V2504377 a Two-Sample Test of Equal Gamma Distribution Scale Parameters with Unknown Common Shape Parameter

Total Page:16

File Type:pdf, Size:1020Kb

V2504377 a Two-Sample Test of Equal Gamma Distribution Scale Parameters with Unknown Common Shape Parameter TECHNOMETRICS 0, VOL. 25, NO. 4, NOVEMBER 1983 A Two-Sample Test of Equal Gamma Distribution Scale Parameters With Unknown Common Shape Parameter Wei-Kei Shiue Lee J. Bain Dept. of Mathematics and Computer Science Dept. of Mathematics and Statistics University of Nebraska-Omaha University of Missouri-Rolla Omaha, NE 68182-0243 Rolla, MO 65401 An approximate F-test for the equality of two gamma distribution scale parameters, given equal but unknown shape parameters, is proposed and investigated. The test is obtained by replacing the shape parameter by its maximum likelihood estimate. Monte Carlo and asymp- totic results show that in many cases this substitution does not seriously affect the nominal test size. Additionally, these results can be used to modify the test to more closely achieve the desired size. An example from a cloud seeding experiment is given. KEY WORDS: Gamma distribution; Two-sample tests; Tests of equal scale parameters; Approximate tests; Maximum likelihood. 1. INTRODUCTION distribution has been suggested,for example, as the failure time model for a system under continuous The gamma distribution is well known, dating back maintenance, where the reliability may experience at least to Laplace (1836),and it is Type III of Pear- some degradation (or growth) initially but then son’s system of distributions. Early applications were reachesa stable state as time goeson. involved more with its use as a derived distribution The gamma distribution has also receivedconsider- and its relationship to the chi-squared distribution, able attention in the area of weather analysis, and an but it has become increasingly important as a popu- example in this area is discussedlater. lation model, particularly now that its statistical Statistical techniques have been somewhat difficult properties are being developed. to develop for the gamma distribution, partly because Johnson and Kotz (1970) give a good general the parameters are not of the convenient location- review of the gamma distribution, including several scale type. Suppose that G(x; 0, IC)denotes a gamma referencesto applications in diverse fields. The gamma distribution with density model is consideredfrequently in the area of reliability 1 and life testing. This may be partly due to its relation- g(x; 8, K) =- x K-1,-x/s x >o; K, e > 0. ship to the Poisson process,since the waiting time to r(ti)eK ’ kth occurrence of a Poisson processfollows a gamma distribution. More importantly, however, it is a gener- (1) alization of the exponential distribution, and it pro- The mean is p = E(X) = 14. The parameters K and 0 vides a rather flexible skewed density defined over the are referred to as shape and scale parameters,respec- positive range. Its hazard function may be increasing tively. Optimum tests for 8 with K as an unknown or decreasing, but it approaches a constant as time nuisance parameter are derived by Engelhardt and approaches infinity. This represents a useful alter- Bain (1977), based on the conditional distribution of native to the Weibull distribution whose hazard func- X given 2, in which X and 1 denote the arithmetic and tion approaches either infinity or zero. The gamma geometric sample means,respectively. Tests for K with 377 378 WEI-KEI SHIUE AND LEE J. BAIN 0 unknown may be based on rl or, equivalently, on the true significancelevels S = In (X/g). Bain and Engelhardt (1975)provide ap- P(K, a) = Pr [X/p < &2n12)/2nCJ, proximate distributional results for S in the form (6) and show that the dependenceon K is small, although 2?lKCS i- x2(v), (2) the true level may be somewhat different from the where c and v are functions of n and K and x’(v) nominal level for small n. They provide information denotes a chi-squared random variable with v degrees for adjusting the test so that the approximate level will of freedom. For K 2 2, be near the prescribed nominal level. Almost identical procedurescan be applied to the two-sample case. 2nKS i, X*(n - 1). (3) Few other exact inferenceprocedures have beendevel- 3. TWO-SAMPLE TEST oped for the gamma distribution when both param- SupposeX denotesthe mean of a random sample of eters are assumed to be unknown. Grice and Bain size n, from G(x; 0i, K) and y is the mean of an (1980)provide approximate tests or confidence limits independent random sample of size n2 from G(y; eZ, for the mean of a gamma distribution when both K). If K is known, a size a test of H,: 8, = e2 against parameters are assumed to be unknown. Their ap- H,: 0i < 8, is to reject H, if proach is extended in this article to the problem of testing the equality of means (or scale parameters)for x -zr < F,(2rllK, 2n, K), (7) two independent gamma populations with the shape Y parametersassumed unknown but equal. Crow (1977) where F&vi, v2) denotes the lower a percentile of Sne- discussesthis problem for the log-normal and gamma decor’s F distribution. This follows becausewhen H, models for the shapeparameter known case,and con- is true, then siders an application to cloud seeding experiments. Barker (1981) discusses the optimum allocation of ---rvx R/K8, XZ{2rllK)/2rllK (8) sample sizesfor the sameproblem. P - VKo, X2(2n, K)/2rl,K' In the area of life testing, the limiting hazard rate is l/O, so that testing equal scale parameters is equiva- As for the one-samplecase, one expectsgood results lent to testing the equality of limiting hazard rates. if K is replaced by I? in (7), where Iz now denotes the Note that under the assumption of equal shape pa- MLE based on the combined sample data xi, . , x,,, rameters, the test of equal scale parametersis actually y,, ..., yn2. Crow (1977) uses this approach also in a test to determine whether the populations are identi- computing confidencelimits in a cloud seedingexperi- cal. Also, the assumption of equal shape parameters ment. The actual size of the approximate test is given may not always be appropriate and should not be by -- made automatically. For larger K values, the Equation P(K, a) = Pr [X/Y< F,(2n,rZ, 2n, <)I. (9) (3) approximation can easily be used to obtain an F This probability does not depend on 0 since the joint test ofH,: ICY= K~. - -. density of B and X/YIS free of 8, and it dependslittle on K. 2. ONE-SAMPLE TEST Values of P(K, &) have been estimated by Monte The approximate method studied by Grice and Carlo simulation for various values of K, ~1,nl, and n2. Bain (1980) for testing the mean in the one-sample Table 1 presentsthese for values of n, and n2 of 10 and case is briefly described first. Then, the method is 20. Limiting values of extendedto the two-sample case. P(0, a) = lim P(K, a) and P(co, CI)= lim P(K, a) It is well known that K-O K+cc are derived in Section 6 and included in Table 1. The 2nX/9 - X2(2nK), (4) values are helpful for verifying the Monte Carlo re- where x2(v) denotes a chi-squared distribution with v sults and for interpolation purposes outside the range degrees of freedom. When K is known, a uniformly of the Monte Carlo study. Similar results were ob- most powerful size c( test of H,: p 2 p0 against H,: tained for other combinations of n, and n2 and other c( p < p0 is to reject H, if levels. - Table 1 indicates that for fixed ~1,n,, and n2, the 2 < X;(2nK)/2nK. (5) P(K, a) are nearly constant except for small K and small n, and they are close to the limiting value P(co, It is natural to consider replacing K by R in (5) for c().Thus, (7) with K replaced by Iz provides an approxi- the K unknown case, where r?is the maximum likeli- mate test, particularly for moderate sample sizes,with hood estimator of K. Grice and Bain (1980) compute the true level being slightly above the prescribed level. TECHNOMETRICS $2, VOL. 25, NO. 4, NOVEMBER 1983 A TEST OF GAMMA SCALE PARAMETERS 379 Table 1. Values of P(Ic, a) 4. NUMERICAL EXAMPLE Crow (1977)considers hail data from a cloud seed- a ing experiment with n, = 16 and X = 13.366for non- n1 4 K .Ol .05 .lO seededdays and n2 = 17 and jj = 13.249for seeded days. Crow comments that the effect (if any) of seeding 10 10 0 ,017 ,063 .1 15 is expected to be an increase in the scale parameter. .l ,015 ,057 ,107 .2 ,014 ,057 ,107 He also computes the estimates R, = .382 and R, = .5 ,016 ,060 ,111 .466 with asymptotic standard errors of .109 and .131, 1 .o ,016 ,060 .llO respectively. Finding no significant difference he com- 2.0 ,017 ,062 ,113 co .018 ,063 ,113 putes the pooled estimate 12= .4211and computes the approximate 90% confidence interval for p = p2/p1 20 20 0 ,013 ,056 ,107 .l ,012 ,053 ,103 given by .2 ,012 ,053 ,102 ,. .5 .013 ,055 ,106 f F.,,(2n,k, 2n, 12) < p < f F,,,(2n,R, 2n, 2) 1.0 ,013 ,055 ,105 [- 2.0 ,014 ,056 ,107 1 cc ,014 ,056 .107 = (.39, 2.45). (11) 10 20 0 ,015 .060 ,113 .l ,013 ,055 ,105 Crow points out that the interval would presum- .2 ,013 ,055 ,105 ably be even longer if the uncertainty due to esti- .5 ,014 ,058 ,108 mating K were taken into account.
Recommended publications
  • JEROME P. REITER Department of Statistical Science, Duke University Box 90251, Durham, NC 27708 Phone: 919 668 5227
    JEROME P. REITER Department of Statistical Science, Duke University Box 90251, Durham, NC 27708 phone: 919 668 5227. email: [email protected]. September 26, 2021 EDUCATION Ph.D. in Statistics, Harvard University, 1999. A.M. in Statistics, Harvard University, 1996. B.S. in Mathematics, Duke University, 1992. DISSERTATION \Estimation in the Presence of Constraints that Prohibit Explicit Data Pooling." Advisor: Donald B. Rubin. POSITIONS Academic Appointments Professor of Statistical Science and Bass Fellow, Duke University, 2015 - present. Mrs. Alexander Hehmeyer Professor of Statistical Science, Duke University, 2013 - 2015. Mrs. Alexander Hehmeyer Associate Professor of Statistical Science, Duke University, 2010 - 2013. Associate Professor of Statistical Science, Duke University, 2009 - 2010. Assistant Professor of Statistical Science, Duke University, 2006 - 2008. Assistant Professor of the Practice of Statistics and Decision Sciences, Duke University, 2002 - 2006. Lecturer in Statistics, University of California at Santa Barbara, 2001 - 2002. Assistant Professor of Statistics, Williams College, 1999 - 2001. Other Appointments Chair, Department of Statistical Science, Duke University, 2019 - present. Associate Chair, Department of Statistical Science, Duke University, 2016 - 2019. Mathematical Statistician (part-time), U. S. Bureau of the Census, 2015 - present. Associate/Deputy Director of Information Initiative at Duke, Duke University, 2013 - 2019. Social Sciences Research Institute Data Services Core Director, Duke University, 2010 - 2013. Interim Director, Triangle Research Data Center, 2006. Senior Fellow, National Institute of Statistical Sciences, 2002 - 2005. 1 ACADEMIC HONORS Keynote talk, 11th Official Statistics and Methodology Symposium (Statistics Korea), 2021. Fellow of the Institute of Mathematical Statistics, 2020. Clifford C. Clogg Memorial Lecture, Pennsylvania State University, 2020 (postponed due to covid-19).
    [Show full text]
  • Visualizing Research Collaboration in Statistical Science: a Scientometric
    University of Nebraska - Lincoln DigitalCommons@University of Nebraska - Lincoln Library Philosophy and Practice (e-journal) Libraries at University of Nebraska-Lincoln 9-13-2019 Visualizing Research Collaboration in Statistical Science: A Scientometric Perspective Prabir Kumar Das Library, Documentation & Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata - 700108, [email protected] Follow this and additional works at: https://digitalcommons.unl.edu/libphilprac Part of the Library and Information Science Commons Das, Prabir Kumar, "Visualizing Research Collaboration in Statistical Science: A Scientometric Perspective" (2019). Library Philosophy and Practice (e-journal). 3039. https://digitalcommons.unl.edu/libphilprac/3039 Viisualliiziing Research Collllaborattiion iin Sttattiisttiicall Sciience:: A Sciienttomettriic Perspecttiive Prrabiirr Kumarr Das Sciienttiiffiic Assssiissttantt – A Liibrrarry,, Documenttattiion & IInfforrmattiion Sciience Diiviisiion,, IIndiian Sttattiisttiicall IInsttiittutte,, 203,, B.. T.. Road,, Kollkatta – 700108,, IIndiia,, Emaiill:: [email protected] Abstract Using Sankhyā – The Indian Journal of Statistics as a case, present study aims to identify scholarly collaboration pattern of statistical science based on research articles appeared during 2008 to 2017. This is an attempt to visualize and quantify statistical science research collaboration in multiple dimensions by exploring the co-authorship data. It investigates chronological variations of collaboration pattern, nodes and links established among the affiliated institutions and countries of all contributing authors. The study also examines the impact of research collaboration on citation scores. Findings reveal steady influx of statistical publications with clear tendency towards collaborative ventures, of which double-authored publications dominate. Small team of 2 to 3 authors is responsible for production of majority of collaborative research, whereas mega-authored communications are quite low.
    [Show full text]
  • RABI BHATTACHARYA the Department of Mathematics the University of Arizona 617 N Santa Rita Tucson, AZ 85721
    RABI BHATTACHARYA The Department of Mathematics The University of Arizona 617 N Santa Rita Tucson, AZ 85721. 1. Degrees Ph.D. (Statistics) University of Chicago, 1967. 2. Positions Held: Regular Positions 1967-72 Assistant Professor of Statistics, Univ. of California, Berkeley. 1972-77 Associate Professor of Mathematics, University of Arizona. 1977-82 Professor, University of Arizona. 1982-02 Professor, Indiana University (Dept. of Mathematics). 2002- Professor of Mathematics and member of BIO5 faculty, University of Arizona. Visiting Positions 1978-79 Visiting Professor, Indian Statistical Institute. 1979 (Summer) Distinguished Visiting Professor, Math. and Civil Engi- neering, University of Mississippi. 1992 Visiting Professor, University of Bielefeld, Germany, June 26-July 28. 1994 Visiting Professor, University of Bielefeld, Germany, Feb. 15-April 15. 1994 Visiting Professor, University of G¨ottingen, Germany, April 15-June 15. 1996 Visiting Professor, University of Bielefeld, Germany, June 8-July 9. 2000 Visiting Scholar, Stanford University, June-September. 2000-01 Visiting Scholar, Oregon State University. 1 3. Honors and Awards: 1977 Special Invited Paper, Annals of Probability 1978 IMS Fellow 1989 DMV Lecturer (by invitation of the German Mathematical Society) 1994-95 Humboldt Prize (Alexander von Humboldt Forschungspreis) 1996 IMS Special Invited Lecture, IMS Annual Meeting, Chicago (Medal- lion Lecture) 1999 Special Invited Paper, Annals of Applied Probability 2000 Guggenheim Fellowship 4. Professional Associations: Fellow of Institute of Mathematical Statistics American Mathematical Society 5. Research Interests: 1. Markov processes in discrete and continuous time and stochastic differen- tial equations, and their applications to equations of mathematical physics, science, engineering and economics. 2. Analytical theory and refinements of central limit theorems.
    [Show full text]
  • Ronald Christensen
    Ronald Christensen Professor of Statistics University of New Mexico Department of Mathematics and Statistics EDUCATION: Ph.D., Statistics, University of Minnesota, 1983. M.S., Statistics, University of Minnesota, 1976. B.A., Mathematics, University of Minnesota, 1974. EXPERIENCE: 1994- Professor, Department of Mathematics and Statistics, University of New Mexico. 1998-2001, 2003- Founding Director, Statistics Clinic, University of New Mexico. 1988-1994 Associate Professor, Department of Mathematics and Statistics, University of New Mexico. 1982-1988 Assistant Professor, Department of Mathematical Sciences, Montana State Uni- versity. 1994 Visiting Professor, Department of Mathematics and Statistics, University of Canterbury, Chch., N.Z. 1987 Visiting Assistant Professor, Department of Theoretical Statistics, University of Minnesota. RESEARCH INTERESTS: Linear Models Bayesian Inference Log-linear and Logistic Regression Models Statistical Methods SOCIETIES AND HONORS: Fellow of the American Statistical Association, 1996 Fellow of the Institute of Mathematical Statistics, 1998 International Biometric Society American Society for Quality Phi Beta Kappa 1 PUBLICATIONS: 1. Christensen, Ronald (2007). \Notes on the decompostion of effects in full factorial experimental designs." Quality Engineering, accepted. (Letter.) 2. Yang, Mingan, Hanson, Timothy, and Christensen, Ronald (2007). \Nonparametric Bayesian estimation of a bivariate density with interval censored data." Statistics in Medicine, under review. 3. Christensen, Ronald (2007). \Discussion: Dimension reduction, nonparametric regres- sion, and multivariate linear models." Statistical Science, accepted. 4. Christensen, Ronald and Johnson, Wesley (2007). \A Conversation with Seymour Geisser." Statistical Science, accepted. 5. Christensen, Ronald (2006). \Comment on Monahan (2006)." The American Statisti- cian, 60, 295. 6. Christensen, Ronald (2006). \General prediction theory and the role of R2." The American Statistician, under revision.
    [Show full text]
  • Abbreviations of Names of Serials
    Abbreviations of Names of Serials This list gives the form of references used in Mathematical Reviews (MR). ∗ not previously listed The abbreviation is followed by the complete title, the place of publication x journal indexed cover-to-cover and other pertinent information. y monographic series Update date: January 30, 2018 4OR 4OR. A Quarterly Journal of Operations Research. Springer, Berlin. ISSN xActa Math. Appl. Sin. Engl. Ser. Acta Mathematicae Applicatae Sinica. English 1619-4500. Series. Springer, Heidelberg. ISSN 0168-9673. y 30o Col´oq.Bras. Mat. 30o Col´oquioBrasileiro de Matem´atica. [30th Brazilian xActa Math. Hungar. Acta Mathematica Hungarica. Akad. Kiad´o,Budapest. Mathematics Colloquium] Inst. Nac. Mat. Pura Apl. (IMPA), Rio de Janeiro. ISSN 0236-5294. y Aastaraam. Eesti Mat. Selts Aastaraamat. Eesti Matemaatika Selts. [Annual. xActa Math. Sci. Ser. A Chin. Ed. Acta Mathematica Scientia. Series A. Shuxue Estonian Mathematical Society] Eesti Mat. Selts, Tartu. ISSN 1406-4316. Wuli Xuebao. Chinese Edition. Kexue Chubanshe (Science Press), Beijing. ISSN y Abel Symp. Abel Symposia. Springer, Heidelberg. ISSN 2193-2808. 1003-3998. y Abh. Akad. Wiss. G¨ottingenNeue Folge Abhandlungen der Akademie der xActa Math. Sci. Ser. B Engl. Ed. Acta Mathematica Scientia. Series B. English Wissenschaften zu G¨ottingen.Neue Folge. [Papers of the Academy of Sciences Edition. Sci. Press Beijing, Beijing. ISSN 0252-9602. in G¨ottingen.New Series] De Gruyter/Akademie Forschung, Berlin. ISSN 0930- xActa Math. Sin. (Engl. Ser.) Acta Mathematica Sinica (English Series). 4304. Springer, Berlin. ISSN 1439-8516. y Abh. Akad. Wiss. Hamburg Abhandlungen der Akademie der Wissenschaften xActa Math. Sinica (Chin. Ser.) Acta Mathematica Sinica.
    [Show full text]
  • On the Arcsecant Hyperbolic Normal Distribution. Properties, Quantile Regression Modeling and Applications
    S S symmetry Article On the Arcsecant Hyperbolic Normal Distribution. Properties, Quantile Regression Modeling and Applications Mustafa Ç. Korkmaz 1 , Christophe Chesneau 2,* and Zehra Sedef Korkmaz 3 1 Department of Measurement and Evaluation, Artvin Çoruh University, City Campus, Artvin 08000, Turkey; [email protected] 2 Laboratoire de Mathématiques Nicolas Oresme, University of Caen-Normandie, 14032 Caen, France 3 Department of Curriculum and Instruction Program, Artvin Çoruh University, City Campus, Artvin 08000, Turkey; [email protected] * Correspondence: [email protected] Abstract: This work proposes a new distribution defined on the unit interval. It is obtained by a novel transformation of a normal random variable involving the hyperbolic secant function and its inverse. The use of such a function in distribution theory has not received much attention in the literature, and may be of interest for theoretical and practical purposes. Basic statistical properties of the newly defined distribution are derived, including moments, skewness, kurtosis and order statistics. For the related model, the parametric estimation is examined through different methods. We assess the performance of the obtained estimates by two complementary simulation studies. Also, the quantile regression model based on the proposed distribution is introduced. Applications to three real datasets show that the proposed models are quite competitive in comparison to well-established models. Keywords: bounded distribution; unit hyperbolic normal distribution; hyperbolic secant function; normal distribution; point estimates; quantile regression; better life index; dyslexia; IQ; reading accu- racy modeling Citation: Korkmaz, M.Ç.; Chesneau, C.; Korkmaz, Z.S. On the Arcsecant Hyperbolic Normal Distribution. 1. Introduction Properties, Quantile Regression Over the past twenty years, many statisticians and researchers have focused on propos- Modeling and Applications.
    [Show full text]
  • CURRICULUM VITAE YAAKOV MALINOVSKY May 3, 2020
    CURRICULUM VITAE YAAKOV MALINOVSKY May 3, 2020 University of Maryland, Baltimore County Email: [email protected] Department of Mathematics and Statistics Homepage: http://www.math.umbc.edu/ yaakovm 1000 Hilltop Circle Cell. No.: 240-535-1622 Baltimore, MD 21250 Education: Ph.D. 2009 The Hebrew University of Jerusalem, Israel Statistics M.A. 2002 The Hebrew University of Jerusalem, Israel Statistics with Operation Research B.A. 1999 The Hebrew University of Jerusalem, Israel Statistics (Summa Cum Laude) Experience in Higher Education: From July 1, 2017 , University of Maryland, Baltimore County, Associate Professor, Mathematics and Statistics. Fall 2011 { 2017, University of Maryland, Baltimore County, Assistant Professor, Mathematics and Statistics. September 2009 { August 2011, NICHD, Visiting Fellow. Spring 2003 { Spring 2007, The Hebrew University in Jerusalem, Instructor, Statistics. 2000{2004, The Open University, Israel, Instructor, Mathematics and Computer Science. Scholarships & Awards: 2014 IMS Meeting of New Researchers Travel award 2010 IMS Meeting of New Researchers Travel award 2003 Hebrew University Yochi Wax prize for PhD student 2001 Hebrew University Rector fellowship 1996 Hebrew University Dean's award 1995 Hebrew University Dean's list Academic visiting: Biostatistics Research Branch NIAID (June-August 2015), La Sapienza Rome Department of Mathematics (January 2018), Alfr´edR´enyi Institute of Mathematics Budapest (June 2018), Biostatistics Branch NCI (August 2017, August 2018, August 2019), Haifa University Department
    [Show full text]
  • C U R R I C U L U M V I T
    CURRICULUM VITAE NAME: PRANAB KUMAR SEN OFFICE: Department of Biostatistics, Gillings School of Public Health, McGavran-Greenberg Hall 3105E, University of North Carolina, Chapel Hill, 27599-7420. USA (919)966-7274. Statistics Office: 919-962-1048. E-mail: [email protected] Fax: 919-966-3804 EDUCATIONAL QUALIFICATIONS AND HONORS: B.Sc. (1955) and M.Sc. (1957), Calcutta University, India; in both cases was placed in the first class (in Statistics), first in order of merit. Doctor of Philosophy in Science (Statistics) 1962, Calcutta University. Awarded S.S. Bose Gold Medal (1955) and Calcutta University Gold Medal (1957) in Statistics (for the best performance in the B.Sc. and M.Sc. examinations), Jubilee Scholarship (1955-57), Calcutta University and Government of India Research Training Scholarship (1958-61). NSF-CBMS Lecturer in Statistics, 1983 (at the University of Iowa). Charles University, Prague Medal for outstanding contributions to Statistics (1988). McGavran Teaching Award, School of Public Health, UNC, 1996. Commemoration Medal, Czech Union of Physicists and Mathematicians, 1998. Senior Noether Scholar Award (ASA), 2002, for his lifelong achievement in research and teaching (nonparameters). In 2010, American Statistical Association presented the prestigious Samuel S. Wilks Award (Medal) to him for his outstanding contributions to statistics and biostatistics research and exceptional service in mentoring doctoral students. In 2011, the International Indian Statistical Association (IISA) conferred him a Lifetime Achievement Award. In 2012, UNC Gillings School of Global Public Health John E. Larsh Jr. Mentoring Award was presented to him. Sen was conferred Honorary D.Sc. degree in 2012 by his Alma mater (University of Calcutta).
    [Show full text]
  • A Study of Statistical Design Publications from 1968 Through 1971*
    A STUDY OF STATISTICAL DESIGN PUBLICATIONS FROM 1968 THROUGH 1971* by W. T. Federer and A. J. Federer BU-443-M Abstract A summarization was made of the number of articles and the number of pages devoted to publication of papers on the statistical design and analysis of experi­ ment designs, treatment designs, sample survey design~ sequential designs, and designs of model-building investigations. These articles were devoted mostly to the theoretical developments rather than to the use of a procedure in a specific investigation. Papers in 18 statistical journals for the four years 1968, 1969, 1970, and 1971 were included in the summarization. Six hundred fifty nine articles involving 7009 pages were published on statistical design and analysis during this four-year period. *Biometrics Unit, Cornell University, Ithaca, N. Y. 14850. 4/73 A STUDY OF STATISTICAL DESIGN PUBLICATIONS FROM 1968 THROUGH 1971* by W. T. Federer and A. J. Federer Some consideration has been given to founding an international journal de­ voted to the theory, application, and exposition of statistical design in surveys, experiments, model building, dynamic programming, systems analysis, and related areas. Reasons advanced for having a separate journal on statistical design and associated analyses were: 1. To focus attention on the broad and diverse aspects of statistical design which is one of the three major parts of the definition of statistics. 2. To bring together literature on statistical design which is presently scat­ tered throughout scientific journals. 3. To relieve some of the pressure on journals such as the Journal of Combina­ torial Theory. 4. To encourage publication of statements of unsolved problems and expository papers.
    [Show full text]
  • Joshua M. Tebbs
    Joshua M. Tebbs Department of Statistics 215C LeConte College University of South Carolina Columbia, SC 29208 USA tel: +1 803 576-8765 fax: +1 803 777-4048 email: [email protected] www: http://people.stat.sc.edu/tebbs/ Date and Place of Birth: 1973; Fort Madison, Iowa, USA Degrees 2000 Ph.D., Statistics, North Carolina State University Advisor: William H. Swallow 1997 M.S., Statistics, University of Iowa 1995 B.S., Mathematics, Statistics; Honors: Statistics; Minor: Spanish, University of Iowa Professional Experience 2019- Chair, Department of Statistics, University of South Carolina 2012- Professor, Department of Statistics, University of South Carolina 2010-2012 Graduate Director, Department of Statistics, University of South Carolina 2008-2011 Associate Professor, Department of Statistics, University of South Carolina 2006-2009 Undergraduate Director, Department of Statistics, University of South Carolina 2005-2008 Assistant Professor, Department of Statistics, University of South Carolina 2004-2005 Undergraduate Director, Department of Statistics, Kansas State University 2003-2005 Assistant Professor, Department of Statistics, Kansas State University 2001-2003 Assistant Professor, Department of Statistics, Oklahoma State University 2000-2001 Statistician, United Technologies 1997-2000 Teaching Assistant, Department of Statistics, North Carolina State University 1995-1997 Teaching Assistant, Department of Statistics, University of Iowa Current Research Interests Categorical data, statistical methods for pooled data (group testing),
    [Show full text]
  • Panel Data Econometrics: Theory
    Panel Data Econometrics This page intentionally left blank Panel Data Econometrics Theory Edited By Mike Tsionas Academic Press is an imprint of Elsevier 125 London Wall, London EC2Y 5AS, United Kingdom 525 B Street, Suite 1650, San Diego, CA 92101, United States 50 Hampshire Street, 5th Floor, Cambridge, MA 02139, United States The Boulevard, Langford Lane, Kidlington, Oxford OX5 1GB, United Kingdom © 2019 Elsevier Inc. All rights reserved. No part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopying, recording, or any information storage and retrieval system, without permission in writing from the publisher. Details on how to seek permission, further information about the Publisher’s permissions policies and our arrangements with organizations such as the Copyright Clearance Center and the Copyright Licensing Agency, can be found at our website: www.elsevier.com/permissions. This book and the individual contributions contained in it are protected under copyright by the Publisher (other than as may be noted herein). Notices Knowledge and best practice in this field are constantly changing. As new research and experience broaden our understanding, changes in research methods, professional practices, or medical treatment may become necessary. Practitioners and researchers must always rely on their own experience and knowledge in evaluating and using any information, methods, compounds, or experiments described herein. In using such information or methods they should be mindful of their own safety and the safety of others, including parties for whom they have a professional responsibility. To the fullest extent of the law, neither the Publisher nor the authors, contributors, or editors, assume any liability for any injury and/or damage to persons or property as a matter of products liability, negligence or otherwise, or from any use or operation of any methods, products, instructions, or ideas contained in the material herein.
    [Show full text]
  • Multiplicative Censoring: Estimation of a Density and Its Derivatives
    REVSTAT – Statistical Journal Volume 11, Number 3, November 2013, 255–276 MULTIPLICATIVE CENSORING: ESTIMATION OF A DENSITY AND ITS DERIVATIVES UNDER THE Lp-RISK Authors: Mohammad Abbaszadeh – Department of Statistics, Ferdowsi University of Mashhad, Mashhad, Iran [email protected] Christophe Chesneau – Universit´ede Caen, LMNO, Campus II, Science 3, 14032, Caen, France [email protected] Hassan Doosti – Department of Mathematics, Kharazmi University, Tehran, Iran and Department of Mathematics and Statistics, The University of Melbourne, Melbourne, Australia [email protected] Received: May 2012 Revised: January 2013 Accepted: January 2013 Abstract: We consider the problem of estimating a density and its derivatives for a sample of • multiplicatively censored random variables. The purpose of this paper is to present an approach to this problem based on wavelets methods. Two different estimators are developed: a linear based on projections and a nonlinear using a term-by-term selection of the estimated wavelet coefficients. We explore their performances under the Lp-risk with p 1 and over a wide class of functions: the Besov balls. Fast rates of convergence are≥ obtained. Finite sample properties of the estimation procedure are studied on a simulated data example. Key-Words: density estimation; multiplicative censoring; inverse problem; wavelets; Besov balls; • Lp-risk. AMS Subject Classification: 62G07, 62G20. • 256 Mohammad Abbaszadeh, Christophe Chesneau and Hassan Doosti Multiplicative Censoring: Estimation of a Density and its Derivatives... 257 1. INTRODUCTION The multiplicative censoring density model can be described as follows. We observe n i.i.d. random variables Y ,...,Y where, for any i 1,...,n , 1 n ∈ { } (1.1) Yi = UiXi , U1,...,Un are n unobserved i.i.d.
    [Show full text]