A Distribution-Free Control Chart Based on Order Statistics

In this article, we introduce a new distribution-free Shewhart-type control chart that takes into account the location of a single order statistic of the test sample (such as the median) as well as the number of observations in that test sample that lie between the control limits. Exact formulae for the alarm rate, the run length distribution, and the average run length (ARL) are all derived. A key advantage of the chart is that, due to its nonparametric nature, the false alarm rate and in-control run length distribution are the same for all continuous process distributions, and so will be naturally robust. Tables are provided for the implementation of the chart for some typical ARL values and false alarm rates. The empirical study carried out reveals that the new chart is preferable from a robustness point of view in comparison to a classical Shewhart-type chart and also the nonparametric chart of Chakraborti et al. (2004 Chakraborti , S. , van der Laan , P. , van de Wiel , M. A. ( 2004 ). A class of distribution-free control charts . J. Roy. Statist. Soc. Ser. C-Appl. Statist. 53 ( 3 ): 443 – 462 .[Web of Science ®] , [Google Scholar]).     

Some aspects of statistical inference on the lagrange (generalized) poisson distribution

A generalization of the Poisson distribution was defined by Consul and Jain (Ann. Math. Statist., 41, (1970)) and was obtained as a particular family of Lagrange distributions by Consul and Shenton (SIAM. J. Appl. Math., 23, (1972)). The distribution is subsequently named the generalized Poisson distribution (GPD). This GPD reduces to the Poisson distribution for ? = 0. When the data have a one-way layout structure, the asymptotically locally optimal Neyman's C(d) test is constructed and compared with the conditional test on the hypothesis H_o? = 0. Within the framework of the generalized linear models an appropriate link function is given, and the asymptotic distributions of the estimated parameters are derived.     

Response transformations in repeated measures and growth curve models

This article describes estimation and inference procedures for the parameters of the Box-Cox and foided-power transformations in repeated measures and growth curve models. Procedures for computing maximum likelihood estimates of the transformation and covariance parameters under several covanance structures (omnibus sphericity, local sphericity, and unstructured) are described. Lack of fit statistics and hypothesis tests for comparing these structures also are described. The procedures are illustrated on three data sets. Software for performing the analyses in the SAS System is described and is available from the authors.     

Modified ridge analyses under nonstandard

A well-known procedure for the optimization of a second-degree response function over a spherical region of interest is that of ridge analysis. Khuri and Myers (1979) introduced a modification of this procedure by incorporating a certain constraint on the prediction variance. Both procedures, however, assume that the response variable has a constant variance throughtout the experimental region. In the present article, we consider two extensions to Khuri and Myers modifioed ridge analysis. The first extension relaxes the constant variance assumption. In the second extension. generalised linear models are used instead of the trasitional linear model. which are commenly used in responce variables that are not necessaily continusly distribution, including these have discreate distributions, Two examples are presented to illustrate the implementation of the proposed extensions.     

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.     

Smooth goodness of fit tests for the weibull distribution with singly censored data

The smooth goodness of fit tests are generalized to singly censored data and applied to the problem of testing Weibull (or extreme value) fit. Smooth tests, Pearson-type tests, and the spacings tests proposed by Mann, Schemer, and Fertig (1973) are compared on the basis of local asymptotic relative efficiency with respect to the asymptotic best test against generalized gamma alternatives, The smooth test of order one Is found to be most efficient for the generalized gamma alternatives.     

Survival Estimation with Missing Censoring Times for the Generalized Koziol–Green Model

ABSTRACT

When analyzing time-to-event data, there are various situations in which right censoring times for unfailed units are missing. In that context, by taking a supplementary sample of a convenient percentage of unfailed units, we propose a semi-parametric method for estimating a survival function under the natural extension of the Koziol–Green model to double random censoring. Some large sample properties of this estimator are derived. We prove uniform strong consistency and asymptotic weak convergence to a Gaussian process. A simulation study is also presented in order to analyze the behavior of the proposed estimator.     

A new rank test for the K-Sample problem

The treatment sum of squares in the one-way analysis of variance can be expressed in two different ways: as a sum of comparisons between each treatment and the remaining treatments combined, or as a sum of comparisons between the treatments two at a time. When comparisons between treatments are made with the Wilcoxon rank sum statistic, these two expressions lead to two different tests; namely, that of Kruskal and Wallis and one which is essentially the same as that proposed by Crouse (1961,1966). The latter statistic is known to be asymptotically distributed as a chi-squared variable when the numbers of replicates are large. Here it is shown to be asymptotically normal when the replicates are few but the number of treatments is large. For all combinations of numbers of replicates and treatments its empirical distribution is well approximated by a beta distribution