منابع مشابه
A note on the asymptotic distribution of likelihood ratio tests to test variance components.
When using maximum likelihood methods to estimate genetic and environmental components of (co)variance, it is common to test hypotheses using likelihood ratio tests, since such tests have desirable asymptotic properties. In particular, the standard likelihood ratio test statistic is assumed asymptotically to follow a chi2 distribution with degrees of freedom equal to the number of parameters te...
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We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ratio Method in Monte Carlo. We show how Antithetic Variables solve the well-known problem of the divergence of the variance of Delta for short maturities and small volatilities. With numerical examples within a Gaussian...
متن کاملThe Ratio-type Estimators of Variance with Minimum Average Square Error
The ratio-type estimators have been introduced for estimating the mean and total population, but in recent years based on the ratio methods several estimators for population variance have been proposed. In this paper two families of estimators have been suggested and their approximation mean square error (MSE) have been developed. In addition, the efficiency of these variance estimators are com...
متن کاملThe phenome-wide distribution of genetic variance.
A general observation emerging from estimates of additive genetic variance in sets of functionally or developmentally related traits is that much of the genetic variance is restricted to few trait combinations as a consequence of genetic covariance among traits. While this biased distribution of genetic variance among functionally related traits is now well documented, how it translates to the ...
متن کاملVariance of the Grain Boundary Character Distribution
A method for estimating the variance of the grain boundary character distribution from experimental recovery of the two-point correlation functions is derived. The method is illustrated in 2-D to analyze the variance of “susceptible” boundaries in alloy 304 stainless steel. Comparison of these estimates with results obtained directly from OIM measurements is presented. Introduction When the phe...
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ژورنال
عنوان ژورنال: Journal of the Staple Inn Actuarial Society
سال: 1951
ISSN: 0020-269X,0020-269X
DOI: 10.1017/s0020269x00004618