1. |
In memoriam: Louis Guttman (1916‐1987) |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 2,
1988,
Page 75-77
Samuel Shye,
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ISSN:8755-0024
DOI:10.1002/asm.3150040202
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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2. |
A non‐parametric method for fitting ROC curves for evaluation of industrial inspection performance |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 2,
1988,
Page 79-88
Majid Jaraiedi,
Gary D. Herrin,
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摘要:
AbstractThe use of signal detection theory (SDT) in evaluation of the performance of an inspector on certain tasks requires the identification of the receiver operating characteristic (ROC) curve of the inspector. In this paper a functional form,Y=f(X), for the ROC equation is proposed, and two alternative approaches are developed for estimation of its parameters. This method does not require prior assumptions on the statistical distribution of the noise and signal‐plus‐noise. The application of the method is illustrated by the use of an example data
ISSN:8755-0024
DOI:10.1002/asm.3150040203
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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3. |
Necessary conditions for stochastic dominance: A general approach |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 2,
1988,
Page 89-99
William H. Jean,
Billy P. Helms,
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摘要:
AbstractIn this paper a general method for developing necessary conditions for all degrees of stochastic dominance is derived. The method, a minimization of the expected value of certain functions of the random variable, is used to rederive known necessary conditions for dominance and is then used to derive new necessary conditions. Some of the old and new conditions are then compared empirically using a data set of security returns.
ISSN:8755-0024
DOI:10.1002/asm.3150040204
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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4. |
Block cutpoint decomposition for markovian queueing systems |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 2,
1988,
Page 101-114
Dale R. Fox,
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摘要:
AbstractSteady‐state probabilities of Markov Processes are computed by enumerating subgraphs of the transition diagram of the process. The presence of cutpoints in the transition diagram allows for decomposition of the problem into smaller components. Examples from queueing theory are presented. Matrix representations for these structures are also discusse
ISSN:8755-0024
DOI:10.1002/asm.3150040205
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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5. |
Testing quantile‐preserving spreads |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 2,
1988,
Page 115-125
Haim Mendelson,
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摘要:
AbstractThis paper derives a two‐sample non‐parametric procedure for testing quantile‐preserving spreads. The asymptotic properties of the test statistic are studied, and the use of the test is demonstrated in comparing the dispersion of the returns on a stock‐index between
ISSN:8755-0024
DOI:10.1002/asm.3150040206
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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6. |
Presentation of problem: Performance of jitter in discriminating between normal and dysphonic speakers |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 2,
1988,
Page 127-135
Jean Schoentgen,
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摘要:
AbstractThe data we deal with are acoustic feature values computed from speech signals produced by normal control speakers and speakers suffering from a laryngeal pathology. The problem is (i) to compare the discriminatory performance of a given acoustic feature with other features of the same family; (ii) to compare the performance of corresponding features in studies carried out on corpora which were not identical and which did not contain the same number of speakers; (iii) to express quantitatively the share of laryngeal pathologies which could be detected reliably by acoustic means alone. We propose to accomplish tasks (i) to (iii) by separating pooled control and risk groups on the basis of the acoustic feature values alone and by evaluating the quality of approximation of the original groups so realized. In order to evaluate this quality we compute a merit factor satisfying the following properties: (1) to be independent of the number of speakers contained in the pooled control and risk groups; (2) to increase and decrease linearly with the detection and false alarm rates, respectively; (3) to take on values between 0 (no discrimination at all) and 1 (perfect discrimination). We also address the question of the confidence one may have in the merit factor values so achieved, i.e. we describe a method of computing the probability that a merit factor value might have been realized by chance alone.
ISSN:8755-0024
DOI:10.1002/asm.3150040207
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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7. |
Diffusions, Markov Processes, and Martingales, Vol. 2, Ilô Calculus, L. C. G. Rogers and David Williams, Wiley, Chichester, 1987. ISBN‐0‐471‐91482‐7 No. of pages: xiv + 475. Price: £39.95 |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 2,
1988,
Page 137-137
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ISSN:8755-0024
DOI:10.1002/asm.3150040208
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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8. |
Introduction to Stochastic Differential Equations, T. C. Card, Marcel Dekker Inc., New York, 1988. ISBN 0‐8247‐7776‐x. No. of pages: xvi + 234 |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 2,
1988,
Page 138-138
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PDF (99KB)
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ISSN:8755-0024
DOI:10.1002/asm.3150040209
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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9. |
Brownian Motion and Stochastic Flow Systems, J. M. Harrison, Wiley, New York, 1985. ISBN 0‐471‐81939‐5. No. of pages: xxi + 1. Price: £36.95 |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 2,
1988,
Page 139-140
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PDF (153KB)
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ISSN:8755-0024
DOI:10.1002/asm.3150040212
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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10. |
Applied Stochastic Models and Control Management, C. S. Tapiero, North Holland, Amsterdam, 1988. ISBN 0‐444‐70362‐4. No. of pages: xiv + 326. Price: $105.25 |
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Applied Stochastic Models and Data Analysis,
Volume 4,
Issue 2,
1988,
Page 140-140
Jacques Janssen,
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ISSN:8755-0024
DOI:10.1002/asm.3150040213
出版商:John Wiley&Sons, Ltd.
年代:1988
数据来源: WILEY
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