摘要:

A problem that can occur in a variance component analysis is the estimation and construction of confidence intervals for linear combinations of the variance components. This article considers the unbalanced one-way classification model and develops a procedure that can be used to construct a confidence interval on a linear combination of the among- and within-group variances. A simulation study suggests that the procedure provides an interval that in most cases has an achieved confidence coefficient at least as great as the stated level.

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487938

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

One of the often-stated goals of principal component analysis is to reduce into a low-dimensional space most of the essential information contained in a high-dimensional space. According to several reasonable criteria, principal components do this optimally. From a practical point of view, however, principal components suffer from the disadvantage that each component is a linear combination of all of the original variables. Thus interpretation of the results and possible subsequent data collection and analysis still involve all of the variables. An alternative approach is to select a subset of variables that contain, in some sense, as much information as possible. Methods for selecting such “principal variables” are presented and illustrated with examples.

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487939

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

If a linear regression model is used for prediction, the mean squared error of prediction (MSEP) measures the performance of the model. The MSEP is a function of unknown parameters and good estimates of it are of interest. This article derives a best unbiased estimator and a minimum MSE estimator under the assumption of a normal distribution. It compares the bias and the MSE of these estimators and some others. Similar results are presented for the case in which the model is used to estimate values of the response function.

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487940

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

Previous work on planning accelerated life test plans for the Weibull and lognormal distributions has concentrated on optimum test plans that minimize the variance of some specified estimator. However, these test plans use tests at only two levels of stress and, thus, have serious practical limitations. This article compares optimum test plans and some compromise test plans with respect to additional criteria including (a) the ability to detect departures from the assumed stress-life relationship and (b) robustness to departures from the assumptions used in determining the plans. The comparisons are based on the large sample properties of maximum likelihood estimators, and the test plans are compared over a range of practical testing situations. The comparisons suggest some general rules for planning accelerated life tests.

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487941

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

Reliability models play an important role in the determination of the required generation reserves of a given electric power utility company and of its expected operating cost. Specifically, these models are used to compute the risk of system load loss and the capacity utilization ratios of different units comprising the system. Computation of these indexes usually requires the evaluation of the distribution function of the sum of a large number of discrete random variables with different distributions. Exact methods for computing these distributions prove computationally unfeasible for routine utility operations. This article compares the accuracy of several analytical approximations for computing the required performance indexes. These approximations are (a) the method of cumulants, (b) a distribution fitting procedure, and (c) a large deviation procedure due to Esscher. Application of these procedures to computing the indexes for several representative utility systems shows that Esscher's large deviation approximation is generally very accurate.

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487942

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487943

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487944

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487947

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487948

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

ISSN:0040-1706    

DOI:10.1080/00401706.1984.10487949

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor