Australian & New Zealand Journal of Statistics最新文献

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Anna Karenina and the two envelopes problem 安娜·卡列尼娜和两个信封的问题
IF 1.1 4区 数学
Australian & New Zealand Journal of Statistics Pub Date : 2021-07-21 DOI: 10.1111/anzs.12329
R. D. Gill
{"title":"Anna Karenina and the two envelopes problem","authors":"R. D. Gill","doi":"10.1111/anzs.12329","DOIUrl":"10.1111/anzs.12329","url":null,"abstract":"<div>\u0000 \u0000 <p>The Anna Karenina principle is named after the opening sentence in the eponymous novel: Happy families are all alike; every unhappy family is unhappy in its own way. The two envelopes problem (TEP) is a much-studied paradox in probability theory, mathematical economics, logic and philosophy. Time and again a new analysis is published in which an author claims finally to explain what actually goes wrong in this paradox. Each author (the present author included) emphasises what is new in their approach and concludes that earlier approaches did not get to the root of the matter. We observe that though a logical argument is only correct if every step is correct, an apparently logical argument which goes astray can be thought of as going astray at different places. This leads to a comparison between the literature on TEP and a successful movie franchise: it generates a succession of sequels, and even prequels, each with a different director who approaches the same basic premise in a personal way. We survey resolutions in the literature with a view to synthesis, correct common errors, and give a new theorem on order properties of an exchangeable pair of random variables, at the heart of most TEP variants and interpretations. A theorem on asymptotic independence between the amount in your envelope and the question whether it is smaller or larger shows that the pathological situation of improper priors or infinite expectation values has consequences as we merely approach such a situation.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"63 1","pages":"201-218"},"PeriodicalIF":1.1,"publicationDate":"2021-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/anzs.12329","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80260052","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A Festschrift for Adrian Baddeley 阿德里安·巴德利的欢宴
IF 1.1 4区 数学
Australian & New Zealand Journal of Statistics Pub Date : 2021-07-21 DOI: 10.1111/anzs.12322
Martin L. Hazelton, R. Turner
{"title":"A Festschrift for Adrian Baddeley","authors":"Martin L. Hazelton,&nbsp;R. Turner","doi":"10.1111/anzs.12322","DOIUrl":"10.1111/anzs.12322","url":null,"abstract":"<div>\u0000 \u0000 <p>This article introduces a special issue of the Australian and New Zealand Journal of Statistics, being a Festschrift for Adrian Baddeley on the occasion of his 65th birthday.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"63 1","pages":"1-5"},"PeriodicalIF":1.1,"publicationDate":"2021-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/anzs.12322","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73814182","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Dependent radius marks of Laguerre tessellations: a case study 拉盖尔镶嵌的依赖半径标记:一个案例研究
IF 1.1 4区 数学
Australian & New Zealand Journal of Statistics Pub Date : 2021-07-21 DOI: 10.1111/anzs.12314
Dietrich Stoyan, Viktor Beneš, Filip Seitl
{"title":"Dependent radius marks of Laguerre tessellations: a case study","authors":"Dietrich Stoyan,&nbsp;Viktor Beneš,&nbsp;Filip Seitl","doi":"10.1111/anzs.12314","DOIUrl":"10.1111/anzs.12314","url":null,"abstract":"<div>\u0000 \u0000 <p>We study a particular marked three-dimensional point process sample that represents a Laguerre tessellation. It comes from a polycrystalline sample of aluminium alloy material. The ‘points’ are the cell generators while the ‘marks’ are radius marks that control the size and shape of the tessellation cells. Our statistical mark correlation analyses show that the marks of the sample are in clear and plausible spatial correlation: the marks of generators close together tend to be small and similar and the form of the correlation functions does not justify geostatistical marking. We show that a simplified modelling of tessellations by Laguerre tessellations with independent radius marks may lead to wrong results. When we started from the aluminium alloy data and generated random marks by random permutation we obtained tessellations with characteristics quite different from the original ones. We observed similar behaviour for simulated Laguerre tessellations. This fact, which seems to be natural for the given data type, makes fitting of models to empirical Laguerre tessellations quite difficult: the generator points and radius marks have to be modelled simultaneously. This may imply that the reconstruction methods are more efficient than point-process modelling if only samples of similar Laguerre tessellations are needed. We also found that literature recipes for bandwidth choice for estimating correlation functions should be used with care.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"63 1","pages":"19-32"},"PeriodicalIF":1.1,"publicationDate":"2021-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/anzs.12314","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80348739","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Modelling temporal genetic and spatio-temporal residual effects for high-throughput phenotyping data* 高通量表型数据的时间遗传和时空残留效应建模*
IF 1.1 4区 数学
Australian & New Zealand Journal of Statistics Pub Date : 2021-07-20 DOI: 10.1111/anzs.12336
A. P. Verbyla, J. De Faveri, D. M. Deery, G. J. Rebetzke
{"title":"Modelling temporal genetic and spatio-temporal residual effects for high-throughput phenotyping data*","authors":"A. P. Verbyla,&nbsp;J. De Faveri,&nbsp;D. M. Deery,&nbsp;G. J. Rebetzke","doi":"10.1111/anzs.12336","DOIUrl":"10.1111/anzs.12336","url":null,"abstract":"<div>\u0000 \u0000 <p>High-throughput phenomics data are being collected in both the laboratory and the field. The data are often collected at many time points and there may be spatial variation in the laboratory or field that impacts on the growth of the plants, and that may influence the traits of interest. Modelling the genetic effects is of primary interest in such studies, but these effects might be biased if non-genetic effects present in the experiment are ignored. With data that are collected both in time and space, there may be a need to jointly model these multi-dimensional non-genetic effects. Thus both modelling of genetic effects over time and non-genetic effects over time and space in a one-stage analysis is considered. An experiment that involves field phenomics data with four dimensions, two in space and two in time, provides the vehicle to examine the models. Factor analytic (FA) models are often used for genetic effects for different environments to provide reliable estimates of genetic variances and correlations. As the time dimension defines the environments, FA models are examined for the phenomics data. Reduced rank tensor smoothing splines are presented as a possible approach for modelling the spatio-temporal effects, although an additional term is included for heterogeneity over the two time dimensions. This approach is feasible, although very time-consuming. The process of model selection for the genetic effects is presented including tests, information criteria and diagnostics. Comparisons of more simplistic models are made with the reduced rank tensor spline. This also shows the interplay between the genetic and residual models in model selection.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"63 2","pages":"284-308"},"PeriodicalIF":1.1,"publicationDate":"2021-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/anzs.12336","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89156281","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Conditional intensity: A powerful tool for modelling and analysing point process data 条件强度:一个强大的工具,用于建模和分析点过程数据
IF 1.1 4区 数学
Australian & New Zealand Journal of Statistics Pub Date : 2021-07-06 DOI: 10.1111/anzs.12331
Peter J. Diggle
{"title":"Conditional intensity: A powerful tool for modelling and analysing point process data","authors":"Peter J. Diggle","doi":"10.1111/anzs.12331","DOIUrl":"10.1111/anzs.12331","url":null,"abstract":"<div>\u0000 \u0000 <p>The conditional intensity function of a spatial point process describes how the probability that a point of the process occurs ‘at’ a particular point in its carrier space depends on the realisation of the process in the remainder of the carrier space. Provided that the point process is simple, the conditional intensity determines all of the properties of the process, in particular its likelihood function. In this paper, we review the use of the conditional intensity function in the formulation of point process models and in making inferences from point process data, giving separate consideration to temporal, spatial and spatiotemporal settings. We argue that the conditional intensity function should take centre-stage in spatiotemporal point process modelling and analysis.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"63 1","pages":"83-92"},"PeriodicalIF":1.1,"publicationDate":"2021-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/anzs.12331","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86952633","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Non-parametric depth-based tests for the multivariate location problem 多变量定位问题的非参数深度测试
IF 1.1 4区 数学
Australian & New Zealand Journal of Statistics Pub Date : 2021-06-29 DOI: 10.1111/anzs.12328
Sakineh Dehghan, Mohammad Reza Faridrohani
{"title":"Non-parametric depth-based tests for the multivariate location problem","authors":"Sakineh Dehghan,&nbsp;Mohammad Reza Faridrohani","doi":"10.1111/anzs.12328","DOIUrl":"10.1111/anzs.12328","url":null,"abstract":"<div>\u0000 \u0000 <p>In this paper, using the notion of data depth, we describe two classes of affine invariant test statistics for the one-sample location problem. The tests are implemented through the idea of permutation tests. The performance of the test against some competitors is investigated with an extensive simulation study. It is observed that the tests perform well when compared to their competitors for a wide spectrum of alternatives. If the proposed test is defined based on a moment-free depth function, then it is not inherently required to have finite moments of any order and the tests have broader applicability than some of the existing tests. The robustness property of the proposed tests is considered with a simulation study. Finally, we apply the tests to a real data example.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"63 2","pages":"309-330"},"PeriodicalIF":1.1,"publicationDate":"2021-06-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/anzs.12328","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80013153","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
New moderation methods of higher school certificate assessments: a case study of the New South Wales practice 高等学校证书评估的新适度方法:新南威尔士州实践的案例研究
IF 1.1 4区 数学
Australian & New Zealand Journal of Statistics Pub Date : 2021-06-29 DOI: 10.1111/anzs.12317
Yanlin Shi
{"title":"New moderation methods of higher school certificate assessments: a case study of the New South Wales practice","authors":"Yanlin Shi","doi":"10.1111/anzs.12317","DOIUrl":"10.1111/anzs.12317","url":null,"abstract":"<div>\u0000 \u0000 <p>The Higher School Certificate (HSC) is the credential awarded to secondary school students in New South Wales (NSW), Australia. This paper reviews the current moderation process of the HSC and introduces and compares a range of modern statistical methods. With a comprehensive analysis of the complete 2013–2016 HSC results, we show that the monotone spline regression with the Huber loss function consistently beats the existing moderation method. With its simple structure, fast execution and improved effectiveness, this new moderation model is an ideal replacement of the in-force quadratic for the HSC practice in NSW.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"63 2","pages":"257-283"},"PeriodicalIF":1.1,"publicationDate":"2021-06-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/anzs.12317","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87803813","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Forecasting the old-age dependency ratio to determine a sustainable pension age 预测老年抚养比,确定可持续的领取养老金年龄
IF 1.1 4区 数学
Australian & New Zealand Journal of Statistics Pub Date : 2021-06-29 DOI: 10.1111/anzs.12330
Rob J. Hyndman, Yijun Zeng, Han Lin Shang
{"title":"Forecasting the old-age dependency ratio to determine a sustainable pension age","authors":"Rob J. Hyndman,&nbsp;Yijun Zeng,&nbsp;Han Lin Shang","doi":"10.1111/anzs.12330","DOIUrl":"10.1111/anzs.12330","url":null,"abstract":"<div>\u0000 \u0000 <p>We forecast the old-age dependency ratio for Australia under various pension age proposals, and estimate a pension age scheme that will provide a stable old-age dependency ratio at a specified level. Our approach involves a stochastic population forecasting method based on coherent functional data models for mortality, fertility and net migration, which we use to simulate the future age-structure of the population. Our results suggest that the Australian pension age should be increased to 68 by 2030, 69 by 2036 and 70 by 2050, in order to maintain the old-age dependency ratio at 23%, just above the 2018 level. Our general approach can easily be extended to other target levels of the old-age dependency ratio and to other countries.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"63 2","pages":"241-256"},"PeriodicalIF":1.1,"publicationDate":"2021-06-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/anzs.12330","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77019366","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
A shared parameter mixture model for longitudinal income data with missing responses and zero rounding 具有缺失响应和零舍入的纵向收入数据共享参数混合模型
IF 1.1 4区 数学
Australian & New Zealand Journal of Statistics Pub Date : 2021-06-17 DOI: 10.1111/anzs.12323
Francis K.C. Hui, Howard D. Bondell
{"title":"A shared parameter mixture model for longitudinal income data with missing responses and zero rounding","authors":"Francis K.C. Hui,&nbsp;Howard D. Bondell","doi":"10.1111/anzs.12323","DOIUrl":"10.1111/anzs.12323","url":null,"abstract":"The analysis of longitudinal income data is often made challenging for several reasons. For example, in a national Australian survey on income over time, a non‐negligible proportion of responses are missing, and it is believed the missingness mechanism is non‐ignorable. Also, there are a large number of reported zero incomes, some of which may be true zeros (corresponding to individuals who legitimately do not earn an income), while some may be false zeros (corresponding to individuals choosing to round their income to zero). We propose a new shared parameter mixture (SPM) model for analysing semi‐continuous longitudinal income data, which addresses the two challenges of income non‐response and zero rounding. This is accomplished by jointly modelling an individual's underlying income together with the probability of missingness and rounding to zero, where both probabilities are permitted to vary in a smooth manner with their underlying non‐zero income. Applying the SPM model to the Australian income survey reveals that on average, older female individuals and individuals with a long‐term health condition are considerably less likely to earn an income, while income tended to be highest for male individuals on fixed‐term/permanent job contracts between ages 50 and 60. Furthermore there is evidence of both zero rounding, and conditional on the assumed missingness mechanism, individuals with incomes at the higher and lower ends are more likely to not report their income.","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"63 2","pages":"221-240"},"PeriodicalIF":1.1,"publicationDate":"2021-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/anzs.12323","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89592499","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Adversarial risk analysis for first-price sealed-bid auctions 首价密封拍卖的对抗风险分析
IF 1.1 4区 数学
Australian & New Zealand Journal of Statistics Pub Date : 2021-06-01 DOI: 10.1111/anzs.12315
Muhammad Ejaz, Chaitanya Joshi, Stephen Joe
{"title":"Adversarial risk analysis for first-price sealed-bid auctions","authors":"Muhammad Ejaz,&nbsp;Chaitanya Joshi,&nbsp;Stephen Joe","doi":"10.1111/anzs.12315","DOIUrl":"10.1111/anzs.12315","url":null,"abstract":"<div>\u0000 \u0000 <p>Adversarial risk analysis (ARA) is an upcoming methodology that is considered to have advantages over the traditional decision-theoretic and game-theoretic approaches. ARA solutions for first-price sealed-bid (FPSB) auctions have been found but only under strong assumptions which make the model somewhat unrealistic. In this paper, we use ARA methodology to model FPSB auctions using more realistic assumptions. We define a new utility function that considers bidders’ wealth, we assume a reserve price and find solutions not only for risk-neutral but also for risk-averse as well as risk-seeking bidders. We model the problem using ARA for non-strategic play and level-<i>k</i> thinking solution concepts.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"63 2","pages":"357-376"},"PeriodicalIF":1.1,"publicationDate":"2021-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1111/anzs.12315","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75026347","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
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