n维球内均匀分布的参数估计

研究了n维球内均匀分布的参数的点估计与区间估计,利用次序统计量得到了球半径的最大似然估计,在此基础上构造了球半径的无偏估计,并且证明了该无偏估计的相合性.利用构造枢轴量的方法得到了球半径的最短置信区间.     

香蕉贮藏气体3D荧光表征特征选择及早期腐败预警初探

为利用3D荧光技术实现基于贮藏室气体荧光信息的香蕉腐败早期预警,选取两批不同贮藏日期的香蕉贮藏室气体进行三维荧光数据采集.首先对荧光数据进行了预处理:为消除三维荧光仪整体漂移现象,对得到的三维荧光数据进行去除漂移处理;利用matlab中eemscat工具包对瑞利与拉曼散射进行去除处理,有效消除了瑞利散射和拉曼散射的不利...     

近地面折射率结构常数的长期测量和统计分析

统计分析了1997～2000年合肥地区一复杂地形处近地面折射率结构常数的测量数据。给出了不同下垫面、不同季节、不同高度上的统计结果。白天强弱依次为6月、5月、4月、9月、1月。白天水面上比草地上小,夜间比草地上大。不论白天还是夜晚,近地面结构常数都随高度递减,且3～10m高的结构常数递减较慢,10～15m高的结构常数递减较快。结构常数随月份的日变化与模式计算结果基本一致。     

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.     

Improvements of goodness-of-fit statistics for sparse multinomials based on normalizing transformations

We consider multinomial goodness-of-fit tests for a specified simple hypothesis under the assumption of sparseness. It is shown that the asymptotic normality of the PearsonX ² statistic (X _k ² ) and the log-likelihood ratio statistic (G _k ² ) assuming sparseness. In this paper, we improve the asymptotic normality ofX _k ² andG _k ² statistics based on two kinds of normalizing transformation. The performance of the transformed statistics is numerically investigated.     

数据变换参数的渐近置信域的曲率表示

该文首次用几何方法研究回归模型中数据变换参数及其子集参数的渐近置信域问题．由于文中讨论的是一般的数据变换多参数的渐近置信域的曲率表示，从而有关结论适用于各种数据变换如著名的Box-Cox变换、带有漂移参数的幂变换等变换中变换参数的渐近置信域的曲率表示．     

Inference for Spatial Autoregressive Models with Infinite Variance Noises

A self-weighted quantile procedure is proposed to study the inference for a spatial unilateral autoregressive model with independent and identically distributed innovations belonging to the domain of attraction of a stable law with index of stability α, α ∈ (0, 2]. It is shown that when the model is stationary, the self-weighted quantile estimate of the parameter has a closed form and converges to a normal limiting distribution, which avoids the difficulty of Roknossadati and Zarepour (2010) in deriving their limiting distribution for an M-estimate. On the contrary, we show that when the model is not stationary, the proposed estimates have the same limiting distributions as those of Roknossadati and Zarepour. Furthermore, a Wald test statistic is proposed to consider the test for a linear restriction on the parameter, and it is shown that under a local alternative, the Wald statistic has a non-central chisquared distribution. Simulations and a real data example are also reported to assess the performance of the proposed method.     

《新疆大学学报》2000～2002年载文统计与分析

采用文献计量学的方法，对《新疆大学学报》(自然科学版)2000～2002年所发表的论文及其引文进行了统计分析，从而对该刊作出客观的评价，从一个侧面反映了新疆大学科研现阶段状况。     

On Some Tests of the Covariance Matrix Under General Conditions

We consider the problem of testing the hypothesis about the covariance matrix of random vectors under the assumptions that the underlying distributions are nonnormal and the sample size is moderate. The asymptotic expansions of the null distributions are obtained up to n ^−1/2. It is found that in most cases the null statistics are distributed as a mixture of independent chi-square random variables with degree of freedom one (up to n ^−1/2) and the coefficients of the mixtures are functions of the fourth cumulants of the original random variables. We also provide a general method to approximate such distributions based on a normalization transformation.     

ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS

1IntroductionTheideaofgeneralizedgrowthcurvemodelsmeanswhereY=(yi,y2,''tAN)isapxNobservationmains;bothBandAarematrixeswithknownconstantelementsoforderpxqandmxNrespectively:(isaqxinparametermatriX;e=(el,ez,'',eN)isarandomerrorrnatrisoforderNxN;Zisanonnegativedefitiveparametermatrixoforderpxp,W=(wij)isaNxNnon-negativedefitivernatriswithknownelements.LetYdenoteamatriXwhosecoluxnnvectorsarethecorrelatedsaxnpleswithsizeNfroma"dimensionalnormalpopulation.Thecovariancematrixofthepopulationis…