Showing 1 - 10 of 97
Persistent link: https://www.econbiz.de/10005285983
In this paper we present a widely applicable definition of the predictive likelihood based on estimators that are either sufficient or approximately sufficient. Under regularity conditions, this predictive likelihood is shown to equal the Bayes prediction density up to terms of order O p(n-1)....
Persistent link: https://www.econbiz.de/10005319352
Zellner (1975), Chaloner and Brant (1988), and Chaloner (1991) used the posterior distributions of the realized errors to define outliers in a linear model. The same concept is used here to define outliers in a state-space model. An effective approach to compute the posterior probabilities of...
Persistent link: https://www.econbiz.de/10005319288
The method of Bayesian model selection for join point regression models is developed. Given a set of "K"&plus;1 join point models "M"<sub>0</sub>, "M"<sub>1</sub>, …, "M"<sub>" K"</sub> with 0, 1, …, "K" join points respec-tively, the posterior distributions of the parameters and competing models "M"<sub>"k"</sub> are computed...
Persistent link: https://www.econbiz.de/10005217072
Microtubules are part of the structural network within a cell's cytoplasm, providing structural support as well as taking part in many of the cellular processes. A large body of data provide evidence that dynamics of microtubules in a cell is reponsible for the performance of many critical...
Persistent link: https://www.econbiz.de/10004966843
This paper revisits the topic of how linear functions of observations having zero expectation, play an important role in our statistical understanding of the effect of addition or deletion of a set of observations in the general linear model. The effect of adding or dropping a group of...
Persistent link: https://www.econbiz.de/10005074686
A generalized likelihood ratio procedure and a Bayes procedure are considered for change-point problems for the mean direction of the von Mises distribution, both when the concentration parameter is known and when it is unknown. These tests are based on sample resultant lengths. Tables that list...
Persistent link: https://www.econbiz.de/10005639841
Most of the tractable distributions currently available for modeling circular data are symmetric around a modal direction, prominent among them the von Mises distribution. Here we discuss a method of introducing asymmetry into any such symmetric circular model and develop general classes of...
Persistent link: https://www.econbiz.de/10005137715
Let X1, X2,..., be i.i.d. random variables, which are uniformly distributed on [0,1]. Further let I1(0) = [0, 1] and let Ik(n) denote the kth largest interval generated by the points 0, X1, X2,..., Xn-1, 1 (or equivalently, the interval corresponding to the kth largest spacing at the nth stage)....
Persistent link: https://www.econbiz.de/10005224049
In this article we discuss uniformly most powerful unbiased tests for testing exponentiality against a specific class of two-parameter exponential models with increasing failure rate. We show that the optimal test statistic for this problem admits an alternative representation in terms of a...
Persistent link: https://www.econbiz.de/10005254153