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Topic: Ancillary statistic


In the News (Sun 12 Oct 08)

  
  Ancillary statistic - Wikipédia
and not on the unobservable parameter μ, i.e., it is a statistic.
Its probability distribution does not depend on the batter's ability, since it was chosen by a random process independent of the batter's ability.
This ancillary statistic is an ancillary complement to the observed batting average X/N, i.e., the batting average X/N is not a sufficient statistic, in that it conveys less than all of the relevant information in the data, but conjoined with N, it becomes sufficient.
su.wikipedia.org /wiki/Ancillary_statistic   (279 words)

  
 Encyclopedia: Ron Fisher
In statistics, one often considers a family of probability distributions for a random variable X (and X is often a vector whose components are scalar-valued random variables, frequently independent) parameterized by a scalar- or vector-valued parameter, which let us call θ.
In statistics, the Fisher information I(θ), thought of as the amount of information that an observable random variable carries about an unobservable parameter θ upon which the probability distribution of X depends, is the variance of the score.
Statistics is the science and practice of developing knowledge through the use of empirical data expressed in quantitative form.
www.nationmaster.com /encyclopedia/Ron-Fisher   (3191 words)

  
 Ancillary statistic
This concept was introduced by the great statistical geneticist Sir Ronald Fisher.
In baseball, suppose a scout observes a batter in N at-bats.
The number N of at-bats is an ancillary statistic because
www.sciencedaily.com /encyclopedia/ancillary_statistic   (353 words)

  
 Ancillary statistic -- Facts, Info, and Encyclopedia article   (Site not responding. Last check: 2007-10-09)
This concept was introduced by the great statistical geneticist Sir (additional info and facts about Ronald Fisher) Ronald Fisher.
is not an ancillary statistic, even though its probability distribution does not depend on μ That is because it is not a statistic, since its value depends on the unobservable population mean μ
This ancillary statistic is an ancillary complement to the observed batting average X/N, i.e., the batting average X/N is not a (additional info and facts about sufficient statistic) sufficient statistic, in that it conveys less than all of the relevant information in the data, but conjoined with N, it becomes sufficient.
www.absoluteastronomy.com /encyclopedia/a/an/ancillary_statistic.htm   (310 words)

  
 Read about Ancillary statistic at WorldVillage Encyclopedia. Research Ancillary statistic and learn about Ancillary ...   (Site not responding. Last check: 2007-10-09)
In statistics, an ancillary statistic is a statistic whose
probability distribution does not depend on which of the probability distributions among those being considered is the distribution of the statistical population from which the data were taken.
This ancillary statistic is an ancillary complement to the observed batting average X/N, i.e., the batting average X/N is not a
encyclopedia.worldvillage.com /s/b/Ancillary_statistic   (305 words)

  
 compressed   (Site not responding. Last check: 2007-10-09)
Ancillary statistics can be constructed from the difference of functions that are sufficient for a location parameter, or the ratio of functions sufficient for a scale parameter.
Ancillary functions are independent of the parameters being modeled, so their p-value will focus on discrepancies between the data and the likelihood.
An ancillary statistic can be produced from the difference of two sufficient statistics, but this does not identify a model/data discrepancy.
students.washington.edu /fkrogsta/bayes/MEE/collapsed.html   (1999 words)

  
 ILAR Journal Online, Volume 43(4) 2002: Experimental Design and Statistics in Biomedical Research
A statistic is defined as ancillary for the estimation of a parameter of interest if the distribution of the ancillary statistic is not dependent on that parameter (Kalbfleisch 1982).
Ancillary variables may provide a means of identifying some outliers with an explanation of their possible cause(s).
Based on statistical theory, analysis of variance of body weights (or other ancillary attributes) of treatment groups would be expected to show a significant difference with probability ≤0.05 for 5% of random assignments.
dels.nas.edu /ilar_n/ilarjournal/43_4/v4304Gaines_das.shtml   (6263 words)

  
 Earliest Known Uses of Some of the Words of Probability & Statistics
NONPARAMETRIC (referring to a statistical inference) is found in 1942 in Jacob Wolfowitz (1910-1981), "Additive Partition Functions and a Class of Statistical Hypotheses," Annals of Mathematical Statistics, 13, 247-279 (David, 1995).
Statistical significance is found in 1938 in Journal of Parapsychology: "The primary requirement of statistical significance is met by the results of this investigation" (OED2).
STATISTIC (as opposed to parameter) is found in R. Fisher, "On the Mathematical Foundations of Theoretical Statistics," Philosophical Transactions of the Royal Society of London, Ser.
www.leidenuniv.nl /fsw/verduin/stathist/1stword.htm   (13516 words)

  
 Re: Godambe's paradox
The second >statement makes the observed sample an ancillary statistic, >but the first makes it possible (apparently) to make some >inference; one is not supposed to be able to extract >information from an ancillary statistic, so here is the paradox.
is the same for all tetha, iow, the function is ancillary) and paradoxically the values of tetha which are plausible and implausible can be identified (i.e.
Statistical Computation and Simulation 12:70-72) stated "Godambe (1979) proposed a paradox which, if left unresolved, would destroy the entire foundations of statistics, Bayesian and non-Bayesian", and attempted to dissolve the paradox without much success (imo) by arguing that in fact the function depended on tetha.
www.usenet.com /newsgroups/sci.stat.math/msg00095.html   (754 words)

  
 York University: Statistics Seminar
The statistic obtained in the detection of these changes is defined in terms of the score function and are a reversed partial sum of the score function.
Performance of the derived statistic based on this methodology is compared with that of the maximum likelihood ratio statistic introduced by Horvath (1993) for detecting the constancy of the parameters of the normal distribution.
We show how stage-1 and stage-2 information can be combined to provide statistical inference about: (a) survival functions of the individual risks; (b) the proportions of failures associated with individual risks; and, (c) probability, for a specified masked case, that each of the masked competing risks is responsible for the failure.
www.math.yorku.ca /Seminars/statistics/index.html   (13408 words)

  
 User:Michael Hardy - Wikipedia, the free encyclopedia
ancillary statistic, empirical Bayes method, Herbert Robbins, memorylessness, factorial moment, rule of succession, conditional independence, pairwise independence, prior probability distribution, infinite divisibility, a term used in physics, probability theory, and several other disciplines, Schrödinger method, Vandermonde's identity, an inequality on location and scale parameters, compound Poisson distribution,
In that argument you find out why it is sometimes better to view a scalar as the trace of a 1×1 matrix than as a mere scalar and then to apply certain matrix decompositions to it.
Lévy process, Wigner semicircle distribution, multinomial distribution, Ewens's sampling formula, imputation (statistics), law of total cumulance, copula (statistics) (incorporating some material from Sklar's theorem, which was created by User:Oo64eva and is now a redirect page), normally distributed and uncorrelated does not imply independent, list of stochastic processes topics, method of moments
www.wikipedia.org /wiki/User:Michael_Hardy   (792 words)

  
 Abstracts in Imprecise Probabilities   (Site not responding. Last check: 2007-10-09)
Statistical inferences can be calculated by solving a simple type of optimal control problem whose general solution is characterized.
The method is to model prior uncertainty about statistical parameters in terms of a second-order possibility distribution (a special type of upper probability) which measures the plausibility of each conceivable prior probability distribution.
For the general problem of parametric statistical inference, several versions of the frequentist repeated sampling principle are formulated, including versions which apply to the problems of hypothesis testing and set estimation.
ippserv.rug.ac.be /abstracts/abstracts.html   (3649 words)

  
 Dept. Math/Stats: 2002 Calendar of Events
Statistics methods are mostly based on the concept of probability as a measure of uncertainty.
The objective of this study is to discover statistical evidence regarding whether or not there is a global difference between these two chemotherapies in the aspect of patients' quality of life.
In many statistical problems, the test statistic is a fairly complicated function of this estimate and it is impossible to find its exact distribution.
www.math.yorku.ca /CalendarOfEvents/2002calendar.html   (17553 words)

  
 Ancillary statistic   (Site not responding. Last check: 2007-10-09)
In statistics, an ancillary statistic is a statistic whose probability distribution does not depend on whichof the probability distributions among those being considered is the distribution of the statistical population from which thedata were taken.
is not an ancillary statistic, even though its probability distribution does not depend on μThat is because it is not a statistic, since its value depends on the unobservable population mean μ
This ancillary statistic is an ancillary complement to the observed batting average X/N,i.e., the batting average X/N is not a sufficient statistic, in that it conveys less than all of the relevant information in the data,but conjoined with N, it becomes sufficient.
www.therfcc.org /ancillary-statistic-152089.html   (338 words)

  
 List of statistical topics - Wikipedia, the free encyclopedia
The "Related changes" link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below.
Statistical Methods for Research Workers — a book by Ronald Fisher
Systematic error (also see bias (statistics) and errors and residuals in statistics)
en.wikipedia.org /wiki/List_of_statistical_topics   (205 words)

  
 [No title]   (Site not responding. Last check: 2007-10-09)
By default, the display for the statistics will appear in graphical window 4, one at a time (this window is set by default to fill the whole graphical frame).
There are two parameters: STATISTIC supplies a list of scalars to store the estimates of each statistic, and EXIT a list of scalars which should be set to zero or one according to whether or not each statistic could be estimated successfully with the supplied data vectors.
The variance-covariance matrix is formed from the statistics using the FSSPM directive.
genstat.co.uk /doc/8doc/html/server/BOOTSTRA.htm   (1626 words)

  
 Titre   (Site not responding. Last check: 2007-10-09)
In the first lecture, we will introduce the Fisherian proposition, describe some of the key likelihood-based methods which may be used for accurate conditional inference, and discuss their properties.
In the second lecture, will will propose that unconditional bootstrapping, applied to a statistic which possesses an appropriate stability property, quite satisfactorily meets the Fisherian goal of mimicing the conditional distribution relevant for inference.
A series of numerical examples examine the proposal and highlight advantages and disadvantages compared to both exact conditional inference and likelihood methods of inference.
statwww.epfl.ch /seminars/2004/young.html   (175 words)

  
 Brown's paradox in the estimated confidence approach, Hsiuying Wang   (Site not responding. Last check: 2007-10-09)
A widely held notion of classical conditional theory is that statistical inference in the presence of ancillary statistics should be independent of the distribution of those ancillary statistcs.
In this paper, ancillary paradoxes which contradict this notion are presented for two scenarios involving confidence estimation.
Moreover, the confidence coefficient, the usual constant coverage probability estimator, is shown to be inadmissible for confidence estimation in the multiple regression model with random predictor variables if the dimension of the slope parameters is greater than five.
projecteuclid.org /Dienst/UI/1.0/Display/euclid.aos/1018031210   (244 words)

  
 [No title]   (Site not responding. Last check: 2007-10-09)
The basic form of the Jackknife method works by calculating the statistic (or statistics) of interest omitting each data value in turn.
The Jackknife estimate of the statistic is given by the mean of the pseudo-values, and the standard error by the standard error of the mean of the pseudo-values.
In particular the statistic needs to be "smooth" (small changes in the data set should cause only small changes in the statistic); it will not work for example with medians or order statistics.
www.genstat.co.uk /7thEdition/help/server/JACKKNIF.htm   (793 words)

  
 Mailgate: sci.stat.edu: Re: Kappa to measure interrater agreement??
That is easily done with > the inter-class correlation, the ordinary Pearson r (which > SPSS provides as an ancillary statistic of the paired-t test).
The former involves testing the null hypothesis that there is no more agreement than might occur by chance given random guessing; that is, one makes a qualitative, "yes or no" decision about whether raters are independent or not.
But as a measure of the level of agreement, kappa is not "chance-corrected"; indeed, in the absence of some explicit model of rater decision making, it is by no means clear how chance affects the decisions of actual raters and how one might correct for it.
www.mailgate.org /sci/sci.stat.edu/msg08383.html   (937 words)

  
 Electronic Resources   (Site not responding. Last check: 2007-10-09)
As for general models outside the exponential families or transformation models, implementation of the available methods requires the dimension of the variable to be equal to that of the parameter.
The general approach is to develop an approximate ancillary statistic for the model so as to reduce the dimension.
In the thesis we present a procedure that generates a second order ancillary statistic, and the resulting ancillary statistic produces third order accuracy for the p-value.
sunzi1.lib.hku.hk /ER/detail/2762889   (95 words)

  
 Dept. Math/Stats: Calendar of Events Archive
The interval estimates are based on (a) the asymptotic normality of the maximum likelihood estimator (b) the asymptotic X squared distribution of the likelihood ratio (LR) statistic, (c) a mean and correction to the signed square roots of the LR statistic, and (d) the Bartlett correction to the Bartlett correction to the LR statistic.
The asymptotic properties of constrained and unconstrained least-squares estimate of the parameters of a random amplitude sinusoid are analyzed.
Graduation is an exercise in statistical estimation, specifically in a situation where a sequence of estimates is to be produced, such as mortality rates by age.
www.math.yorku.ca /cal_archive.html   (12136 words)

  
 Ancillaries and Third Order Significance - Fraser, Reid (ResearchIndex)   (Site not responding. Last check: 2007-10-09)
Abstract: this paper we consider a general construction of an approximate ancillary statistic and the subsequent derivation of significance probabilities having third order accuracy 2 for scalar or vector parameters.
13 Edgeworth and saddlepoint approximations with statistical ap..
4 Statistical inference: likelihood to significance (context) - Fraser
citeseer.ist.psu.edu /fraser95ancillaries.html   (731 words)

  
 7.3 Signal Processing   (Site not responding. Last check: 2007-10-09)
The presence of such a trend is detected by applying the non-parametric Mann statistical test to the signals (e.g.
is the statistical weight of each signal obtained from its associated statistical uncertainty propagated from the previous signal processing steps.
Useful statistics about readout and signal discarding collected along the signal processing chain is made available to the observer.
isowww.estec.esa.nl /manuals/pht_idum41/pidum41/node35.html   (2232 words)

  
 IMS Learning Resources Pvt. Ltd :: Student's Mentor, Motivator & Guide   (Site not responding. Last check: 2007-10-09)
Linderberg and Levy forms of central limit theorem, standard discrete and continuous probability distributions, their inter-relations and limiting cases, simple properties of finite Markov chains.
Present official statistical system in India relating to population, agriculture, industrial production, trade and prices, methods of collection of official statistics, their reliability and limitation and the principal publications containing such statistics, various official agencies responsible for data collection and their main functions.
Methods of standardisation of scales and tests, Z-scores, standard scores, T-scores, percentile scores, intelligence quotient and its measurement and uses, validity of test scores and its determination, use of factor analysis and path analysis in psychometry.
www.imsindia.com /upsc/civil_service/main_optional_statistics.htm   (498 words)

  
 Past Tjalling C. Koopmans Prizes, 1985-1999
In the case of zero restrictions the cointegration relations are formally similar to the structural equations of a traditional simultaneous equations model, and the paper provides an important link between the literature on statistical inference in simultaneous equations models and the more recent literature on cointegration analysis.
The effect of conditioning on the ancillary statistic of the smallest root of the usual determinantal equation is analyzed by means of second-order asymptotics.
It can be expected that this paper, which organizes the statistical analysis of data with time dependence, will also stimulate the development of new methodology.
korora.econ.yale.edu /et/award/tck-past.htm   (847 words)

  
 Mathematical Statistics: Basic Ideas and Selected Topics, Vol I (2nd Edition) - Health Care Products - ...   (Site not responding. Last check: 2007-10-09)
This classic, time-honored introduction to the theory and practice of statistics modeling and inference reflects the changing focus of contemporary Statistics.
Like its predecessor, the 1977 edition, it is an important reference that is at the forefront of contemporary statistical knowledge and will "stay young" for many years to come.
This a top statistical text, and I have used it very often, both for my classes and for my own research.
www.healthcarestuff.com /product/013850363X-Mathematical-Statistics-Basic-Ideas-and-Selected-Topics-Vol-I-2nd-Edition.html   (829 words)

  
 Dept. Math/Stats: 1996 Calendar of Events
We study multiple and proper imputation under a general setting, concentrating on the mathematical and statistical conditions required for valid design-based inference, assuming the nonresponse mechanism is an additional phase of sampling.
This project is to investigate statistical characteristics regarding temporal and spatial variability of snow depth as well as of remote sensing data.
Two stable and invariant adjusted directed likelihoods were introduced by Barndorff-Nielsen and Chamberlin (1994), and a modified profile likelihood was introduced by Fraser and Reid (1995) using ancillary direction techniques, which are similar to the modified directed likelihood defined by Barndorff-Nielsen (1983), but do not require the specification of the ancillary statistic.
www.math.yorku.ca /CalendarOfEvents/1996calendar.html   (8953 words)

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