Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Pi-Erh Lin"'
Autor:
Pi-Erh Lin1, Stivers, Lawrence E.2
Publikováno v:
Journal of the American Statistical Association. Mar1975, Vol. 70 Issue 349, p190. 4p.
Autor:
Pi-Erh Lin1
Publikováno v:
Journal of the American Statistical Association. Sep73, Vol. 68 Issue 343, p699. 5p.
Autor:
Ahmad, I., Pi-Erh Lin
Publikováno v:
IEEE Transactions on Information Theory; 1976, Vol. 22 Issue 3, p372-375, 4p
Autor:
Lawrence E. Stivers, Pi-Erh Lin
Publikováno v:
Journal of the American Statistical Association. 70:190-193
This article is concerned with the relative merit of the procedures proposed by Lin [2], Metha and Gurland [3], and Morrison [5] for testing the equality of means of a bivariate normal distribution with correlation ρ and common variance σ2 when som
Autor:
Kuang-Fu Cheng, Pi-Erh Lin
Publikováno v:
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete. 57:223-233
Consider the regression model Yi*=g(xi*)+ei*, i=1,2,...,n, where xi*'s denote unordered design variables, and g is an unknown function defined on the interval [0,1]. Assume {ei*} are iid random variables with zero mean and finite variance. Priestley
Autor:
Pi-Erh Lin, Ibrahim A. Ahmad
Publikováno v:
Bulletin of Mathematical Statistics. 17:63-75
Autor:
Pi-Erh Lin, Lawrence E. Stivers
Publikováno v:
Biometrika. 61:325-334
SUMMARY An estimate of the difference of means is obtained when sampling from a bivariate normal distribution with variances o-2 and o- and correlation p, where some observations on either of the variables are missing. It is shown that this estimate
Autor:
Pi-Erh Lin, Ibrahim A. Ahmad
Publikováno v:
Journal of Statistical Planning and Inference. 9:163-176
Consider the p-dimensional unit cube [0,1]p, p≥1. Partition [0, 1]p into n regions, R1,n,…,Rn,n such that the volume Δ(Rj,n) is of order n −1,j=1,…,n. Select and fix a point in each of these regions so that we have x(n)1,…,x(n)n. Suppose t
Autor:
Erwin P. Bodo, Pi-Erh Lin
Publikováno v:
British Journal of Mathematical and Statistical Psychology. 28:157-166
Consider a multiple regression problem in which the dependent and (three or more) independent variables have a joint normal distribution with unknown mean vector and unknown covariance matrix. Relative to a loss function depending on the statistical
Autor:
Pi-Erh Lin, Ibrahim A. Ahmad
Publikováno v:
IEEE Transactions on Information Theory. 22:372-375
Let F(x) be an absolutely continuous distribution having a density function f(x) with respect to the Lebesgue measure. The Shannon entropy is defined as H(f) = -\int f(x) \ln f(x) dx . In this correspondence we propose, based on a random sample X_{1}