اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدA Shannon-Tsallis transformation
72
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
We determine a general link between two different solutions of the MaxEnt variational problem, namely, the ones that correspond to using either Shannons or Tsallis entropies in the concomitant variational problem. It is shown that the two variations lead to equivalent solutions that take different appearances but contain the same information. These solutions are linked by our transformation.
قيم البحث
اقرأ أيضاً
In this paper, we consider the information content of maximum ranked set sampling procedure with unequal samples (MRSSU) in terms of Tsallis entropy which is a nonadditive generalization of Shannon entropy. We obtain several results of Tsallis entrop
y including bounds, monotonic properties, stochastic orders, and sharp bounds under some assumptions. We also compare the uncertainty and information content of MRSSU with its counterpart in the simple random sampling (SRS) data. Finally, we develop some characterization results in terms of cumulative Tsallis entropy and residual Tsallis entropy of MRSSU and SRS data.
There exist a number of tests for assessing the nonparametric heteroscedastic location-scale assumption. Here we consider a goodness-of-fit test for the more general hypothesis of the validity of this model under a parametric functional transformatio
n on the response variable. Specifically we consider testing for independence between the regressors and the errors in a model where the transformed response is just a location/scale shift of the error. Our criteria use the familiar factorization property of the joint characteristic function of the covariates under independence. The difficulty is that the errors are unobserved and hence one needs to employ properly estimated residuals in their place. We study the limit distribution of the test statistics under the null hypothesis as well as under alternatives, and also suggest a resampling procedure in order to approximate the critical values of the tests. This resampling is subsequently employed in a series of Monte Carlo experiments that illustrate the finite-sample properties of the new test. We also investigate the performance of related test statistics for normality and symmetry of errors, and apply our methods on real data sets.
When conducting a paired $2times2$ crossover design, each subject is paired with another subject with similar characteristics. The pair is then randomized to the same sequence of two treatments. That is, the two subjects receive the first experimenta
l treatment, and then they cross over and receive the other experimental treatment(s). The paired $2times2$ crossover design that was used in the Beta Adrenergic Response by GEnotype (BARGE) Study conducted by the National Heart, Lung and Blood Institutes Asthma Clinical Research Network (ACRN) has been described elsewhere. When the data arising from such a design are balanced and complete -- or if at least any missingness that occurs is at random -- general linear mixed-effects model methods can be used to analyze the data. In this paper, we present a method based on a pattern-mixture model for analyzing the data arising from a paired $2times2$ crossover design when some of the data are missing in a non-ignorable fashion. Because of its inherent scientific interest, we focus our particular attention on the estimation of the treatment-by-type of subject interaction term. Finally, we illustrate the pattern-mixture model methods described in this paper on the data arising from the BARGE study.
This short note is to point the reader to notice that the proof of high dimensional asymptotic normality of MLE estimator for logistic regression under the regime $p_n=o(n)$ given in paper: Maximum likelihood estimation in logistic regression models
with a diverging number of covariates. Electronic Journal of Statistics, 6, 1838-1846. is wrong.
In this paper, we prove almost surely consistency of a Survival Analysis model, which puts a Gaussian process, mapped to the unit interval, as a prior on the so-called hazard function. We assume our data is given by survival lifetimes $T$ belonging t
o $mathbb{R}^{+}$, and covariates on $[0,1]^d$, where $d$ is an arbitrary dimension. We define an appropriate metric for survival functions and prove posterior consistency with respect to this metric. Our proof is based on an extension of the theorem of Schwartz (1965), which gives general conditions for proving almost surely consistency in the setting of non i.i.d random variables. Due to the nature of our data, several results for Gaussian processes on $mathbb{R}^+$ are proved which may be of independent interest.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
