sources to describe the behavior of the errors in time are constructed. They are based on the results of computational experiments under various conditions. According to these models, which have been experimentally verified, the errors increase, decrease, or stabilize in time under the conditions, similarly to energy or mass.     

Parametric estimation for the simple linear regression model under moving extremes ranked set sampling design

Cost effective sampling design is a major concern in some experiments especially when the measurement of the characteristic of interest is costly or painful or time consuming.Ranked set sampling(RSS) was first proposed by McIntyre [1952. A method for unbiased selective sampling, using ranked sets. Australian Journal of Agricultural Research 3, 385-390]as an effective way to estimate the pasture mean. In the current paper, a modification of ranked set sampling called moving extremes ranked set sampling(MERSS) is considered for the best linear unbiased estimators(BLUEs) for the simple linear regression model. The BLUEs for this model under MERSS are derived. The BLUEs under MERSS are shown to be markedly more efficient for normal data when compared with the BLUEs under simple random sampling.     

Proportion estimation in ranked set sampling in the presence of tie information

Ranked set sampling (RSS) is a statistical technique that uses auxiliary ranking information of unmeasured sample units in an attempt to select a more representative sample that provides better estimation of population parameters than simple random sampling. However, the use of RSS can be hampered by the fact that a complete ranking of units in each set must be specified when implementing RSS. Recently, to allow ties declared as needed, Frey (Environ Ecol Stat 19(3):309–326, 2012) proposed a modification of RSS, which is to simply break ties at random so that a standard ranked set sample is obtained, and meanwhile record the tie structure for use in estimation. Under this RSS variation, several mean estimators were developed and their performance was compared via simulation, with focus on continuous outcome variables. We extend the work of Frey (2012) to binary outcomes and investigate three nonparametric and three likelihood-based proportion estimators (with/without utilizing tie information), among which four are directly extended from existing estimators and the other two are novel. Under different tie-generating mechanisms, we compare the performance of these estimators and draw conclusions based on both simulation and a data example about breast cancer prevalence. Suggestions are made about the choice of the proportion estimator in general.     

符号检验的最优排序集抽样(英文)

提出检验总体分位数的基于排序集抽样的符号检验,分析了不同挑选抽样相对于均衡抽样的Pitman渐近效率.针对不同分位数,具体给出使符号统计量的效率达到最大的抽样设计,并且证明了最优抽样不依赖于总体分布.     

Solving a system of linear inequalities for generating test data

Data Flow Analysis can be used to find some of the errors in a computer program and gives as output a set of dubious paths of the investigated program, which have to be checked for executability. This can be done by solving a system of inequalities in order to obtain input data for that path. This article discusses how to obtain a reliable solution of this system in the linear case, when rounding effects are taken into account. The method is based on the simplex algorithm from linear programming, and returns a solution in the middle of the feasible region. The general nonlinear case is much more difficult to handle.