961 |
A new technique for testing nonparametric composite null hypotheses /Costello, Patricia Suzanne January 1983 (has links)
No description available.
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962 |
New approaches to testing a composite null hypothesis for the two sample binomial problem /Taneja, Atrayee January 1986 (has links)
No description available.
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963 |
Bayesian optimal experimental design for the comparison of treatment with a control in the analysis of variance setting /Toman, Blaza January 1987 (has links)
No description available.
|
964 |
Duality relationships for a nonlinear version of the generalyzed Neyman-Pearson problem /Meeks, Howard David January 1970 (has links)
No description available.
|
965 |
The application of Bayesian decision theory to the selection of functional test intervals for engineered safety systems /Buoni, Frederick Buell January 1971 (has links)
No description available.
|
966 |
Bayesian analysis of Markov chains and inference in a stochastic model /Travnicek, Daryl A. January 1972 (has links)
No description available.
|
967 |
Bayesian inference in geodesy /Bossler, John David January 1972 (has links)
No description available.
|
968 |
Bayes allocation and sequential estimation in stratified populations /Wright, Tommy January 1977 (has links)
No description available.
|
969 |
Bayesian statistics in auditing : a comparison of probability elicitation techniques and sample size decisions /Crosby, Michael A. January 1978 (has links)
No description available.
|
970 |
MONITORING AUTOCORRELATED PROCESSESTang, Weiping 10 1900 (has links)
<p>This thesis is submitted by Weiping Tang on August 2, 2011.</p> / <p>Several control schemes for monitoring process mean shifts, including cumulative sum (CUSUM), weighted cumulative sum (WCUSUM), adaptive cumulative sum (ACUSUM) and exponentially weighted moving average (EWMA) control schemes, display high performance in detecting constant process mean shifts. However, a variety of dynamic mean shifts frequently occur and few control schemes can efficiently work in these situations due to the limited window for catching shifts, particularly when the mean decreases rapidly. This is precisely the case when one uses the residuals from autocorrelated data to monitor the process mean, a feature often referred to as forecast recovery. This thesis focuses on detecting a shift in the mean of a time series when a forecast recovery dynamic pattern in the mean of the residuals is observed. Specifically, we examine in detail several particular cases of the Autoregressive Integrated Moving Average (ARIMA) time series models. We introduce a new upper-sided control chart based on the Exponentially Weighted Moving Average (EWMA) scheme combined with the Fast Initial Response (FIR) feature. To assess chart performance we use the well-established Average</p> <p>Run Length (ARL) criterion. A non-homogeneous Markov chain method is developed for ARL calculation for the proposed chart. We show numerically that the proposed procedure performs as well or better than the Weighted Cumulative Sum (WCUSUM) chart introduced by Shu, Jiang and Tsui (2008), and better than the conventional CUSUM, the ACUSUM and the Generalized Likelihood Ratio Test (GLRT) charts. The methods are illustrated on molecular weight data from a polymer manufacturing process.</p> / Master of Science (MSc)
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