Panel模型中的精确检验和置信区间

利用广义p-值和广义置信区间的概念,研究了Panel模型中未知参数的检验和置信区间问题.对于回归系数,分别考虑了单个情形和多个线性无关情形下的检验和置信区间问题,得到了精确检验和置信区间.对于方差分量,研究了其任意线性组合的检验和置信区间问题,建立了精确检验和置信区间.基于广义p-值和广义置信区间,获取精确检验和置信区间的方法具有计算方便、易应用于小样本问题的特点.最后,分别从理论和数值上研究了这些精确检验和置信区间的统计性质.     

Critical Analysis of Hypothesis Tests in Federal Information Processing Standard (140-2)

This work presents an analysis of the existing dependencies between the tests of the FIPS 140-2 battery. Two main analytical approaches are utilized, the first being a study of correlations through the Pearson’s correlation coefficient that detects linear dependencies, and the second one being a novel application of the mutual information measure that allows detecting possible non-linear relationships. In order to carry out this study, the FIPS 140-2 battery is reimplemented to allow the user to obtain p-values and statistics that are essential for more rigorous end-user analysis of random number generators (RNG).     

INSTANTANEOUS AVAILABILITY ASSESSMENT OF RENEWABLE COMPONENT IN EXPONENTIAL DISTRIBUTIONS

A renewable component with exponential failure and repair times is considered, and its instantaneous availability at time t is denoted by A（t）. This paper proposes two methods for constructing lower confidence limits of A（t） with Chebyshev inequation and generalized p-value approach.     

Relationships Between Post-Data Accuracy Measures

In the usual frequentist formulation of testing and interval estimation there is a strong relationship between -level tests and 1 - confidence intervals. Such strong relationships do not always persist for post-data, or Bayesian, measures of accuracy of these procedures. We explore the relationship between post-data measures of accuracy of both tests and interval estimates, measures that are derived under a decision-theoretic structure. We find that, in general, there are strong post-data relationships in the one-sided case, and some relationships in the two-sided case.     

出现保障延误时间的可修系统稳态可用度的评定

考虑可修的单元产品在出现故障时,由于种种原因,故障不能得到及时维修,形成了一段保障延误时间.于是这一更新过程为:正常工作(直到出现故障)-保障延误-故障维修-正常工作…….假设工作时间、保障延误时间均服从指数分布,故障维修时间服从对数正态分布,用经典方法和广义p值方法给出了可用度的置信下限.     

A Note on the Nonparametric Least-squares Test for Checking a Polynomial Relationship

Recently, Gijbels and Rousson[6] suggested a new approach, called nonparametric least-squares test, to check polynomial regression relationships. Although this test procedure is not only simple but also powerful in most cases, there are several other parameters to be chosen in addition to the kernel and bandwidth.As shown in their paper, choice of these parameters is crucial but sometimes intractable. We propose in this paper a new statistic which is based on sample variance of the locally estimated pth derivative of the regression function at each design point. The resulting test is still simple but includes no extra parameters to be determined besides the kernel and bandwidth that are necessary for nonparametric smoothing techniques. Comparison by simulations demonstrates that our test performs as well as or even better than Gijbels and Rousson‘s approach.Furthermore, a real-life data set is analyzed by our method and the results obtained are satisfactory.     

A fiducial argument for generalized p-value

This paper provides a general method for constructing generalized p-value via the fiducial inference.Furthermore,the power properties of the generalized test are discussed.As illustrations, the two-parameter exponential distribution and unbalanced two-fold nested design are researched.It is shown that the resulting generalized p-values are of good frequency property.     

不平衡单因素随机模型在职业接触评价中的应用

在职业接触评价中,单因素随机模型可用于评价工人接触均值超过职业接触限值的概率.当数据不平衡时, 本文利用广义推断研究了关于此概率的假设检验,并对此方法与已有方法进行了模拟对比研究. 模拟结果表明,本文所给方法优于已有方法, 特别是在数据极不平衡时效果更优.     

指数分布情形下可修单元瞬时可用度评定

A renewable component with exponential failure and repair times is considered, and its instantaneous availability at time t is denoted by A(t). This paper proposes two methods for constructing lower confidence limits of A(t) with Chebyshev inequation and generalized p-value approach.     

关于信号的统计显著性

基于实验测量的p值和正态函数积分概率之间的对应关系, 提出了实验测量中信号统计显著性的定义, 它对于“计数”实验和连续检验统计量这两种情形都适用, 并给出了计算信号显著性的相应公式.