An Empirical Analysis of Backlog,Inventory, Production,and Price Adjustments: An Application of Recursive Systems of Log-Linear Models

This article presents an empirical analysis of firms' order backlogs, inventories, production, and price adjustments to unanticipated demand shocks. The data are obtained from quarterly INSEE Business Survey Tests on firms' realizations, expectations, and appraisals of some various economic variables. The analysis is based on the formulation and the estimation of a recursive system of conditional log-linear probability models.     

Modelling the management of underground water assets

Central to the activities of any industry is the modernization of its assets. This paper describes the application of statistical methods to the asset management plan of a large water company. A model for the underground assets is given in detail, and the extensive computations required are illustrated. A Bayesian model shows the consequences of various policy options and provides realistic measures of the uncertainty connected with them.     

Survival Analysis For A Sequenced Clinical Trial With Covariates

In this paper we discuss the survival analysis for a clinical trial in which treatment categories and general prognostic data are realised at different stages during a patient's survival time. In the light of possible strategies for the parsimonious modelling of such data, a corresponding sequence of illustrative analyses is presented. Detailed results are given for a weighted least squares analysis and these generally agree with those obtained by maximum likelihood.     

Familial spinal shape

It has been proposed that there is a familial relationship in the shape of the spine. This paper describes a pilot study investigating familial shape in the sagittal plane (side view), using three data sets of normal Leeds schoolchildren. The study is exploratory in nature, because only small samples were available. Data acquisition was by means of the Quantec system, which obtains surface shape measurements and extracts a line representing the spinal curve. The coordinates of the spine line in the sagittal plane are then used to investigate familial correlations of spinal shape. The spine lines first undergo some preprocessing, including Procrustes rotations to remove location, rotation and size effects. Smoothed principal component analysis of the curves provides suitable shape variables, and familial correlations between curves are then investigated. The covariates of sex and height are also investigated in the analysis. It does appear that there could be some evidence for familial correlations in sagittal spinal shape, although a further large-scale study is required. Finally, a discussion of the approach and other alternatives is considered.     

A survey of nested designs

A nest with parameters (r,k,λ)→(r′,k′,λ′) is a BIBD on (b,v,r,k,λ) where each block has a distinguished sublock of cardinality k, the sublocks forming a (b,v,r,k,λ)-design.These designs are ‘nested’ in the sense of W.T. Federer (1972), who recommended the use of these designs for the sequential addition of periods in marketing experiments in order to retain Youden design properties as rows are added. Note that for a Youden design, the b columns and v treatments are in an SBIBD arrangement with parameters v=b, k=r, and λ.     

Time Series Modeling of Degradation Due to Outdoor Weathering

Environmental variables have an important effect on the reliability of many products such as coatings and polymeric composites. Long-term prediction of the performance or service life of such products must take into account the probabilistic/stochastic nature of the outdoor weather. In this article, we propose a time series modeling procedure to model the time series data of daily accumulated degradation. Daily accumulated degradation is the total amount of degradation accrued within one day and can be obtained by using a degradation rate model for the product and the weather data. The fitted model of the time series can then be used to estimate the future distribution of cumulative degradation over a period of time, and to compute reliability measures such as the probability of failure. The modeling technique and estimation method are illustrated using the degradation of a solar reflector material. We also provide a method to construct approximate confidence intervals for the probability of failure.     

Nonparametric Trend Estimation for Periodic Autoregressive Time Series

A periodically stationary time series has seasonal variances. A local linear trend estimation is proposed to accommodate unequal variances. A comparison of this proposed estimator with the estimator commonly used for a stationary time series is provided. The optimal bandwidth selection for this new trend estimator is discussed.     

A Note on the Likelihood Ratio Test for Equality of k Normal Populations

The authors derive the analytic expressions for the mean and variance of the log-likelihood ratio for testing equality of k (k ≥ 2) normal populations, and suggest a chi-square approximation and a gamma approximation to the exact null distribution. Numerical comparisons show that the two approximations and the original beta approximation of Neyman and Pearson (1931 Neyman , J. , Pearson , E. S. ( 1931 ). On the problem of k samples . In: Neyman , J. , Pearson , E. S. , eds. Joint Statistical Papers . Cambridge : Cambridge University Press , pp. 116 – 131 . [Google Scholar]) are all accurate, and the gamma approximation is the most accurate.