Book reviews

Ginevra Conti Odorisio (ed.) Salvatore Morelli (1824–1880): Emancipazionismo e Democrazia nell'Ottocento Europeo ESI, Napoli, pp. 476, £. 60.000.     

Finding and Implementing Energy Efficiency Projects in Industrial Facilities

This study addresses the challenges of finding and implementing profitable energy efficiency (EE) projects, a critical foundation for sustainable operations. We focus on manufacturing enterprises, but many of our findings apply also to the back office of service operations. Our starting point is that, in nearly every industrial enterprise, there are many profitable EE projects that could be implemented but are not. An oft‐cited hindrance to implementation is the lack of an internal management framework in which to find, value, and execute these projects. Using a conceptual approach, we rely on proven sustainable operations tools to develop such a framework. We identify three major value drivers of EE projects: savings intensity, “green” image, and project complexity. We then describe a framework for understanding the context of EE projects in industry, with an underlying analytic foundation in optimal portfolio analysis. A case study of a large manufacturing site is used to illustrate emerging best practices—based on Kaizen management principles—for integrating EE project management with operations, engineering, and strategy.     

Semiparametric estimator for a secondary analysis with correlated outcomes

ABSTRACT

Researchers are often required to reuse data that have been collected and analyzed for other purposes. Issues may arise if the outcome of this secondary study is related to the outcome of the first study and traditional methods may fail to deliver a consistent estimate. Here we propose a semiparametric approach that takes this correlation into account and produces asymptotically consistent and normally distributed estimates. We discuss its performance through simulations and apply the proposed method to a real dataset.     

Time series analysis of stratospheric ozone

Time series analyses of monthly average total ozone measured at 37 stations throughout the world were used to estimate the extent to which the average ozone trend correlates with the depletion curve hypothesized as due to chlorofluorocarbons (CFCs). Statistical characteristics of stations in the ensemble were used to help define appropriate model and station selection criteria. The maximum likelihood procedure developed herein estimates the weighted average trend, its. variance, and the intra- and inter-station variance components of the trend. Correlations among trends at different stations are also taken into account. The models were subjected to much checking and criticism. Variations in statistical methodology are used to show that the results are insensitive to details of the model selection criteria. The method does not discriminate well between the hypothesized CFC trend and a linear trend. The trend estimates represent the sum of all long-term global effects. The variance includes all effects that differ from station-to-station. The estimated trend and 2α limits for 14 stations with 20-year records (1958-79) is an ozone increase through 1979 of (1.5+1.0) percent. At the 23 stations with shorter records, the trend is (1.0=1.7) percent. It is concluded that no significant depletion in stratospheric ozone has occurred from any cause through the end of 1979.     

Waiting time to exhaust lottery numbers

Questions related to lotteries are usually of interest to the public since people think there is a magic formula which will help them to win lottery draws. This note shows how to compute the expected waiting time to observe specific numbers in a sequence of lottery draws and show that surprising facts are expected to occur.     

Standard Exponential Cure Rate Model with Informative Censoring

In this article, we consider the standard cure rate model proposed by Boag (1949 Boag , J. W. ( 1949 ). Maximum likelihood estimates of the proportion of patients cured by cancer therapy . J. Roy. Statist. Soc. B 11 : 15 – 53 . [Google Scholar]) and Berkson and Gage (1952 Berkson , J. , Gage , R. ( 1952 ). Survival curve for cancer patients following treatment . J. Amer. Statist. Assoc. 47 : 501 – 515 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]). We present a new definition of informative censoring similar to Lawless (1982 Lawless , J. F. ( 1982 ). Statistical Models and Methods for Lifetime Data . New York : Wiley .[Crossref] , [Google Scholar]) and the corresponding likelihood function. Under informative censoring, we obtain the Fisher information matrix of the exponential standard cure rate model. We verify, with simulated data, the impact caused by informative censoring in the coverage probabilities and in the lengths of asymptotic confidence intervals of the parameters of interest. An example with real data is analyzed.     

A class of bivariate regression models for discrete and/or continuous responses

ABSTRACT

A general class of models for discrete and/or continuous responses is proposed in which joint distributions are constructed via the conditional approach. It is assumed that the distributions of one response and of the other response given the first one belong to exponential family of distributions. Furthermore, the marginal means are related to the covariates by link functions and a dependency structure between the responses is inserted into the model. Estimation methods, diagnostic analysis and a simulation study considering a Bernoulli-exponential model, a particular case of the class, are presented. Finally, this model is used in a real data set.     

A specification strategy for order determination in arma models

In this paper a specification strategy is proposed for the determination of the orders in ARMA models. The strategy is based on two newly defined concepts: the q-conditioned partial auto-regressive function and the p-conditioned partial moving average function. These concepts are similar to the generalized partial autocorrelation function which has been recently suggested for order determination. The main difference is that they are defined and employed in connection with an asymptotically efficient estimation method instead of the rather inefficient generalized Yule-Walker method. The specification is performed by using sequential Wald type tests. In contrast to the traditional testing of hypotheses, these tests use critical values which increase with the sample size at an appropriate rate     

Strong consistency of presmoothed Kaplan–Meier integrals when covariables are present

It is known that the Kaplan–Meier estimation may be improved via presmoothing methods. In this article, we introduce an extended presmoothed Kaplan–Meier estimator in the presence of covariates. The main result is the strong consistency of general empirical integrals based on such an estimator. As applications, one can obtain a consis-tent multivariate empirical distribution under censoring, and also can obtain a consistent estimation of regression parameters. We illustrate the new estimation methods through simulations and real data analysis.     

Lower posterior death probabilities from a quick medical response in road traffic accidents

Introduction: We use data from Spain on roads and motorways traffic accidents in May 2004 to quantify the statistical association between quick medical response time and mortality rate. Method: Probit and logit parameters are estimated by a Bayesian method in which samples from the posterior densities are obtained through an MCMC simulation scheme. We provide posterior credible intervals and posterior partial effects of a quick medical response at several time levels over which we express our prior beliefs. Results: A reduction of 5 min, from a 25-min response-time level, is associated with lower posterior probabilities of death in roads and motorways accidents of 24% and 30%, respectively.