bluuebunny/crossref_metadata_2025_split huggingface dataset:
NONNULL DISTRIBUTION OF LIKELIHOOD RATIO CRITERION FOR TESTING MULTISAMPLE SPHERICITY IN THE COMPLEX CASE
Authors: Gupta A.K. , Nagar D.K. 
Published: February 2008

SummaryIn this paper, nonnull moments of the likelihood ratio statistic for testing multisample sphericity in the complex case have been derived in series involving zonal polynomials. The nonnull asymptotic distribution of the statistic is also derived for certain alternatives.
ON THE SIMPLE PROJECTION PREDICTOR IN FINITE POPULATIONS
Authors: Bolfarine Heleno , Rodrigues Josemar 
Published: February 2008

SummaryIn this paper, necessary and sufficient conditions for optimality of the simple projection predictor (SPP) are considered under a superpopula‐tion model with a not necessarily diagonal covariance matrix. Conditions under which the SPP remains optimal, under possible covariance matrix misspecifications, are also considered.
A NOTE ON THE EFFICIENCY OF PROPORTIONAL STRATIFICATION
Authors: Sadooghi‐Alvandi S.M. 
Published: February 2008

SummaryIn stratified random sampling, it is generally recognised that nonproportional allocation is worthwhile only if the gain in precision is substantial. This note presents a sharp lower bound for the relative precision of proportional to optimum (Neyman) allocation, in terms of the ratio of the largest to the smallest stratum standard deviations. This provides a quick measure of the efficiency of proportional allocation, and may be used as a formal basis for deriving useful practical rules. In particular, it is formally confirmed that for estimating a proportion nonproportional allocation is rarely worthwhile.
CONVERGENT SERIES EXPRESSIONS FOR INVERSE MOMENTS OF QUADRATIC FORMS IN NORMAL VARIABLES
Authors: Smith Murray D. 
Published: February 2008

SummaryUsing relatively recent results from multivariate distribution theory, a direct approach to evaluating the inverse moments of a quadratic form in normal variables is proposed. Convergent infinite series expressions involving the invariant polynomials of matrix argument are obtained. The solution also depends upon a positive scalar which is arbitrarily chosen. For the solution to converge an upper bound upon this scalar is derived.
METHOD OF ESTIMATION FOR SAMPLING FROM INCOMPLETE FRAMES
Authors: Singh Randhir 
Published: February 2008

SummaryThe planning of any sample survey or census requires the existence of a sampling frame comprising a list of all the sampling units. But unfortunately there is hardly a situation in practice where the frame is available in the form the sampler desires to use. Most commonly some units of the target population are not listed in the frame, and the frame may contain units which do not belong to the target population. In this investigation a suitable method of estimation is proposed when sampling is done from such imperfect frames and a geographical ordering of the units can be established.
ON THE ESTIMATION OF TOTAL WEIGHT IN SINGULAR SPRING BALANCE WEIGHING DESIGNS UNDER THE CO VARIANCE MATRIX OF ERRORS s2G
Authors: Katulska Krystyna 
Published: February 2008

SummaryThe problem of the estimation of the linear combination of weights, c′w, in a singular spring balance weighing design when the error structure takes the form E(ee′) =s̀2G has been studied. A lower bound for the variance of the estimated linear combination of weights is obtained and a necessary and sufficient condition for this lower bound to be attained is given. The general results are applied to the case of the total of the weights. For a specified form for G, some optimum spring balance weighing designs for the estimated total weight are found.
SELECTING THE t BEST POPULATIONS — SCALE PARAMETER CASE
Authors: Mengersen Kerrie , Bofinger Eve 
Published: February 2008

SummarySelection from k independent populations of the t (< k) populations with the smallest scale parameters has been considered under the Indifference Zone approach by Bechhofer k Sobel (1954). The same problem has been considered under the Subset Selection approach by Gupta & Sobel (1962a) for the normal variances case and by Carroll, Gupta & Huang (1975) for the more general case of stochastically increasing distributions. This paper uses the Subset Selection approach to place confidence bounds on the probability of selecting all “good” populations, or only “good” populations, for the Case of scale parameters, where a “good” population is defined to have one of the t smallest scale parameters. This is an extension of the location parameter results obtained by Bofinger & Mengersen (1986). Special results are obtained for the case of selecting normal populations based on variances and the necessary tables are presented.
ON TRANSITION PROBABILITIES OF SKIP‐FREE MARKOV CHAINS
Authors: Kijima Masaaki 
Published: February 2008

SummaryConsider an ergodic Markov chain X(t) in continuous time with an infinitesimal matrix Q = (qij) defined on a finite state space {0, 1,…, N}. In this note, we prove that if X(t) is skip‐free positive (negative, respectively), i.e., qij, = 0 for j > i+ 1 (i > j+ 1), then the transition probability pij(t) = Pr[X(t)=j | X(0) =i] can be represented as a linear combination of p0N(t) (p(m)(N0)(t)), 0 ≤ m ≤N, where f(m)(t) denotes the mth derivative of a function f(t) with f(0)(t) =f(t). If X(t) is a birth‐death process, then pij(t) is represented as a linear combination of p0N(m)(t), 0 ≤m≤N ‐ |i‐j|.
A BERRY‐ESSEEN BOUND FOR THE RATIO ESTIMATOR
Authors: Kokic P.N. 
Published: February 2008

SummarySuppose that R is the ratio estimator based on a simple random sample of size n drawn without replacement from a bivariate population of N elements. A Berry‐Esseen bound for von Mises statistics based on samples from a finite population is used to derive a Berry‐Esseen bound for R.
ESTIMATING DISTRIBUTION FUNCTIONS FROM SURVEY DATA WITH LIMITED BENCHMARK INFORMATION
Authors: Dunstan R. , Chambers R. L. 
Published: February 2008

summaryThe model‐based approach to estimation of finite population distribution functions introduced in Chambers & Dunstan (1986) is extended to the case where only summary information is available for the auxiliary size variable. Monte Carlo results indicate that this ‘limited information’ extension is almost as efficient as the ‘full information’ method proposed in the above reference. These results also indicate that the model‐based confidence intervals generated by either of these methods have superior coverage properties to more conventional design‐based confidence intervals.
ESTIMATING A NON‐GAUSSIAN REGRESSION MODEL WITH MULTICOLLINEARITY
Authors: And R. B. Cunningham , Heathcote C. R. 
Published: February 2008

summaryThe paper discusses practical issues that arose in estimating a Linear model subject to heteroscedasticity, skewness and multicollinearity. The context of the problem required that linearity of the model as originally formulated be preserved. A seemingly satisfactory fit was obtained using a Gamma model and principal components.
THE ESTIMATION OF PLUTONIUM CONCENTRATIONS IN SOIL
Authors: And Keith Wise , Kabaila Paul 
Published: February 2008

summaryIn this paper we examine the consequences, for statistical analysis and interpretation, of the particulate nature of radioactive contamination of a nuclear weapons test site. We propose a probabilistic model which incorporates the particulate nature of the contamination and which is simple enough to be statistically fitted to the data. Parameter estimation involves the reconciliation and combination of measurements of (a) 59.5 ke V gamma rays from americium‐241, a decay product of plutonium‐241, using a portable medium resolution NaI detector, on a regular survey grid at a test site and (b) 59.5 ke V radiation from soil samples obtained at grid points. The implications of the model for measurement of levels of contamination are considered.
UNIFORM ASYMPTOTIC EXPANSIONS APPLIED TO SEQUENTIAL t ‐ and t2‐TESTS
Authors: Govindarajulu Z. , Howard H. C. 
Published: February 2008

summaryUsing some uniform asymptotic expansions for parabolic cylinder functions recently developed by Olver (1959), various integrals associated with the sequential t‐ and t2 ‐tests are evaluated asymptotically in terms of the sample size. Then the continuation region inequalities for these tests are inverted and expressed in terms of well known test criteria. It should be pointed out that the inversion of the continuation regions in terms of the well known statistics yields forms for the sequential tests that are more easily applicable by the practitioner than the forms yielded by the method of Rushton. Furthermore, using these inequalities and the asymptotic normality of the test criteria, finite sure termination of sequential t‐ and t2‐test procedures readily follow. Based on simulation studies, power comparisons of the two approximations are also made.
COMPUTER AIDED‐CONSTRUCTION OF D‐OPTIMAL 2m FRACTIONAL DESIGNS OF RESOLUTION V
Authors: Nguyen Nam‐Ky , Dey Aloke 
Published: February 2008

summaryA new exchange algorithm for construction of 2mD‐optimal fractional factorial design (FFD) is devised. This exchange algorithm is a modification of the one due to Fedorov (1969, 1972) and is an improvement over similar algorithm due to Mitchell (1974) and Galil & Kiefer (1980). This exchange algorithm is then used to construct 54 D‐optimal 2m‐FFD's of resolution V for m = 4,5,6.
A REVIEW OF BOUNDS FOR THE EFFICIENCY FACTOR OF BLOCK DESIGNS
Authors: Jarrett Richard 
Published: February 2008

summaryThis paper draws together bounds for the efficiency factor of block designs, starting with the papers of Conniffe & Stone (1974) and Williams & Patterson (1977). By extending the methods of Jarrett (1983), firstly to cover supercomplete block designs and then to cover resolvable designs, a set of bounds is obtained which provides the best current bounds for any block design with equal replication and equal block size, including resolvable designs and two‐replicate resolvable designs as special cases. The bounds given for non‐resolvable designs apply strictly only to designs which are either regular‐graph (John & Mitchell, 1977) or whose duals are regular‐graph. It is conjectured (John & Williams, 1982) that they are in fact global bounds. Similar qualifications apply to the bounds for resolvable designs.
CONDITIONAL INFERENCE ABOUT AN EQUICORRELATION COEFFICIENT
Authors: Williams Evan J. , Yip Paul 
Published: February 2008

summarySenGupta (1987) proposed a locally most powerful test which is globally (one sided) unbiased, and an estimator of p, the equicorrelation coefficient of a standard symmetric multivariate normal (SSMN) distribution. Here we use the idea in Williams (1984) to illustrate the construction and use of ancillary statistics to make inference about p. The test and confidence intervals based on this construction are conditionally optimal.
FAMILIES AND EARLY LABOUR MARKET EXPERIENCE: AN ANALYSIS OF SIBLINGS
Authors: Bradbury Bruce , McRae Ian , Woyzbun Lyn 
Published: February 2008

SummaryHow much does family background matter in determining the labour market success of young people? What role does education play in the transmission of advantage from one generation to another? Studies which have examined observable family characteristics have generally concluded that family background has only a moderate influence upon labour market outcomes, and that this influence is generally mediated through educational attainment.However the relevant family characteristics are typically difficult to identify, let alone measure. This paper examines a sample of siblings from the Australian Longitudinal Survey in order to capture the effects of unobservable family characteristics. Siblings, by definition, have their families and associated environments in common. Thus the extent to which siblings have similar outcomes in the labour market is an indicator of the effect of family background (defined broadly) on labour market success.A number of different outcome measures are examined, including earnings, incomes and experience of unemployment. The effect of transitory variations on these outcomes is discussed. Sibling outcomes are found to be quite strongly correlated, though differences are observed between brother, sister and mixed sibling pairs.Because unmeasured family characteristics are associated with both education and labour market outcomes, their addition to conventional human capital models leads to a downward revision of the effects of education. However such conclusions must be considered in the light of the reliability and validity of the measures of educational attainment.
INFLUENCE OF FAMILY BACKGROUND ON THE EDUCATIONAL AND LABOUR‐FORCE OUTCOMES OF YEAR 12 SCHOOL‐LEAVERS
Authors: Prior Heather , Beggs John J. 
Published: February 2008

SummaryCurrent Government education policy presents some stark contrasts. While subsidies to secondary students are being increased significantly by an expansion of secondary allowances, individual subsidies at the tertiary level are to be reduced via a system of fees or taxes. This policy development is substantially predicated upon the Government's belief that higher education students tend to come from privileged backgrounds. This study explores that hypothesis by analysing the influence of family background on the transition of Year 12 school‐leavers to further education or the labour‐force.Excellent data from the Australian Longitudinal Survey are used to focus on some previously under‐researched aspects of this question. Six models axe reported, each offering different trade‐offs between the competing needs for comprehensive coverage of explanatory variables and data coverage.The strongest result obtained is the consistent significance of the mother's educational qualifications in the child's decision to proceed to further education. Equally interesting is the insignificance of the father's educational level. The paternal variables which influence tertiary outcomes are income and/or occupation. Attendance at a private non‐Catholic school is also influential.The paper reports provocative evidence on the outcomes of the children of non‐English speaking migrants. While this group is often perceived as educationally disadvantaged by their parents' ethnic origins, the results of this study indicate that they are more likely to proceed to tertiary studies than are the children of English speakers.Part‐time employment of school children is an increasingly common phenomenon. The preliminary evidence here indicates that the children involved subsequently have lower representation in tertiary institutions but higher employment probabilities in the labour‐force.The results imply that mothers and fathers play different roles in influencing their children's outcomes. But there is often a high degree of correlation between maternal and paternal characteristics which makes it difficult to identify separately their respective influences.In summary, the results suggest that family background matters. But the implications for public policy which aims at redressing imbalances in society are complex. On the one hand the children of the well educated and from private schools are more likely to attend tertiary institutions. On the other hand, the migrant “success” story suggests that motivated individuals have it within their grasp to determine their educational and work outcomes. Together, the results point to the importance of attitudes in determining participation in tertiary education and suggest that attention to this factor could enhance the effects of educational subsidies provided to low income families.
THE TRANSITION FROM FULL‐TIME STUDY TO WORK
Authors: Eyland E. Ann , Johnson Lester W. 
Published: February 2008

SummaryThe transition from full‐time study to first full‐time job is modelled using data from the first phase of the Australian Longitudinal Survey (ALS). The transition process is modelled using an ordinal probit model since the time from leaving school to first job is only observed categorically in the ALS. Variables found to be significant in explaining transition time are sex, parental education level, years of schooling, perceived ability and reasons for leaving school.
THE EFFICIENCY OF THE COCHRANE‐ORCUTT PROCEDURE
Authors: Hoque Asraul 
Published: February 2008

SummaryIt is well known that the ordinary least squares (OLS) estimator, though unbiased, is inefficient in the presence of autocorrelated disturbances. Further, it is also widely accepted that the Cochrane‐Orcutt (C‐O) estimator is more efficient than the OLS estimator. However, Kadiyala (1968) and Maeshiro (1976, 1978) have argued that OLS is more efficient than C‐O when the independent variable is trended and the autocorrelation coefficient is positive. We re‐examine this issue and show that C‐O is more efficient than OLS for the model without an intercept term.
BAYESIAN TESTS FOR SOME PRECISE HYPOTHESES ON MULTI‐NORMAL MEANS
Authors: Groenewald P.C.N. , de Waal D.J. 
Published: February 2008

SummaryBayesian counterparts of some standard tests concerning the means of multi‐normal distribution are discussed. In particular the hypothesis that the multi‐normal mean is equal to a specified value, and the hypothesis that the means are equal. Lower bounds on the Bayes factor in favour of the null hypothesis are obtained over the class of conjugate priors. The P‐value, or observed significance level of the standard sampling‐theoretic test procedure are compared with the posterior probability. The results correspond closely with those of Good (1967), Berger & Sellke (1987), Pepple (1988) and others and illustrate the conflict between posterior probabilities and P‐values as measures of evidence.
ON SELECTING VARIABLES AND ASSESSING THEIR PERFORMANCE IN LINEAR DISCRIMINANT ANALYSIS
Authors: Ganeshanandam S. , Krzanowski W.J. 
Published: February 2008

SummaryLinear discriminant analysis between two populations is considered in this paper. Error rate is reviewed as a criterion for selection of variables, and a stepwise procedure is outlined that selects variables on the basis of empirical estimates of error. Problems with assessment of the selected variables are highlighted. A leave‐one‐out method is proposed for estimating the true error rate of the selected variables, or alternatively of the selection procedure itself. Monte Carlo simulations, of multivariate binary as well as multivariate normal data, demonstrate the feasibility of the proposed method and indicate its much greater accuracy relative to that of other available methods.
INFLUENCE DIAGNOSTICS FOR THE NORMAL LINEAR MODEL WITH CENSORED DATA
Authors: Weissfeld L.A. , Schneider H. 
Published: February 2008

SummaryMethods of detecting influential observations for the normal model for censored data are proposed. These methods include one‐step deletion methods, deletion of observations and the empirical influence function. Emphasis is placed on assessing the impact that a single observation has on the estimation of coefficients of the model. Functions of the coefficients such as the median lifetime are also considered. Results are compared when applied to two sets of data.
THE POWER OF STUDENT'S t TEST: CAN A NON‐SIMILAR TEST DO BETTER?
Authors: King Maxwell L. 
Published: February 2008

SummaryLehmann & Stein (1948) proved the existence of non‐similar tests which can be more powerful than best similar tests. They used Student's problem of testing for a non‐zero mean given a random sample from the normal distribution with unknown variance as an example. This raises the question: should we use a non‐similar test instead of Student's t test? Questions like this can be answered by comparing the power of the test with the power envelope. This paper discusses the difficulties involved in computing power envelopes. It reports an empirical comparison of the power of the t test and the power envelope and finds that the two are almost identical especially for sample sizes greater than 20. These findings suggest that, as well as being uniformly most powerful (UMP) within the class of similar tests, Student's t test is approximately UMP within the class of all tests. For practical purposes it might also be regarded as UMP when moderate or large sample sizes are involved.
DISTRIBUTION‐FREE TESTS BASED ON SUB‐SAMPLE EXTREMA FOR TESTING AGAINST POSITIVE DEPENDENCE
Authors: Kochar Subhash C. , Gupta R.P. 
Published: February 2008

SummaryA class of distribution‐free tests based on U‐statistics has been proposed for testing the null hypothesis of independence against positive quadrant dependence. The tests are based on U‐statistics and the Kendall's‐tau test belongs to this class.
A MONTE CARLO COMPARISON OF ELLIPTICAL‐THEORY AND OTHER TESTS FOR EQUALITY OF COVARIANCE MATRICES
Authors: Pervaiz Muhammad Khalid , Skinner C.J. 
Published: February 2008

SummaryA Monte Carlo study of the size and power of tests of equality of two covariance matrices is carried out. Tests based upon normality assumptions, elliptical distribution assumptions as well as distribution‐free tests are compared. Samples are generated from normal, elliptical and non‐elliptical populations. The elliptical‐theory tests, in particular, have poor size properties for both elliptical distributions with moderate sample sizes and for non‐elliptical distributions.
EMPIRICALLY ACCELERATED CONVERGENCE OF THE SPACINGS STATISTICS TO NORMALITY
Authors: Mudholkar Govind S. , Smethurst Philip A. 
Published: February 2008

SummaryIf the asymptotic normality of a statistic is inadequate for approximating its distribution in practice, then the statistic may be transformed in order to improve the approximation by accelerating the convergence to normality. We treat a goodness‐of‐fit statistic, the sum of the logarithms of generalized uniform spacings introduced by Cressie (1976, 1978), in this spirit. Specifically, we apply the method of maximum likelihood to simulations of the statistic in order to estimate a power transformation, as in Box & Cox (1964), and hence develop a small sample normal approximation. This approximation provides a more versatile method of applying the statistic than currently available tables of percentiles.
THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R‐ESTIMATOR
Authors: Hall Peter , Welsh A.H. 
Published: February 2008

SummaryWe exploit the fact that the Wilcoxon score R‐estimator of the slope in a linear regression model minimises Gini's mean difference of the residuals to obtain a Berry‐Esseen rate of convergence result for the Wilcoxon R‐estimator.
ON BOOTSTRAP HYPOTHESIS TESTING
Authors: Fisher Nicholas I. , Hall Peter 
Published: February 2008

SummaryWe describe methods for constructing bootstrap hypothesis tests, illustrating our approach using analysis of variance. The importance of pivotalness is discussed. Pivotal statistics usually result in improved accuracy of level. We note that hypothesis tests and confidence intervals call for different methods of resampling, so as to ensure that accurate critical point estimates are obtained in the former case even when data fail to comply with the null hypothesis. Our main points are illustrated by a simulation study and application to three real data sets.
A METHOD FOR DETERMINING THE ASYMPTOTIC EFFICIENCY OF SOME SEQUENTIAL PROBABILITY RATIO TESTS
Authors: Pollard Graham 
Published: February 2008

SummaryThis paper gives a method for decomposing many sequential probability ratio tests into smaller independent components called “modules”. A function of some characteristics of modules can be used to determine the asymptotically most efficient of a set of statistical tests in which a, the probability of type I error equals β, the probability of type II error. The same test is seen also to give the asymptotically most efficient of the corresponding set of tests in which a is not equal to β. The “module” method is used to give an explanation for the super‐efficiency of the play‐the‐winner and play‐the‐loser rules in two‐sample binomial sampling. An example showing how complex cases can be analysed numerically using this method is also given.