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961.
A multivariate change point control chart based on data depth (CPDP) is considered for detecting shifts in either the mean vector, the covariance matrix, or both of the processes for Phase I. The proposed chart is preferable from a robustness point of view, has attractive detection performance, and can be especially useful in Phase I analysis setting, where there is limited information about the underlying process. Comparison results and an illustrative example show that our CPDP chart has great potential for Phase I analysis of multivariate individual observations. The application of CPDP chart is illustrated in a real data example. 相似文献
962.
Lucio De Capitani 《统计学通讯:模拟与计算》2013,42(6):1385-1429
In this article, asymptotic confidence intervals (CIs) for the Sortino and Omega ratios are proposed and analyzed. First, the CIs are derived under the assumption of temporal independence and identical distribution of returns. Later they are obtained assuming that the returns process is strictly stationary and α-mixing of a certain size. In order to evaluate the minimum sample size for a good coverage accuracy of the asymptotic CIs, a simulation study is performed. It is obtained that the minimum sample sizes are very high, especially under the more realistic assumption of not-iid returns. 相似文献
963.
Three tables provide coefficients for polynomial approximations of Student's t and chi-square percentage points at 10 probability levels, with relative error less than .00005 相似文献
964.
P. C. Consul 《统计学通讯:模拟与计算》2013,42(3):761-767
965.
966.
The least-squares cross-validation is a completely automatic method for choosing the smoothing parameter in probability density estimation but this method consume large amounts of computer time. This article concerns an efficient computational algorithm for this method when the kernel is symmetric and polynomial functions. 相似文献
967.
The generalized lambda distribution, GLD(λ1, λ2 λ3, λ4), is a four-parameter family that has been used for fitting distributions to a wide variety of data sets. The analysis of the λ3 and λ4 values that actually yield valid distributions has (until now) been incomplete. Moreover, because of computational problems and theoretical shortcomings, the moment space over which the GLD can be applied has been limited. This paper completes the analysis of the λ3 and λ4 values that are associated with valid distributions, improves previous computational methods to reduce errors associated with fitting data, expands the parameter space over which the GLD can be used, and uses a four-parameter generalized beta distribution to cover the portion of the parameter space where the GLD is not applicable. In short, the paper extends the GLD to an EGLD system that can be used for fitting distributions to data sets that that are cited in the literature as actually occurring in practice. Examples of use of the proposed system are included 相似文献
968.
Harold Ruben 《统计学通讯:理论与方法》2013,42(6):535-543
An expeditious method is developed for systematically evaluating Steck’s determinant for rectangle probabilities of uniform order statistics as polynomials generated by a binary tree. 相似文献
969.
I hybrid significance test, which blends exact and asymptotic theory in a unique way, is presided as an alternative to Fisher's exact test for unordered rxc contingency tables. The hybrid test is almost equivlent to Fisher's exact test, but requires considerably less computational effort The accuracy of the hybrid p-value is not compromised by sparse contingency tables. 相似文献
970.