Comparing estimation methods for the FPLD.
Comparing the suitability of two factors for stratification in estimating diversity
Comparison of fixed precision estimation schemes in Bernoulli trials
Comparison of MINQUE and LMVQUIE by simulation
Comparison of two common estimators of the ratio of the means of independent normal variables in agricultural research.
Compléments : tests statistiques sur les distributions de Dirichlet
Complete convergence theorems for normed row sums from an array of rowwise pairwise negative quadrant dependent random variables with application to the dependent bootstrap
Let be an array of rowwise pairwise negative quadrant dependent mean 0 random variables and let . Conditions are given for completely and for completely. As an application of these results, we obtain a complete convergence theorem for the row sums of the dependent bootstrap samples arising from a sequence of i.i.d. random variables .
Complete Sufficiency and Maximum Likelihood Estimation for the Two-Parameter Negative Binomial Distribution.
Components of the game result in a football league
We assume that the result of a football game depends upon the difference of the strengths of the teams, home-field advantage, random factors and also other components. We describe the goal outcome per game by independent Poisson random variables; we concentrate on expected values. The least squares estimators of the parameters are obtained. The study is illustrated by examples from the Italian and Polish leagues.
Comportamiento de los contrastes ADF, PP y KPSS al trabajar con series ajustadas de estacionalidad.
En este trabajo se analiza el comportamiento de los tests de raíces unitarias cuando se utilizan los componentes ciclo-tendencia obtenidos a partir de procedimientos de extracción de señales en lugar de utilizar las series originales. Adicionalmente se intenta detectar las causas finales de los efectos perniciosos observados. Los procedimientos de extracción de señales analizados son el basado en modelos ARIMA y el filtro de líneas aéreas modificado. Un ejercicio de simulación nos permite concluir...
Conditional Confidence Interval for the Scale Parameter of a Weibull Distribution
2000 Mathematics Subject Classification: 62F25, 62F03.A two-sided conditional confidence interval for the scale parameter θ of a Weibull distribution is constructed. The construction follows the rejection of a preliminary test for the null hypothesis: θ = θ0 where θ0 is a given value. The confidence bounds are derived according to the method set forth by Meeks and D’Agostino (1983) and subsequently used by Arabatzis et al. (1989) in Gaussian models and more recently by Chiou and Han (1994, 1995)...
Conditions for local asymptotic normality of experiment sequences
Conditions nécessaires et suffisantes de convergence L1 en probabilité de l'histogramme pour une densité
Confidence band for regression line with exponential distribution of errors
Confidence intervals based on corrected likelihood ratio tests for parallel systems with covariates.
Confidence intervals for reliability functions of an exponential distribution under random censorship
Confidence intervals for the capability indices and in stationary Caussian processes.
Confidence regions in a multivariate regression model with constraints II
Confidence regions in nonlinear models with constraints
Confidence regions in nonlinear regression models
New curvature measures for nonlinear regression models are developed and methods of their computing are given. Using these measures, more accurate confidence regions for parameters than those based on linear or quadratic approximations are obtained.