• Title/Summary/Keyword: L-statistic

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On Testing Monotonicity of Mean Residual Life from Randomly Censored Data

  • Lim, Jae-Hak;Koh, Jai-Sang
    • ETRI Journal
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    • v.18 no.3
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    • pp.207-213
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    • 1996
  • This paper proposes a new nonparametric test for testing the null hypothesis that the MRL is constant against the alternative hypothesis that the MRL is decreasing (increasing) for ramdomly censored data. The proposed test statistic is a L-statistic, and we use L-statistic theory to establish its asymptotic normality of the test statistic. We discuss the efficiency loss due to censoring and also calculate the asymptotic relative efficiencies of our test statistic with respect to the Chen, Hollander and Langberg's test for several alternatives.

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Inversion-like and Major-like Statistics of an Ordered Partition of a Multiset

  • Choi, Seung-Il
    • Kyungpook Mathematical Journal
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    • v.56 no.3
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    • pp.657-668
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    • 2016
  • Given a partition ${\lambda}=({\lambda}_1,{\lambda}_2,{\ldots},{\lambda}_l)$ of a positive integer n, let Tab(${\lambda}$, k) be the set of all tabloids of shape ${\lambda}$ whose weights range over the set of all k-compositions of n and ${\mathcal{OP}}^k_{\lambda}_{rev}$ the set of all ordered partitions into k blocks of the multiset $\{1^{{\lambda}_l}2^{{\lambda}_{l-1}}{\cdots}l^{{\lambda}_1}\}$. In [2], Butler introduced an inversion-like statistic on Tab(${\lambda}$, k) to show that the rank-selected $M{\ddot{o}}bius$ invariant arising from the subgroup lattice of a finite abelian p-group of type ${\lambda}$ has nonnegative coefficients as a polynomial in p. In this paper, we introduce an inversion-like statistic on the set of ordered partitions of a multiset and construct an inversion-preserving bijection between Tab(${\lambda}$, k) and ${\mathcal{OP}}^k_{\hat{\lambda}}$. When k = 2, we also introduce a major-like statistic on Tab(${\lambda}$, 2) and study its connection to the inversion statistic due to Butler.

A case-by-case version of CB statistic in biased estimation

  • Ahn, Byoung Jin
    • Journal of Korean Society for Quality Management
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    • v.19 no.2
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    • pp.40-51
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    • 1991
  • The $C_B$ statistic, a generalization of Mallows's $C_L$ statistic, is developed to determine the shrinkage parameter. Since not all cases in a data set play an equal role in forming $C_B$, a subdivision of $C_B$ into individual components for each case is developed. This subdivision is useful both as an aid in understanding $C_B$ and as a diagnostic procedure.

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A goodness - of - fit test for the exponential distribution with unknown parameters (모수가 미지인 상황에서의 지수분포성 적합도 검정방법)

  • 김부용
    • The Korean Journal of Applied Statistics
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    • v.4 no.2
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    • pp.157-170
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    • 1991
  • This article is concerned with the goodness - of - fit test for exponentiality when both the scale and location parameters are unknown. A test procedure based on the $L_1$-norm of discrepancy between the cumulative distribution function and the empirical distribution function is proposed, and the critical values of the test statistic are obtained by Monte Carlo simulations. Also the null distributions of the proposed test statistic are presented for small sample sizes. The power of tests under certain alternative distributions is investigated to compare the proposed test statistic with the well-known EDF test statistics. Our Monte Carlo power studies reveal that the proposed test statistic has good power properties, for moderate-to-large sample sizes, in comparison to other statistics although it is a conservative test.

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The Importance of Fog prediction at the Incheon Int'l Airport through flight delay and cancel statistics (인천국제공항에서의 운항을 통해서 살펴본 안개예측의 중요성)

  • Leem, H.H.;Kim, D.H.;Song, K.W.
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.13 no.4
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    • pp.1-10
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    • 2005
  • According to the aviational definition, the fog is an obscuration phenomenon when prevailing visibility becomes less than 1,000m. Fog defined above causes so many aviation traffic problems like detour, flight delay and cancel. Therefore this study investigated quantitatively the fog effects on flight operation using flight delay and cancel statistic data during last four years from 1st Jul. 2001 to 30th Jun. 2005 at the Incheon Int'l Airport. The results of this study show that the hazardous meteorological condition is a important cause of flight delay and cancel, especially fog phenomenon. And it is expected that the results of this study give us the necessary and importance of fog prediction at the Incheon Int'l Airport.

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On Testing Exponentiality Against HNRBUE Based on Goodness of Fit

  • Mahmoud, M.A.W.;Diab, L.S.
    • International Journal of Reliability and Applications
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    • v.8 no.1
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    • pp.27-39
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    • 2007
  • Based on goodness of fit new testing procedures are derived for testing exponentiality against harmonic new renewal better than used in expectation (HNRBUE). For this aging properties, a nonparametric procedure (U-statistic) is proposed. The percentiles of this test statistic are tabulated for sample sizes n=5(1)30(10)50. The Pitman asymptotic efficiency (PAE) of the test is calculated and compared with, the (PAE) of the test for new renewal better than used (NRBU) class of life distribution [see Mahmoud et al (2003)]. The power of this test is also calculated for some commonly used life distributions in reliability. The right censored data case is also studied. Finally, real examples are given to elucidate the use of the proposed test statistic in the reliability analysis.

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An Adaptive Moving Average (A-MA) Control Chart with Variable Sampling Intervals (VSI) (가변 샘플링 간격(VSI)을 갖는 적응형 이동평균 (A-MA) 관리도)

  • Lim, Tae-Jin
    • Journal of Korean Institute of Industrial Engineers
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    • v.33 no.4
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    • pp.457-468
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    • 2007
  • This paper proposes an adaptive moving average (A-MA) control chart with variable sampling intervals (VSI) for detecting shifts in the process mean. The basic idea of the VSI A-MA chart is to adjust sampling intervals as well as to accumulate previous samples selectively in order to increase the sensitivity. The VSI A-MA chart employs a threshold limit to determine whether or not to increase sampling rate as well as to accumulate previous samples. If a standardized control statistic falls outside the threshold limit, the next sample is taken with higher sampling rate and is accumulated to calculate the next control statistic. If the control statistic falls within the threshold limit, the next sample is taken with lower sampling rate and only the sample is used to get the control statistic. The VSI A-MA chart produces an 'out-of-control' signal either when any control statistic falls outside the control limit or when L-consecutive control statistics fall outside the threshold limit. The control length L is introduced to prevent small mean shifts from being undetected for a long period. A Markov chain model is employed to investigate the VSI A-MA sampling process. Formulae related to the steady state average time-to signal (ATS) for an in-control state and out-of-control state are derived in closed forms. A statistical design procedure for the VSI A-MA chart is proposed. Comparative studies show that the proposed VSI A-MA chart is uniformly superior to the adaptive Cumulative sum (CUSUM) chart and to the Exponentially Weighted Moving Average (EWMA) chart, and is comparable to the variable sampling size (VSS) VSI EWMA chart with respect to the ATS performance.

A Selectively Cumulative Sum (S-CUSUM) Control Chart with Variable Sampling Intervals (VSI) (가변 샘플링 간격(VSI)을 갖는 선택적 누적합 (S-CUSUM) 관리도)

  • Im, Tae-Jin
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.11a
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    • pp.560-570
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    • 2006
  • This paper proposes a selectively cumulative sum (S-CUSUM) control chart with variable sampling intervals (VSI) for detecting shifts in the process mean. The basic idea of the VSI S-CUSUM chart is to adjust sampling intervals and to accumulate previous samples selectively in order to increase the sensitivity. The VSI S-CUSUM chart employs a threshold limit to determine whether to increase sampling rate as well as to accumulate previous samples or not. If a standardized control statistic falls outside the threshold limit, the next sample is taken with higher sampling rate and is accumulated to calculate the next control statistic. If the control statistic falls within the threshold limit, the next sample is taken with lower sampling rate and only the sample is used to get the control statistic. The VSI S-CUSUM chart produces an 'out-of-control' signal either when any control statistic falls outside the control limit or when L-consecutive control statistics fall outside the threshold limit. The number L is a decision variable and is called a 'control length'. A Markov chain model is employed to describe the VSI S-CUSUM sampling process. Some useful formulae related to the steady state average time-to signal (ATS) for an in-control state and out-of-control state are derived in closed forms. A statistical design procedure for the VSI S-CUSUM chart is proposed. Comparative studies show that the proposed VSI S-CUSUM chart is uniformly superior to the VSI CUSUM chart or to the Exponentially Weighted Moving Average (EWMA) chart with respect to the ATS performance.

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A Selectively Cumulative Sum(S-CUSUM) Control Chart (선택적 누적합(S-CUSUM) 관리도)

  • Lim, Tae-Jin
    • Journal of Korean Society for Quality Management
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    • v.33 no.3
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    • pp.126-134
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    • 2005
  • This paper proposes a selectively cumulative sum(S-CUSUM) control chart for detecting shifts in the process mean. The basic idea of the S-CUSUM chart is to accumulate previous samples selectively in order to increase the sensitivity. The S-CUSUM chart employs a threshold limit to determine whether to accumulate previous samples or not. Consecutive samples with control statistics out of the threshold limit are to be accumulated to calculate a standardized control statistic. If the control statistic falls within the threshold limit, only the next sample is to be used. During the whole sampling process, the S-CUSUM chart produces an 'out-of-control' signal either when any control statistic falls outside the control limit or when L -consecutive control statistics fall outside the threshold limit. The number L is a decision variable and is called a 'control length'. A Markov chain approach is employed to describe the S-CUSUM sampling process. Formulae for the steady state probabilities and the Average Run Length(ARL) during an in-control state are derived in closed forms. Some properties useful for designing statistical parameters are also derived and a statistical design procedure for the S-CUSUM chart is proposed. Comparative studies show that the proposed S-CUSUM chart is uniformly superior to the CUSUM chart or the Exponentially Weighted Moving Average(EWMA) chart with respect to the ARL performance.

Testing NRBU Class of Life Distributions Using a Goodness of Fit Approach

  • El-Arishy, S.M.;Diab, L.S.;Alim, N.A. Abdul
    • International Journal of Reliability and Applications
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    • v.7 no.2
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    • pp.141-153
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    • 2006
  • In this paper, we present the U-Statistic test for testing exponentiality against new renewal better than used (NRBU) based on a goodness of fit approach. Selected critical values are tabulated for sample sizes n=5(1)30(10)50. The asymptotic Pitman relative efficiency relative to (NRBU) test given in the work of Mahmoud et all (2003) is studied. The power estimates of this test for some commonly used life distributions in reliability are also calculated. Some of real examples are given to elucidate the use of the proposed test statistic in the reliability analysis. The problem in case of right censored data is also handled.

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