1 edition of A moving-estimates test for parameter stability and its boundary-crossing probability found in the catalog.
|Series||BEBR faculty working paper -- no. 92-0148, BEBR faculty working paper -- no. 92-0148.|
|Contributions||Hornik, Kurt, 1963-, Kuan, Chung-Ming, University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research|
An estimate of a population parameter that provides an interval of values believed to contain the value of the parameter is known as the interval estimate When estimating a population mean with a 95% confidence interval with a sample of size 20 that contains outliers. What is the reason the significance level of a test is not made arbitrarily small? Choose the correct answer below. A. Doing so increases the power of the test B. Doing so decreases the probability of correctly rejecting the null hypothesis C. Doing so would decrease the probability .
Parameter Stability in the Market Model: Tests and Time Varying Parameter Estimation with UK Data Article in Journal of the Royal Statistical Society Series D (The Statistician) 46(1) - book is eminently suitable as a textbook on statistics and probability for engineering students. Areas of practical knowledge based on the fundamentals of probability and statistics are developed using a logical and understandable approach which appeals to the reader’s experience and previous knowledge rather than to rigorous mathematical.
A moving-estimates test for parameter stability and its boundary crossing probability. BEBR Working Paper , Coll. of Commerce, University of Illinois at Cited by: Economics Letters 20 () 29 North-Holland TESTING FOR PARAMETER STABILITY IN A REGRESSION MODEL WITH AR(1) ERRORS Charles Brain CADSBY and Thanasis STENGOS University of Guelph, Guelph, Ont., Canada NIG 2W7 Received 19 July In the context of a regression model with AR(1) errors, we propose a joint test for parameter stability for the regression Cited by: 1.
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Dock or wharf at Juneau, Alaska. Letter from the Secretary of War transmitting a letter of the Chief of Engineers dated January 7, 1925, inclosing a report by the Board of Road Commissioners for Alaska on a survey, including plans and estimates of cost, for the construction of a government dock or wharf at Juneau, Alaska.
Ontheotherhand,ourtestisimplementedusingmovingestimates computedfrom asequence of subsamples of the same size, whereas the FL test is based on recursive estimates calculated from asequence of subsamples of increasing size. test, for parameter stability. While this test is motivated from the FL test, it can be shown that, in the standard situation where heteroskedasticity and serial correction are not present, the ME test is asymptotically equivalent to the LR test for the alternative of double structural changes where parameters temporarily deviate from a "normal" level.
In this paper a new class of tests for parameter stability, the moving-estimates (ME) test, is proposed. It is shown that in the standard situation the ME test asymptotically equivalent to the maximal likelihood ratio test under the alternative of a temporary parameter by: A moving-estimates test for parameter stability and its boundary-crossing probability.
BEBR This paper surveys recent results involving boundary crossing probabilities and related statistical applications. The first part is concerned with problems of sequential analysis, especially repeated significance tests and their application to sequential clinical trials involving survival by: A moving-estimates test for parameter stability and its boundary crossing probability.
BEBR Working Paper Collection of Commerce, Univ. Cited by: 3. I Probabilistic Stability Analysis (Reliability Analysis) Key Concepts Sliding stability analysis of concrete or embankment dams does not lend itself well to the event tree method in all cases, particularly under normal operating conditions.
That is because stability, or lack thereof, results from an interaction between the applied loads,File Size: KB. Economics Letters 7 () North-Holland Publishing Company TESTING FOR PARAMETER STABILITY IN STRUCTURAL ECONOMETRIC RELATIONSHIPS David E.A.
GILES Monash University, Clayton, Vict. Australia Received 21 July This letter discusses CUSUM and CUSUM of squares tests for parameter stability in an equation which forms part of a structural.
Bernoulli is a discrete distribution, the likelihood is the probability mass function. The probability mass function of a Bernoulli X can be written as f(X) = pX(1 p)1 X. Wow. Whats up with that.
Its an equation that allows us to say that the probability that X = 1 is p and the probability that X = 0 is 1 p. Convince yourself that when X i = 0. The following sections provide more information on parameters, parameter estimates, and sampling distributions.
About parameters Parameters are descriptive measures of an entire population that may be used as the inputs for a probability distribution function (PDF) to generate distribution curves. Explicit Bounds for Approximation Rates for Boundary Crossing Probabilities for the Wiener Process Article in Journal of Applied Probability 42(1) February with 13 Reads How we measure 'reads'.
of slope stability, and is in itself a direct input parameter for slope stability analysis. It is important to define any thin weak layers present, the presence of slickensides, etc., as these fine details of the stratigraphy could control the stability of the slope in question.
Knowledge of the geologic nature of the strata present at the site. The collision probability of each elementary process mentioned above is characterized by the particle density and a parameter named cross section.
Let us define this parameter in the case of elastic collisions considering a single test particle moving through a cloud with a density n a of particles at rest (as shown in Fig.
) and having only elastic encounters with the target particles. Chapter Probability Plots Introduction This procedure constructs probability plots for the Normal, Weibull, Chi-squared, Gamma, Uniform, Exponential, Half-Normal, and Log-Normal distributions. Approximate confidence limits are drawn to help determine if a set of data follows a given Size: KB.
A moving-estimates test for parameter stability and its boundary crossing probability. BEBR Working Paper Collection of Commerce, Univ. of Illinois at Urbana-Champaign, Urbana, IL.
Abstract Inthispaperanewclassoftestsforparameterstability,themoving-estimates(ME)test, ownthattheasymptoticnulldistributionoftheMEtestisdetermined. BOUNDARY CROSSING PROBABILITIES FOR THE CUMULATIVE SAMPLE MEAN 3 limiting expressions for () for FCLT data, and includes numerical analysis for diﬀerent stochastic processes to illustrate convergence.
Section 4 concludes. CALCULATING Pm AND P In this section, we derive lower bounds for P and Pm when the underlying data are i.i.d. The moving-estimates test for parameter stability Item Preview remove-circle Share or Embed This Item.
EMBED. EMBED (for hosted blogs and item tags) Want more. Advanced embedding details, examples, and help. No_Favorite. share Pages: Stability –purpose Stability-indicating quality parameters Monitor parameters susceptible to change: Physical: description, moisture; storage conditions, test frequencies, specification.
Review the stability results (details follow) Notes: Stability of the FPP is product -dependent, not solely due to the APIFile Size: KB. he natural discrepancy, or amount of error, between a sample statistic and its corresponding population parameter.
distribution of sample means the collection of sample means for all of the possible random samples of a particular size (n) that can be obtained from a population. Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions Article in Communication in Statistics- Theory and Methods 33(7) December with 31 Reads.Point Estimates and Confidence Intervals.
Parameters, and Statistics Properties of the Normal Curve Quiz: Populations, Samples, Parameters, and Statistics Removing #book# from your Reading List will also remove any bookmarked pages associated with this title.Probability theory is a large branch of mathematics in its own right, entirely separate from its application to statistics and data analysis.
As such, there are thousands of books written on the subject and universities generally offer multiple classes devoted entirely to probability theory.