摘要:

A sequential detection procedure for monitoring the intensity function of a shot noise process is studied. An invariance principle for the sample mean of such a process is proved and utilized to control the false signal rate. Reaction time performance of the procedure is studied by Monte Carlo methods.

ISSN:0747-4946    

DOI:10.1080/07474948908836179

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

A method for obtaining multivariate control procedures based on a loss function is proposed and studied. This involves constructing a function that measures the extent of "out of control" conditions associated with any configuration of paramenter values, and then basing a control chart on a sequence of sample statistics whose expected values are equal to this function. The method is illustrated by obtaining cumulative sum procedure for bivariate and trivariate normal distributions.

ISSN:0747-4946    

DOI:10.1080/07474948908836180

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Properties of a sequential design for a nonlinear regression problem are inves tigated.The main results determine an asymptotic lower bound for the Bayes risk, and a sequential procedure that is first order efficient.

ISSN:0747-4946    

DOI:10.1080/07474948908836181

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Bechhofer and Kulkarni (1982) proposed procedures for selecting that one ofkBernoulli populations with the largest single trial success probability. They showed that their procedure fork= 2 minimizes the expected total sample size amongst a class of procedures, all of which attain the same probability of correct selection. Kulkarni and Jennison (1986) generalized this result to the casek≥ 3. In this article we prove the stronger result that the Bechhofer-Kulkarni procedure for eachk≥2 stochastically minimizes the distribution of sample size amongst procedures in the same class. That is, the distribution of sample size for the Bechhofer-Kulkarni procedure is the same as or stochastically smaller than that for any other procedure in the class.

ISSN:0747-4946    

DOI:10.1080/07474948908836182

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

We consider an adaptive multivariate recursive M estimator of location for elliptically distributed observations with known scatter. Results on strong convergence are given when the observations can be described by a strictly stationary sequence satisfying certain strong mixing conditions. The asymptotic distribution of the estimators for independent observations are also discussed.

ISSN:0747-4946    

DOI:10.1080/07474948908836183

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Consider a fixed sample size uniformly most powerful test of Ho: p ≤ poversus H1: p > po, where p is a Bernoulli parameter. If the test is non randomized, an optimally curtailed version stops sampling as soon as the final decision is certain. If the test is andomized, the optimal curtailment procedure is more complex. This paper gives a Simple, complete characterization of weakly admissible curtailments of such randomized tests.

ISSN:0747-4946    

DOI:10.1080/07474948908836184

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

ISSN:0747-4946    

DOI:10.1080/07474948908836178

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor