Sample size determination for quality control process using a multiple components tolerance interval

ABSTRACT

In the past, a tolerance interval was used for the statistical quality control process on raw materials and/or the final product. In the traditional concept of the tolerance interval, the variance from the measurements is a single component. However, we can find examples about several components that could vary in their measurements, so an approximate method must be found to modify the traditional tolerance interval. Now we employ a tolerance interval considering multiple components in the variance from the measurements to deal with quality control process. In our paper, the proposed method is used to solve the sample size determination for a two-sided tolerance interval approach considering multiple components on the variance of measurements.     

Functional Analysis of Variance,Discriminant Analysis,and Clustering in a Manifold of Elastic Curves

We develop functional data analysis techniques using the differential geometry of a manifold of smooth elastic functions on an interval in which the functions are represented by a log-speed function and an angle function. The manifold's geometry provides a method for computing a sample mean function and principal components on tangent spaces. Using tangent principal component analysis, we estimate probability models for functional data and apply them to functional analysis of variance, discriminant analysis, and clustering. We demonstrate these tasks using a collection of growth curves from children from ages 1–18.     

Corrected empirical Bayes confidence intervals in nested error regression models

In the small area estimation, the empirical best linear unbiased predictor (EBLUP) or the empirical Bayes estimator (EB) in the linear mixed model is recognized to be useful because it gives a stable and reliable estimate for a mean of a small area. In practical situations where EBLUP is applied to real data, it is important to evaluate how much EBLUP is reliable. One method for the purpose is to construct a confidence interval based on EBLUP. In this paper, we obtain an asymptotically corrected empirical Bayes confidence interval in a nested error regression model with unbalanced sample sizes and unknown components of variance. The coverage probability is shown to satisfy the confidence level in the second-order asymptotics. It is numerically revealed that the corrected confidence interval is superior to the conventional confidence interval based on the sample mean in terms of the coverage probability and the expected width of the interval. Finally, it is applied to the posted land price data in Tokyo and the neighboring prefecture.     

A nonparametric Bayesian prediction interval for a finite population mean

ABSTRACT

Given a sample from a finite population, we provide a nonparametric Bayesian prediction interval for a finite population mean when a standard normal assumption may be tenuous. We will do so using a Dirichlet process (DP), a nonparametric Bayesian procedure which is currently receiving much attention. An asymptotic Bayesian prediction interval is well known but it does not incorporate all the features of the DP. We show how to compute the exact prediction interval under the full Bayesian DP model. However, under the DP, when the population size is much larger than the sample size, the computational task becomes expensive. Therefore, for simplicity one might still want to consider useful and accurate approximations to the prediction interval. For this purpose, we provide a Bayesian procedure which approximates the distribution using the exchangeability property (correlation) of the DP together with normality. We compare the exact interval and our approximate interval with three standard intervals, namely the design-based interval under simple random sampling, an empirical Bayes interval and a moment-based interval which uses the mean and variance under the DP. However, these latter three intervals do not fully utilize the posterior distribution of the finite population mean under the DP. Using several numerical examples and a simulation study we show that our approximate Bayesian interval is a good competitor to the exact Bayesian interval for different combinations of sample sizes and population sizes.     

A generalized analytic solution to the win ratio to analyze a composite endpoint considering the clinical importance order among components

A composite endpoint consists of multiple endpoints combined in one outcome. It is frequently used as the primary endpoint in randomized clinical trials. There are two main disadvantages associated with the use of composite endpoints: a) in conventional analyses, all components are treated equally important; and b) in time‐to‐event analyses, the first event considered may not be the most important component. Recently Pocock et al. (2012) introduced the win ratio method to address these disadvantages. This method has two alternative approaches: the matched pair approach and the unmatched pair approach. In the unmatched pair approach, the confidence interval is constructed based on bootstrap resampling, and the hypothesis testing is based on the non‐parametric method by Finkelstein and Schoenfeld (1999). Luo et al. (2015) developed a close‐form variance estimator of the win ratio for the unmatched pair approach, based on a composite endpoint with two components and a specific algorithm determining winners, losers and ties. We extend the unmatched pair approach to provide a generalized analytical solution to both hypothesis testing and confidence interval construction for the win ratio, based on its logarithmic asymptotic distribution. This asymptotic distribution is derived via U‐statistics following Wei and Johnson (1985). We perform simulations assessing the confidence intervals constructed based on our approach versus those per the bootstrap resampling and per Luo et al. We have also applied our approach to a liver transplant Phase III study. This application and the simulation studies show that the win ratio can be a better statistical measure than the odds ratio when the importance order among components matters; and the method per our approach and that by Luo et al., although derived based on large sample theory, are not limited to a large sample, but are also good for relatively small sample sizes. Different from Pocock et al. and Luo et al., our approach is a generalized analytical method, which is valid for any algorithm determining winners, losers and ties. Copyright © 2016 John Wiley & Sons, Ltd.     

Ordering and selecting components in multivariate or functional data linear prediction

Summary.  The problem of component choice in regression-based prediction has a long history. The main cases where important choices must be made are functional data analysis, and problems in which the explanatory variables are relatively high dimensional vectors. Indeed, principal component analysis has become the basis for methods for functional linear regression. In this context the number of components can also be interpreted as a smoothing parameter, and so the viewpoint is a little different from that for standard linear regression. However, arguments for and against conventional component choice methods are relevant to both settings and have received significant recent attention. We give a theoretical argument, which is applicable in a wide variety of settings, justifying the conventional approach. Although our result is of minimax type, it is not asymptotic in nature; it holds for each sample size. Motivated by the insight that is gained from this analysis, we give theoretical and numerical justification for cross-validation choice of the number of components that is used for prediction. In particular we show that cross-validation leads to asymptotic minimization of mean summed squared error, in settings which include functional data analysis.     

Confidence intervals for variance components in unbalanced one-way random effects model using non-normal distributions

In scenarios where the variance of a response variable can be attributed to two sources of variation, a confidence interval for a ratio of variance components gives information about the relative importance of the two sources. For example, if measurements taken from different laboratories are nine times more variable than the measurements taken from within the laboratories, then 90% of the variance in the responses is due to the variability amongst the laboratories and 10% of the variance in the responses is due to the variability within the laboratories. Assuming normally distributed sources of variation, confidence intervals for variance components are readily available. In this paper, however, simulation studies are conducted to evaluate the performance of confidence intervals under non-normal distribution assumptions. Confidence intervals based on the pivotal quantity method, fiducial inference, and the large-sample properties of the restricted maximum likelihood (REML) estimator are considered. Simulation results and an empirical example suggest that the REML-based confidence interval is favored over the other two procedures in unbalanced one-way random effects model.     

Functional variance estimation using penalized splines with principal component analysis

In many fields of empirical research one is faced with observations arising from a functional process. If so, classical multivariate methods are often not feasible or appropriate to explore the data at hand and functional data analysis is prevailing. In this paper we present a method for joint modeling of mean and variance in longitudinal data using penalized splines. Unlike previous approaches we model both components simultaneously via rich spline bases. Estimation as well as smoothing parameter selection is carried out using a mixed model framework. The resulting smooth covariance structures are then used to perform principal component analysis. We illustrate our approach by several simulations and an application to financial interest data.     

Seme distributions and their implications for an internal pilot study with a univariate linear model

In planning a study, the choice of sample size may depend on a variance value based on speculation or obtained from an earlier study. Scientists may wish to use an internal pilot design to protect themselves against an incorrect choice of variance. Such a design involves collecting a portion of the originally planned sample and using it to produce a new variance estimate. This leads to a new power analysis and increasing or decreasing sample size. For any general linear univariate model, with fixed predictors and Gaussian errors, we prove that the uncorrected fixed sample F-statistic is the likelihood ratio test statistic. However, the statistic does not follow an F distribution. Ignoring the discrepancy may inflate test size. We derive and evaluate properties of the components of the likelihood ratio test statistic in order to characterize and quantify the bias. Most notably, the fixed sample size variance estimate becomes biased downward. The bias may inflate test size for any hypothesis test, even if the parameter being tested was not involved in the sample size re-estimation. Furthermore, using fixed sample size methods may create biased confidence intervals for secondary parameters and the variance estimate.     

Experiments for derived factors with application to hydraulic gear pumps

For experiments on mechanical products composed of several components, such as a hydraulic gear pump, conventional methods of designing and implementing factorial experiments can be impractical because of the prohibitive costs of obtaining certain components with factors set to prespecified values. A further difficulty is that often some of the factors that are believed to influence the product's performance are not features of a single component but are derived as functions of the dimensions of several components arising from the product's assembly. Experiments are proposed which use a sample of measured components to explore the influence of such derived factors. An algorithmic method for obtaining efficient designs is presented and applied to finding plans for studies on the gear pump. An experiment on the pump is described which involved both conventional and derived factors. This experiment led to new knowledge on how to improve the engineering design of the pump and, in particular, on how to improve its robustness to the varying pressures that are experienced in operation.     

Sample size calculation for an agreement study

It is often necessary to compare two measurement methods in medicine and other experimental sciences. This problem covers a broad range of data. Many authors have explored ways of assessing the agreement of two sets of measurements. However, there has been relatively little attention to the problem of determining sample size for designing an agreement study. In this paper, a method using the interval approach for concordance is proposed to calculate sample size in conducting an agreement study. The philosophy behind this is that the concordance is satisfied when no more than the pre‐specified k discordances are found for a reasonable large sample size n since it is much easier to define a discordance pair. The goal here is to find such a reasonable large sample size n. The sample size calculation is based on two rates: the discordance rate and tolerance probability, which in turn can be used to quantify an agreement study. The proposed approach is demonstrated through a real data set. Copyright © 2009 John Wiley & Sons, Ltd.     

Use of a two-sided tolerance interval in the design and evaluation of biosimilarity in clinical studies

In assessing biosimilarity between two products, the question to ask is always “How similar is similar?” Traditionally, the equivalence of the means between products is the primary consideration in a clinical trial. This study suggests an alternative assessment for testing a certain percentage of the population of differences lying within a prespecified interval. In doing so, the accuracy and precision are assessed simultaneously by judging whether a two-sided tolerance interval falls within a prespecified acceptance range. We further derive an asymptotic distribution of the tolerance limits to determine the sample size for achieving a targeted level of power. Our numerical study shows that the proposed two-sided tolerance interval test controls the type I error rate and provides sufficient power. A real example is presented to illustrate our proposed approach.     

Setting confidence intervals by ratio estimator

For the survey population total of a variable y when values of an auxiliary variable x are available a popular procedure is to employ the ratio estimator on drawing a simple random sample without replacement (SRSWOR) especially when the size of the sample is large. To set up a confidence interval for the total, various variance estimators are available to pair with the ratio estimator. We add a few more variance estimators studded with asymptotic design-cum-model properties. The ratio estimator is traditionally known to be appropriate when the regression of y on x is linear through the origin and the conditional variance of y given x is proportional to x. But through a numerical exercise by simulation we find the confidence intervals to fare better if the regression line deviates from the origin or if the conditional variance is disproportionate with x. Also, comparing the confidence intervals using alternative variance estimators we find our newly proposed variance estimators to yield favourably competitive results.     

Efficient sample size allocation with cost constraints for heterogeneous-variance group comparison

When conducting research with controlled experiments, sample size planning is one of the important decisions that researchers have to make. However, current methods do not adequately address this issue with regard to variance heterogeneity with some cost constraints for comparing several treatment means. This paper proposes a sample size allocation ratio in the fixed-effect heterogeneous analysis of variance when group variances are unequal and in cases where the sampling and/or variable cost has some constraints. The efficient sample size allocation is determined for the purpose of minimizing total cost with a designated power or maximizing the power with a given total cost. Finally, the proposed method is verified by using the index of relative efficiency and the corresponding total cost and the total sample size needed. We also apply our method in a pain management trial to decide an efficient sample size. Simulation studies also show that the proposed sample size formulas are efficient in terms of statistical power. SAS and R codes are provided in the appendix for easy application.     

The equivalence of two approaches to incorporating variance uncertainty in sample size calculations for linear statistical models

Sample size determination is one of the most commonly encountered tasks in the design of every applied research. The general guideline suggests that a pilot study can offer plausible planning values for the vital model characteristics. This article examines two viable approaches to taking into account the imprecision of a variance estimate in sample size calculations for linear statistical models. The multiplier procedure employs an adjusted sample variance in the form of a multiple of the observed sample variance. The Bayesian method accommodates the uncertainty of a sample variance through a prior distribution. It is shown that the two seemingly distinct techniques are equivalent for sample size determination under the designated assurance requirements that the actual power exceeds the planned threshold with a given tolerance probability, or the expected power attains the desired level. The selection of optimum pilot sample size for minimizing the expected total cost is also considered.     

Sequential design approaches for bioequivalence studies with crossover designs

The planning of bioequivalence (BE) studies, as for any clinical trial, requires a priori specification of an effect size for the determination of power and an assumption about the variance. The specified effect size may be overly optimistic, leading to an underpowered study. The assumed variance can be either too small or too large, leading, respectively, to studies that are underpowered or overly large. There has been much work in the clinical trials field on various types of sequential designs that include sample size reestimation after the trial is started, but these have seen only little use in BE studies. The purpose of this work was to validate at least one such method for crossover design BE studies. Specifically, we considered sample size reestimation for a two-stage trial based on the variance estimated from the first stage. We identified two methods based on Pocock's method for group sequential trials that met our requirement for at most negligible increase in type I error rate.     

Distribution-dependent and distribution-free confidence intervals for the variance

Finding an interval estimation procedure for the variance of a population that achieves a specified confidence level can be problematic. If the distribution of the population is known, then a distribution-dependent interval for the variance can be obtained by considering a power transformation of the sample variance. Simulation results suggest that this method produces intervals for the variance that maintain the nominal probability of coverage for a wide variety of distributions. If the underlying distribution is unknown, then the power itself must be estimated prior to forming the endpoints of the interval. The result is a distribution-free confidence interval estimator of the population variance. Simulation studies indicate that the power transformation method compares favorably to the logarithmic transformation method and the nonparametric bias-corrected and accelerated bootstrap method for moderately sized samples. However, two applications, one in forestry and the other in health sciences, demonstrate that no single method is best for all scenarios.     

Estimating kurtosis and confidence intervals for the variance under nonnormality

Exact confidence intervals for variances rely on normal distribution assumptions. Alternatively, large-sample confidence intervals for the variance can be attained if one estimates the kurtosis of the underlying distribution. The method used to estimate the kurtosis has a direct impact on the performance of the interval and thus the quality of statistical inferences. In this paper the author considers a number of kurtosis estimators combined with large-sample theory to construct approximate confidence intervals for the variance. In addition, a nonparametric bootstrap resampling procedure is used to build bootstrap confidence intervals for the variance. Simulated coverage probabilities using different confidence interval methods are computed for a variety of sample sizes and distributions. A modification to a conventional estimator of the kurtosis, in conjunction with adjustments to the mean and variance of the asymptotic distribution of a function of the sample variance, improves the resulting coverage values for leptokurtically distributed populations.     

Confidence intervals for prediction intervals

When working with a single random variable, the simplest and most obvious approach when estimating a 1???γ prediction interval, is to estimate the γ/2 and 1???γ/2 quantiles. The paper compares the small-sample properties of several methods aimed at estimating an interval that contains the 1???γ prediction interval with probability 1???α. In effect, the goal is to compute a 1???α confidence interval for the true 1???γ prediction interval. The only successful method when the sample size is small is based in part on an adaptive kernel estimate of the underlying density. Some simulation results are reported on how an extension to non-parametric regression performs, based on a so-called running interval smoother.     

Minimum Mean Squared Error Estimation of the Noise in Unobserved Component Models

In model-based estimation of unobserved components, the minimum mean squared error estimator of the noise component is different from white noise. In this article, some of the differences are analyzed. It is seen how the variance of the component is always underestimated, and the smaller the noise variance, the larger the underestimation. Estimators of small-variance noise components will also have large autocorrelations. Finally, in the context of an application, the sample autocorrelation function of the estimated noise is seen to perform well as a diagnostic tool, even when the variance is small and the series is of relatively short length.