摘要:

Tests based on rank statistics are introduced to test for systematic changes in a sequence of independent observations. Proposed tests include a rank test analogous to the parametric likelihood ratio test and others analogous to parametric Bayes tests. The tests are usable with either one- or two-sided alternative hypotheses, and their asymptotic distributions are studied. The results of the general model are applied to two special cases, and their asymptotic distributions are also investigated. A Monte Carlo study verifies the applicability of asymptotic critical points in samples of moderate size, and other simulation studies compare power of the competing tests and their special-case versions. Finally, these tests are applied to a data set of traffic fatalities.

ISSN:0361-0918    

DOI:10.1080/03610919408813172

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

In this paper, we present an application of the Gibbs sampler yielding an algorithm which facilitates the Bayesian analysis of a class of data partitioning or model selection problems. The resulting index sampling algorithm is applied to a univariate mean-shift outlier model for the purpose of illustration.

ISSN:0361-0918    

DOI:10.1080/03610919408813173

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

The well-known Johnson system of distributions was developed by N. L. Johnson (1949). Slifker and Shapiro (1980) presented a criterion for choosing a member from the three distributional classes (SB,SL, and Sv) in the Johnson system to fit a set of data. The criterion is based on the value of a quantile ratio which depends on a specified positive z value and the parameters of the distribution. In this paper, we present some properties of the quantile ratio for various distributions and for some selected z values. Some comments are made on using the criterion for selecting a Johnson distribution to fit empirical data.

ISSN:0361-0918    

DOI:10.1080/03610919408813174

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

Ten nonparametric estimators of quantiles are compared in small samples by Monte Carlo simulation methods. The estimators are compared by using properties such as mean square error and mean absolute deviation. Nine distributions are used for the comparisons and include long-tailed distributions (e.g., Laplace), short-tailed distributions (e.g., uniform), and skewed distributions (e.g., exponential)

ISSN:0361-0918    

DOI:10.1080/03610919408813175

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

The basic assumption underlying statistical control chart criteria is that the process measurements are independent and identically distributed over time. However, autocorrelation and other time-series effects occur frequently in application. In this paper, the effects of autocorrelation are investigated for the frequently advocated supplementary runs rules. For both individual control charts based on the moving range and sample standard deviation, using simulation, the impact of autocorrelation for the AR(1) on in-control average run lengths is given.

ISSN:0361-0918    

DOI:10.1080/03610919408813176

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

We discuss the r-minimax estimation of normal means under squared-error loss. Since this problem is computationally intensive, we study linear r-minimax estimation. We identify contexts in which linear rules are adequately efficient, in terms of the ratio of their risk to the optimal risk. We also provide strategies that may work in other contexts.

ISSN:0361-0918    

DOI:10.1080/03610919408813177

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

In this article,relative curvature measures are derived for nonseasonal and multiplicative seasonal autoregressive moving average(ARMA)models to be used as diagnostic tools to asses the degree model nonlinearity.The maximum and root mean square curvature are computed for 16 time series data sets modeled in the literature by ARMA models;it is seen that more than half the sets exhibit significally large intrinsic or parameter- effectscurvature.The effect of curvature on the confidence regions for parameters is discussed and illustrated by examples.

ISSN:0361-0918    

DOI:10.1080/03610919408813178

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

An asymptotic approximation for the tail probability of a noncentral indefinite Gaussian quadratic form is obtained. This approimation requires the solution of an algebraic equation. A more explicit asymptotic lower bound is also obtained by using Jensen's inequality

ISSN:0361-0918    

DOI:10.1080/03610919408813179

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

It is shown that maximum likelihood estimates of the location vector and scatter matrix for a multivariate t-distribution in p dimensions with v≥1 degrees of freedom. can be identified with the maximum likelihood estimates for a scatter-only estimation problem from a (p+1)-dimensional multivariate the t-distribution with v−1>0 degrees of freedom. The t-distribution is only distribution for which this dual formulation is possible. Since the existence and uniqueness properties of maximum likelihood estimates are straightforward to prove for general scatter-only problems. we are able to immediately deduce existence and uniqueness results for the trickier location-scatter problem in the special case of the t-distribution. Each of these two formulations gives rise to an EM algorithm to maximize the likelihood. though the two algorithms are slightly different. The limiting Cauchy case v=1 requires some special treatment.

ISSN:0361-0918    

DOI:10.1080/03610919408813180

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

Efficient industrial experiments for reliability analysis of manufactured goods may consist in subjecting the units to higher stress levels than those of the usual working conditions. This results in the so called "accelerated life tests" where, for each pre-fixed stress level, the experiment ends after the failure of a certain pre-fixed proportion of units or a certain test time is reached. The aim of this paper is to determine estimates of the mean lifetime of the units under usual working conditions from censored failure data obtained under stress conditions. This problem is approached through generalized linear modelling and related inferential techniques, considering a Weibull failure distribution and a log-linear stress-response relationship. The general framework considered has as particular cases, the Inverse Power Law model, the Eyring model, the Arrhenius model and the generalized Eyring model. In order to illustrate the proposed methodology, a numerical example is provided.

ISSN:0361-0918    

DOI:10.1080/03610919408813181

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor