Sequential Procedures in Certain Component of Variance Problems

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Fully Sequential Indifference-Zone Selection Procedures with Variance-Dependent Sampling

Fully sequential indifference-zone selection procedures have been proposed in the simulation literature to select the system with the best mean performance from a group of simulated systems. However, the existing sequential indifference-zone procedures allocate an equal number of samples to the two systems in comparison even if their variances are drastically different. In this paper we propose...

متن کامل

Variance Component Estimation in Performance Characteristics Applied to Feature Extraction Procedures

This paper proposes variance component estimation (VCE) for empirical quality evaluation in computer vision. An outline is given for the scope of VCE in the context of quality evaluation. The principle of VCE is explained and the approach is applied to results of low level feature extraction. Ground truth is only partly needed for estimating the precision, accuracy and bias of extracted points ...

متن کامل

REML Variance-Component Estimation

In the numerous forms of analysis of variance (ANOVA) discussed in previous chapters, variance components were estimated by equating observed mean squares to expressions describing their expected values, these being functions of the variance components. ANOVA has the nice feature that the estimators for the variance components are unbiased regardless of whether the data are normally distributed...

متن کامل

F. Variance Component Models

2. In the context of a balanced one-way random effect model where the εij’s are N = nk i.i.d. N(0, σ), εij − εi. and εi′. − ε.. are independent for all choices of i, j, and i′. Proof: It suffices to show that cov(εij − εi., εi′.− ε..) = 0 for all i, i′, and j due to normality. case 1 : i = i′. cov(εij − εi., εi. − ε..) = cov(εij, εi.) − cov(εij, ε..) − cov(εi., εi.) + cov(εi., ε..) = σ/n− σ/nk ...

متن کامل

Choice by sequential procedures

We propose a rule of decision-making, the sequential procedure guided by routes, and show that three influential boundedly rational choice models can be equivalently understood as special cases of this rule. In addition, the sequential procedure guided by routes is instrumental in showing that the three models are intimately related. We show that choice with a status-quo bias is a refinement of...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Mathematical Statistics

سال: 1954

ISSN: 0003-4851

DOI: 10.1214/aoms/1177728791