This paper develops a new method of parametric estimate, which is named as 'synthesized expected Bayesian method'. When samples of products are tested and no failure events occur, the definition of expected Ba...This paper develops a new method of parametric estimate, which is named as 'synthesized expected Bayesian method'. When samples of products are tested and no failure events occur, the definition of expected Bayesian estimate is introduced and the estimates of failure probability and failure rate are provided. After some failure information is introduced by making an extra-test, a synthesized expected Bayesian method is defined and used to estimate failure probability, failure rate and some other parameters in exponential distribution and Weibull distribution of populations. Finally, calculations are performed according to practical problems, which show that the synthesized expected Bayesian method is feasible and easy to operate.展开更多
In the study, a method of solving ANOVA problems based on an unbalanced three-way mixed effects model with interaction for data when factors A and B are fixed, and factor C is random was presented, and the required EM...In the study, a method of solving ANOVA problems based on an unbalanced three-way mixed effects model with interaction for data when factors A and B are fixed, and factor C is random was presented, and the required EMS was derived. Under each of the appropriate null hypotheses, it was observed that none of the derived EMS was unbiased for the other. Unbiased estimators of the mean squares were determined to test hypotheses. With the unbiased estimators,?appropriate F-statistics as well as their corresponding pseudo-degrees of freedom were obtained. The theoretical results presented in the paper were?illustrated using a numerical example.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
In statistical theory, a statistic that is function of sample observations is used to estimate distribution parameter. This statistic is called unbiased estimate if its expectation is equal to theoretical parameter. P...In statistical theory, a statistic that is function of sample observations is used to estimate distribution parameter. This statistic is called unbiased estimate if its expectation is equal to theoretical parameter. Proving whether or not a statistic is unbiased estimate is very important but this proof may require a lot of efforts when statistic is complicated function. Therefore, this research facilitates this proof by proposing a theorem which states that the expectation of variable x 〉 0 is u if and only if the limit of logarithm expectation of x approaches logarithm of u. In order to make clear of this theorem, the research gives an example of proving correlation coefficient as unbiased estimate by taking advantages of this theorem.展开更多
基金This work was supported partly by the Zhejiang Province National Natural Science Foundation of China under Grant 100026And this work was supported in part by the Zhejiang Province Education Committee Foundation of China under Grant 20031024.
文摘This paper develops a new method of parametric estimate, which is named as 'synthesized expected Bayesian method'. When samples of products are tested and no failure events occur, the definition of expected Bayesian estimate is introduced and the estimates of failure probability and failure rate are provided. After some failure information is introduced by making an extra-test, a synthesized expected Bayesian method is defined and used to estimate failure probability, failure rate and some other parameters in exponential distribution and Weibull distribution of populations. Finally, calculations are performed according to practical problems, which show that the synthesized expected Bayesian method is feasible and easy to operate.
文摘In the study, a method of solving ANOVA problems based on an unbalanced three-way mixed effects model with interaction for data when factors A and B are fixed, and factor C is random was presented, and the required EMS was derived. Under each of the appropriate null hypotheses, it was observed that none of the derived EMS was unbiased for the other. Unbiased estimators of the mean squares were determined to test hypotheses. With the unbiased estimators,?appropriate F-statistics as well as their corresponding pseudo-degrees of freedom were obtained. The theoretical results presented in the paper were?illustrated using a numerical example.
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.
文摘In statistical theory, a statistic that is function of sample observations is used to estimate distribution parameter. This statistic is called unbiased estimate if its expectation is equal to theoretical parameter. Proving whether or not a statistic is unbiased estimate is very important but this proof may require a lot of efforts when statistic is complicated function. Therefore, this research facilitates this proof by proposing a theorem which states that the expectation of variable x 〉 0 is u if and only if the limit of logarithm expectation of x approaches logarithm of u. In order to make clear of this theorem, the research gives an example of proving correlation coefficient as unbiased estimate by taking advantages of this theorem.
