摘要:

A general class of multivariate models is proposed for unbalanced and incomplete longitudinal data. The proposed model is an extension of the seemingly unrelated regression model (Zellner, 1962). The advantage of this model is discussed regarding its applicability to a larger class of problems and the ease of estimation. The application of the model includes the model for the time varying covariates proposed by Patel (1988) and growth curve models. Two estimation methods are considered; one method is the generalized least squares method based on Zellner's noniterative two-stage estimation and the other is the iterative maximum likelihood estimation method using the EM algorithm (Dempster,Laird,and Rubin,1977). Simulation studies are conducted to compare the small sample properties of the two estimators.

ISSN:0361-0918    

DOI:10.1080/03610919208813059

出版商:Marcel Dekker, Inc    

年代:1992

数据来源: Taylor

摘要:

We consider the testing hypothesis that two random vectors of p and q components are independent in canonical correlation analysis. In this paper we investigate the powers of the test based on the largest root criterion. As the exact distribution are expressed by the zonal polynomials, the computation is possible only for p=2, and also it is necessary to calculate using quadruplex precision because we lose the significance by subtraction. So in Table I we obtain the percentage points of the largest root criterion for the computation of the quadruplex precision. Then we calculate the power when p=2 and q = 3 to 11 (2). The results show that for the fixed n–q the power becomes smaller when q increases, and for the fixed p1 of the alternative hypothesis (p1, P2) the power does not become significantly large when P2 increases. We can also find the sample size required for the power agnist some alternative hypothesis to be about 0.9. the numerical results may be useful to find the quality of approximation by using formula of the asyptotic distribution.

ISSN:0361-0918    

DOI:10.1080/03610919208813060

出版商:Marcel Dekker, Inc    

年代:1992

数据来源: Taylor

摘要:

In this paper equivalence of operating characteristic ( OC ) functions of certain conditional sampling plans viz., ChSP-4, ChSP~4A, Conditional Double Sampling Plan, Link sampling Plan and Chain Deferred State Sampling Plans have been established. A common procedure to select these plans have been suggested.

ISSN:0361-0918    

DOI:10.1080/03610919208813061

出版商:Marcel Dekker, Inc    

年代:1992

数据来源: Taylor

摘要:

The behavior of a range of tests assessing the normality of a sequence of independent and identically distributed random variables is investigated.An examination of the empirical significance level of the tests is undertaken for different sample sizes. The empirical power associated with these tests is also calculated under some alternative distributions.

ISSN:0361-0918    

DOI:10.1080/03610919208813062

出版商:Marcel Dekker, Inc    

年代:1992

数据来源: Taylor

摘要:

The paper gives a general algorithm for the evaluation of the average run lengths of cumulative sum charts. The method is applicable to observations from any (known) in–control statistical distribution, discrete or continuous.

ISSN:0361-0918    

DOI:10.1080/03610919208813063

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

The distribution of sample correlation coefficient r and some of its transformations are studied in this paper, when the parent population is Morgenstern bivariate exponential distribution(MBVED). The behaviour of r and its transformations is assessed through the first four standard moments and skewness and kurtosis factors.

ISSN:0361-0918    

DOI:10.1080/03610919208813064

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

We compare the performance of seven robust estimators for the parameter of an exponential distribution. These include the debiased median and two optimally-weighted one-sided trimmed means. We also introduce four new estimators: the Transform, Bayes, Scaled and Bicube estimators. We make the Monte Carlo comparisons for three sample sizes and six situations. We evaluate the comparisons in terms of a new performance measure, Mean Absolute Differential Error (MADE), and a premium/protection interpretation of MADE. We organize the comparisons to enhance statistical power by making maximal use of common random deviates. The Transform estimator provides the best performance as judged by MADE. The singly-trimmed mean and Transform method define the efficient frontier of premium/protection.

ISSN:0361-0918    

DOI:10.1080/03610919208813065

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

The most common asymptotic procedure for analyzing a 2 × 2 table (under the conditioning principle) is the ‰ chi-squared test with correction for continuity (c.f.c). According to the way this is applied, up to the present four methods have been obtained: one for one-tailed tests (Yates') and three for two-tailed tests (those of Mantel, Conover and Haber). In this paper two further methods are defined (one for each case), the 6 resulting methods are grouped in families, their individual behaviour studied and the optimal is selected. The conclusions are established on the assumption that the method studied is applied indiscriminately (without being subjected to validity conditions), and taking a basis of 400,000 tables (with the values of sample size n between 20 and 300 and exact P-values between 1% and 10%) and a criterion of evaluation based on the percentage of times in which the approximate P-value differs from the exact (Fisher's exact test) by an excessive amount. The optimal c.f.c. depends on n, on E (the minimum quantity expected) and on the error α to be used, but the rule of selection is not complicated and the new methods proposed are frequently selected. In the paper we also study what occurs when E ≥ 5, as well as whether the chi-squared by factor (n-1).

ISSN:0361-0918    

DOI:10.1080/03610919208813066

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

This paper presents a set of new tables and procedures for the selection of the following three types of Quick Switching (QS) systems for a given Acceptable Quality Level (AQL), Limiting Quality Level (LQL), producer's risk and consumer's risk.

ISSN:0361-0918    

DOI:10.1080/03610919208813067

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

The performance of the usual Shewhart control charts for monitoring process means and variation can be greatly affected by nonnormal data or subgroups that are correlated. Define the αk-risk for a Shewhart chart to be the probability that at least one “out-of-control” subgroup occurs in k subgroups when the control limits are calculated from the k subgroups. Simulation results show that the αk-risks can be quite large even for a process with normally distributed, independent subgroups. When the data are nonnormal, it is shown that the αk-risk increases dramatically. A method is also developed for simulating an “in-control” process with correlated subgroups from an autoregressive model. Simulations with this model indicate marked changes in the αk-risks for the Shewhart charts utilizing this type of correlated process data. Therefore, in practice a process should be investigated thoroughly regarding whether or not it is generating normal, independent data before out-of-control points on the control charts are interpreted to be due to some real assignable cause.

ISSN:0361-0918    

DOI:10.1080/03610919208813068

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor