Sequential Analysis-Design Methods and Applications最新文献_第7页

Using principal component analysis and process behavior charting to answer “Is Secretariat the fastest U.S. racing thoroughbred to date?” 使用主成分分析和过程行为图表来回答“秘书处是迄今为止最快的美国纯种马吗?”

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2021-01-14 DOI: 10.1080/07474946.2021.1847964

Stephen M. Scariano, Jillian E. Parker

引用次数: 0

Testing traffic density of a heterogeneous stochastic queueing system using SPRT 用SPRT测试异构随机排队系统的流量密度

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2021-01-14 DOI: 10.1080/07474946.2021.1847960

Murat Sagir, V. Saglam

引用次数: 1

Optimal index estimation of heavy-tailed distributions 重尾分布的最优指标估计

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2021-01-02 DOI: 10.1080/07474946.2021.1847969

D. Politis, V. Vasiliev, S. Vorobeychikov

引用次数: 0

Purely sequential estimation problems for the mean of a normal population by sampling in groups under permutations within each group and illustrations 正态总体均值的纯序列估计问题——在各组内的排列下分组抽样和图解

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2020-10-01 DOI: 10.1080/07474946.2020.1826786

N. Mukhopadhyay, Zhe Wang

{"title":"Purely sequential estimation problems for the mean of a normal population by sampling in groups under permutations within each group and illustrations","authors":"N. Mukhopadhyay, Zhe Wang","doi":"10.1080/07474946.2020.1826786","DOIUrl":"https://doi.org/10.1080/07474946.2020.1826786","url":null,"abstract":"Abstract Purely sequential estimation for unknown mean ( ) in a normal population having an unknown variance ( ) when observations are gathered in groups has been recently discussed in Mukhopadhyay and Wang (2020). In this article, we briefly revisit two fundamental problems on sequential estimation: (i) the fixed-width confidence interval (FWCI) estimation problem and (ii) the minimum risk point estimation (MRPE) problem. However, we substitute the estimators defining the stopping boundaries with newly constructed unbiased and consistent estimators under permutations within each group. These new estimators incorporated in the definition of the stopping boundaries have led to tighter estimation of requisite optimal fixed sample sizes. We have analyzed the first-order and second-order asymptotic properties under appropriate requirements on the pilot size. Large-scale computer simulations and substantial data analysis have validated such first-order and second-order results. The methodologies are illustrated with the help of time series data on offshore wind energy.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"39 1","pages":"484 - 519"},"PeriodicalIF":0.8,"publicationDate":"2020-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/07474946.2020.1826786","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44976966","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3

Second-order approximations of a robust sequential procedure in Bayes sequential estimation Bayes序列估计中稳健序列过程的二阶近似

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2020-10-01 DOI: 10.1080/07474946.2020.1826785

Leng-Cheng Hwang

引用次数: 0

: A score statistic for spatiotemporal change point detection :时空变化点检测的得分统计

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2020-10-01 DOI: 10.1080/07474946.2020.1826796

Junzhuo Chen, Seong-Hee Kim, Yao Xie

引用次数: 6

Quickest change point detection with multiple postchange models 使用多个变更后模型进行最快速的变更点检测

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2020-10-01 DOI: 10.1080/07474946.2020.1826795

Samrat Nath, Jingxian Wu

{"title":"Quickest change point detection with multiple postchange models","authors":"Samrat Nath, Jingxian Wu","doi":"10.1080/07474946.2020.1826795","DOIUrl":"https://doi.org/10.1080/07474946.2020.1826795","url":null,"abstract":"Abstract We study the sequential quickest change point detection for systems with multiple possible postchange models. A change point is the time instant at which the distribution of a random process changes. In many practical applications, the prechange model can be easily obtained, yet the postchange distribution is unknown due to the unexpected nature of the change. In this article, we consider the case that the postchange model is from a finite set of possible models. The objective is to minimize the average detection delay (ADD), subject to upper bounds on the probability of false alarm (PFA). Two different quickest change detection algorithms are proposed under Bayesian and non-Bayesian settings. Under the Bayesian setting, the prior probabilities of the change point and prior probabilities of possible postchange models are assumed to be known, yet this information is not available under the non-Bayesian setting. Theoretical analysis is performed to quantify the analytical performance of the proposed algorithms in terms of exact or asymptotic bounds on PFA and ADD. It is shown through theoretical analysis that when PFA is small, both algorithms are asymptotically optimal in terms of ADD minimization for a given PFA upper bound. Numerical results demonstrate that the proposed algorithms outperform existing algorithms in the literature.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"39 1","pages":"543 - 562"},"PeriodicalIF":0.8,"publicationDate":"2020-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/07474946.2020.1826795","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49332164","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

Positivity of cumulative sums for multi-index function components explains the lower bound formula in the Levin-Robbins-Leu family of sequential subset selection procedures 多指标函数分量累积和的正性解释了序列子集选择过程的Levin-Robbins-Leu族中的下界公式

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2020-09-05 DOI: 10.1080/07474946.2020.1826792

B. Levin, C. Leu

引用次数: 2

A comparative study of ANI- and ARL-unbiased geometric and CCCG control charts ANI和ARL无偏几何图和CCCG控制图的比较研究

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2020-07-02 DOI: 10.1080/07474946.2020.1823194

N. Kumar, R. Singh

引用次数: 1

Complementary hypotheses in safety surveillance 安全监测中的互补假设

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2020-07-02 DOI: 10.1080/07474946.2020.1823195

A. Walker

{"title":"Complementary hypotheses in safety surveillance","authors":"A. Walker","doi":"10.1080/07474946.2020.1823195","DOIUrl":"https://doi.org/10.1080/07474946.2020.1823195","url":null,"abstract":"Abstract Postmarketing safety surveillance studies address two actionable questions: (1) Is the test product riskier than a standard? (2) Is the risk associated with the test product within some tolerable margin by comparison to the standard? Established techniques, not commonly applied to the setting of such complementary one-sided hypotheses, lead to useful conclusions in practice. For two-group studies, a search over possible one-sided binomial test results yields sample sizes that guarantee that the confidence bounds exclude one or the other of the hypotheses. With continuous monitoring, simple curtailment reduces the sample size. Point and interval estimates follow from the binomial distribution of events at the end of the study or from component negative binomials for crossing a bound of simple curtailment with continuous monitoring and earlier stopping. An asymptotic derivation corresponds to the problem of constructing a confidence interval that is smaller than the distance between the parameter values for tolerable excess and the absence of excess risk. Studies with guaranteed rejection of one of the pair of complementary hypotheses are somewhat larger than corresponding studies of a single hypothesis under usual power requirements, but the increase may be tolerable in return for certainty that there will be an actionable conclusion.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":"39 1","pages":"417 - 430"},"PeriodicalIF":0.8,"publicationDate":"2020-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/07474946.2020.1823195","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42325846","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0