bluuebunny/crossref_metadata_2025_split huggingface dataset:
RISK ANALYSIS IN MORE THAN ONE DIMENSION
Authors: Hasofer A. M. , Veneziano D. , Banon H. 
Published: February 2008

summaryThe concept of risk function is extended to the situation where the “life” of the specimen is represented by a vector of dimension greater than one. Model‐building, estimation of parameters and goodness of fit are discussed.The model is applied to fatigue failure of reinforced concrete beams where two separate indicators of damage are monitored.
LINEAR MINIMAX ESTIMATORS FOR ESTIMATING A FUNCTION OF THE PARAMETER
Authors: Puri Madan L. , Ralescu Dan A. , Ralescu Stefan S. 
Published: February 2008

summaryIn this note we provide sufficient conditions for the minimaxity of linear estimators of the form aX+b in the one‐parameter exponential family for estimating a differentiable function g(θ) with normalized quadratic loss. We provide some examples which show that the natural estimator X is minimax in estimating a function of the parameter (different from the mean).
THE GEOMETRY OF SPECIFICATION ERROR
Authors: Fisher Gordon , McAleer Michael 
Published: February 2008

summaryThis paper discusses the traditional specification problem from a geometric (or co‐ordinate‐free) viewpoint. While the traditional emphasis is on the properties of estimators, the geometric approach also allows an easy development of corresponding results for inference. Errors arising from artificial inclusion or exclusion of variables are considered in terms of augmentations or restrictions on a given maintained hypothesis, and this allows a corresponding interpretation of tests based upon the Wald and Lagrange Multiplier Principles. It is demonstrated that biases arising from incorrect exclusion of variables do not invalidate the traditionalF‐test.
BALANCED ARRAYS AND WEIGHING DESIGNS
Authors: Saha G. M. , KAGEYAMA SANPEI 
Published: February 2008

SummaryDey (19711, Saha (1975), Kageyama & Saha (1983) and others have shown how optimum chemical balance weighing designs can be constructed from the incidence matrices of balanced incomplete block (BIB) designs. In this paper, it is shown that weighing designs can be constructed from some suitably chosen two‐symbol balanced arrays of strength two, which need not always be incidence matrices of BIB designs. The findings lead us to construct new optimum chemical balance weighing designs from incidence matrices of BIB designs.
THE KOMLÓS‐MAJOR‐TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
Authors: CSÖRGÖ SÁNDOR , Hall Peter 
Published: February 2008

SummaryAny order‐invariant function of a sequence of sample values may be expressed as a functional of the sample's empiric distribution function. This suggests that a very general approach to the theory of functions of sample values can be based on the empiric distribution function. The Komlós‐Major‐Tusnhdy (KMT) approximation provides a remarkable, mathematically tractable representation for the empiric distribution function of a random sample. Our aim in this paper is to describe the KMT approximation, particularly as it relates to other forms of approximation, and to survey some of its many applications.
ESTIMATING POPULATION SIZE FROM CAPTURE‐RECAPTURE EXPERIMENTS IN CONTINUOUS TIME
Authors: Becker Niels G. 
Published: February 2008

SummaryEstimates for the size of a closed population are given for multiple recapture studies in continuous time. The estimates are derived by a method of moments for martingales. An estimate and associated standard error of the population size are derived for a homogeneous population when the capture rates are permitted to depend on time in an unspecified manner. Corresponding results are obtained when the capture rates vary among individuals as well. Explicit expressions are given for these estimates and standard errors which involve only simple computation.
A TEST FOR THE NONPARAMETRIC TWO SAMPLE SCALE PROBLEM
Authors: Deshpandé Jayant V. , Kusum Kalpana 
Published: February 2008

SummaryWe propose a distribution‐free test for the nonparametric two sample scale problem. Unlike the other tests for this problem, we do not assume that the two distribution functions have a common median. We assume that they have a common quantile of order a (not necessarily 1/2). The test statistic is a modification of the Sukhatme statistic for the scale problem and the Wilcoxon‐Mann‐Whitney statistic for stochastic dominance. It is shown that the new test is uniformly more efficient (in the Pitman sense) than the Sukhatme test and has very good efficiency when compared to the Mood test.
REGIONAL ECONOMIC‐DEMOGRAPHIC MODELLING AND PROJECTION: REVIEW OF AN INTERNATIONAL CONFERENCE
Authors: Williams Pamela 
Published: February 2008

SummaryThe state‐of‐the‐art in economic‐demographic modelling of regional populations was presented at the International Conference on Forecasting Regional Population Change and its Economic Determinants and Consequences held at Airlie House, Virginia, U.S.A. over May 26 to 29, 1982. This review of papers presented at the Conference concludes that such modelling is at an early stage of development and currently provides only an adjunct to more conventional methods of regional forecasting. Given expected future improvements in the theory, data and techniques of economic‐demographic modelling, such models could soon provide a worthwhile alternative.
THE INFINITELY DEEP DAM WITH SEASONAL MARKOV INFLOWS—A SIMPLIGYING MODIFICATION
Authors: Phatarfod Ravindra M. 
Published: February 2008

SummaryThis is an extension of the work reported in Phatarfod (1981). Here we make the further assumption that the inputs to a bottomless dam are independent from year to year, although they are dependent within a year. It is shown that this assumption drastically simplifies, computationally and analytically, the limiting distribution of the depletions.
DENSITY FUNCTION APPROXIMATION WITH PARTICULAR REFERENCE TO THE DISTRIBUTION OF OVERLAP OF CIRCLES
Authors: Jarreit R. G. , Liow S. , Morgan B. J. T. 
Published: February 2008

summaryGiven that two circles overlap, the area in common is a function of the distance between their centres. This paper adopts a suitable random distribution for the intercentre distance and then derives the distribution of the area of overlap. An approximation is sought for the density function using a criterion which enables bounds to be placed on the difference between the moments of the density function and those of the approximation. This is an approach of general applicability. The importance of matching the end‐point behaviour of the density and the approximation is stressed. It is shown that the distribution of the area of overlap may be well approximated by a mixture of beta distributions in which the parameters change smoothly with the ratio of radii.
DATA‐BASED CHOICE OF THE SMOOTHING PARAMETER FOR A KERNEL DENSITY ESTIMATOR
Authors: Hart Jeffrey D. 
Published: February 2008

summaryThe problem of optimally choosing the smoothing parameter of a Fourier integral density estimator (FIE) is addressed. A new data‐based method of so doing is shown to be related to, but an improvement over, the method of Davis (1981). It is shown that Davis' method does not lead to consistent estimation of certain, principally multimodal, densities. In a simulation study involving the bimodal mixture of two normal densities, the new method is seen to represent a substantial improvement.
CALCULATION OF MULTIVARIATE NORMAL PROBABILITIES—ANOTHER SPECIAL CASE
Authors: Moran P. A. P. 
Published: February 2008

summaryThe problem of calculating orthant probabilities for sets of variables (X1,., Xn) is considered in the case where they are jointly normally distributed with zero means and a correlation matrix such that the correlation between Xi and Xi is zero if |i‐j|> 1. An effective method is given which works for quite large n when the correlations between Xi and Xi+1 have the values 1/2, 2/5, 3/10, 4/17, 5/26,. and more approximate methods are given for other values. The accuracy is investigated numerically.
CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES
Authors: Evans Merran A. , King Maxwell L. 
Published: February 2008

summaryTwo important classes of tests for non‐spherical disturbances in the linear regression model involve test statistics whose null distributions and hence critical values depend on the regressors. This paper investigates the accuracy of the normal, two moment beta and four moment beta approximations to the critical values of such tests. An empirical experiment aimed at evaluating the accuracy of the approximations for a variety of tests against autocorrelation and heteroscedasticity is conducted. Overall the approximations are found to provide reasonably accurate critical values with skewness being a factor determining the degree of accuracy.
SAMPLE SURVEYS VERSUS EXPERIMENTS, CONTROLLED OBSERVATIONS, CENSUSES, REGISTERS, AND LOCAL STUDIES12
Authors: Kish Leslie 
Published: February 2008

SummaryCan we find some common principle in the three comparisons? Lacking adequate time for a thorough exploration, let me suggest that representation is that common principle. I suggested (section 4) that judgment selection of spatial versus temporal extensions distinguish “longitudinal” local studies from “cross‐section” population sampling.We had noted (section 3) that censuses are taken for detailed representation of the spatial dimension but they depend on judgmental selection of the temporal. Survey sampling lacks spatial detail but is spatially representative with randomization, and it can be made timely. Periodic samples can be designed that are representative of temporal extension. Furthermore, spatial and temporal detail can be obtained either through estimation or through cumulated samples [Purcell and Kish 1979, 1980; Kish 1979b, 1981, 1986 6.6]. Registers and administrative records can have good spatial and temporal representation, but representation may be lacking in population content, and surely in representation of variables.Representation of variables and of the relations between variables and over the population are the issues in conflict between surveys, experiments, and observations. This is a deep subject, and too deep to be explored again, as it was in section 2.A final point about limits for randomization to achieve representation through sampling: randomization for selecting samples of variables is beyond me generally, because I cannot conceive of frames for defined populations of variables. Yet we can find attempts at randomized selection of variables: in the selection of items for the consumer price index, also of items for tests of IQ or of achievements. Generally I believe that randomization is the way to achieve representation without complete coverage, and that it can be applied and practised in many dimensions.
DOMAIN ESTIMATION IN FINITE POPULATIONS1
Authors: Chaudhuri Arijtt , Mukeriee Bahul 
Published: February 2008

SummaryThis paper suggests unbiased estimators (UE's) for the size, mean and total of a domain, with specific features, in a given finite population on the basis of simple random sampling without replacement (SRSWOR) continued till a preassigned number of domain members is observed.
DETECTION AND TESTING OF DIFFEFENT TYPES OF OUTLIER IN LINEAR STRAUCTURAL RELATIONASHIPS
Authors: Barnett Vic 
Published: February 2008

SummaryThe linear structural model provides one way of modelling a linear relationship between two random variables. It is well known that problems of unidentifiability arise for unreplicated observations and normal error structure. As in all data sets, outliers can arise and methods are needed for detecting and testing them. An outlier‐generating model of mean–slippage type can be used to characterise four different forms of outlier manifestation. It is interesting to find that the unidentifiability problem provides no obstacle for detecting or testing the outliers for three of the four forms. Detection principles, and specific discordancy tests, are derived and illustrated by application to some data on physical measurements of Pacific squid.
ON VARIANCE ESTIMATION IN UNEQUAL PROBABILITY SAMPLING1
Authors: Kumar Pranesh , Gupta V. K. , Agarwal S. K. 
Published: February 2008

SummaryThe purpose of this article is to propose a model‐based estimator of the variance of the Horvitz‐Thompson estimator. Empirical investigations reveal that the estimator is seldom greatly biased and is quite satisfactory from the stability point of view.
ON EXTERNAL ANCILLARITY1
Authors: Lloyd C. J. 
Published: February 2008

summaryStatistics distributed free of a certain parameter (called ancillary for the parameter) are of considerable use when sufficient estimation is not possible (Fisher (1925)). When the model involves, in addition to the parameters of interest, parameters not of direct interest (nuisance parameters) statistics which are distributed free of the latter may be of considerable use also. This requires a study of ancillary statistics which are not functions of the minimal sufficient statistic (MSS). In particular we study the general ancillary given in Williams (1982) and show that it has certain desirable properties including uniqueness under appropriate restrictions. Finally some non‐trivial applications are given.
EXTREME VALUE THEORY FOR CERTAIN NON‐STATIONARY SEQUENCES1
Authors: Feeney G. A. , Sen P. K. 
Published: February 2008

SummaryUnder a Markovian structure on a sequence of random variables which can be partitioned into m(1) jointly dependent subsequences (where within each subsequence the random variables have a common marginal distribution which may vary between the subsequences), the asymptotic distribution theory of the sample extreme values is developed. The asymptotic independence of the subsequence extreme values is also studied.
CHARACTERIZATION OF EFFICIENT SEQUENTIAL SCHEMES FOR POPULATION GROWTH MODELS1
Authors: Manjunath S. M. 
Published: February 2008

SummaryFor population growth models, which include standard processes like Poisson, birth, birth‐death, immigration‐death, simple epidemic andM/M/1queue as particular cases, we obtain efficient sequential schemes and characterize all efficiently estimable functions of the parameters by first deriving a sequential version of the information inequality.
TIMING OF SURVEYS FOR PUBLIC POLICY
Authors: Kish Leslie 
Published: February 2008

SummaryThis keynote address at the 7th Australian Statistical Conference (1984) discusses briefly seven modifications of sample design for improving the usefulness and timeliness of surveys relevant to public poky. These are: better estimates for small domains, cumulating rolling samples, more panel surveys, multipurpose designs for periodic samples, split panel designs (SPD) combining panels with nonoverlapping samples, and frequent collections cumulated for less frequent reporting periods.
EXACT DISTRIBUTION OF CERTAIN GENERAL TEST STATISTICS IN MULTIVARIATE ANALYSIS
Authors: Tang J. , Gupta A. K. 
Published: February 2008

SummaryIn this paper, exact solution of Wilks' type‐B integral equation has been obtained in its most general form as a series of weighted gamma distributions. This general result then gives the distributions of many test statistics in multivariate analysis. In particular the distributions of Wilks' Λ, the sphericity test criterion, and Bartlett's test statistic, are derived in easily computable form.
Optimal Prediction in Stochastic Regression Models with Application to the Analysis of Repeated Surveys
Authors: Tam S. M. 
Published: February 2008

SummarySeveral results relating to the optimal prediction of regression coefficients and random variables under a general linear model with stochastic coefficients are presented. These results are then applied to the analysis of repeated sample surveys over time. In particular, if the finite population can be modelled by a superpopulation model, a fully efficient method for the analysis of repeated surveys is proposed.
Statistical Significance: Balancing Evidence Against Doubt
Authors: Hall Peter , Selinger Ben 
Published: February 2008

SummaryThe notion of “statistical significance” is often used to quantify “reasonable doubt.” This paper briefly reviews the history of statistical significance. Scientific and legal approaches to the analysis of doubt are compared. Traditional scientific methods for describing error are shown to be comparatively stringent and inflexible. It is suggested that these attributes lead scientists to make firm value‐judgments about the quality of their own evidence. Those judgments may be inapplicable in other situations. This process of pre‐judging and censoring is surely undesirable when scientific evidence is presented in a wider context.
On a Simultaneous Characterization of the Poisson and Bernoulli Distributions
Authors: Kourouklis Stavros 
Published: February 2008

SummaryKimeldorf et al. (1981) established a simultaneous characterization of the Poisson and Bernoulli distributions. In this note two variants of the authors' characterizing condition are considered each of which is shown also to characterize simultaneously the Poisson and Bernoulli distributions.
On Tests for Equicorrelation Coefficient of a Standard Symmetric Multivariate Normal Distribution
Authors: SenGufta Ashis 
Published: February 2008

SummarySampson (1976, 1978) has considered applications of the standard symmetric multivariate normal (SSMN) distribution and the estimation of its equi‐correlation coefficient, ρ. Tests for ρ are considered here. The likelihood ratio test suffers from several theoretical and practical shortcomings. We propose the locally most powerful (LMP) test which is globally (one‐sided) unbiased, very simple to compute and is based on the best natural unbiased estimator of ρ. Exact null and non‐null distributions of the test statistic are presented and percentage points are given. Statistical curvature (Efron, 1975) indicates that its performance improves with mk (sample size × dimension) while exact power computations show that even for reasonably small values of mk the performance is quite encouraging. Recalling Brown's (1971) cautions we establish by local comparison with the LMP similar test for ρ in the SMN (Rao, 1973) distribution, that here the additional information on the mean and variance is quite worthwhile.
Some Strategies of Two‐Stage Sampling for Estimating Population Ratios Over two Occasions
Authors: Okafor Fabian C. , Arnab Raghunath 
Published: February 2008

summaryIn this paper strategies based on a two‐stage successive sampling scheme are proposed for estimating the ratio of the population totals of two characters on the most recent occasion.It is found that the proposed strategies perform better than the standard ratio when used in estimating the ratio of farmers' income to non‐farmers' income. But when applied to the estimation of ratio of girth to height of teak trees, a loss in efficiency is observed.
Nonparametric Inference for a Partially Observed Compartmental Process
Authors: Becker Niels , Yip Paul 
Published: February 2008

SummaryMethods of nonparametric inference are proposed for a process with two transient and three absorbing states. It is assumed that the time of transitions between the transient states are unobservable. One area of applications is in epidemiology where the transient states correspond to healthy and ill, while the absorbing states correspond to types of death. It is the onset of illness which is not observable. An estimate is given for a cumulative hazard rate between the transient states, the exit hazard rates are estimated at a specific point in time and a statistic for comparing exit rates from the transient states is given.
Some Results for Uniformizable Semi‐Markov Processes
Authors: Kijima Masaaki 
Published: February 2008

SummaryIt is well known that finite Markov chains (M.C.s) in continuous time are uniformizable. That is, a finite M. C. in continuous time can be treated as an M. C. in discrete time with random Poisson transition epochs. In this paper, we see to what extent generalization of the uniformization to a class of semi‐Markov Processes (S.M.P.s) is possible. A necessary condition under which S.M.P.s are uniformizable is provided. It is shown that, an S.M.P. with dwell‐time distributions depending only on the current state is uniformizable if and only if the distributions are compound geometric distributions having the same base distribution. It is also shown that if the distributions are of generalized phase type then an S.M.P. being uniformizable implies that it is an M.C. in continuous time. Some properties that are shared by a uniformizable S.M.P. and the associated M.C. in discrete time are also discussed.
Confidence Intervals for Scale
Authors: Morgenthaler Stephan 
Published: February 2008

SummaryThis paper explains the approach to parameter estimation based on the idea of simultaneous models. Instead of using a single shape—as for example the normal distribution—a simultaneous model uses a finite number of distinct shapes F, G, etc. Such simultaneous systems are tools in gauging the finite sample behavior of estimators. And they can be applied in the design of an estimator with prescribed desirable properties.The problem considered in this paper is interval estimation for a scale parameter. We discuss among other things the computation of optimal estimators in simultaneous models and study more closely the case of protecting against heavy‐tailed error distributions.
ON THE BOOTSTRAP AND TWO‐SAMPLE PROBLEMS
Authors: Hall Peter , Martin Michael 
Published: February 2008

summaryWe present asymptotic theory for the bootstrap in two‐sample problems. If the samples are of sizesmandn, then our results show that one‐sided and two‐sided percentile‐tconfidence intervals have coverage errorO(m‐1+n‐1), and that symmetric two‐sided intervals have coverage errorO(m‐2+n‐1). Furthermore, coverage error of all percentile‐t intervals drops toO(m‐2+n‐2) when the populations the Normal. This decrease in error is also evidenced in a simulation study, and indicates that percentile‐tprovides a respectable solution to the Behrens‐Fisher problem. In addition we derive an explicit formula for the acceleration constant needed to implement accelerated bias‐correction in two‐sample problems.
NON‐ORTHOGONAL BLOCK STRUCTURE IN TWO‐PHASE DESIGNS
Authors: Wood J.T. , Williams E.R. , Speed T.P. 
Published: February 2008

summaryA class of two‐phase designs is defined with the variance model exhibiting non‐orthogonal block structure. This class includes the two‐phase design treated in detail by both McIntyre (1955) and Curnow (1959). Results relating to the combinability of treatment estimators over strata and generalized least squares estimators are presented. A simple example illustrating non‐orthogonal block structure is used to provide some insight into the McIntyre (1955) two‐phase design.
OFFICIAL STATISTICS IN THE LATE COLONIAL PERIOD LEADING ON TO THE WORK OF THE FIRST COMMONWEALTH STATISTICIAN, G.H. KNIBBS
Authors: Heyde C.C. 
Published: February 2008

summaryThis paper begins with an overview of the development of official statistics in Australia in the late colonial period. It then leads on to provide an account of the contributions of the first Commonwealth Statistician, Sir George Handley Knibbs (1858–1929) which gives some emphasis to his scientific work and its international impact. Some material on the general historical and social background of the time is given to set the discussion in proper context.
NONPARAMETRIC RELIABILITY ESTIMATION BASED ON A FEW ORDERED OBSERVATIONS
Authors: Arsham H. 
Published: February 2008

SummaryThe usual one‐sided Kolmogorov‐Smirnov distance is generalized to obtain an improved lower confidence region for the extreme left tail of the reliability function based on k observations in a “k out of n censored” plan. Finite sample and asymptotic critical values necessary for implementation are given. The two numerical comparisons with existing parametric procedures for the case of complete or censored samples demonstrate the applicability of the proposed nonparametric procedure.