摘要:

In this article the criterion of unconditional mean squared error is used to compare four commonly used estimators of error rates in discriminant analysis. The leave-one-out estimator, which has relatively small bias, is found to perform well relative to the other estimators when a large number of explanatory variables are used in the discriminant function. With a small number of explanatory variables, the large variance of this estimator results in poor performance. We also find the estimators that assume normally distributed explanatory variables to be nonrobust when the parent distributions are skewed or have large tails.

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487990

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The concept of generalized sampling plans is defined and is shown to encompass numerous sampling plans that are comprised of a sequence of independent Bernoulli trials. For such plans, the probability distribution of a sufficient statistic and a simple unbiased estimator for the success probability are obtained. The variance of the unbiased estimator and the average sample size are used as measures of performance to compare several inverse binomial sampling plans within the context of generalized sampling plans. The plans examined incorporate curtailment, extended sampling, or both. Evaluation of the performance of the plans provides insight into situations in which they may be used advantageously.

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487991

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The problem of process control in the presence of deterministic disturbances occurring rather infrequently, but at random intervals, is considered. It is shown that these processes can be represented by the same structural form of model as autoregressive-integrated-moving-average (ARIMA) processes, the only difference being in the probability distribution of theshocks. These models are useful in the important industrial problem of designing optimal-control algorithms for processes perturbed by such disturbances. As might be anticipated from the duality in structure of these processes, the linear optimal-control laws for processes subject to either ARIMA or randomly occurring deterministic disturbances are identical for models of the equivalent structure. This important result allows for a unification of the theory of optimal control.

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487992

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The extension of Kalman filtering to the case of unknown variances is known as adaptive filtering. Duncan and Horn's (1972) representation of the Kalman time-series model is exploited to derive variance-component estimates from the standpoint of regression analysis. Specifically, the MINQUE of Rao (1970) and the AUE of Horn, Horn, and Duncan (1975) are applied. These estimates are then used to formulate adaptive filters. The adaptive filters are applied to simulated data, and their performance is compared to the method of Carew and Belanger (1973).

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487993

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487994

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487995

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487996

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487998

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487999

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10488001

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor