摘要:

Under suitable regularity conditions, the third order asymptotic bounds for distributions of regular estimators are obtained. It is shown that the modified maximum likelihood estimation procedure combined with appropriate stopping rule is uniformly third order asymptotically efficient in the sense that its asymptotic distribution attains the bound uniformly in stopping rules up to the third order.

ISSN:0747-4946    

DOI:10.1080/07474948908836186

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

The standard practice when using a control chart to detect changes in a process is to take samples from the process using fixed sampling intervals between samples. Recent work on the statistical properties of control charts which vary the sampling interval as a function of what is observed from the data has shown that this variable sampling interval feature can significantly improve the ability of a control chart to detect certain types of process changes. Reynolds and Arnold (1989) showed that if the length of the sampling interval must be chosen from the interval [l1,l2], where 0<l1<l2, the optimal one-sided Shewhart control chart uses only two interval lengths, the shortest possible interval l1and the longest possible interval l2.Extensions of the results Reynolds and Arnold (1989) to two sided Shewhart charts and to chars which can be modeled as Markov chains are considered. It is shown that using only two sampling intervals is also optimal for these charts.

ISSN:0747-4946    

DOI:10.1080/07474948908836187

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Let π1,...,πkbe k independent populations where we assume that the ith population distribution isThe parametersand σiϵ (0,∞) for i = l,...,k are all assumed unknown, but H1einf:,...,Hkare known positive definite p&z.Times;p matrices. We estimate parameters of the formwhere ci's are known nonzero constants for i = 1,...,k, by means of ellipsoidal confidence regions. Various two-stage and sequential procedures are proposed and some of their exact and asymptotic properties are studied. Statistical methods and some of their characteristics are discussed both when H1,...,Hkare simultaneously diagonalizable as well as when they are not.

ISSN:0747-4946    

DOI:10.1080/07474948908836188

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

The limiting distribution of the excess over the boundary is determined for sums of the Gaussian linear process.

ISSN:0747-4946    

DOI:10.1080/07474948908836189

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Sequential selections are to be made from two stochastic processes, or "arms", each yielding Bernoulli responses. At each stage the arm selected depends on previous observations. The objective is to maximize the expected number of successes in the first n selections. The probability of success for a given selection depends on a covariate through an appropriate transformation. For one arm, this transformation is completely known; for the other, it depends on unknown parameters. Properties of optimal strategies are related to those for non-covariate models. Conditions are described under which it is optimal to observe the arm with unknown parameters if the covariate lies to one side of an index value.

ISSN:0747-4946    

DOI:10.1080/07474948908836190

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

ISSN:0747-4946    

DOI:10.1080/07474948908836191

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

ISSN:0747-4946    

DOI:10.1080/07474948908836185

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor