Empirical Non-Parametric Control Charts: Estimation Effects and Corrections

Owing to the extreme quantiles involved, standard control charts are very sensitive to the effects of parameter estimation and non-normality. More general parametric charts have been devised to deal with the latter complication and corrections have been derived to compensate for the estimation step, both under normal and parametric models. The resulting procedures offer a satisfactory solution over a broad range of underlying distributions. However, situations do occur where even such a large model is inadequate and nothing remains but to consider non- parametric charts. In principle, these form ideal solutions, but the problem is that huge sample sizes are required for the estimation step. Otherwise the resulting stochastic error is so large that the chart is very unstable, a disadvantage that seems to outweigh the advantage of avoiding the model error from the parametric case. Here we analyse under what conditions non-parametric charts actually become feasible alternatives for their parametric counterparts. In particular, corrected versions are suggested for which a possible change point is reached at sample sizes that are markedly less huge (but still larger than the customary range). These corrections serve to control the behaviour during in-control (markedly wrong outcomes of the estimates only occur sufficiently rarely). The price for this protection will clearly be some loss of detection power during out-of-control. A change point comes in view as soon as this loss can be made sufficiently small.     

Unifying CRM and EWOC designs for phase I cancer clinical trials

The main goal of phase I cancer clinical trials is to determine the highest dose of a new therapy associated with an acceptable level of toxicity for the use in a subsequent phase II trial. The continual reassessment method (CRM) [O’Quigley, J., Pepe, M., Fisher, L., 1990. Continual reassessment method: a practical design for phase I clinical trials in cancer. Biometrics 46, 33–48] and escalation with overdose control (EWOC) [Babb, J., Rogatko, A., Zacks, S., 1998. Cancer phase I clinical trials: efficient dose escalation with overdose control. Statist. Med. 17 (10), 1103–1120] are two model-based designs used for phase I cancer clinical trials. A few modifications of the (original) CRM and EWOC have been made by many authors. In this paper, we show how CRM and EWOC can be unified and present a hybrid design. We study the characteristics of the approach of the hybrid design. The comparisons of the three designs (CRM, EWOC, and the hybrid design) are presented by convergence rates and overdose proportions. The simulation results show that the hybrid design generally has faster convergence rates than EWOC and smaller overdose proportions than CRM, especially when the true maximum tolerated dose (MTD) is above the mid-level of the dose range considered. The performance of these three designs is also evaluated in terms of sensitivity to outliers.     

评《偃师二里头》及相关问题

笔者长期亲身参加偃师二里头遗址的考古实践,熟悉二里头遗址的发掘材料,并参加<偃师二里头>报告集的执笔编写.因此,有责任对<报告>中出现的缺点错误加以补充和更正.同时对相关问题,阐明自己的意见,全文共分为十点.可供阅读<偃师二里头>报告集和对二里头遗址有兴趣的读者参考.     

Phase I monitoring and change point estimation of autocorrelated poisson regression profiles

The objective of this paper is to study the Phase I monitoring and change point estimation of autocorrelated Poisson profiles where the response values within each profile are autocorrelated. Two charts, the SLRT and the Hotelling's T², are proposed along with an algorithm for parameter estimation. The detecting power of the proposed charts is compared using simulations in terms of the signal probability criterion. The performance of the SLRT method in estimating the change point in the regression parameters is also evaluated. Moreover, a real data example is presented to illustrate the application of the methods.     

我国现代先进生产力发展的层次性、阶段性与党的"三个代表"作用

代表中国先进生产力的发展要求是"三个代表"的基础。我国现代先进生产力的发展具有多层次性和多阶段性。我国现代先进生产力的这一特点与中国共产党作为先进生产力主体力量先进部队的阶级特性,决定了党必然代表中国先进生产力的发展要求。面向新世纪,我们党坚定地站到先进生产力的前沿,大力推进理论创新与科技创新,从而进一步解决好了党在新世纪"如何代表"的问题。     

A Comparison of the Performance of Phase II Simple Linear Profile Control Charts when Parameters are Estimated

The standard deviation of the average run length (SDARL) is an important performance metric in studying the performance of control charts with estimated in-control parameters. Only a few studies in the literature, however, have considered this measure when evaluating control chart performance. The current study aims at comparing the in-control performance of three phase II simple linear profile monitoring approaches; namely, those of Kang and Albin (2000), Kim et al. (2003), and Mahmoud et al. (2010). The comparison is performed under the assumption of estimated parameters using the SDARL metric. In general, the simulation results of the current study show that the method of Kim et al. (2003) has better overall statistical performance than the competing methods in terms of SDARL values. Some of the recommended approaches based solely on the usual average run length properties can have poor SDARL performance.     

固相萃取气相色谱-质谱联用法测定动物组织中的莱克多巴胺、沙丁胺醇

通过液液分配和固相萃取提取、净化动物组织中添加的莱克多巴胺、沙丁胺醇,TMS衍生化试剂BSTFA衍生化,气相色谱-质谱联用对衍生物检测分析,确定了动物组织中莱克多巴胺、沙丁胺醇的定性、定量分析方法,该法检出限为0.5μg/L,衍生物的峰面积与样品浓度在1μg/L￣1000μg/L范围内都呈良好的线性关系,线性回归系数均为0.9998。不同组织中莱克多巴胺加标回收率分别为:肝脏74.8%-85.8%,脂肪71.2%-80.6%,肌肉75.0%-82.7%,肾脏72.0%-82.9%;相对标准偏差为2.3%-5.2%。沙丁胺醇加标回收率分别为肝脏70.5%-76.7%,脂肪72.7%-79.5%,肌肉72.6%-78.5%,肾脏72.5%-75.8%;相对标准偏差为1.8%-5.2%。     

Tests for a difference in timing of physiological response between two brain regions measured by using functional magnetic resonance imaging

Summary.  Functional magnetic resonance imaging (FMRI) measures the physiological response of the human brain to experimentally controlled stimulation. In a periodically designed experiment it is of interest to test for a difference in the timing (phase shift) of the response between two anatomically distinct brain regions. We suggest two tests for an interregional difference in phase shift: one based on asymptotic theory and one based on bootstrapping. Whilst the two procedures differ in some of their assumptions, both tests rely on employing the large number of voxels (three-dimensional pixels) in non-activated brain regions to take account of spatial autocorrelation between voxelwise phase shift observations within the activated regions of interest. As an example we apply both tests, and their counterparts assuming spatial independence, to FMRI phase shift data that were acquired from a normal young woman during performance of a periodically designed covert verbal fluency task. We conclude that it is necessary to take account of spatial autocovariance between voxelwise FMRI time series parameter estimates such as the phase shift, and that the most promising way of achieving this is by modelling the spatial autocorrelation structure from a suitably defined base region of the image slice.     

The estimation of adopted mortality and morbidity rates using model and the phase type law: the Turkish case

Abstract

This paper aims to estimate mortality rate, morbidity-mortality rates of a chronic disease utilizing phase type law in the frame of two and three state processes. The application on commonly used mortality tables in Turkey are adopted to process to estimate the future mortalities with respect to phase type distribution for the purpose of justifying. Using one absorbing state, two and three state Models calculate the time until absorbing of the death and death by phase type distribution for each gender. Consequently, the 3-state probabilities in estimating the mortality-morbidity rates of IHD for Turkish population yield a significant information on the health management and pricing health insurance products.     

Exceedance probabilities for parametric control charts

Common control charts assume normality and known parameters. Quite often, these assumptions are not valid and large relative errors result in the usual performance characteristics such as the false alarm rate or the average run length. A fully nonparametric approach can form an attractive alternative but requires more Phase I observations than usually available. Sufficiently general parametric families then provide realistic intermediate models. In this article, the performance of charts based on such families is considered. Exceedance probabilities of the resulting stochastic performance characteristics during in-control are studied. Corrections are derived to ensure that such probabilities stay within prescribed bounds. Attention is also devoted to the impact of the corrections for an out-of-control process. Simulations are presented both to illustrate and to demonstrate that the approximations obtained are sufficiently accurate for practical usage.