摘要:

This paper discusses the problem of constructing small sample confidence intervals for the difference of success probabilities of two independent Bernoulli distributions. An algorithm is given based on an extension of Sterne's (1954) method for constructing small sample confidence intervals for a single success probability. These confidence intervals have several invariance and other desirable properties such as short lengths and monotonicity. A comparison is made with an algorithm due to Santner and Yamagami (1993) which is also based on an extension of Sterne's method. Our algorithm is found to yield shorter intervals for a majority of outcomes, and these outcomes are located in the central portion of the sample space. Santner and Yamagami's algorithm gives shorter intervals for outcomes in the northwest and southeast corners of the sample space (corresponding to large differences in the observed sample proportion of successes), and is computationally faster. Modifications of the algorithm for obtaining confidence intervals for the ratio and odds ratio are indicated

ISSN:0361-0918    

DOI:10.1080/03610919308813135

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

The problem of deriving reliable tests for separate families of hypotheses is discussed. Two competing methodologies for testing hypotheses from separate distributional families, the classical asymptotic approach of Cox [1961,1962] and more modern methods using Monte Carlo or parametric bootstrap simulation, are contrasted. It is shown that the two methods can be combined to form a test with excellent statistical properties. Variants of simulation-based tests are discussed. In addition, simple computational strategies using parallel computers are described that can be used to reduce the combined test's heavy simulation load.

ISSN:0361-0918    

DOI:10.1080/03610919308813136

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

Buckley and James's (1979)) procedure has been shown to be an effective method for estimating the regression coefficients in a censored data linear regression model without requiring distributional assumptions. However, relatively little attention has been given to studying the finite sample properties of proposed methods for estimating the covariance matrix of the Buckley-James estimator. The purpose of this paper is to compare the finite sample properties of the variance estimation methods proposed by Buckley and James (1979), Smith (1986), and Weissfeld and Schneider (1987) for a broad range of error and censoring distributions. We conclude that for moderate sample sizes Smith's estimator performs the best; primarily because of its instability, we rate the Buckley-James variance estimator as the least desirable of the three methods.

ISSN:0361-0918    

DOI:10.1080/03610919308813137

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

We compare the performance of three methods for identifying dispersion effects from unreplicated data: (1) Two-step estimation procedure -TSP- (Harvey 1976), (2) Iterated weighted least squares procedure -IWLS- and (3) Maximum likelihood estimation procedure -ML- (Harvey 1976). We conclude that small sample size estimators are biased: the IWLS and ML methods tend to amplify the absolute value of the real dispersion effect, whereas the TSP estimator tends to reduce it. Asymptotic expressions notably underestimate the IWLS's and ML's real variances. Finally, although ML is the most efficient with large samples, the simplest estimator, TSP, turns out as the most advisable choice with small sample sizes. A linear combination of TSP and ML, as an approximately unbiased dispersion effect estimator, AVEMT, is proposed. Three examples are discussed to illustrate the results.

ISSN:0361-0918    

DOI:10.1080/03610919308813138

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

An envelope-rejection method is used to generate random variates from the Watson distribution. The method is compact and is competitive with, if not superior to, the existing sampling algorithms. For the girdle form of the Watson distribution, a faster algorithm is proposed. As a result, Johnson's sampling algorithm for the Bingham distribution is improved.

ISSN:0361-0918    

DOI:10.1080/03610919308813139

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

Recently, several new applications of control chart procedures for short production runs have been introduced. Bothe (1989) and Burr (1989) proposed the use of control chart statistics which are obtained by scaling the quality characteristic by target values or process estimates of a location and scale parameter. The performance of these control charts can be significantly affected by the use of incorrect scaling parameters, resulting in either an excessive "false alarm rate," or insensitivity to the detection of moderate shifts in the process. To correct for these deficiencies, Quesenberry (1990, 1991) has developed the Q-Chart which is formed from running process estimates of the sample mean and variance. For the case where both the process mean and variance are unknown, the Q-chaxt statistic is formed from the standard inverse Z-transformation of a t-statistic. Q-charts do not perform correctly, however, in the presence of special cause disturbances at process startup. This has recently been supported by results published by Del Castillo and Montgomery (1992), who recommend the use of an alternative control chart procedure which is based upon a first-order adaptive Kalman filter model Consistent with the recommendations by Castillo and Montgomery, we propose an alternative short run control chart procedure which is based upon the second order dynamic linear model (DLM). The control chart is shown to be useful for the early detection of unwanted process trends. Model and control chart parameters are updated sequentially in a Bayesian estimation framework, providing the greatest degree of flexibility in the level of prior information which is incorporated into the model. The result is a weighted moving average control chart statistic which can be used to provide running estimates of process capability. The average run length performance of the control chart is compared to the optimal performance of the exponentially weighted moving average (EWMA) chart, as reported by Gan (1991). Using a simulation approach, the second order DLM control chart is shown to provide better overall performance than the EWMA for short production run applications

ISSN:0361-0918    

DOI:10.1080/03610919308813140

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

Taguchi's robust design technique, also known as parameter design, focuses on making product and process designs insensitive (i.e., robust) to hard to control variations. In some applications, however, his approach of modeling expected loss and the resulting “product array” experimental format leads to unnecessarily expensive and less informative experiments. The response model approach to robust design proposed by Welch, Ku, Yang, and Sacks (1990), Box and Jones (1990), Lucas (1989), and Shoemaker, Tsui and Wu (1991) offers more flexibility and economy in experiment planning and more informative modeling. This paper develops a formal basis for the graphical data-analytic approach presented in Shoemaker et al. In particular, we decompose overall response variation into components representing the variability contributed by each noise factor, and show when this decomposition allows us to use individual control-by-noise interaction plots to minimize response variation. We then generalize the control-by-noise interaction plots to extend their usefulness, and develop a formal analysis strategy using these plots to minimize response variation.

ISSN:0361-0918    

DOI:10.1080/03610919308813141

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

To determine the number of multiplicative components in a shifted multiplicative model (SHMM) for a r × c table (c≤r) given bylikelihood ratio tests of Ho: λt= 0 versus Ha:λt≠0, λt+1=0 are developed in a stepwise procedure with t successively set equal to 1,…,p − 1, where p=min(r−1,c). For t = 1, the empirical distribution and percentage points of the likelihood ratio test statistic are obtained through a Monte Carlo simulation study. Distribution of the likelihood ratio test statistic is also approximated by a Beta distribution. For t ≥ 2, a method analogous to one developed by Marasinghe (1985) and Schott (1986) for the additive main effect and multiplicative interaction (AMMI) modelis used, namely, that the tthterm is tested as thought it is the first term for a (r−t+1)×(c−t+1)table. Type I error rates for tests of λ2and λ3agreed closely with nominal significant levels 0.01,0.05 and 0.10 if previous λ values were sufficiently large, but tended to be conservative otherwise. The procedure is illustrated with two examples from the literature

ISSN:0361-0918    

DOI:10.1080/03610919308813142

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

This article describes a unified approach to variance modeling and inference in the context of a general form of the normal-theory linear mixed model. The primary variance modeling objects are parameterized covari-ance structures, examples being diagonal, compound-symmetry, unstructured, timeseries, and spatial. These structures can enter in two different places in the general mixed model, and the combination of one or both of these places with the variety of structures provides a rich class of variance models. The approach is likelihood-based, and involves the use of both maximum likelihood and restricted maximum likelihood. Two examples provide illustration.

ISSN:0361-0918    

DOI:10.1080/03610919308813143

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

This paper presents an approach to cross-validated window width choice which greatly reduces computation time, which can be used regardless of the nature of the kernel function, and which avoids the use of the Fast Fourier Transform. This approach is developed for window width selection in the context of kernel estimation of an unknown conditional mean.

ISSN:0361-0918    

DOI:10.1080/03610919308813144

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor