摘要:

A new two-sided cumulative sum quality control scheme is proposed. The new scheme was developed specifically to be generalized to a multivariate cumulative sum quality control scheme. The multivariate version will be examined in a subsequent paper; this article evaluates the univariate version. A comparison of the conventional two-sided cumulative sum scheme and the proposed scheme indicates that the new scheme has slightly better properties (ratio of on-aim to off-aim average run lengths) than the conventional scheme. Steady state average run lengths are discussed. The new scheme and the conventional two-sided cumulative sum scheme have equivalent steady state average run lengths. Methods for implementing the fast initial response feature for the new cumulative sum scheme are given. A comparison of average run lengths for the conventional and proposed schemes with fast initial response features is also favorable to the new scheme. A Markov chain approximation is used to calculate the average run lengths of the new scheme.

ISSN:0040-1706    

DOI:10.1080/00401706.1986.10488126

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

We introduce a family of smoothing algorithms that can produce discontinuous output. Unlike most commonly used smoothers, that tend to blur discontinuities in the data, this smoother can be used for smoothing with edge detection. We cite examples of other approaches to (two-dimensional) smoothing with edge detection in image processing, and apply our one-dimensional smoother to sea surface temperature data where the discontinuities arise from changes in ocean currents.

ISSN:0040-1706    

DOI:10.1080/00401706.1986.10488127

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

A generalized simulated annealing method has been developed and applied to the optimization of functions (possibly constrained) having many local extrema. The method is illustrated in some difftcult pedagogical examples and used to solve a problem analyzed by Bates (Technometrics, 25, pp. 373–376, 1983) for which we identify an improved optimum. The sensitivity of the solution to changes in the constraints and in other specifications of the problem is analyzed and discussed.

ISSN:0040-1706    

DOI:10.1080/00401706.1986.10488128

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

The problem considered is the robust estimation of the variance parameter in a heteroscedastic linear model. We treat the situation in which the variance is a function of the explanatory variables. To estimate robustly the variance in this case, it is necessary to guard against the influence of outliers in the design as well as outliers in the response. By analogy with the homoscedastic regression case, we propose two estimators that do this. Their performances are evaluated on a number of data sets. We had considerable success with estimators that bound the “self-influence”—that is. the influence an observation has on its own fitted value. We conjecture that in other situations (e.g., homoscedastic regression) bounding the selfinfluence will lead to estimators with good robustness properties.

ISSN:0040-1706    

DOI:10.1080/00401706.1986.10488129

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

The problem of assessing influence and detecting influential cases in multiple linear regression with incomplete data is considered. A case is said to be influential if appreciable changes in fitted regression coefficients occur when it is removed from the data. A one-step influence measure is derived, based on the EM algorithm for detecting cases that are influential in the maximum likelihood estimation of the regression coefficients. Results are compared with the (complete data) Cook's distance measure. Techniques are demonstrated by examples.

ISSN:0040-1706    

DOI:10.1080/00401706.1986.10488130

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

Confidence bands are considered for linear and quadratic regression when the regression equation is forced through a fixed point. In the linear case, it is noted that the construction of confidence bands reduces to the construction of a confidence interval on the slope parameter. The corresponding bands are straight lines whose widths are independent of the size of the set over which the band is constructed. The construction for the quadratic case involves more complex arguments; these are developed, and tables are presented for band use in both the homoscedastic and heteroscedastic settings. An example is included.

ISSN:0040-1706    

DOI:10.1080/00401706.1986.10488131

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

One-sided simultaneous lower prediction intervals are discussed, which contain at leastmi—ki+ 1 (i= 1, 2, ….l) out ofmiobservations inlfuture samples from a normal population. Such intervals are required, for example, when a manufacturer wishes to assure with a high probability the acceptance of alllfuture shipments of a product. The prediction limits are computed using the sample mean and the sample standard deviation of a past sample of sizenfrom the same normal population. Tables are provided for calculating such prediction limits when there are two future samples, and the procedure is illustrated by an example.

ISSN:0040-1706    

DOI:10.1080/00401706.1986.10488132

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

This article examines statistical inference for Pr(Y<X), whereXandYare independent normal variates with unknown means and variances. The case of unequal variances is stressed.Xcan be interpreted as the strength of a component subjected to a stressY, and Pr(Y<X) is the component's reliability. Two approximate methods for obtaining confidence intervals and an approximate Bayesian probability interval are obtained. The actual coverage probabilities of these intervals are examined by simulation.

ISSN:0040-1706    

DOI:10.1080/00401706.1986.10488133

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

Two well-known methods of spectrum estimation are the classical windowed-periodogram method described by Blackman and Tukey and the maximum entropy method (MEM) proposed by Burg. Comparisons of the two methods are diflicult, in part because their motivations are based on differing sets of assumptions. My development, aimed at unification, rests on two new but simple formulas that extend a classical concept, thereby exhibiting an element common to both methods: the spectral window. The first formula expresses the MEM estimate as a convolution of the spectrum with a data-dependent and spectrum-dependentequivalent spectral window. The second formula gives the MEM estimate as a convolution of the periodogram with a data-dependentperiodogram window. These formulas provide a new outlook on MEM that may be quite useful for a variety of purposes, including (a) the development of heuristic interpretations of line splitting and peak shifting and (b) the motivation of natural definitions of bandwidth for MEM estimates.

ISSN:0040-1706    

DOI:10.1080/00401706.1986.10488134

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor

摘要:

Methods are presented for construction of interval estimates on the mean of a gamma distribution when there is some prior interval information as to the location of this parameter. The methods produce posterior intervals by constructing prior distributions for the mean parameter from the prior interval information. Both Bayesian and pseudo-Bayesian approaches for the construction of the priors are considered. These concepts are illustrated by an experiment assessing the operating characteristics of a laboratory chemical analyzer.

ISSN:0040-1706    

DOI:10.1080/00401706.1986.10488135

出版商:Taylor & Francis Group    

年代:1986

数据来源: Taylor