bluuebunny/crossref_metadata_2025_split huggingface dataset:
A PROBABILISTIC DERIVATION OF THE NON‐CENTRAL χ2 DISTRIBUTION
Authors: Kerridge D. 
Published: February 2008

SummaryA simple derivation of the non‐central χ2 distribution is presented. This requires no advanced mathematical knowledge, and is suitable for use in elementary courses.The non‐central χ2 distribution is of great importance in statistical theory, both in its own right, and as a step in the derivation of other distributions; however, it tends to be neglected in statistical courses largely, it seems, because the standard derivations are too difficult. A recent review of derivations by Guenther (1964) shows that most require some knowledge of n‐dimensional geometry or the equivalent matrix theory. The alternative is the use of generating functions, which is straightforward, apart from the inversion back to the density function. An objection to such methods is that they give no insight into the probabilistic nature of the proble.
CONTROLLED SAMPLING WITH VARYING PROBABILITIES WITH AND WITHOUT REPLACEMENT
Authors: Avadhani M. S. , Sukhatme B. V. 
Published: February 2008

Introduction and SummaryGoodman and Kish (1950) introduced the problem of controlled selection in the sense of decreasing the selection probability of nonpreferred combinations, such as, for example, combinations which present organisational difficulties involving additional cost, etc. The authors (Avadhani and Sukhatme (1965), Sukhatme and Avadhani (1965)) have evolved certain techniques of controlled selection which eliminate altogether some non‐preferred combinations and reduce the probability of selection of the remaining combinations, if any, to the minimum possible extent without deviating from the fundamental principles of random sampling. However, it is often felt convenient in practice to draw sampling units one after another from the population rather than combinations of units. But, at present no technique by which one can select the units one after another and at the same time reduce the probability of selection of non‐preferred units is available in literature.In this paper we have suggested a solution to this problem which not only minimizes the selection probability of non‐preferred units (and of samples containing predominantly large numbers of nonpreferred units) but also provides more efficient estimators than the the usualprobability proportional to size(P.P.S) sampling scheme.
ESTIMATION OF THE PARAMETERS OF A NORMAL DISTRIBUTION WHEN THE MEAN IS RESTRICTED TO AN INTERVAL1
Authors: Heiny Robert L. , Siddiqui M. M. 
Published: February 2008

SummarySuppose it is known that the mean of a normal distribution is non‐negative. Naturally one will use the sample mean truncated at zero as an estimator of the distribution mean. In this paper the properties of such an estimator are investigated.
SAMPLING ON SEVERAL SUCCESSIVE OCCASIONS WITH EQUAL AND UNEQUAL PROBABILITIES AND WITHOUT REPLACEMENT1
Authors: Avadhani M. S. , Sukhatme B. V. 
Published: February 2008

SUMMARYThe applicability of the technique of controlled selection with equal probabilities proposed by the authors, Avadhani and Sukhatme (1965, 1968), and that of unequal probability sampling suggested by Raoet al.(1962) to sampling on several successive occasions is investigated in this paper. Appropriate recurrence formulae for the optimum replacement fraction and the corresponding weight are also derived.
A PROCEDURE FOR TESTING THE MEAN OF A NORMAL DISTRIBUTION1
Authors: Billard L. 
Published: February 2008

SummaryA sequential procedure for comparing a null hypothesis concerning the unknown mean of a normal distribution whose variance is known, against a two‐sided alternative hypothesis is presented. This procedure incorporates additional safeguards as required by the practicing experimenter. Furthermore, approximate formulae for the O.C. function and the A.S.N. function are derived.
THE EFFECT OF SAMPLE STRUCTURE ON ANALYTICAL SURVEYS1,2
Authors: Brewer K. R. W. , Mellor R. W. 
Published: February 2008

SummaryThe core of this paper is a dialogue between “Harry”, an experienced survey statistician and “Fred”, a young mathematical statistician. They have contrasting approaches to the problem of estimating a regression relationship from a stratified sample, but after one or two red herrings are dragged out, both realize that the situation is not as simple as they had supposed. The role played by the probabilities of selection is a central issue. Estimation sampling for means, totals, and ratios is also considered, and seen to be a special case of the general analytical sampling synthesis they had already agreed upon.
STATISTICAL SOCIETY OF AUSTRALIA THE KNIBBS LECTURE FOR 1977: (SEPTEMBER 5th, 1977): FOUNDATIONS OF STATISTICAL INFERENCE: THE CASE FOR ECLECTICISM
Authors: Cox D. R. 
Published: February 2008

SummaryFirst there is some general discussion of the place in statistics of work on the foundations of statistical inference. Three broad approaches, sampling theory, pure likelihood and Bayesian are distinguished and some general comments made on the advantages and limitations of each approach. It is concluded that all three have some role.
THE EFFICIENCY OF TIME SERIES ESTIMATORS FOR REPEATED SURVEYS
Authors: Jones Roger G. 
Published: February 2008

SummaryThe classical approach to the analysis of data from repeated surveys, based on Patterson (1950), has recently been extended by the work of Blight and Scott (1973) and Scott and Smith (1974), by assuming that a time series relationship exists between the population parameters at different times. The purpose of this paper is to compare the efficiencies of these three approaches by computing the mean square error (MSE) of the estimators of the current mean and of the change in mean on the last two occasions.
THE ANALYSIS OF TIME SERIES—THE TIME DOMAIN APPROACH1
Authors: NICHOLLS D. F. 
Published: February 2008

AbstractThis paper has three basic aims. The first of these is to give a concise outline of the analysis of time series, from an applied point of view, along the lines proposed by Box and Jenkins (1970). The second aim is to discuss a number of advances in this field since 1970, while the third is to discuss some of the more recent developments in the analysis of time series which are applicable in the physical and social sciences.
ODD MAN OUT—THE MEIXNER HYPERGEOMETRIC DISTRIBUTION
Authors: Lai C. D. , Vere‐Jones D. 
Published: February 2008

SummaryTwo open problems are described for the hyperbolic secant distribution, as a special case of the more general Meixner hypergeomet‐ric distribution. The first concerns the completeness of the family of functions sech θx, θ≥ 0. The second concerns the characterization of the class of canonical correlation sequences in bivariate distributions with marginals sech θx, sech θy.In both cases some partial results are put forward.
A MODIFICATION OF THE SEQUENTIAL PROBABILITY RATIO TEST FOR TESTING A NORMAL MEAN
Authors: Baruah H. K. , Bhattacharjee G. P. 
Published: February 2008

SummaryA modification of the sequential probability ratio test is proposed in which Wald's parallel boundaries are broken at some preassigned point of the sample number axis and Anderson's converging boundaries are used prior to that. Read's partial sequential probability ratio test can be considered as a special case of the proposed procedure. As far as ‘the maximum average sample number reducing property is concerned, the procedure is as good as Anderson's modified sequential probability ratio test.
THE COVARIANCE ANALYSIS OF SOME CENSORED SURVIVAL DATA FROM A LARGE SCALE STUDY OF MELANOMA
Authors: McLachlan G. J. , Holt J. N. 
Published: February 2008

SummaryRegression models of the proportional hazard type are applied to investigate the effect of certain covariates on the survival function of some cancer patients. The censored survival data for these patients were taken from a survey conducted by the Queensland Melanoma Project through which there are available histories of all malignant melanoma cases in Queensland for the period 1963–1969; follow‐up data on these cases were considered up to mid‐1976. One of the results of the survival analysis shows that the well‐known empirical observation that women have a better prognosis than men can be explained by the existence of a significant interaction between sex and the anatomical site of the lesion.
The Mean, Median, Mode Inequality and Skewness for a Class of Densities
Authors: MacGillivray H. L. 
Published: February 2008

SummaryRecent work on the mean, median, mode inequality and skewness for unimodal continuous distributions is discussed with reference to the properties of totally positive kernels. These properties also give simple conditions which are sufficient for the inequality and which include the characterization of the Pearson family.
Large Sample Inference for Markovian Exponential Families with Application to Branching Processes with Immigration
Authors: Hudson Irene L. 
Published: February 2008

SummaryThis paper presents limit distributions for the score and likelihood‐ratio (L.R.) statistic for testing a composite hypothesis involving the mean of the offspring distribution of the Bienaymé‐Galton‐Watson branching process with immigration (BPWI) when the process is subcritical, critical or supercritical. The BPWI is shown to be a member of a certain Markovian exponential family.
Tables of Cyclic Incomplete Block Designs:r=k
Authors: Lamacraft Robin R. , CSIRO W. B. Hall 
Published: February 2008

SummaryInitial blocks and efficiencies are given for cyclic incomplete block designs in the ranget= 10(1)60 andr=k= 3(1)10. The designs have been selected by search procedures using optimality criteria which maximize the efficiency factor.
A ROBUST TEST FOR MULTIPLE COMPARISONS OF CORRELATION COEFFICIENTS1
Authors: Eagleson G. K. 
Published: February 2008

SummaryA limiting expression is derived for the tail of the distribution of the maximum of a set of product moment correlation coefficients. The technique used is quite general and may be applied to non‐normal observations as well as to rank correlation coefficients. The result obtained for the latter leads to a test procedure for multiple comparisons of these non‐parametric measures of dependence.
ASYMPTOTIC TESTS FOR GROWTH CURVE MODELS WITH AUTOREGRESSIVE ERRORS
Authors: Hudson Irene L. 
Published: February 2008

SummaryThis paper presents the limit distribution (as the number of time points increase) for the score vector of a growth curve model assuming both stationary and explosive autoregressive (A.R.) errors. Limit distributions of the score statistic and the likelihood‐ratio statistic for testing composite hypotheses about the regression parameters of several growth curves, when the autocorrelation parameters are treated as nuisance parameters, are presented.
THE ANALYSIS OF MULTISTRATA DESIGNED EXPERIMENTS WITH INCOMPLETE DATA
Authors: Houtman A. , Speed T.P. , Nielsen A. C. 
Published: February 2008

summaryBuilding upon early work of E. A. Cornish we show that G. N. Wilkinson's version of Yates' approach to the analysis of designed experiments with a single error stratum carries over completely to designs with an arbitrary non‐singular covariance matrix, initially assumed known. We show that the equations, corrections, adjustments and algorithms all have their more general analogues and that these can be solved, computed or executed quite readily if the design has orthogonal block structure and satisfies Nelder's condition of general balance. The results are illustrated with a split‐plot and a simple (square) lattice design.
REDUCED RESIDUE CLASSES CYCLIC PBIB DESIGNS
Authors: Agrawal H. C. , Nair C. R. 
Published: February 2008

summaryA new general class ofm‐class cyclic association scheme is defined forvtreatments, wherevis a composite number. A simple method of construction of PBIB designs having this association scheme using more than one initial block and some methods using only one initial block are proposed. A complete analysis of this type of PBIB designs is given. Also given is a list of 39 useful PBIB designs of this type havingv≤15 andr≤10 and having only three associate classes together with their efficiency factors for all types of comparisons and over all efficiency factors.
THE AUTOREGRESSIVE MOVING AVERAGE MODEL FOR SPATIAL ANALYSIS
Authors: Huang Jun S. 
Published: February 2008

SummaryA two dimensional autoregressive moving average spatial model is used to analyse spatial interaction. Maximum likelihood estimates of the unknown parameters are derived as the solution of a system of nonlinear equations, and are shown to be best asymptotic normal. One important computational procedure is discussed. The argument is extended to the general regression model with autoregressive moving average residuals. Explicit computational formulae are given.
CANONICAL VARIATE ANALYSIS—A GENERAL MODEL FORMULATION
Authors: Campbell N. A. 
Published: February 2008

SummaryA general model, specifying the population means as a function of the population canonical vectors, provides a natural basis for considering many aspects of canonical variate analysis. These aspects include: estimation for elliptical densities, and robust estimation; estimation of missing values; adequacy of hypothetical variables; regression in dummy variable space; and comparison of solutions.
THE CONTRIBUTION OF W. H. ARCHER TO VITAL STATISTICS IN THE COLONY OF VICTORIA
Authors: Hopper John L. 
Published: February 2008

SummaryWilliam Henry Archer, as Assistant Registrar General, was responsible for implementing the 1854 Registration Act in the colony of Victoria, and thereby helped establish the framework for official statistics in Australia. Eminently suitable for this role, having served his apprenticeship as an actuary and statistician in London prior to emigration in 1852, his career paralleled that of Dr. William Farr, the famous vital statistician. The greatest contribution Archer made to statistics in Australia was to put the lessons learnt by the statisticians of early Victorian England to advantage and place government statistical practices on a sound footing.Archer had a special interest in infant and childhood mortality, then accounting for one‐half of all deaths in the new colony, and showed that a major factor was the extent of dysentery and diarrhoea during the warmer part of the year. Despite the high prevalence, Archer calculated the incidence of infant mortality to be less than in Europe at the time.Had he established links with the medical profession or with persons in the Social sciences who could have appreciated the valuable information being collected in the new government records, as in England where the sanitary reformers made great use of data collected by Farr for their own ends, Archer could have had a far greater impact on the intellectual and medical life of Victoria. Instead he was deflected into an administrative career which ended prematurely for political and religious reasons.
ROW AND COLUMAN DESIGNS WITH CONTIGUOUS REPLICATES
Authors: Williams E. R. 
Published: February 2008

SummaryA method is given for constructing row and column designs for situations where replicates are contiguous. Designs of this type are needed in cotton variety trials. A table of generating arrays is given from which a series of resolvable designs can be constructed; these designs are called latinized α‐designs. Some results from cotton variety trials are presented.
The Multiple Outlier Problem in Time Series Analysis
Authors: Schmid Wolfgang 
Published: February 2008

SummaryIn this paper we consider the multiple outlier problem in time series analysis. The underlying undisturbed time series is assumed to be an autoregressive process. The location of the suspicious values is supposed to be known. We introduce conditional least squares estimators for the parameters. The estimates are shown to be strongly consistent. Using similar arguments as in the theory of linear models, we get a test statistic for the general linear hypothesis. Its asymptotic distribution is derived.
A Permutation Test for Planar Regression
Authors: Collins Mark F. 
Published: February 2008

SummaryOja (1987) presents some distribution‐free tests applicable in the presence of covariates when treatment values are randomly assigned. The formulas and calculations are cumbersome, however, and implementation of the tests relies on using a x2 approximation to the exact null distribution. In this paper a re‐formulation of his test statistic is given which has the advantages of ease of calculation, explicit formulas for permutation moments, and allowing a Beta distribution to be fitted to the exact null distribution.
RANDOMISED RESPONSE VS. DIRECT QUESTIONING: ESTIMATING THE PREVALENCE OF ALCOHOL RELATED PROBLEMS IN A FIELD SURVEY
Authors: Duffy John C. , Waterton Jennifer J. 
Published: February 2008

SummaryFifteen hundred adults selected for a population survey from the City of Edinburgh Electoral Registers by probability sampling were allocated to randomised response interview or direct interview at random. These alternative interviewing strategies were adopted for two questions relating to attributes which might be considered stigmatising. There were no significant differences in reporting between the two methods either at aggregate or at subgroup level. The apparent failure of the randomised response method to increase estimates of the proportions with the attributes hypothesised indicates either that traditional methods are satisfactory for the collection of this sensitive information, or that randomised response was not an acceptable alternative.
SOME ISSUES ARISING FROM THE ANALYSIS OF 2×2 CONTINGENCY TABLES
Authors: Lloyd C.J. 
Published: February 2008

SummaryWe review the 40 year old controversy over the correct analysis of 2×2 tables. It is argued that conditioning on all marginal totals is appropriate by examining the likelihood based on these margins and secondly by comparing conditional and unconditional evaluations of certain specific outcomes. Several foundational issues which naturally arise are also discussed.
APPLICATIONS AND EXTENSIONS OF BASU'S RESULTS ON MAXIMAL ANCILLARITY
Authors: Lloyd Christopher J. 
Published: February 2008

SummaryMaximality of ancillaries is important in both conditional inference without nuisance parameters and marginal inference with nuisance parameters. We extend results of Basu (1959) to the more classical former case and discuss the different nature of ancillaries in these two contexts. We apply the results to a general ancillary independent of a sufficient statistic. Finally, we discuss difficulties in finding necessary conditions for maximality.
UNEMPLOYMENT DURATION: MODELLING AND ESTIMATION WITH PARTICULAR REFERENCE TO THE AUSTRALIAN LONGITUDINAL SURVEY
Authors: James Ian R. 
Published: February 2008

SummarySome of the issues in the analysis of durations of unemployment spells are considered, including, in particular, notions of duration dependence and the effect of the sampling scheme on the correct incorporation of incomplete or censored spells. Attention is restricted to analysis of spells overlapping a particular time point, and consideration is given to the situations where one has data only on the backward recurrence times, and where additional follow‐up information on the forward recurrence times is also available. In the former case a quasi‐likelihood approach is suggested as a possible alternative to full parametric modelling under some special conditions, while in the latter case arguments are forwarded in favour of analyses based on the conditional distribution of the forward recurrence times given the backward recurrence times. The methods are briefly illustrated using samples extracted from the Australian Longitudinal Survey.
A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT
Authors: Bhatti Muhammad I. , King Maxwell L. 
Published: February 2008

SummaryThis paper considers the problem of testing for nonzero values of the equicorrelation coefficient of a standard symmetric multivariate normal distribution. Recently, SenGupta (1987) proposed a locally best test. We construct a beta‐optimal test and present selected one and five percent critical values. An empirical power comparison of SenGupta's test with two versions of the beta‐optimal test and the power envelope shows the relative strengths of the three tests. It also allows us to assess and confirm Efron's (1975) rule of when to question the use of a locally best test, at least for this testing problem. On the basis of these results, we argue that the two beta‐optimal tests can be considered as approximately uniformly most powerful tests, at least at the five percent significance level.
EXPERIMENTAL DESIGN FOR CONTINUOUS PROCESSES
Authors: Saunders Ian W. , Eccleston John A. 
Published: February 2008

SummaryMeasurements taken on a continuous process (e.g. production of chemicals, ore processing, steel production) often exhibit autocorrelation. Such correlation between successive measurements can be avoided only by taking measurements at widely separated times, but this delays the results. We discuss the impact of this correlation on experimental designs which for a continuous process must include the sequence in which treatment combinations are applied and the spacing between samples. The variogram of the process is a convenient Summary of the correlation. Formulae for the variance of the mean of measurements taken on a continuous process and of contrasts calculated from such measurements are simple expressions in terms of the variogram. These formulae allow a simple approach to experimental designs that avoid unnecessary delays.
INCOMPLETE DATA IN GENERALIZED LINEAR MODELS WITH CONTINUOUS COVARIATES
Authors: Brahim Joseph G. , Weisberg Sanford 
Published: February 2008

SummaryThis paper proposes a method for estimating the parameters in a generalized linear model with missing covariates. The missing covariates are assumed to come from a continuous distribution, and are assumed to be missing at random. In particular, Gaussian quadrature methods are used on the E‐step of the EM algorithm, leading to an approximate EM algorithm. The parameters are then estimated using the weighted EM procedure given in Ibrahim (1990). This approximate EM procedure leads to approximate maximum likelihood estimates, whose standard errors and asymptotic properties are given. The proposed procedure is illustrated on a data set.
NONLINEAR REGRESSION MODELLING AND TIME DEPENDENT COVARLATES IN REPEATED MEASURES EXPERIMENTS
Authors: Cullis B.R. , Verbyla A.P. 
Published: February 2008

SummaryThe procedure of Verbyla & Cullis (1990) is extended to cater for the analysis of repeated measures data in which either non‐linear modelling of the treatment contrasts is required and or there are time dependent covariates. These extensions are illustrated via two agricultural data sets.
ON THE ROBUST ANALYSIS OF VARIANCE COMPONENTS MODELS FOR PEDIGREE DATA
Authors: Huggins R.M. 
Published: February 2008

SummaryQuantitative traits measured over pedigrees of individuals may be analysed using maximum likelihood estimation, assuming that the trait has a multivariate normal distribution. This approach is often used in the analysis of mixed linear models. In this paper a robust version of the log likelihood for multivariate normal data is used to construct M‐estimators which are resistant to contamination by outliers. The robust estimators are found using a minimisation routine which retains the flexible parameterisations of the multivariate normal approach. Asymptotic properties of the estimators are derived, computation of the estimates and their use in outlier detection tests are discussed, and a small simulation study is conducted.