Pub Date : 1979-07-01DOI: 10.1111/J.2517-6161.1979.TB01093.X
D. Cox
{"title":"A Remark on Systematic Latin Squares","authors":"D. Cox","doi":"10.1111/J.2517-6161.1979.TB01093.X","DOIUrl":"https://doi.org/10.1111/J.2517-6161.1979.TB01093.X","url":null,"abstract":"","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"11 1","pages":"388-389"},"PeriodicalIF":0.0,"publicationDate":"1979-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81657472","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1979-07-01DOI: 10.1111/J.2517-6161.1979.TB01090.X
A. O’Hagan
SUMMARY Inference is considered for a location parameter given a random sample. Outliers are not explicitly modelled, but rejection of extreme observations occurs naturally in any Bayesian analysis of data from distributions with suitably thick tails. For other distributions outlier rejection behaviour can never occur. These phenomena motivate new definitions of outlier-proneness and outlier-resistance. The definitions and methodology are Bayesian but the conclusions also have meaning for nonBayesians because they are proved for arbitrary prior distributions. Thus, for example, the t distribution is said to be outlier-prone because it is shown that any admissible inference procedure applied to a t sample will effectively ignore extreme outlying observations regardless of prior information. On the other hand, the normal distribution, for example, is said to be outlier-resistant because it never allows outlier rejection, regardless of prior information.
{"title":"On Outlier Rejection Phenomena in Bayes Inference","authors":"A. O’Hagan","doi":"10.1111/J.2517-6161.1979.TB01090.X","DOIUrl":"https://doi.org/10.1111/J.2517-6161.1979.TB01090.X","url":null,"abstract":"SUMMARY Inference is considered for a location parameter given a random sample. Outliers are not explicitly modelled, but rejection of extreme observations occurs naturally in any Bayesian analysis of data from distributions with suitably thick tails. For other distributions outlier rejection behaviour can never occur. These phenomena motivate new definitions of outlier-proneness and outlier-resistance. The definitions and methodology are Bayesian but the conclusions also have meaning for nonBayesians because they are proved for arbitrary prior distributions. Thus, for example, the t distribution is said to be outlier-prone because it is shown that any admissible inference procedure applied to a t sample will effectively ignore extreme outlying observations regardless of prior information. On the other hand, the normal distribution, for example, is said to be outlier-resistant because it never allows outlier rejection, regardless of prior information.","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"33 1","pages":"358-367"},"PeriodicalIF":0.0,"publicationDate":"1979-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86297649","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1979-07-01DOI: 10.1111/J.2517-6161.1979.TB01087.X
B. Kleiner, R. Martin, D. Thomson
{"title":"Robust Estimation of Power Spectra","authors":"B. Kleiner, R. Martin, D. Thomson","doi":"10.1111/J.2517-6161.1979.TB01087.X","DOIUrl":"https://doi.org/10.1111/J.2517-6161.1979.TB01087.X","url":null,"abstract":"","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"1 1","pages":"313-338"},"PeriodicalIF":0.0,"publicationDate":"1979-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78988881","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1979-07-01DOI: 10.1111/J.2517-6161.1979.TB01092.X
Jim Q. Smith
{"title":"A Generalization of the Bayesian Steady Forecasting Model","authors":"Jim Q. Smith","doi":"10.1111/J.2517-6161.1979.TB01092.X","DOIUrl":"https://doi.org/10.1111/J.2517-6161.1979.TB01092.X","url":null,"abstract":"","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"3 1","pages":"375-387"},"PeriodicalIF":0.0,"publicationDate":"1979-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90190321","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1979-01-01DOI: 10.1007/978-1-4419-5823-5_45
C. Heyde, I. Johnstone
{"title":"On Asymptotic Posterior Normality for Stochastic Processes","authors":"C. Heyde, I. Johnstone","doi":"10.1007/978-1-4419-5823-5_45","DOIUrl":"https://doi.org/10.1007/978-1-4419-5823-5_45","url":null,"abstract":"","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"73 1","pages":"355-360"},"PeriodicalIF":0.0,"publicationDate":"1979-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80625343","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1978-07-01DOI: 10.1111/J.2517-6161.1978.TB01050.X
G. Wahba
SUMMARY Spline and generalized spline smoothing is shown to be equivalent to Bayesian estimation with a partially improper prior. This result supports the idea that spline smoothing is a natural solution to the regression problem when one is given a set of regression functions but one also wants to hedge against the possibility that the true model is not exactly in the span of the given regression functions. A natural measure of the deviation of the true model from the span of the regression functions comes out of the spline theory in a natural way. An appropriate value of this measure can be estimated from the data and used to constrain the estimated model to have the estimated deviation. Some convergence results and computational tricks are also discussed.
{"title":"Improper Priors, Spline Smoothing and the Problem of Guarding Against Model Errors in Regression","authors":"G. Wahba","doi":"10.1111/J.2517-6161.1978.TB01050.X","DOIUrl":"https://doi.org/10.1111/J.2517-6161.1978.TB01050.X","url":null,"abstract":"SUMMARY Spline and generalized spline smoothing is shown to be equivalent to Bayesian estimation with a partially improper prior. This result supports the idea that spline smoothing is a natural solution to the regression problem when one is given a set of regression functions but one also wants to hedge against the possibility that the true model is not exactly in the span of the given regression functions. A natural measure of the deviation of the true model from the span of the regression functions comes out of the spline theory in a natural way. An appropriate value of this measure can be estimated from the data and used to constrain the estimated model to have the estimated deviation. Some convergence results and computational tricks are also discussed.","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"4 1","pages":"364-372"},"PeriodicalIF":0.0,"publicationDate":"1978-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81952123","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1978-07-01DOI: 10.1111/J.2517-6161.1978.TB01047.X
J. Hosking
{"title":"A Unified Derivation of the Asymptotic Distributions of Goodness‐Of‐Fit Statistics for Autoregressive Time‐Series Models","authors":"J. Hosking","doi":"10.1111/J.2517-6161.1978.TB01047.X","DOIUrl":"https://doi.org/10.1111/J.2517-6161.1978.TB01047.X","url":null,"abstract":"","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"57 3","pages":"341-349"},"PeriodicalIF":0.0,"publicationDate":"1978-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91467842","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1978-07-01DOI: 10.1111/J.2517-6161.1978.TB01045.X
R. Weber, P. Nash
SUMMARY Identical components are available for use in a piece of machinery. The number of components needed to operate the machine is a function of time and the lifetime of each component is described by a known probability distribution. Once a certain number of components have failed there will not be enough left to operate the machine. We find a strategy which for certain lifetime distributions delays this occurrence for as long as possible.
{"title":"An Optimal Strategy in Multi-server Stochastic Scheduling","authors":"R. Weber, P. Nash","doi":"10.1111/J.2517-6161.1978.TB01045.X","DOIUrl":"https://doi.org/10.1111/J.2517-6161.1978.TB01045.X","url":null,"abstract":"SUMMARY Identical components are available for use in a piece of machinery. The number of components needed to operate the machine is a function of time and the lifetime of each component is described by a known probability distribution. Once a certain number of components have failed there will not be enough left to operate the machine. We find a strategy which for certain lifetime distributions delays this occurrence for as long as possible.","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"72 1","pages":"322-327"},"PeriodicalIF":0.0,"publicationDate":"1978-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84307426","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1978-07-01DOI: 10.1111/J.2517-6161.1978.TB01048.X
M. Gail, J. Gastwirth
{"title":"A Scale‐Free Goodness‐Of‐Fit Test for the Exponential Distribution Based on the Gini Statistic","authors":"M. Gail, J. Gastwirth","doi":"10.1111/J.2517-6161.1978.TB01048.X","DOIUrl":"https://doi.org/10.1111/J.2517-6161.1978.TB01048.X","url":null,"abstract":"","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"3 1","pages":"350-357"},"PeriodicalIF":0.0,"publicationDate":"1978-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84312272","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1978-07-01DOI: 10.1111/J.2517-6161.1978.TB01044.X
E. Godolphin, M. Tullio
{"title":"Invariance Properties of Uncorrelated Residual Transformations","authors":"E. Godolphin, M. Tullio","doi":"10.1111/J.2517-6161.1978.TB01044.X","DOIUrl":"https://doi.org/10.1111/J.2517-6161.1978.TB01044.X","url":null,"abstract":"","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"26 1","pages":"313-321"},"PeriodicalIF":0.0,"publicationDate":"1978-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85829122","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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