Coutsourides (1980) derives an ad hoc nuisance parameter removal test for testing the equality of two multiple correlation coefficients of two independent p variate normal populations, under the assumption that a samp...Coutsourides (1980) derives an ad hoc nuisance parameter removal test for testing the equality of two multiple correlation coefficients of two independent p variate normal populations, under the assumption that a sample of size n is available from each population. He also extends his ad hoc nuisance parameter removal test to the testing of the equality of two multiple correlation matrices. This paper presents likelihood ratio tests for testing the equality of k multiple correlation coefficients, and also k partial correlation coefficients.展开更多
This paper investigates the normality of some real data set obtained from waist measurements of a group of 49 young adults. The quantile - quantile （Q-Q） plot and the analysis of correlation coefficients for the Q-Q...This paper investigates the normality of some real data set obtained from waist measurements of a group of 49 young adults. The quantile - quantile （Q-Q） plot and the analysis of correlation coefficients for the Q-Q plot is used to determine the normality or otherwise of the data set. In this regards, the probabilities of the quantiles were computed, modified and plotted. Thereafter the correlation coefficients for the quantile - quantile plots were obtained. Results indicate that at 0.1 level of significance, the data for young adult males of the sample were not normally distributed, and had a mean value that is within the range of low risk, healthwise, whereas the distribution of the data for young female adults showed reasonable normality, but also with a mean value that is within the range of low risk in terms of health condition.展开更多
The authors propose a V_(N,p) test statistic for testing finite-order serial correlation in asemiparametric varying coefficient partially linear errors-in-variables model.The test statistic is shownto have asymptotic ...The authors propose a V_(N,p) test statistic for testing finite-order serial correlation in asemiparametric varying coefficient partially linear errors-in-variables model.The test statistic is shownto have asymptotic normal distribution under the null hypothesis of no serial correlation.Some MonteCarlo experiments are conducted to examine the finite sample performance of the proposed V_(N,p) teststatistic.Simulation results confirm that the proposed test performs satisfactorily in estimated sizeand power.展开更多
We propose two simple regression models of Pearson correlation coefficient of two normal responses or binary responses to assess the effect of covariates of interest.Likelihood-based inference is established to estima...We propose two simple regression models of Pearson correlation coefficient of two normal responses or binary responses to assess the effect of covariates of interest.Likelihood-based inference is established to estimate the regression coefficients,upon which bootstrap-based method is used to test the significance of covariates of interest.Simulation studies show the effectiveness of the method in terms of type-I error control,power performance in moderate sample size and robustness with respect to model mis-specification.We illustrate the application of the proposed method to some real data concerning health measurements.展开更多
考虑失效模式相关性对机械系统可靠性的影响,提出了一种基于FORM(first order reliability methods)近似的系统可靠性分析方法及其实施流程.采用FORM计算系统各失效模式的可靠度和灵敏度,在此基础上,获得用于衡量失效模式相关性的相关...考虑失效模式相关性对机械系统可靠性的影响,提出了一种基于FORM(first order reliability methods)近似的系统可靠性分析方法及其实施流程.采用FORM计算系统各失效模式的可靠度和灵敏度,在此基础上,获得用于衡量失效模式相关性的相关系数矩阵.将系统可靠性模型求解转化为多维正态积分计算,进而采用高效的近似方法获得系统可靠度.给出失效模式灵敏度和随机变量灵敏度的定义及其相应的计算方法.算例结果表明:该方法能够获得较为准确的系统可靠度,且具有较高的计算效率,能够有效识别关键失效模式和随机影响因素.展开更多
文摘Coutsourides (1980) derives an ad hoc nuisance parameter removal test for testing the equality of two multiple correlation coefficients of two independent p variate normal populations, under the assumption that a sample of size n is available from each population. He also extends his ad hoc nuisance parameter removal test to the testing of the equality of two multiple correlation matrices. This paper presents likelihood ratio tests for testing the equality of k multiple correlation coefficients, and also k partial correlation coefficients.
文摘This paper investigates the normality of some real data set obtained from waist measurements of a group of 49 young adults. The quantile - quantile （Q-Q） plot and the analysis of correlation coefficients for the Q-Q plot is used to determine the normality or otherwise of the data set. In this regards, the probabilities of the quantiles were computed, modified and plotted. Thereafter the correlation coefficients for the quantile - quantile plots were obtained. Results indicate that at 0.1 level of significance, the data for young adult males of the sample were not normally distributed, and had a mean value that is within the range of low risk, healthwise, whereas the distribution of the data for young female adults showed reasonable normality, but also with a mean value that is within the range of low risk in terms of health condition.
基金supported by the National Natural Science Foundation of China under Grant Nos. 10871217 and 40574003the Science and Technology Project of Chongqing Education Committee under Grant No. KJ080609+1 种基金the Doctor's Start-up Research Fund under Grant No. 08-52204the Youth Science Research Fund of Chongging Technology and Business University under Grant No. 0852008
文摘The authors propose a V_(N,p) test statistic for testing finite-order serial correlation in asemiparametric varying coefficient partially linear errors-in-variables model.The test statistic is shownto have asymptotic normal distribution under the null hypothesis of no serial correlation.Some MonteCarlo experiments are conducted to examine the finite sample performance of the proposed V_(N,p) teststatistic.Simulation results confirm that the proposed test performs satisfactorily in estimated sizeand power.
文摘We propose two simple regression models of Pearson correlation coefficient of two normal responses or binary responses to assess the effect of covariates of interest.Likelihood-based inference is established to estimate the regression coefficients,upon which bootstrap-based method is used to test the significance of covariates of interest.Simulation studies show the effectiveness of the method in terms of type-I error control,power performance in moderate sample size and robustness with respect to model mis-specification.We illustrate the application of the proposed method to some real data concerning health measurements.
文摘考虑失效模式相关性对机械系统可靠性的影响,提出了一种基于FORM(first order reliability methods)近似的系统可靠性分析方法及其实施流程.采用FORM计算系统各失效模式的可靠度和灵敏度,在此基础上,获得用于衡量失效模式相关性的相关系数矩阵.将系统可靠性模型求解转化为多维正态积分计算,进而采用高效的近似方法获得系统可靠度.给出失效模式灵敏度和随机变量灵敏度的定义及其相应的计算方法.算例结果表明:该方法能够获得较为准确的系统可靠度,且具有较高的计算效率,能够有效识别关键失效模式和随机影响因素.
