Multivariate Exponentially Weighted Moving Average Charts for a Mean Based on Its Prediction Distribution

This article develops a control chart for a mean vector when it is monitored by a quadratic form in the exponentially weighted observation vector. A Bayesian approach is used to incorporate parameter uncertainty. We first use a Bayesian predictive distribution to construct the control chart, and we then use a sampling theory approach to evaluate it under various hypothetical specifications for the data generation model.     

Combined Exponentially Weighted Moving Average Charts for the Mean and Variance Based on the Predictive Distribution

This article develops combined exponentially weighted moving average (EWMA) charts for the mean and variance of a normal distribution. A Bayesian approach is used to incorporate parameter uncertainty. We first use a Bayesian predictive distribution to construct the control chart, and we then use a sampling theory approach to evaluate it under various hypothetical specifications for the data generation model. Simulations are used to compare the proposed charts for different values of both the weighing constant for the exponentially weighted moving averages and for the size of the calibration sample that is used to estimate the in-statistical-control process parameters. We also examine the separate performance of the EWMA chart for the variance.     

An ‘unholy alliance’ of existential proportions: Negotiating discourses with men's experiences of cancer and aging

Little is understood about how experiencing cancer and aging together can disrupt people's socio-personal worlds and lead to existential questions about identity, life ambiguity, and death. Toward this end, we interpreted the metaphors that three aging men with cancer used in a focus group to describe their existential concerns. We also considered how two dominant cultural discourses around cancer and aging, generally referred to as discourses of “progress” and “decline”, figured into the participants' meanings. Finally, we compared the men's attitudes toward cancer and aging to dominant ideas about how men respond to these life events. Through interpretative phenomenological analysis, informed by critical phenomenology, we came to three conclusions. First, the men's interpretations of cancer and aging shared similar existential themes of tragedy and transcendence. Second, these existential concerns were informed by dominant discourses of cancer and aging, in that they followed the culturally constructed trajectories of decline and progress, respectively. The men's metaphors point to a negotiation of these two discourses. A third and related point is that the men predominantly contradicted gendered assumptions about dealing with life adversity but in some ways repeated them. This research indicates that people interpret cancer and aging in somewhat shared ways, via dominant cultural discourses, but also in individual ways depending on personal life histories. As discourses and life histories seem to influence how people make sense of aging life with cancer, it may be useful to be aware of these contexts when providing psycho-social care to aging cancer patients.     

Capacity rationing in rental systems with two customer classes and batch arrivals

Service differentiation is an emerging method to improve profit and to better serve high-priority customers. Such an approach has recently been introduced by one of Europe's leading rail cargo companies. Under this approach, customers can choose between classic and premium services. Premium service is priced above classic service and premium customers receive a service guarantee which classic customers do not receive. The company has to decide under which conditions it should ration its fleet capacity to classic customers in order to increase service of premium customers. We model such a situation as a batch-arrival queuing loss system. We describe the model, solve it optimally, and derive quantities of interest such as service probabilities. We further analyze it by performing numerical experiments based on the data from the company that motivated our research. We show that the potential of capacity rationing can be substantial in situations like the one we analyzed. We also derive conditions under which rationing is especially beneficial, such as under high unit fleet holding costs or in the presence of batch arrivals compared to single arrivals.     

Immigration and Attitudes Towards Day Care

We examine the relationship between preferences for the public funding of school children day care and the share of foreign pupils in German jurisdictions. To this end, we employ multilevel models to analyze individual-level data from the 1997 and 2002 waves of the German Socio-Economic Panel and data on different jurisdiction-levels from official sources. In contrast to a number of recent studies that investigate the link between redistributive preferences and immigration, we find no evidence for a negative association between the two variables. The specifications either indicate no relationship or a weak positive relationship. Our analysis supports two main conclusions: First, the direction of the relationship between redistributive preferences and immigration depends on the specific domain of the welfare state. Second, we demonstrate that the magnitude of the relationship differs across the different levels of jurisdictions. This second result suggests that the patterns found in the previous literature may not be robust to a disaggregation of the data to lower level of jurisdictions. Further research is necessary once more data is available.     

Risk Assessment for Interconnected Electrical Power Grids

Using an analogy with costs, risk is split into a fixed and a variable contribution. Based on this concept, the total risk of an interconnected electrical power grid is minimized. The theoretical foundations of the method are explained and illustrated by model calculations.     

Second modernity as a research agenda: theoretical and empirical explorations in the 'meta-change' of modern society

In this article we are reformulating the theory of reflexive modernization as an empirical research programme and summarize some of the most recent findings which have been produced by a research consortium in Munich (integrating four universities, funded by the German Research Society (DFG)). On this basis we reject the idea that Western societies at the beginning of the twenty-first century move from the modern to the post-modern. We argue that there has been no clear break with the basic principles of modernity but rather a transformation of basic institutions of modernity such as the nation-state and the nuclear family. We would suggest, therefore, that what we are witnessing is a second modernity. Finally, we reform the theory of reflexive modernization in reaction to three uttered objections.     

Bayesian predictive power: choice of prior and some recommendations for its use as probability of success in drug development

Bayesian predictive power, the expectation of the power function with respect to a prior distribution for the true underlying effect size, is routinely used in drug development to quantify the probability of success of a clinical trial. Choosing the prior is crucial for the properties and interpretability of Bayesian predictive power. We review recommendations on the choice of prior for Bayesian predictive power and explore its features as a function of the prior. The density of power values induced by a given prior is derived analytically and its shape characterized. We find that for a typical clinical trial scenario, this density has a u‐shape very similar, but not equal, to a β‐distribution. Alternative priors are discussed, and practical recommendations to assess the sensitivity of Bayesian predictive power to its input parameters are provided. Copyright © 2016 John Wiley & Sons, Ltd.