Showing papers in "Journal of Statistical Planning and Inference in 1988"

TL;DR: In this article, a family of estimators for the relative frequency of the unobservable zero class in a truncated Poisson distribution is proposed for the estimation of the number of unobserved individuals in complex capture-recapture experiments.

TL;DR: In this paper, it was shown that for the 2t-variate joint and the transition probability density function, strongly consistent estimates for the initial and the one-step transition distribution functions of the process were obtained.

TL;DR: In this article, the authors give sufficient conditions for strong consistency of maximum likelihood estimators in certain nonparametric families of mixtures, with emphasis on mixtures over exponential families.

TL;DR: In this article, the authors show that lower probability models that allow for unstable time averages can only lie in the class of undominated lower probabilities, a subset of lower probabilities disjoint from the lower envelopes and having the weakest relationship to conventional probability measures.

TL;DR: In this article, the authors introduce confidence intervals formed by a pair of generalized order statistics and develop Bahadur-type representation theory for these order statistics, and construct corresponding sequential fixed-width confidence interval procedures.

TL;DR: In this paper, the problem of combining optimality criteria using constrained optimization techniques is considered, and a necessary and sufficient condition similar to Kiefer (Theorem 1, 1974a) is obtained using Frechet derivatives.

TL;DR: In this article, the authors derived a complete characterization of estimators that are admissible for a given identifiable vector of parametric functions among the set of linear estimators under the general Gauss-Markov model with a dispersion matrix possibly singular.

TL;DR: Hampel's concept of qualitative robustness (or stability) is applied to estimates of ‘generalized parameters’ (that is, estimates which take values in an abstract metric space) and the incompatibility between robustness and consistency is proved.

TL;DR: The aim of the present paper is to prove that, under certain natural assumptions, the minimum inaccuracy principle of estimation from fuzzy observations supplies a suitable method for the above requirement.

TL;DR: In this article, the determinant of the information matrix in terms of canonical moments is expressed as a polynomial regression model on the unit q-ball and the robust-type D-optimal designs in the sense of Stigler (1971) and Studden (1982) are given.

TL;DR: In this paper, several methods of constructing semi-Latin squares are given, and several efficiency factors of these squares are discussed, and it is shown that Trojan squares and their derivatives have high efficiency factors in the bottom stratum.

TL;DR: A Bayesian approach to the problem of comparing experts or expert systems is presented and the question of who is an expert is considered and comparisons among well-calibrated experts are studied.

TL;DR: In this article, the k-th smallest order statistic of a random sample of size n from a distribution F(x) is defined, and the expected spacings of order statistics and of continuous distributions via the moments of record values are given.

TL;DR: In this article, the authors adapted some existing procedures for complete samples to randomly censored data and used the methods of Gastwirth (1968) and Hettmansperger (1973) which were based on Bahadur's result to extend the procedures of Mathisen (1943), Gart (1963) and Slivka (1970).

TL;DR: In this article, the authors introduced the definition of multivariate harmonic new better than used in expectation (MHNBUE) life distributions, which is a multivariate generalization of the useful univariate aging property HNBUE.

TL;DR: By using the criterion of D-optimality of the Fisher information matrix, general optimal vectors are characterized which could be used for constructing Bayesian or locally D-optimal designs.

TL;DR: In this article, the estimation of the ratio of two independent normal variances is considered under scale invariant squared error loss function, when the means are unknown, and the best invariant estimator is shown to be inadmissible.

TL;DR: A central limit theorem for linear combinations of a function of generalized order statistics with unbounded scores is established in this article, which is based on the Chernoff-Savage approach.

TL;DR: In this paper, the best predictors of a random sample of size 2 from a discrete distribution taking integer values are determined for geometric and discrete uniform distributions, and the discussion is extended to a larger sample size but is limited to regressions of adjacent order statistics.

TL;DR: The probabilistic analysis of testimony is surveyed in this paper, where the authors focus on several problems of particular interest or complexity, and some attempt is made to clarify the role these play.

TL;DR: In this article, the authors consider tests based on the runs of the original observations occuring in this ordered sequence and show that this test is consistent against a much wider class of non-symmetric alternatives, possibly with the same median.

TL;DR: The results show that, if E(Sn) = O(1) and if the individual probabilities of success of the Xi's tend uniformly to zero, then the general rate of convergence of the above mentioned metrics to zero is O(∑ni = 1P2i).

TL;DR: In this article, the authors seek designs which are optimal in some sense for extrapolation when the true regression function is in a certain class of regression functions, defined to be the collection of regression function such that its (h + 1)-th derivative is bounded.

TL;DR: In this article, an analytic solution for a D-optimal design for a linear log contrast model for experiments with mixtures on the k-dimensional simplex introduced recently by J. Aitchison and J. Bacon-Shone is given.

TL;DR: In this article, a theorem is provided that extends approximate confidence intervals on a positive difference of expected mean squares to the case where the sign is unknown, and numerical integration is used to illustrate the performance of the extension based on a method proposed by Howe.

TL;DR: In this article, strongly balanced uniform repeated measurements designs when the number of treatments is 0, 1 or 3 modulo 4 are constructed, using the methods of differences and Hamiltonian decomposition of the lexicographic product of two graphs.

TL;DR: A detailed comparative study of six major, leading methods for reasoning based on imperfect knowledge, including Bayes' rule, Dempster-Shafer theory, fuzzy set theory, Mycin Model, Cohen's system of inductive probabilities, and a class of non-monotonic reasoning methods.

TL;DR: In this paper, sufficient conditions are given under which quantiles of the product-limit estimator allow a Bahadur-type representation with remainder term o,D(~-"~) here {p,} is either a deterministic or random sequence.

TL;DR: In this article, the authors derived the almost sure representation, the law of iterated logarithm, and an invariance principle for the statistic F ∗ n (U n ).

TL;DR: The meaning and relationship of randomness and determinism are discussed, and a fundamental development of chaotic dynamical systems is given with examples.