ISSN:0040-1706    

DOI:10.1080/00401706.1983.10487813

出版商:Taylor & Francis Group    

年代:1983

数据来源: Taylor

ISSN:0040-1706    

DOI:10.1080/00401706.1983.10487814

出版商:Taylor & Francis Group    

年代:1983

数据来源: Taylor

摘要:

The problem of comparing the outputs of several time series recorders when each receives the same signal together with stationary, additive noise is considered. When the signal is stationary or is the sum of stationary and periodic components, methods of estimating some parameters using frequency domain methods are given. The estimates are obtained by maximizing an approximate Gaussian likelihood but do not require Gaussian data. The estimation is particularly simple if the spectra of the different error processes are equal. Asymptotic properties of the estimators are presented here with an application of the methods. A small simulation study shows that the asymptotic theory is a reasonable approximation for this application.

ISSN:0040-1706    

DOI:10.1080/00401706.1983.10487815

出版商:Taylor & Francis Group    

年代:1983

数据来源: Taylor

摘要:

Diagnostic displays for outlying and influential observations are reviewed. In some examples apparent outliers vanish after a power transformation of the data. Interpretation of the score statistic for transformations as regression on a constructed variable makes diagnostic methods available for detection of the influence of individual observations on the transformation, Methods for the power transformation are exemplified and extended to the power transformation after a shift in location, for which there are two constructed variables. The emphasis is on plots as diagnostic tools.

ISSN:0040-1706    

DOI:10.1080/00401706.1983.10487816

出版商:Taylor & Francis Group    

年代:1983

数据来源: Taylor

摘要:

Maximum likelihood methods are used to estimate the parameters of two separate multiple regressions that switch at an unknown point in the data. Normal errors with constant variance are assumed and likelihood ratio statistics are used to test for the presence of two separate regressions. Our main result is a conservative bound on the null distribution function of the test statistic. This bound is based on an improved Bonferroni inequality, and a simple power-series approximation is provided. Similar bounds are given for likelihood ratio statistics that test for a shift in the constant term of the regression only. The accuracies of the bounds and approximations are evaluated on a number of examples.

ISSN:0040-1706    

DOI:10.1080/00401706.1983.10487817

出版商:Taylor & Francis Group    

年代:1983

数据来源: Taylor

摘要:

The ordinary least squares (OLS) estimator of the regression parameter in the simple errors-in-variables model with known variance of the observational error is compared with a well-known consistent estimator—the corrected least squares (CLS) estimator—using the minimum asymptotic mean squared error criterion. Conditions for one estimator to dominate the other are derived and illustrated graphically. For many empirical situations, the consequence of an erroneous choice in favor of OLS appears to be more serious than that of an erroneous choice of CLS. Therefore, CLS estimation should be recommended in general. Next, we reexamine this conclusion, assuming that an incorrect value for the variance of the measurement error is used to compute the CLS estimate. Our conclusion is then also that CLS estimation should be preferred, except when the error variance is highly overestimated.

ISSN:0040-1706    

DOI:10.1080/00401706.1983.10487818

出版商:Taylor & Francis Group    

年代:1983

数据来源: Taylor

摘要:

This paper describes a method for constructing confidence intervals for a binomial parameter upon termination of a sequential or multistage test. Tables are presented for use with the MIL-STD 105D multiple sampling plans for acceptance sampling. Also given are tables for use with some three-stage schemes that have been proposed in connection with biomedical trials. The results are compared with confidence intervals calculated as if the sampling plan had been one with a fixed sample size.

ISSN:0040-1706    

DOI:10.1080/00401706.1983.10487819

出版商:Taylor & Francis Group    

年代:1983

数据来源: Taylor

摘要:

A class of continuous sampling plans (CSP's) that switch between full and partial inspection of items in a production line is formulated in terms of discrete renewal processes. The renewal-theory framework facilitates studying both the long-run average outgoing quality (AOQ) and the average outgoing quality in a short production run of lengtht, AOQ(t). Renewal theory also leads to a computable approximation, AOQ*(t), to AOQ(t). By simulation it is found that AOQ greatly overestimates AOQ(t), for short runs, while the approximation AOQ*(t) is found to be sufficiently accurate in situations corresponding to actual practice. Formulas are derived enabling one to compute AOQ and AOQ*(t) for the Dodge sampling plans CSP-1 through CSP-5. Numerical illustrations for selected CSP's are presented.

ISSN:0040-1706    

DOI:10.1080/00401706.1983.10487820

出版商:Taylor & Francis Group    

年代:1983

数据来源: Taylor

摘要:

Two new tests for the two-parameter exponential distribution are presented. The test statistics can be used with doubly censored samples, are easy to compute, need no special constants, and have high power compared with several competing tests. The first test statistic is sensitive to monotone hazard functions, and its percentage points can be closely approximated by the standard normal distribution. The second test statistic is sensitive to nonmonotone hazard functions. The chi-squared (2 degrees of freedom) distribution can be used as an approximation to the distribution of this statistic for moderate and large sample sizes. Monte Carlo power estimates and an example are given.

ISSN:0040-1706    

DOI:10.1080/00401706.1983.10487821

出版商:Taylor & Francis Group    

年代:1983

数据来源: Taylor

摘要:

Previously suggested methods for constructing confidence bands for cumulative distribution functions have been based on the classical Kolmogorov-Smirnov test for an empirical distribution function. This paper gives a method based on maximum likelihood estimation of the parameters. The method is described for a general continuous distribution. Detailed results are given for a location-scale parameter model, which includes the normal and extreme-value distributions as special cases. Results are also given for the related lognormal and Weibull distributions. The formulas derived for these distributions give a band with exact confidence coefftcient. A chi-squared approximation, which avoids the use of special tables, is also described. An example is used to compare the resulting bands with those obtained by previously published methods.

ISSN:0040-1706    

DOI:10.1080/00401706.1983.10487822

出版商:Taylor & Francis Group    

年代:1983

数据来源: Taylor