The effect of autocorrelation on the ewma maxmin tolerance limits

Amin et al. (1999) developed an exponentially weighted moving average (EWMA) control chart, based on the smallest and largest observations in each sample. The resulting plot of the extremes suggests that the MaxMin EWMA may also be viewed as smoothed tolerance limits. Tolerance limits are limits that include a specific proportion of the population at a given confidence level. In the context of process control, they are used to make sure that production will not be outside specifications. Amin and Li (2000) provided the coverages of the MaxMin EWMA tolerance limits for independent data. In this article, it is shown how autocorrelation affects the confidence level of MaxMin tolerance limits, for a specified level of coverage of the population, and modified smoothed tolerance limits are suggested for autocorrelated processes.     

Comparison between method of moments and entropy regularization algorithm applied to parameter estimation for mixed-Weibull distribution

Mixed-Weibull distribution has been used to model a wide range of failure data sets, and in many practical situations the number of components in a mixture model is unknown. Thus, the parameter estimation of a mixed-Weibull distribution is considered and the important issue of how to determine the number of components is discussed. Two approaches are proposed to solve this problem. One is the method of moments and the other is a regularization type of fuzzy clustering algorithm. Finally, numerical examples and two real data sets are given to illustrate the features of the proposed approaches.     

Exponentiality test based on Renyi distance between equilibrium distributions

ABSTRACT

On the basis of Csiszar's φ-divergence discrimination information, we propose a measure of discrepancy between equilibriums associated with two distributions. Proving that a distribution can be characterized by associated equilibrium distribution, a Renyi distance of the equilibrium distributions is constructed that made us to propose an EDF-based goodness-of-fit test for exponential distribution. For comparing the performance of the proposed test, some well-known EDF-based tests and some entropy-based tests are considered. Based on the simulation results, the proposed test has better powers than those of competing entropy-based tests for the alternatives with decreasing hazard rate function. The use of the proposed test is evaluated in an illustrative example.     

Men's Participation in Family Planning Decisions in Kenya

At the beginning of the 1930's Sweden had one of the lowest reproduction rates in Europe, and a decline in population was regarded as imminent. Since then, however, developments have shown a different trend and the natural increase has become higher, the fears about a decrease in population thus being considerably lessened or entirely removed.     

GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS

ABSTRACT

A new class of weighted signed-rank-based estimates for estimating the parameter vector of an autoregressive time series is considered. The Wilcoxon signed-rank estimate and the GR-estimates of Terpstra et al. (GR-Estimates for an Autoregressive Time Series. Statistics and Probability Letters 2001, 51, 165–172; Generalized Rank Estimates for an Autoregressive Time Series: A U-Statistic Approach. Statistical Inference for Stochastic Processes 2001, 4, 155–179) can be viewed as special cases of the so-called GSR-estimates. Asymptotic linearity properties are derived for the GSR-estimates. Based on these properties, and a symmetry assumption, the GSR-estimates are shown to be asymptotically normal at rate n ^1/2. The theory of U-Statistics along with a characterization of weak dependence that is inherent in stationary AR(p) models are the primary tools used to obtain the results. Tests of hypotheses as well as standard errors for confidence interval procedures can be based on such results. An efficiency study indicates that, for an appropriately chosen set of weights, the GSR-estimate is more efficient than the GR-estimate. Furthermore, the GSR-estimate has an added advantage in that an intercept term can be estimated simultaneously; unlike the GR-estimate. Two examples and a small simulation study are used to illustrate the computational and robust aspects of the GSR-estimates.     

减排约束下中国天然气供需安全评价:2006-2014年

为准确把握中国天然气供需安全状态,以2006-2014年的数据为样本,在模糊隶属度函数量化指标值的基础上,运用层次分析法(AHP)和熵值法确定指标权重,基于线性加权和函数计算均方根进行综合评价。结果表明:(1)中国天然气供需安全指数呈现"N形"波动,2006-2007年天然气供需安全指数上升。2007-2013年天然气供需安全指数年均下降1.7979。2013年以来天然气供需安全指数开始回升,天然气供需安全压力有所缓解。(2)天然气供应安全指数从2006年的17.5914下降到2013年的0.1556,峰谷差17.4359。天然气需求安全指数呈现"W形"波动。天然气市场安全指数相对稳定,2013年以来略有上升,天然气市场风险逐年下降。(3)天然气供需安全很大程度上取决于天然气供应是否安全。因此,建议从确保天然气稳定供应、提高天然气使用效率和降低市场风险方面采取措施,维护天然气供需安全。     

Exponentiality Test Based on the Progressive Type II Censoring via Cumulative Entropy

In this article, we use cumulative residual Kullback-Leibler information (CRKL) and cumulative Kullback-Leibler information (CKL) to construct two goodness-of-fit test statistics for testing exponentiality with progressively Type-II censored data. The power of the proposed tests are compared with the power of goodness-of-fit test for exponentiality introduced by Balakrishnan et al. (2007 Balakrishnan, N., Habibi Rad, A., Arghami, N.R. (2007). Testing exponentiality based on Kullback-Leibler information with progressively type-II censored data. IEEE Transactions on Reliability 56(2):301–307.[Crossref], [Web of Science ®] , [Google Scholar]). We show that when the hazard function of the alternative is monotone decreasing, the test based on CRKL has higher power and when the hazard function of the alternative is non-monotone, the test based on CKL has higher power. But, when it is monotone increasing the power difference between test based on CKL and their proposed test is not so remarkable. The use of the proposed tests is shown in an illustrative example.     

Regularization with Maximum Entropy and Quantum Electrodynamics: The Merg(E) Estimators

It is well-known that under fairly conditions linear regression becomes a powerful statistical tool. In practice, however, some of these conditions are usually not satisfied and regression models become ill-posed, implying that the application of traditional estimation methods may lead to non-unique or highly unstable solutions. Addressing this issue, in this paper a new class of maximum entropy estimators suitable for dealing with ill-posed models, namely for the estimation of regression models with small samples sizes affected by collinearity and outliers, is introduced. The performance of the new estimators is illustrated through several simulation studies.     

基于熵权法的财务危机预警指标选择研究

合理选择财务指标是财务危机预警研究中的重要内容,用定性和定量相结合的方法进行选择是科学有效的方法之一。首先根据初选原则对财务指标进行了初步选择,然后提出了一种基于熵权的变量选择方法,对初选的财务指标进行定量筛选,进行实证研究,最终确定了应用于财务危机预警的财务指标。     

基于模糊信息熵的环境管理过程控制能力

建立了环境管理过程的闭环过程控制系统模型,用模糊控制系统表达环境管理过程中的不确定性,分析了环境管理过程的控制能力,建立了过程控制能力函数。将信息熵引入模糊环境过程控制函数的参数识别,建立了环境管理过程度量方法。同时,建立了环境管理过程决策支持系统,以实现环境管理过程的参数识别和能力评估。