A Multivariate Synthetic Control Chart for Monitoring the Process Mean Vector of Skewed Populations Using Weighted Standard Deviations

This article proposes a multivariate synthetic control chart for skewed populations based on the weighted standard deviation method. The proposed chart incorporates the weighted standard deviation method into the standard multivariate synthetic control chart. The standard multivariate synthetic chart consists of the Hotelling's T ² chart and the conforming run length chart. The weighted standard deviation method adjusts the variance–covariance matrix of the quality characteristics and approximates the probability density function using several multivariate normal distributions. The proposed chart reduces to the standard multivariate synthetic chart when the underlying distribution is symmetric. In general, the simulation results show that the proposed chart performs better than the existing multivariate charts for skewed populations and the standard T ² chart, in terms of false alarm rates as well as moderate and large mean shift detection rates based on the various degrees of skewnesses.     

Systematic Effects of Capital Service Price Definition on Perceptions of Input Substitution

Earlier attempts at reconciling disparate substitution elasticity estimates examined differences in separability hypotheses, data bases, and estimation techniques, as well as methods employed to construct capital service prices. Although these studies showed that differences in elasticity estimates between two or three studies may be attributable to the aforementioned features of the econometric models, they have been unable to demonstrate this link statistically and establish the existence of systematic relationships between features of the econometric models and the perception of production technologies generated by those models. Using sectoral data covering the entire production side of the U.S. economy, we estimate 34 production models for alternative definitions of the capital service price. We employ substitution elasticities calculated from these models as dependent variables in the statistical search for systematic relationships between features of the econometric models and perceptions of the sectoral technology as characterized by the elasticities. Statistically significant systematic effects are found between the monotonicity and concavity properties of the cost functions and service price–technical change specifications as well as between substitution elasticities.     

Estimating the Structure of Agricultural Investment: A Stochastic- Coefficients Approach

Two approaches, a flexibie-accelerator model and a stochastic-coefficients alternative, are used to estimate the structure of aggregate agricultural investment. Structural estimates of the adjustment rates for each model differ. The stochastic-coefficients model, however, performs better in out-of-sample forecasting.     

An Interview with Ariel Gore and Bee Lavender of Hip Mama

Abstract

Every small, unassuming zine has the potential to be big. Case in point: Hip Mama, a zine that began in the early '90s as Ariel Gore's senior project using a $1,000 student loan and blossomed into a nationally acclaimed alternative parenting resource. Together with Bee Lavender, Gore continues to publish the journal much as she did with that first issue. But today new readers and new technologies are pushing the zine onto the Web and into larger communities. Read all about how a little zine became a giant in this interview with Ariel Gore and Bee Lavender of Hip Mama. Serials Review 2002; 28:159–162.     

The Balance Point: Keeping Serial Bibliographic Records Viable in a Digital Age

Abstract

Michael Norman, head of serials cataloging at University of Illinois at Urbana-Champaign (UIUC) library, describes his library's development of an integrated management system for serials, the Online Research Resources (ORR). The ORR was designed to draw together and deliver to the public a wide range of information related to the library's serial holdings that previously could only be obtained by consulting a number of sources. With a single search, UIUC patrons can now consult the ORR for serials information such as variant titles, online availability, subject categories, print summary statements, ISI impact factor, where the title is indexed, and whether it is peer reviewed—an innovation sorely needed and highly welcomed by librarians and patrons alike.     

Powers of Discrete Goodness-of-Fit Test Statistics for a Uniform Null Against a Selection of Alternative Distributions

The comparative powers of six discrete goodness-of-fit test statistics for a uniform null distribution against a variety of fully specified alternative distributions are discussed. The results suggest that the test statistics based on the empirical distribution function for ordinal data (Kolmogorov–Smirnov, Cramér–von Mises, and Anderson–Darling) are generally more powerful for trend alternative distributions. The test statistics for nominal (Pearson's chi-square and the nominal Kolmogorov–Smirnov) and circular data (Watson's test statistic) are shown to be generally more powerful for the investigated triangular (∨), flat (or platykurtic type), sharp (or leptokurtic type), and bimodal alternative distributions.