Showing 1 - 10 of 16
Let (Xi, Yi) i=1, 2, ..., n be n independent and identically distributed random variables from some continuous bivariate distribution. If X(r) denotes the rth ordered X-variate then the Y-variate, Y[r], paired with X(r) is called the concomitant of the rth order statistic. In this...
Persistent link: https://www.econbiz.de/10005199827
The ISO* property of noncentrality parameters is derived for the expected value of an ISO* function of independent nonnegative two-parameter compound Poisson random variables and is then applied to unbiasedness of tests and monotonicity of power functions of tests in an order-restricted...
Persistent link: https://www.econbiz.de/10005152926
The main results imply that the probability P(Z∈A+θ) is Schur-concave/Schur-convex in (θ12,…,θk2) provided that the indicator function of a set A in Rk is so, respectively; here, θ=(θ1,…,θk)∈Rk and Z is a standard normal random vector in Rk. Moreover, it is shown that the...
Persistent link: https://www.econbiz.de/10011041960
In this paper, the sample range from a heterogeneous exponential sample is shown to be larger than that from a homogeneous exponential sample in the sense of the star ordering. Then, by using this result, some equivalent characterizations of stochastic comparisons of sample ranges with respect...
Persistent link: https://www.econbiz.de/10011042087
For many psychological test applications, the simple sum score across the items is used to make inferences about subjects. However, most of the item response theory models for psychological test data do not support such usage of the sum score. A simple test is proposed to assess whether the sum...
Persistent link: https://www.econbiz.de/10011116245
We study a new approach to simultaneous variable selection and estimation via random-effect models. Introducing random effects as the solution of a regularization problem is a flexible paradigm and accommodates likelihood interpretation for variable selection. This approach leads to a new type...
Persistent link: https://www.econbiz.de/10010743752
The empirical best linear unbiased predictor (EBLUP) in the linear mixed model (LMM) is useful for the small area estimation, and the estimation of the mean squared error (MSE) of EBLUP is important as a measure of uncertainty of EBLUP. To obtain a second-order unbiased estimator of the MSE, the...
Persistent link: https://www.econbiz.de/10010576499
We consider a noisy observed vector y=x+u∈Rn. The unobserved vector x is a solution of a non-invertible linear system Ax=v, where v is a forcing term. A unique solution of the system is obtained by considering additional constraint on the vector x. This constraint is defined by a triple...
Persistent link: https://www.econbiz.de/10011041991
Maximum entropy models, motivated by applications in neuron science, are natural generalizations of the β-model to weighted graphs. Similar to the β-model, each vertex in maximum entropy models is assigned a potential parameter, and the degree sequence is the natural sufficient statistic....
Persistent link: https://www.econbiz.de/10011116229
Functional mixed-effects models are very useful in analyzing data. In this paper, we consider a functional mixed-effects model, where the observations are the real functions, and derive the maximum likelihood estimators of the functional parameters and variance components. The properties of the...
Persistent link: https://www.econbiz.de/10011116233