منابع مشابه
Modeling of Infinite Divisible Distributions Using Invariant and Equivariant Functions
Basu’s theorem is one of the most elegant results of classical statistics. Succinctly put, the theorem says: if T is a complete sufficient statistic for a family of probability measures, and V is an ancillary statistic, then T and V are independent. A very novel application of Basu’s theorem appears recently in proving the infinite divisibility of certain statistics. In addition ...
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We investigate two approaches to constructing compatible prior laws over alternative models: ‘projection’ and ‘conditioning’. Each of these is shown to require additional inputs. We suggest that these can be chosen in a natural way in each case, leading to ‘Kullback-Leibler projection’ and ‘Jeffreys conditioning’. We recommend the former for the case of coexisting models, and the latter for com...
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In this paper, we attempt to answer the three questions about the invariant probability distribution for stochastic matrices: (1) does every stochastic matrix have an invariant probability distribution?; (2) is the invariant probability distribution unique?; and (3) when can we conclude that the power of a stochastic matrix converges? To answer these questions, we present the Perron-Frobenius T...
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Based on the design of the ELISA calibration in the comparability study CCQM-P58, three measured signals are simulated at each of the 11 known concentrations (100, 50, . . . , 0.195, 0) ng/ml. These calibration data are simulated according to Model (1.1) using the parameters β = (1.466, 0.1024, 67.93, 1.361), a = 3.933 × 10, c = 9.710 × 10, and are listed in Table 1. Based on the comparability ...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1964
ISSN: 0003-4851
DOI: 10.1214/aoms/1177703583