Convergence Rate of Wavelet Expansions of Gaussian Random Processes

This article characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.     

Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model

ABSTRACT

In this paper we consider the tail behavior of a two-dimensional dependent renewal risk model with two dependent classes of insurance business, in which the claim sizes are governed by a common renewal counting process, and their inter-arrival times are dependent, identically distributed. For the case that the claim size distribution belongs to the intersection of long-tailed distribution class and dominant variation class, we obtain an asymptotic formula, which holds uniformly for all time in an infinite interval. Moreover, we point out that the formula still holds uniformly for all time in an infinite interval for widely dependent random variables (r.v.s) under some conditions.     

Taguchi methods: linear graphs of high resolution

An important reason behind the success of the Taguchi methodology in qual- ity assurance has been the use of statistical methods, presented in a way that is accessible to the nonexpert user. Among the tools used to simplify the sta- tistical design of experiments has been the linear graph, apparently introduced by Taguchi. However, he did not consider the resolution of the corresponding designs (the higher the resolution, the more accurate the conclusions). For example, it will be shown that half of the linear graphs given by Taguchi for the L₁₆(2¹⁵) orthogonal array correspond to designs of resolution III, when designs of resolution IV are available (with the same lines in the linear graphs but with different assignments to the columns of the orthogonal array). A nontraditional but very straightforward method is presented for obtaining the alias chains and the linear graphs corresponding to an orthogonal array. The procedure can be easily understood and employed by nonstatisticians to find an experimental design of the highest possible resolution. The design can be used to obtain products or processes that are robust to variation.     

An infinite class of PBIB designs

In this paper, an infinite class of partially balanced incomplete block (PBIB) designs of m+1 associate classes is constructed through the use of a series of row-orthogonal matrices known as partially balanced orthogonal designs (PBOD) of m-associate classes. For the purpose, a series of PBOD is obtained through a method described herein. An infinite class of regular GD designs is also reported.     

Decompositions of λ K v

In a series of 2 papers, Kang, Du and Tian solved the existence problem for G-decomposition of λ K _n when G is any simple graph with 6 vertices and 7 edges, except when G is the graph T=K ₄∪K ₂. Notice that a T-decomposition can be considered to be a Pairwise Balanced Design in which each block of size 4 has been matched to a block of size 2. In this paper we remove this exception for all λ≥2. The case when λ=1 is also addressed. This paper is written in honor of Frank Hwang on the occasion of his 65th birthday.     

A generating algorithm for linear trend-free and nearly linear trend-free block designs

The theory and properties of trend-free (TF) and nearly trend-free (NTF) block designs are wel1 developed. Applications have been hampered because a methodology for design construction has not been available.

This article begins with a short review of concepts and properties of TF and NTF block designs. The major contribution is provision of an algorithm for the construction of linear and nearly linear TF block designs. The algorithm is incorporated in a computer program in FORTRAN 77 provided in an appendix for the IBM PC or compatible microcomputer, a program adaptable also to other computers. Three sets of block designs generated by the program are given as examples.

A numerical example of analysis of a linear trend-free balanced incomplete block design is provided.     

Admissible minimum bias estimation of response surfaces

The minimum bias estimator was introduced as an alternative to the least squares estimator for approximating response functions by low-order polynomials. Here we show how to obtain an admissible estimator with smaller squared bias.     

Point estimation of lower quantiles based on two-sampling scheme

ABSTRACT

Consider a two-sampling scheme in which an initial sample is first taken from the underlying population and then by assuming a suitable restriction on this sample, some more data points are observed as a new restricted sample. This sampling scheme is used to do inference about the lower quantiles of the underlying distribution. The results are compared with those of simple random sampling in view of mean squared error and Pitman’s measure of closeness criteria for exponential and uniform distributions. It will be shown that the proposed sampling scheme would improve the performance of the point estimators of the lower quantiles of the population.     

A method for obtaining randomized block designs in preclinical studies with multiple quantitative blocking variables

A method is proposed for block randomization of treatments to experimental units that can accommodate both multiple quantitative blocking variables and unbalanced designs. Hierarchical clustering in conjunction with leaf‐order optimization is used to block experimental units in multivariate space. The method is illustrated in the context of a diabetic mouse assay. A simulation study is presented to explore the utility of the proposed randomization method relative to that of a completely randomized approach, both in the presence and absence of covariate adjustment. An example R function is provided to illustrate the implementation of the method. Copyright © 2010 John Wiley & Sons, Ltd.     

随机序列的可积性

本文给出了广鞅差随机序列一致可积性条件，及其一个非一致可积鞅的广鞅差序列的典型例子，说明右闭下鞅不一定一致可积。