The Cusum Test for Parameter Change in Time Series Models

Abstract.  In this paper, we consider the problem of testing for parameter changes in time series models based on a cusum test. Although the test procedure is well established for the mean and variance in time series models, a general parameter case has not been discussed in the literature. Therefore, here we develop a cusum test for parameter change in a more general framework. As an example, we consider the change of the parameters in a random coeefficient autoregressive (1) model and that of the autocovariances of a linear process. Simulation results are reported for illustration.     

On the procedure of hodges and lehmann for testing composite hypotheses of the mean of a normal distribution with unknown variance

In 1954 Hodges and Lehmann gave a test procedure for testing the hypothesis that the mean of an identically independently normally distributed random sample with unknown variance is contained within a certain interval [μ1, μ2]. The test is similar on the boundary of the zero-hypothesis and superior in power to the composite t-test usually applied to this problem. However Hodges and Lehmann could prove the unbiasedness of their test only for the special case that the sample consists of two elements. From numerical computations they guessed that unbiasedness would be valid for arbitrary sample sizes. This question is discussed here and partially answered.     

Optimal sample size allocation for multi-level stress testing with Weibull regression under Type-II censoring

We discuss the optimal allocation problem in a multi-level stress test with Type-II censoring and Weibull (extreme value) regression model. We derive the maximum-likelihood estimators and their asymptotic variance–covariance matrix through the Fisher information. Four optimality criteria are used to discuss the optimal allocation problem. Optimal allocation of units, both exactly for small sample sizes and asymptotically for large sample sizes, for two- and four-stress-level situations are determined numerically. Conclusions and discussions are provided based on the numerical studies.     

Assessing Profitability of a Newsboy-Type Product with Normally Distributed Demand Based on Multiple Samples

This article develops a new index “Achievable Capacity Index,” I _A , which can accurately measure the profitability of newsboy-type product with normally distributed demand. An unbiased and effective estimator of I _A is derived to estimate actual I _A as the parameters of distribution are unknown. Practically, the market information regarding demand is obtained from multiple samples rather than single sample. Therefore, we estimate and test I _A based on multiple samples. A hypothesis testing for examining whether the profitability meets designated requirement is presented. Critical values of the test are calculated to determine the evaluation results. Finally, a real case on the sales of donuts is presented to illustrate the applicability of our approach.     

Rates of Asymptomatic Nonurethral Gonorrhea and Chlamydia in a Population of University Men Who Have Sex With Men

ABSTRACT

Objective: To evaluate a text message (SMS) program as a booster to an in-person alcohol intervention with mandated college students. Participants: Undergraduates (N = 224; 46% female) who violated an on-campus alcohol policy over a 2-semester period in 2014. Methods: The SMS program sent drinking-related queries each Thursday and Sunday and provided tailored feedback for 6 weeks. Response rates to SMS drinking-related queries and the associations between weekend drinking plans, drinking-limit goal commitment, and alcohol consumption were examined. Gender differences were explored. Results: Ninety percent of SMS queries were completed. Weekend binge drinking decreased over 6 weeks, and drinking-limit goal commitment was associated with less alcohol consumption. Compared with women, men had greater reductions in alcohol consumption when they committed to a drinking-limit goal. Conclusions: Preliminary evidence suggests that an SMS program could be useful as a booster for helping mandated students reduce weekend binge drinking.     

Independence and Dependence in Aging

No abstract available for this article.     

A discussion of the question: for what use are tests of hypotheses and tests of significance

The author believes that tests provide a poor model of most real problems, usually so poor that their objectivity is tangential and often too poor to be useful.     

Crossing probabilities for a square root boundary by a bessel process

Probabilities for Wiener and Bessel processes to cross a square root boundary are calculated and the Mellin transform of the distribution of the associated stopping time is given.The transform is inverted and a table of critical values for the crossing probability as a function of the observation time is included. Also an analytic expression for the crossing probability is computed for the case of constant drift.     

Robust analysis of variance

The classes of R- and M-estimates contain practical robust alternatives to least squares estimation in linear models. These estimates form the basis for a robust analysis of variance. This inference procedure is described and its versatility demonstrated.