摘要:

The common measures of process capability, usually indicated by Cp, CPU, CPL, and Cpkare considered. Tables of lower confidence limits are given on these measures where the sample mean, and the sample range (properly adjusted by d2) are substituted for the population mean and population standard deviation in the definition formulas.

ISSN:0361-0918    

DOI:10.1080/03610919008812842

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610919008812843

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

A method for generating samples from any member of a one-parameter family of bivariate distributions is presented. Using this algorithm, a simulation study for six estimators of the dependence parameter (based on Kendall’s tau, Spearman’s rho and maximum likelihood) is also presented. Maximum likelihood estimators are clearly the best, but are dependent on the marginals. Among the nonparametric estimators, the one based on Kendall’s tau is preferable to the estimator based on Spearman’s rho. Jackknifing does not provide any significative improvement.

ISSN:0361-0918    

DOI:10.1080/03610919008812844

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

A power transformation of theFdistribution is presented, yielding simple normal approximations for both probabilities and quantiles of the distribution. The transformation proposed is shown to produce the well-known Wilson-Hilferty cube root transformation (Wilson and Hilferty, 1931) for the chi-square distribution as a limiting case, as well as the Fisher logarithmic transformation (Fisher, 1924, 1925) for equal degrees of freedom. A numerical assessment of the accuracy achieved for approximating tail probabilities and a comparison with some of the existing approximate procedures are given.

ISSN:0361-0918    

DOI:10.1080/03610919008812845

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Three linear methods for estimating parameter values of autoregressive moving average models are presented in this article. Simulation results based on different model structures with varying number of observations suggest that the accuracy of some of these procedures is comparable to maximum likelihood estimation. Versions of these approaches can be implemented on any computer system, micro or mainframe, without any programming effort provided that a linear regression package is available. They can also be used to alleviate the problems of autocorrelation in regression, and to generate estimates for multiple times series models. Examples from economic data are used to illustrate the procedures’ capabilities.

ISSN:0361-0918    

DOI:10.1080/03610919008812846

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

In certain production processes, it is necessary or more convenient to use counts of defects or conformance per unit of measurement to indicate whether a production process is in control or not. Counts of this kind are often well fitted by a Poisson distribution. Three modified exponentially weighted moving average (EWMA) control charts are developed in this paper for monitoring the Poisson counts. The average run length (ARL) and the probability function of the run length of these modified control charts can be computed exactly using results from the Markov Chain theory. These modified control charts are demonstrated to be generally superior than the Shewhart control chart based on ARL consideration. Tables of in-control ARLs of these modified control charts are given to assist the implementation of these modified control charts. The implementation and design of these EWMA control charts are discussed. The use of these modified EWMA control charts is illustrated with an example.

ISSN:0361-0918    

DOI:10.1080/03610919008812847

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

A simulation study has been conducted to lend credible support for the vector extension of Ledolter and Abraham’s (1981) univariate derivation of forecast error variance for ARIMA models.

ISSN:0361-0918    

DOI:10.1080/03610919008812848

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

A very useful result for generating random numbers is that the fractional part of a sum of independent U(0,1) random variables is also a U(0,l) random variable. In this paper we show that a more general result is true: the fractional part of a sum of n independent random variables, one of which is U(0,l), is also U(0,l). Moreover, we show that the fractional part of a sum of independent near-uniform variables is closer in distribution to a U(0,l) variate than each of the component near-uniform variables. These results are used to characterize the uniform distribution and to give some justification for an algorithm of Wichmann and Hill(1982). In addition, we show how the property of “closeness” carries over to the generation of any random variable.

ISSN:0361-0918    

DOI:10.1080/03610919008812849

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

The paper compares several methods for computing robust 1-α confidence intervals forσ12-σ22, orσ12/σ22, whereσ12andσ22are the population variances corresponding to two independent treatment groups. The emphasis is on a Box-Scheffe approach when distributions have different shapes, and so the results reported here have implications about comparing means. The main result is that for unequal sample sizes, a Box-Scheffe approach can be considerably less robust than indicated by past investigations. Several other procedures for comparing variances, not based on a Box-Scheffe approach, were also examined and found to be highly unsatisfactory although previously published papers found them to be robust when the distributions have identical shapes. Included is a new result on why the procedures examined here are not robust, and an illustration that increasingσ12-σ22can reduce power in certain situations. Constants needed to apply Dunnett’s robust comparison of means are included.

ISSN:0361-0918    

DOI:10.1080/03610919008812850

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Interdependence among observations from adjacent plots in the field experimentation can be incorporated through generalized least squares (GLS) analysis. In this paper the estimation and testing under GLS analysis for randomized block designs have been discussed. Besides, the results of some Monte Carlo simulation experiments are presented. The simulation study was carried out to investigate

ISSN:0361-0918    

DOI:10.1080/03610919008812851

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor