摘要:

With data collection in environmental science and bioassay, left censoring because of nondetects is a problem. Similarly in reliability and life data analysis right censoring frequently occurs. There is a need for goodness of fit tests that can adapt to left or right censored data and be used to check important distributional assumptions without becoming too difficult to regularly implement in practice. A new test statistic is derived from a plot of the standardized spacings between the order statistics versus their ranks. Any linear or curvilinear pattern is evidence against the null distribution. When testing the Weibull or extreme value null hypothesis this statistic has a null distribution that is approximatelyFfor most combinations of sample size and censoring of practical interest. Our statistic is compared to the Mann-Scheuer-Fertig statistic which also uses the standardized spacings between the order statistics. The results of a simulation study show the two tests are competitive in terms of power. Although the Mann-Scheuer-Fertig statistic is somewhat easier to compute, our test enjoys advantages in the accuracy of theFapproximation and the availability of a graphical diagnostic.

ISSN:0361-0918    

DOI:10.1080/03610910008813627

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

This paper studies four methods for estimating the Box-Cox parameter used to transform data to normality. Three of these are based on optimizing test statistics for standard normality tests (the Shapiro-Wilk. skewness, and kurtosis tests); the fourth uses the maximum likelihood estimator of the Box-Cox parameter. The four methods are compared and evaluated with a simulation study, where their performances under different skewness and kurtosis conditions are analyzed. The estimator based on optimizing the Shapiro-Wilk statistic generally gives rise to the best transformations, while the maximum likelihood estimator performs almost as well. Estimators based on optimizing skewness and kurtosis do not perform well in general.

ISSN:0361-0918    

DOI:10.1080/03610910008813628

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

This paper proposes a method for monitoring processes, based on the Minimum Description Length (MDL) criterion, which can detect unnatural events, recognize unnatural patterns and estimate the occurring point automatically and simultaneously. Several studies have investigated the application of the MDL criterion to statistical process control. This paper extends this investigation to the problem of recognizing unnatural patterns on process control. First, the equations of the MDL criterion corresponding to the underlying unnatural patterns (shifts, trends and peaks) are derived. Next, an algorithm for monitoring processes based on the derived MDL criterion is provided. Finally, simulation experiments are conducted to examine the validity of the proposed method under various conditions.

ISSN:0361-0918    

DOI:10.1080/03610910008813629

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

We study the reliability estimates of the non-standard mixture of degenerate (degenerated at zero) and exponential distributions. The Uniformly Minimum Variance Unbiased Estimator (UMVUE) and Bayes estimator of the reliability for some selective prior when the mixing proportion is known and unknown are derived. The Bayes risk is computed for each Bayes estimator of the reliability. A simulated study is carried out to assess the performance of the estimators alongwith the true and Maximum Likelihood Estimate (MLE) of the reliability. An example from Vannman (1991) is also discussed at the end of the paper.

ISSN:0361-0918    

DOI:10.1080/03610910008813630

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

In this paper we consider the issue of constructing retrospectiveT2control chart limits so as to control the overall probability of a false alarm at a specified value. We describe an exact method for constructing the control limits for retrospective examination. We then consider Bonferroni-adjustments to Alt's control limit and to the standardx2control limit as alternatives to the exact limit since it is computationally cumbersome to find the exact limit. We present the results of some simulation experiments that are carried out to compare the performance of these control limits. The results indicate that the Bonferroni-adjusted Alt's control limit performs better that the Bonferroni-adjustedx2control limit. Furthermore, it appears that the Bonferroni-adjusted Alt's control limit is more than adequate for controlling the overall false alarm probability at a specified value.

ISSN:0361-0918    

DOI:10.1080/03610910008813631

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

We study, by means of simulations, the performance of the Shewhart method, the Cusum method, the Shiryaev-Roberts method and the likelihood ratio method in the case when the true shift differs from the shift for which the methods are optimal. The methods are compared for a fixed expected time until false alarm. The comparisons are made with respect to some measures associated with power such as probability of alarm when the change occurs immediately, expected delay of true alarm and predictive value of an alarm.

ISSN:0361-0918    

DOI:10.1080/03610910008813632

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

In the semiconductor industry, test tapes are used to classify microprocessors into one of several functional categories before packaging. Test tapes must be changed frequently, and so it is necessary make decisions about whether the new tape performs similarly enough to the old tape. The kappa statistica chance-corrected measure of agreement for categorical data, would be useful for this purpose if a reliable confidence interval procedure were available. Unfortunately, confidence intervals for κ have not been investigated for applications in which the true value is expected to be close to 1, more than two categories are involved, and marginal distributions are not uniform. Simulation was used to study properties of 5 confidence interval procedures for κ under these conditions. Confidence intervals were compared based on average confidence interval length and coverage rate. Although no confidence interval method consistently performed better than the rest, the bias-corrected bootstrap method generally performed well. A square root transformation method also perormed well, and is less computationally-intensive than the bootstrap method.

ISSN:0361-0918    

DOI:10.1080/03610910008813633

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

In this paper an attempt has been made to examine the multivariate versions of the common process capability indices (PCI's) denoted byCpandCpk. Markov chain Monte Carlo (MCMC) methods are used to generate sampling distributions for the various PCI's from where inference is performed. Some Bayesian model checking techniques are developed and implemented to examine how well our model fits the data. Finally the methods are exemplified on a historical aircraft data set collected by the Pratt and Whitney Company.

ISSN:0361-0918    

DOI:10.1080/03610910008813634

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor