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61.
In this paper, the notion of average total inspection (ATI) is introduced to ChSP-4(c1,c2) sampling plans. Procedures have been developed for the construction and selection of ChSP-4(c1, c2 plans, minimizing ATI at a given process average, while protection to the consumer is given in terms of the (i) average outgoing quality limit and (ii) limiting quality level.A wide range of c1 and c2 values are considered for developing tables which cover almost all practical situations. The procedure described is similar to that of Dodge and Romig. 相似文献
62.
SONET (Synchronous Optical NETworks) add-drop multiplexers (ADMs) are the dominant cost factor in the WDM(Wavelength Division Multiplexing)/SONET rings. The number of SONET ADMs required by a set of traffic streams is determined by the routing and wavelength assignment of the traffic streams. Previous works took as input the traffic streams with routings given a priori and developed various heuristics for wavelength assignment to minimize the SONET ADM costs. However, little was known about the performance guarantees of these heuristics. This paper contributes mainly in two aspects. First, in addition to the traffic streams with pre-specified routing, this paper also studies minimizing the ADM requirement by traffic streams without given routings, a problem which is shown to be NP-hard. Several heuristics for integrated routing and wavelength assignment are proposed to minimize the SONET ADM costs. Second, the approximation ratios of those heuristics for wavelength assignment only and those heuristics for integrated routing and wavelength assignment are analyzed. The new Preprocessed Iterative Matching heuristic has the best approximation ratio: at most 3/2. 相似文献
63.
This article introduces a new model for transaction prices in the presence of market microstructure noise in order to study the properties of the price process on two different time scales, namely, transaction time where prices are sampled with every transaction and tick time where prices are sampled with every price change. Both sampling schemes have been used in the literature on realized variance, but a formal investigation into their properties has been lacking. Our empirical and theoretical results indicate that the return dynamics in transaction time are very different from those in tick time and the choice of sampling scheme can therefore have an important impact on the properties of realized variance. For RV we find that tick time sampling is superior to transaction time sampling in terms of mean-squared-error, especially when the level of noise, number of ticks, or the arrival frequency of efficient price moves is low. Importantly, we show that while the microstructure noise may appear close to IID in transaction time, in tick time it is highly dependent. As a result, bias correction procedures that rely on the noise being independent, can fail in tick time and are better implemented in transaction time. 相似文献
64.
In Sweden, government-mandated paid parental leave has been available to both mothers and fathers since 1974. By 2006, each parent had two non-transferable leave months and nine additional months to share. From the beginning, parental leave was presented as a policy designed to promote gender equality, with women and men having equal opportunities and responsibilities to contribute economically to the family and care for children. Sweden thus provides a unique setting to explore whether social policy can be an important instrument for changing the gender contract. Analysing survey data from 356 fathers working in large private companies, we found that the amount of parental leave days taken had positive effects on several aspects of fathers’ participation in childcare and on their satisfaction with contact with children, controlling for other factors contributing to fathers’ participation in childcare. Our findings suggest that the full potential of Sweden's parental leave policy for degendering the division of labour for childcare will not likely be met until fathers are strongly encouraged by social policy to take a more equal portion of parental leave. 相似文献
65.
Ranked set sampling is a sampling approach that leads to improved statistical inference in situations where the units to be sampled can be ranked relative to each other prior to formal measurement. This ranking may be done either by subjective judgment or according to an auxiliary variable, and it need not be completely accurate. In fact, results in the literature have shown that no matter how poor the quality of the ranking, procedures based on ranked set sampling tend to be at least as efficient as procedures based on simple random sampling. However, efforts to quantify the gains in efficiency for ranked set sampling procedures have been hampered by a shortage of available models for imperfect rankings. In this paper, we introduce a new class of models for imperfect rankings, and we provide a rigorous proof that essentially any reasonable model for imperfect rankings is a limit of models in this class. We then describe a specific, easily applied method for selecting an appropriate imperfect rankings model from the class. 相似文献
66.
67.
James P. McDermott G. Jogesh Babu John C. Liechty Dennis K. J. Lin 《Statistics and Computing》2007,17(4):311-321
We consider the problem of density estimation when the data is in the form of a continuous stream with no fixed length. In
this setting, implementations of the usual methods of density estimation such as kernel density estimation are problematic.
We propose a method of density estimation for massive datasets that is based upon taking the derivative of a smooth curve
that has been fit through a set of quantile estimates. To achieve this, a low-storage, single-pass, sequential method is proposed
for simultaneous estimation of multiple quantiles for massive datasets that form the basis of this method of density estimation.
For comparison, we also consider a sequential kernel density estimator. The proposed methods are shown through simulation
study to perform well and to have several distinct advantages over existing methods. 相似文献
68.
69.
It is well known that the unimodal maximum likelihood estimator of a density is consistent everywhere but at the mode. The authors review various ways to solve this problem and propose a new estimator that is concave over an interval containing the mode; this interval may be chosen by the user or through an algorithm. The authors show how to implement their solution and compare it to other approaches through simulations. They show that the new estimator is consistent everywhere and determine its rate of convergence in the Hellinger metric. 相似文献
70.
C. A. Glasbey D. J. Allcroft 《Journal of the Royal Statistical Society. Series C, Applied statistics》2008,57(3):343-355
Summary. To investigate the variability in energy output from a network of photovoltaic cells, solar radiation was recorded at 10 sites every 10 min in the Pentland Hills to the south of Edinburgh. We identify spatiotemporal auto-regressive moving average models as the most appropriate to address this problem. Although previously considered computationally prohibitive to work with, we show that by approximating using toroidal space and fitting by matching auto-correlations, calculations can be substantially reduced. We find that a first-order spatiotemporal auto-regressive (STAR(1)) process with a first-order neighbourhood structure and a Matern noise process provide an adequate fit to the data, and we demonstrate its use in simulating realizations of energy output. 相似文献