An AR(1) model with ARCH(1) error structure is known as the first-order double autoregressive (DAR(1)) model. In this paper, a conditional likelihood based method is proposed to obtain inference for the two scalar par...An AR(1) model with ARCH(1) error structure is known as the first-order double autoregressive (DAR(1)) model. In this paper, a conditional likelihood based method is proposed to obtain inference for the two scalar parameters of interest of the DAR(1) model. Theoretically, the proposed method has rate of convergence O(n-3/2). Applying the proposed method to a real-life data set shows that the results obtained by the proposed method can be quite different from the results obtained by the existing methods. Results from Monte Carlo simulation studies illustrate the supreme accuracy of the proposed method even when the sample size is small.展开更多
Inference for the difference of two independent normal means has been widely studied in staitstical literature. In this paper, we consider the case that the variances are unknown but with a known relationship between ...Inference for the difference of two independent normal means has been widely studied in staitstical literature. In this paper, we consider the case that the variances are unknown but with a known relationship between them. This situation arises frequently in practice, for example, when two instruments report averaged responses of the same object based on a different number of replicates, the ratio of the variances of the response is then known, and is the ratio of the number of replicates going into each response. A likelihood based method is proposed. Simulation results show that the proposed method is very accurate even when the sample sizes are small. Moreover, the proposed method can be extended to the case that the ratio of the variances is unknown.展开更多
Inference for the mean of a normal distribution with known coefficient of variation is of special theoretical interest be- cause the model belongs to the curved exponential family with a scalar parameter of interest a...Inference for the mean of a normal distribution with known coefficient of variation is of special theoretical interest be- cause the model belongs to the curved exponential family with a scalar parameter of interest and a two-dimensional minimal sufficient statistic. Therefore, standard inferential methods cannot be directly applied to this problem. It is also of practical interest because this problem arises naturally in many environmental and agriculture studies. In this paper we proposed a modified signed log likelihood ratio method to obtain inference for the normal mean with known coeffi- cient of variation. Simulation studies show the remarkable accuracy of the proposed method even for sample size as small as 2. Moreover, a new point estimator for the mean can be derived from the proposed method. Simulation studies show that new point estimator is more efficient than most of the existing estimators.展开更多
Fisher [1] proposed a simple method to combine p-values from independent investigations without using detailed information of the original data. In recent years, likelihood-based asymptotic methods have been developed...Fisher [1] proposed a simple method to combine p-values from independent investigations without using detailed information of the original data. In recent years, likelihood-based asymptotic methods have been developed to produce highly accurate p-values. These likelihood-based methods generally required the likelihood function and the standardized maximum likelihood estimates departure calculated in the canonical parameter scale. In this paper, a method is proposed to obtain a p-value by combining the likelihood functions and the standardized maximum likelihood estimates departure of independent investigations for testing a scalar parameter of interest. Examples are presented to illustrate the application of the proposed method and simulation studies are performed to compare the accuracy of the proposed method with Fisher’s method.展开更多
文摘An AR(1) model with ARCH(1) error structure is known as the first-order double autoregressive (DAR(1)) model. In this paper, a conditional likelihood based method is proposed to obtain inference for the two scalar parameters of interest of the DAR(1) model. Theoretically, the proposed method has rate of convergence O(n-3/2). Applying the proposed method to a real-life data set shows that the results obtained by the proposed method can be quite different from the results obtained by the existing methods. Results from Monte Carlo simulation studies illustrate the supreme accuracy of the proposed method even when the sample size is small.
文摘Inference for the difference of two independent normal means has been widely studied in staitstical literature. In this paper, we consider the case that the variances are unknown but with a known relationship between them. This situation arises frequently in practice, for example, when two instruments report averaged responses of the same object based on a different number of replicates, the ratio of the variances of the response is then known, and is the ratio of the number of replicates going into each response. A likelihood based method is proposed. Simulation results show that the proposed method is very accurate even when the sample sizes are small. Moreover, the proposed method can be extended to the case that the ratio of the variances is unknown.
文摘Inference for the mean of a normal distribution with known coefficient of variation is of special theoretical interest be- cause the model belongs to the curved exponential family with a scalar parameter of interest and a two-dimensional minimal sufficient statistic. Therefore, standard inferential methods cannot be directly applied to this problem. It is also of practical interest because this problem arises naturally in many environmental and agriculture studies. In this paper we proposed a modified signed log likelihood ratio method to obtain inference for the normal mean with known coeffi- cient of variation. Simulation studies show the remarkable accuracy of the proposed method even for sample size as small as 2. Moreover, a new point estimator for the mean can be derived from the proposed method. Simulation studies show that new point estimator is more efficient than most of the existing estimators.
文摘Fisher [1] proposed a simple method to combine p-values from independent investigations without using detailed information of the original data. In recent years, likelihood-based asymptotic methods have been developed to produce highly accurate p-values. These likelihood-based methods generally required the likelihood function and the standardized maximum likelihood estimates departure calculated in the canonical parameter scale. In this paper, a method is proposed to obtain a p-value by combining the likelihood functions and the standardized maximum likelihood estimates departure of independent investigations for testing a scalar parameter of interest. Examples are presented to illustrate the application of the proposed method and simulation studies are performed to compare the accuracy of the proposed method with Fisher’s method.
