bluuebunny/crossref_metadata_2025 huggingface dataset:
Comparisons of Time Series of Annual Mean Surface Air Temperature for China since the 1900s: Observations, Model Simulations, and Extended Reanalysis
Authors: Li Qingxiang , Zhang Lei , Xu Wenhui , Zhou Tianjun , Wang Jinfeng , Zhai Panmao , Jones Phil
Published: August 2016

Time series of global or regional average surface air temperature (SAT) are fundamental to climate change studies. A number of studies have developed several national and regional SAT series for China, but because of the diversity of the meteorological observational sites, the different quality control routines for processing the data, and the inconsistency of the statistical methods used, they differ in their long-term trends. This paper assesses the similarities and differences of the existing time series of the annual average SAT for China that are based upon historical meteorological observations since the 1900s. The results indicate that the China average is similar to the series for the Northern Hemisphere (NH) landmass, except that the initial warming of the NH series derived from the CRUTEM3/4 datasets, which represent global historical land surface air temperatures and near-surface air temperature anomalies over land, respectively, ends earlier (before the early 1940s) than in China’s series. A major difference among the existing China average time series is the 1940s warmth, a period when there were very few observations across the country because of World War II. The SAT anomalies for China during the 1930s to 1940s have been reduced by improved homogeneity assessment compared to previous estimates. The new improved time series is in better agreement with both the historical twentieth-century reanalysis data and the historical climate simulation of phase 5 of the Coupled Model Intercomparison Project (CMIP5) models. The new time series also shows the slowdown of the warming trend during the past 18 yr (1998–2015). The best estimate of a linear trend for increases in temperature with a 95% uncertainty range is 0.121° ± 0.009°C decade–1 for 1900–2015, indicating that the improved homogeneity assessment for China leads to a slightly greater trend than that based on raw data (0.107° ± 0.009°C decade–1).
The Interaction between Atmospheric Gravity Waves and Large-Scale Flows: An Efficient Description beyond the Nonacceleration Paradigm
Authors: Bölöni Gergely , Ribstein Bruno , Muraschko Jewgenija , Sgoff Christine , Wei Junhong , Achatz Ulrich
Published: August 2016

With the aim of contributing to the improvement of subgrid-scale gravity wave (GW) parameterizations in numerical weather prediction and climate models, the comparative relevance in GW drag of direct GW–mean flow interactions and turbulent wave breakdown are investigated. Of equal interest is how well Wentzel–Kramer–Brillouin (WKB) theory can capture direct wave–mean flow interactions that are excluded by applying the steady-state approximation. WKB is implemented in a very efficient Lagrangian ray-tracing approach that considers wave-action density in phase space, thereby avoiding numerical instabilities due to caustics. It is supplemented by a simple wave-breaking scheme based on a static-instability saturation criterion. Idealized test cases of horizontally homogeneous GW packets are considered where wave-resolving large-eddy simulations (LESs) provide the reference. In all of these cases, the WKB simulations including direct GW–mean flow interactions already reproduce the LES data to a good accuracy without a wave-breaking scheme. The latter scheme provides a next-order correction that is useful for fully capturing the total energy balance between wave and mean flow. Moreover, a steady-state WKB implementation as used in present GW parameterizations where turbulence provides by the noninteraction paradigm, the only possibility to affect the mean flow, is much less able to yield reliable results. The GW energy is damped too strongly and induces an oversimplified mean flow. This argues for WKB approaches to GW parameterization that take wave transience into account.
Increased Drought and Pluvial Risk over California due to Changing Oceanic Conditions
Authors: Kam Jonghun , Sheffield Justin
Published: August 2016

This study evaluates wintertime drought and pluvial risk over California through a Bayesian analysis of the upper and lower quartile of PRISM-based precipitation from 1901 to 2015. Risk is evaluated for different time windows to estimate the impact of interannual and decadal-to-multidecadal Pacific and Atlantic variability [positive and negative phases of ENSO, Pacific decadal oscillation (PDO), and Atlantic multidecadal oscillation (AMO)]. The impact of increasing trends in global sea surface temperature (SST) on drought and pluvial risk is also examined with idealized experimental runs from three climate models [GFDL Atmospheric Model version 2.1 (AM2.1), CCM3, and GFS]. The results show that the influence of oceanic conditions on drought risk in California is significant but has changed with higher risk in the last half century, especially in Southern California. The influence of oceanic conditions on pluvial risk has also been significant, especially during the warm phase of the Pacific Ocean, but increases over the last century are small compared to drought. Results from the idealized climate model experiments show that natural variability likely played a major role in the observed changes in risk, with the global SST increasing trend possibly tempering the increases regionally but not significantly over California. Despite evolving preferential oceanic conditions for a pluvial event during the 2015/16 winter (positive phase of ENSO and PDO), California received an 11% winter precipitation surplus, which was not sufficient for drought recovery. The seasonal and longer-term outlook for negative phases of ENSO and PDO implies that drought risk will be elevated in Southern California for the next decade.
How Does Interhemispheric Coupling Contribute to Cool Down the Summer Polar Mesosphere?
Authors: Karlsson Bodil , Becker Erich
Published: August 2016

Interhemispheric coupling is commonly associated with events of high planetary wave activity in the winter stratosphere triggering a heating of the polar mesopause region in the opposite hemisphere. Here, a more fundamental role that this mechanism plays in the absence of planetary wave variability is highlighted. This study focuses directly on the mesospheric part of the coupling chain, which is induced by the gravity wave drag in the winter mesosphere. To investigate the effect that the winter residual flow has on the summertime high-latitude upwelling, the Kühlungsborn Mechanistic General Circulation Model (KMCM) is used to compare a control simulation to runs where the parameterized gravity waves are removed from the winter hemisphere. The model response in the summer mesosphere reveals that the winter mesospheric residual circulation fosters a net (and substantial) cooling of the summer polar mesopause. These results offer an extension of the current view of interhemispheric coupling: from a mode of internal variability to a constant, gravity wave–driven phenomenon that is modulated by planetary wave activity.
Forecasting Hail Using a One-Dimensional Hail Growth Model within WRF
Authors: Adams-Selin Rebecca D. , Ziegler Conrad L.
Published: August 2016

The HAILCAST hail growth model has been integrated into the Advanced Research version of the Weather Research and Forecasting (WRF-ARW) Model to predict hail size at the ground. Significant updates to the physics of the hail growth model are added, including variable hail density for both wet and dry growth regimes, an updraft multiplier that parameterizes advection of the hail embryo across an updraft, temperature-dependent ice collection efficiency, mass growth by vapor deposition or condensation, and an improved liquid water shedding threshold. Sample hail trajectories from three different updrafts are presented showing the effects of these physical updates. The updraft multiplier in particular improves the representation of the hail growth by not requiring a hail embryo to be locked in the center of an updraft until it grows large enough to fall. Five weeks of hail diameter forecasts are verified using a maximum expected size of hail (MESH) product. At points where WRF successfully forecasts convection, the forecasted hail size is within 0.5 in. 66% of the time.
The Baroclinic Moisture Flux
Authors: McTaggart-Cowan Ron , Gyakum John R. , Moore Richard W.
Published: August 2016

As subsaturated air ascends sloping isentropic surfaces, adiabatic expansion results in cooling and relative moistening. This process is an effective way to precondition the atmosphere for efficient moist processes while bringing parcels to saturation, and thereafter acts to maintain saturation during condensation. The goal of this study is to develop a diagnostic quantity that highlights circulations and regions in which the process of parcel moistening by isentropic ascent is active. Among the many features that rely on this process for the generation of an important fraction of their energy are oceanic cyclones, transitioning tropical cyclones, warm conveyor belts, diabatic Rossby vortices, and predecessor rain events. The baroclinic moisture flux (BMF) is defined as moisture transport by the component of vertical motion associated with isentropic upgliding. In warm conveyor belt and diabatic Rossby vortex case studies, the BMF appears to be successful in identifying the portion of the circulation in which this process is actively bringing parcels to saturation to promote the formation of clouds and precipitation. On a broader scale, the climatological maxima of the BMF highlight regions in which parcel moistening by isentropic ascent is anticipated to have a nonnegligible impact on the atmospheric state either through the action of the mean flow or via the repeated occurrence of isolated large-BMF events. The process-centric foundation of the BMF makes it useful as a filtering or exploratory variable, with the potential for extension into predictive applications.
Postcode Lottery for Europe’s Undocumented Children
Authors: Spencer Sarah
Published: August 2016

This article explores the competing policy imperatives within and between tiers of government and policy makers’ perceptions of the relative “deservingness” of undocumented children, which contribute to an uneven geography of entitlements to public services across the European Union. While scholars have contrasted the formal exclusion of undocumented migrants with their informal inclusion, the article explores the tension between formal exclusion and formal inclusion: where the state, through granting legal entitlements to services, contradicts the logic of its own enforcement paradigm. The analysis presents the findings of a comprehensive mapping of entitlements to health care and education for undocumented children across the European Union’s 28 member states and draws on interviews with policy makers across 14 member states to explore the justification for entitlements granted at national and substate levels. It finds that competing policy imperatives are most acute in relation to children where the logic of immigration control faces competing social and humanitarian imperatives within the national administration and in regional and municipal tiers of government. That tension reflects the social construction of undocumented children as both “illegal” and vulnerable, negative perceptions among policy makers of the deservingness of undocumented migrants countered, to a degree, by positive perceptions of the deservingness of children.
A Note on Minimum Distance Binary Codes
Authors: Shrikhande S.S.
Published: August 2016

Summary

This note generalises some results of Bambah, Joshi and Luthar (1961) on the lower bound for the number of sequences in a minimum distance binary code.
On the Efficiency of Ban Estimates of the Parameter of an Exponential Population Based on Singly and Doubly Truncated or Censored Samples
Authors: Doss S. A. D. C.
Published: August 2016

Summary

A study is made regarding the precision of various types of samples in estimating the parameter of an exponential population. The following cases are considered : (i) a singly or doubly truncated sample of size N relative to a complete sample of the same size ; (ii) a singly or doubly censored sample of size N relative to a complete sample of size n, where n is the number of measured observations in the censored sample, It is observed that order case (i) right truncated and doubly truncated samples are inferior to the complete sample, whereas the left truncated sample is as good as the complete sample. Under case (ii) left censored and doubly censored samples are observed to be superior to the complete sample, while the right censored sample is as good as the complete sample.
Estimating the Mean by Two-Stage Sampling with Replacement
Authors: Ghosh Sakti P.
Published: August 2016

Summary

In two-stage sampling when sampling is done with replacement at each stage, a better estimate of the population mean can be obtained by considering the distinct units only at each stage. The mean of the distinct uniss is chosen as the desired estimate and an exact expression for the variance is obtained. A sufficient condition for the variance of the estimate based on distinct units to be smaller than the variance of the usual estimate of a two-stage sample based on all units is given.
On the Efficiency of Ban Estimates of the Parameters of Normal Populations Based on Truncated Samples
Authors: Doss S. A. D. C.
Published: August 2016

Summary

It is shown that when estimating tbe mean μ of a normal population, the standard deviation σ being known. the BAN estimate of μ based on a truncated sample of size n is less efficient than that based on a complete sample of the same size whatever be the point of truncation xa. On the contrary, when estimating σ alone μ being known, the BAN estimate of σ based on the truncated sample is substantially more efficient than that based on the complete sample whenever xa> μ in the case of left truncation, and xa< μ in the case of right truncation.
Non-Parametric Tests for the Bivariate Two-Sample Location Problem
Authors: Chatterjee Shoutir Kishore , Sen Pranab Kumar
Published: August 2016

Summary

In this paper, the Wilcoxon-Mann-Whitney rank-sum test and Mood's median test for the univariate two-sample location problem have been extended to the case of two variables, following a conditional approach. Various properties of the proposed tests have been studied and their asymptotic powers compared.
Operating Characteristic and Expected Sample Size of a Sequential Probability Ratio Test for the Simple Exponential Distribution
Authors: Raghavachari M.
Published: August 2016

Summary

For the problem of testing the simple hypothesis H : θ = θ1 against the simple alternative K : θ = θ2 with θ2 > θ1 , where θ is the unknown parameter of the simple exponential distribution, the familar Wald's Sequential Probability ratio test may be adopted. It is shown in the present paper that for a class of sequential probability ratio tests, exact expressions for the operating characteristic and the expected sample size can be given. The nature of the expected sample size function and the effect of Walo's approximations to the stopping bounds of the sequential probability ratio test are also studied.
Characteristic Function and Moments of the Distribution of Storage of Finite Dam with Exponential Input and of the Outflows
Authors: Majumdar K. C.
Published: August 2016

Though exact solutions of the problems of the distribution of storage and emptiness of dam are available for simple release scheme with exponential, Gamma and Poisson inputs under stationary state conditions and for Holdaway release scheme with exponential input under stationary as well as non­stationary conditions, the exact expressions for the characteristic functions and moments of these distributions have not been given. In this paper, simple and explicit expressions for the characteristic functions and moments of the distribution of storage have been derived under non­stationary as well as stationary conditions with exponential input for simple release rules. The distribution of the outflows below the dam, its characteristic function and moments have also been derived in this paper. The results obtained herein thus provide for the exact values of the useful measures like mean and variance of the storage and outflows below the dam at any point of time as well as for the stationary states. The method developed here can be extended to the more general cases where telease rules obey Holdaway scheme.
Group Divisible Designs and Partial Geometries
Authors: Bhagwandas
Published: August 2016

Summary

This paper gives a method of constructing group divisible ( GD) designs from partial geometries and investigates the structure of a certain strongly regular graph.
Some Results in Markov Renewal Processes
Authors: Kshirsagar A.M. , Gupta Y. P.
Published: August 2016

The following results are obtained in this paper: (1) The probability generating function of the simultaneous distribution of all the Nj( t)'s, where Nj( t) represents the number of times the j­th state ( j = 1, 2, ... , m) is visited in time t, in a Markov Renewal Process ; (2) the covariance between Nj( t) and Nk( t); (3) the probability generating function and moments of Nj( t)'s in a General Markov Renewal Process i.e., a Markov Renewal Process with a random origin; (4) Cumulative processes associated with a Markov Renewal Process along with its first passage time and (5) Equilibrium Markov Renewal Processes.
Robust Sequential Confidence Intervals for the Behrens–Fisher Problem*
Authors: Ghosh Malay
Published: August 2016

Summary

The problem of providing a bounded length (sequential) confidence interval for the median of a symmetric (but otherwise unknown) distribution based on a general class of one-sample rank-order statistics was investigated in (Sen & Ghosh, 1971). The purpose of the present note is to indicate how the techniques developed there can be extended to the two-sample problem. It has been shown that in particular for the Behrens- Fisher situation (see e.g., Høyland, 1965 or Ramchandramurty, 1966), when the proposed procedure is based on the “normal-scores” statistic, under very general conditions on the unknown distribution function (d.f.), it is asymptotically at least as efficient as an analogous procedure suggested in (Robbins, Simons & Starr, 1967) and (Srivastava, 1970).
Optimum Nonparametric Inference of the Partial Regression Coefficients
Authors: Samanta M.
Published: August 2016

Summary

IN this paper the problem of nonparametric inference about the regression vector in a linear regression in a ( k + 1) variate population has been considered. It is assumed that the conditional density function of Y given ( X1 X2, ..., Xk) = ( x1 , x2, ..., xk) is f( y— β0 — β1 x1—...— βkxk)where the form of f is unknown and ( β1, β2, ..., βk) is the regression vector (in the linear regression of Yon X1, X2, ..., Xk) which is to be estimated. Without loss of generality we assume β0 to be zero. It is also assumed that X1, X2, ..., Xk are bounded random variables. In the present study nonparametric estimates of the density function are obtained by the so-called kernel method. This gives rise to the concept of an empirical likelihood function. Motivated by the likelihood principle we then obtain an estimate of the regression vector, proceeding formally by maximizing the empirical likelihood function. For technical reasons, the tail observations have been treated in a different way from other observations. In fact, the observations in the tails have been pooled into two classes. The large sample properties of this estimate have been derived by using the convergence properties of kernel estimates of the density function and its derivatives in conjunction with the properties of U-statistic. It is found that the large sample properties of this estimate are very close to the large sample properties of the corresponding maximum likelihood estimate.
Asymptotic Distribution of Sample Quantiles for Exchangeable Random Variables
Authors: Chanda K. C.
Published: August 2016

Summary

The purpose of this article is to investigate the ‘large sample’ properties of sample quantiles when we assume that the basic random variables are exchangeable (ref. Loève (1960) p. 365). It is shown that under different conditions (to be specified below) on the nature of these exchangeable random variables the distribution of the sample quantile Xr : n where Xr : n is the rth order statistic for the first n exchangeable random variables [Formula: see text] tends, as n → ∞, to different nondegenerate forms. As an example, the special case of random variables with equicor-related multivariate normal distribution is discussed.
A Test for Equality of Means of Multivariate Normal Distributions when Covariance Matrices are Unequal
Authors: Bhargava R. P.
Published: August 2016

Summary

In this paper a test of significance is given for testing the equality of means of q+ 1 multivariate normal populations ( q > 1) when their covariance matrices are unequal and unknown.
Construction of BIBD'S from OA'S and Combinatorial Arrangements Analogous to OA'S
Authors: Mukhopadhyay A. C.
Published: August 2016

Summary

The paper considers a generalisation of the result by Ramanujacharyulu (1966). Orthogonal arrays of type II defined by Rao (1961) are utilised for the purpose. It also contains a generalisation of a theorem by Shrikhande and Bose (1960) on the construction of BIBD's with the help of OA's of strength 2.
On Certain Probability Models in Random Walk
Authors: Sen Kanwar , Ahuja Y. L.
Published: August 2016

This paper considers a two dimensional random walk in which a particle moves from its position a unit step either horizontally, or vertically, or diagonally forward or stay there with respective probabilities p, q, r and s ( p + q + r + s= 1). The probabilities that initially at (0, 0}, the position of the particle is ( x, y) at time t+ 0 after having in the line y = x, ( i) h crosses and (ii) g hits and b slips, have been determined alongwith their generating functions.
A Note on Stable Population
Authors: Mukhopadhyay Parimal
Published: August 2016

Summary

In the present article a well­known renewal theorem (Feller, 1960) has been used to derive a few interesting results concerning a stable population. As usual the females only have been considered.
Extended Generalized Right Angular Designs and their Applications as Confounded Asymmetrical Factorial Experiments
Authors: Raghavarao D. , Aggarwal K. R.
Published: August 2016

Summary

In this paper the authors introduce extended generalized right angular (EGRA) designs as generalizations of generalized right angular (GRA) designs of Tharthare (1965) to enlarge the scope of confounding asymmetrical factorial experiments. The applications of two series of these designs as confounded asymmetrical factorial experiments were also discussed.
Records and Oscillating Random Walk
Authors: Aggarwal M. L .
Published: August 2016

The distribution of the place of occurrence of the m-th record and of the maximum have been obtained in the case of an oRcillating random walk. Similar distributions have already been obtained for a simple random walk (both symmetric and unsymmetric) by F eller (1968) .
Rank Order Tests for Multiple Regression for Grouped Data Under Progressive Censoring
Authors: Majumdar Hiranmay
Published: August 2016

For grouped data under time-sequential studies, Majumdar and Sen (1977a) have studied the asymptotic properties of a general class of progressively censored rank order tests for the simple regression model. The results are extended to the multiple regression situation.
On Jackknifing in Estimating The Finite End–Points of a Distribution*
Authors: Sen Pranab Kumar
Published: August 2016

Sample extreme values are biased estimators of the end-points of a distribution, and hence, jackknifing is useful. However, the properties of jackknifing in such a case differ considerably from those in the regular case. These are studied here. Along with a modification of jackknifing, some applications are also considered.
Ban Estimators of Variance Components for the Unbalanced One–Way Classification
Authors: Das Kalyan
Published: August 2016

For unbalanced one-way classification under the random model, the weighted least square approach with estimated weights is used on a set of minimal sufficient statistics in the translation invariant class, and a relatively simple estimator for the pair of variance components is obtained. The estimator is shown to be best asymptotically normal when the number of levels increases. The asymptotic distribution of the proposed estimator remains unaltered, even under a super population model.
On Variance of the MVU Inverse Binomial Estimator
Authors: Ray S.K. , Sahai Ashok
Published: August 2016

The intracta bility of Best's (1974) expression for the variance of the minimum variance unbiased (MVU) estimate of tho negative binomial parameter motivated Mikulski and Smith (1976) to find an upper bound for it. In the present paper a finer upper bound is achieved.
Edgeworth Expansions for Fisher­Consistent Estimators and Second Order Efficiency
Authors: Ghosh J. K. , Sinha Bimal Kumar , Subramanyam K.
Published: August 2016

Using a recent result of Bhattacharya, R. N. and Ghosh, J. K. ( Annals of Statistics, 1978, 434­451), Edgeworth expansions of distributions of Fisherconsistent estimators for curved exponential family of parent distributions (dominated by the Lebesgue measure) can be obtained. We compare directly the first four cumulants of an arbitrary Fisher­consistent estimator with those of the MLE after correcting them for their bias. This leads to a key probability inequality which immediately implies the second order efficiency of the MLE wrt any bounded bowl­ shaped loss function. If the assumption of a dominating Lebesgue measure is dropped the formal Edgeworth expansions are no longer valid. However it turns out that if the loss function satisfies certain additional conditions the second order efficiency of the MLE holds. This modification takes care of the curved multinomial.
Asymptotic Properties of Linear Functions of Order Statistics for Non­Stationary Mixing Processes
Authors: Sotres David A. , Ghosh Malay
Published: August 2016

For ø­mixing sequences of random variables, under certain conditions, we provide a representation of linear functions of order statistics as sample means pius remainder terms. The remainder terms are shown to converge to zero almost surely at certain rates.
Progressively Censored Tests for Multiple Regression Based on Weighted Empirical Distributions*
Authors: Sinha Agam Nath , Sen Pranab Kumar
Published: August 2016

In clinical trials and life testing problems, often, progressive censoring schemes are adopted to monitor the experiment from the beginning with the objective of a possible early termination. Progressively censored tests for multiple regression based on weighted empirical distributions are developed here, their various (asymptotic) properties are considered and some simulation studies of the critical values of the proposed test statistics are also presented.
Inter­Effect­Orthogonality in Factorial Experiments
Authors: Mukerjbe Rahul
Published: August 2016

A set of necessary and sufficient conditions has been established for best linear estimates of estimable treatment contrasts belonging to different facotrial effects to be mutually orthogonal. The cases of both connected and disconnected designs have been considered. The analysis of connected designs satisfying the orthogonality condition has been derived. The orthogonality condition obtained is seen to throw new light on some of the existing methods of construction of symmetric and asymmetric factorial designs. Extension of the conditions to designs eliminating heterogeneity in several directions is immediate
On the Pitman Efficiency of Sequential Tests
Authors: Sen Pranab Kumar , Ghosh Malay
Published: August 2016

The paper defines a new notion of Pitman efficiency of sequential tests and examines in the light of this notion the asymptotic relative efficiencies of some sequential rank order tests with respect to the sequential probability ratio tests and sequential likelihood ratio tests.
Asymptotically Minimal Multivariate Tolerance Sets
Authors: Chatterjee Shoutir Kishore , Patra Nishith Kumar
Published: August 2016

Multivariate β-content tolerance sets with asymptotic confidence level [Formula: see text] are defined and the requirement of asymptotic minimality for such sets is formulated. A method of construction of asymptotically minimal tolerance sets baFed on uniformly consistent density estimates ia developed. Application of the method in certain parametric situations based on parameter estimates and certain nonparametric situations based on window estimates of the density is considered.
Orthogonal Fractional Factorial Plans
Authors: Mukerjee Rahul
Published: August 2016

This paper shows that the criterion of proportional frequency for (unblocked) orthogonal fractional factorial plans, as suggested by some previous authors, is not generally true. On the other hand, the criterion of equal frequency has been established as a necessary and sufficient condition in the general case. Some other properties of orthogonal fractional factorial plans have been investigated. A necessary and sufficient condition for designs involving two or more blocks has also been presented. A broad class of non-existence results follow.
An Estimator of Normal Covariance Matrix
Authors: Sharma Divakar
Published: August 2016

Solliah (1964), by considering the group of lower triangular matrices, suggested an estimator of the normal covariance matrix Σ when the mean vector is known and the loss function is tr [Formula: see text] His estimator besides being minimax is better than the MLB of Σ. In this paper, we improve upon his estimator and calculate the reduction in the risk when Σ is 2×2.
A Note on Duals of Some Tm-Type PBIB Designs
Authors: Das A.D. , Saha G.M.
Published: August 2016

Partially balanced incomplete block (PBIB) designs based on m-dimensional triangular ( Tm) association scheme are called Tm-type PBIB designs. This note contains some results on the effect of dualisation on some sories of Tm-type PBIB designs.
A Note on Partially Efficiency Balanced Designs
Authors: Pal Satyabrata
Published: August 2016

In this note we modify the definition of Partially Efficiency Balanced (PEB) designs as given by Puri et al (1977 a) and show that the PEB designs constitute the most general class which includes any conceivable design in the class of block designs.
On Invariance Principles for LMP Conditional test Statistics*
Authors: Sen Pranab Kumar
Published: August 2016

For a set of random variables, not necessarily independent, along with a characterization of locally most powerful (LMP) conditional tests, some weak as well as strong invariancc principles for tbe allied test statistics arc considered. In the light of asymptotic sufficiency of sub-sigma fields (generating tbe conditional tests). the closeness of LMP and LMP conditional test statistics is examined with reference to the invariancc principles for these statistics. these results include, as special cases, parallel results on various LMP rank test statistica. scattered in the literature.
Ranking of PBIBD's with Regard to A-Optimality Criterion Under A Mixed Model
Authors: Mukhopadhyay Sunanda
Published: August 2016

For the problem of estimation of all elementary treatment contraata, restrictina ourselves to PBIBD's with two clus association schemea under a mixed model we follow the approach of Sinha and Sinha (1969) to study the behaviour of tho average variance [Formula: see text] as a function of [Formula: see text] and also as a function of the auociation scheme to some extent. The functional form of [Formula: see text] turna out to be the Jame as that under fixed effects model and either [Formula: see text] for all admissible θ>0. We got that when a BIB dosian does not exist with tho alven parameters a GO design with [Formula: see text] if it exists, is A-optimal within the class of all PBIB designs with two associate class association schemes. This proves that in respect of A-optimality, the result of Chong (1978) can be extended to all GD designs with [Formula: see text] if we restrict ourselves to such PBIB dosigns.
Methods of Construction of Balanced Arrays with Application to Factorial Designs
Authors: Aggarwal K. R. , Singh T. P.
Published: August 2016

Some methods of constructing balanced arrays are given along with their applications to construct useful series of asymmetrical factorial designs.
Construction of GDSORD from Balanced Block Designs with Variable Replications
Authors: Adhikary Basudeb , Panda Rajendranath
Published: August 2016

Method of construction of GDSORD from BBD with same number of factors in various groups as well as different number of factors in different groups have been worked out.
A Method for Constructing Second-Order Rotatable Designs
Authors: Huda S.
Published: August 2016

A method for constructing second-order rotatable desians in k dimensions from second-order rotatable designs in k - l dimensions (1 ⩽ l ⩽ k -1) is proposed. The method makes use of balanced incomplete block designs. The method always works and, further, the experiments performed according to the ( k - l)-dimensional design need not be discarded.
Asymptotic Expansion for a Class of Sample Quantiles
Authors: Chanda Kamal C.
Published: August 2016

Let X k: n be the kth order statistic (1 ⩽ k ⩽ n) for a random sample of size n from a population with the distribution function F. Let {α n}, { βn} ( βn > 0) be sequences of real numbers and let { kn} ( kn ⩽ n) be a sequence of positive integers. The present article explores the various choices of α n, βn and kn such that under some mild regularity conditions on F, L( Yn) → n (0,1) as n→∞, where Yn = ( Xkn:n + α n)⁄ βn. It is further shown that under some additional conditions on F, standard asymptotic expansion (in Edgeworth form) for the distribution of Yn can be derived.
Characterization of Certain Poisson­Compound Distributions and a Variant of The Generalized Rao­Rubin Condition
Authors: Talwalker Sheela
Published: August 2016

The Rao­Rubin condition characterizing the Poisson distribution is further generalized to characterize certain Poisson­compound distributions.
Unbiasedness of the Likelihood Ratio Test for Sphericity with a General Pattern of Sample*
Authors: Sarkar Sanat Kumar
Published: August 2016

The likelihood ratio test for sphericity of a p-variate normal population is considered with a general pattern of the sample which accounts for a special type of incompleteness. This test is observed to be biased unless the sample is complete. A modification of it is shown to be unbiased.
Estimating the Location Parameter of an Exponential Distribution with Known Coefficient of Variation
Authors: Ghosh Malay , Razmpour Ahmad
Published: August 2016

The plper considers estimation of the location parameter of an exponential distribution with known coefficient of variation. Several estimators including the maximum likelihood estimator and the best scale invariant estimator are proposed and compared.
Efficiency Comparisons Among Estimators of Reliability
Authors: Mukherjee S. P.
Published: August 2016

Efficiency of the estimator of reliability based on number of failures compared to that based on failure times, assumed to be distributed exponen-tially, has been examined when test times, operating times and number of items used up are made the same in these two plans. Optimum test time in the usual attribute plan has been indicated.
On the Asymptotic Regret While Estimating the Location of an Exponential Distribution
Authors: Mukhopadhyay Nitis
Published: August 2016

Mukhopadhyay's (1974) sequential procedure for estimating the location parameter of a negnive exponential distribution is further analyzed in the case of point estimation. Two main results are summarized in Theorems 1 and 2, and sbcse study asymptotic behaviors of the “regret”.
Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix
Authors: Sharma Divakar , Krishnamoorthy K.
Published: August 2016

The scale and orthogonal equivariant minimax estimators are obtained for the bivariate normal covariance matrix and precision matrix under Selliah's (1964} and Stein's (1961) loss functions. These new estimators are better than Selliah's and Stein's minimax estimators. An unbiased estimator of the risk of the new estimator is obtained under Selliah's loss function using Haff's (1979) identity for the Wishart distribution. Simulation results seem to indicate that the new estimators dominate the corresponding Hatf's [(1979), (1980)] estimators. We also prove that, for p-2, Haff's estimators are not minimax.
A Class of Estimators of the Population Mean Using Multi­Auxiliary Information
Authors: Srivastava S. K. , Jhajj H. S.
Published: August 2016

For estimating the mean of a finite population, Srivastava and Jhajj (1981) defined a broad class of estimators which we information of the sample mean as well as the sample variance of an auxiliary variable. In this paper we extend this class of estimators to the case when such information on p(> 1) auxiliary variables is available. The estimators of the class involve unknown constants whose optimum values depend on unknown population parameters. When these population parameters are replaced by their consistent estimates, the resulting estimators are shown to have the same asymptotic mean squared error. An expression by which the mean squared error of such estimators is smaller than those which use only the population means of the auxiliary variables, is obtained.
On the My-Optimality of Chemical Balance Weighing Designs
Authors: Jacroux Mike
Published: August 2016

In this paper we consider the problem of optimally weighing n objects with N weighings on a chemical balance. A design is said to be MV-optimal within the classes of designs considered if it minimizes the maximal variance of the least squares estimates of the weights. Several new results on the MV-optimality of chemical balance designs are given.
Repeated Measurement Designs
Authors: Mukhopadhyay A, C. , Saha Rita
Published: August 2016

In the present paper Repeated Measurement Designs (RMD's) have been studied under mixed effects model, assuming unit effects to be random and most of the optimality results of RMD's proved under fixed effects model by Hedayat et. al (1978), Magda (1980) and Cheng et. al (1980) have been reestablished in the context of mixed effects model.
Construction of Partially Efficiency Balanced Block Designs
Authors: Ceranka Bronislaw
Published: August 2016

In this paper we consider some methods for constructing a class of connected block designs, termed as partially efficiency balanced block designs. These designs may be particularly useful for factorial experiments.
Balanced Block Deslgns with Nested Rows and Columns
Authors: Panandikar Sanjeev C.
Published: August 2016

The concept of block designs with nested rows and columns is applied to Balanced Block designs [Corsten (1962)]. Some methods of construction are given along with the analysis.
Estimation of Weibull Parameters Using Fractional Moments
Authors: Mukherjee S.P. , Sasmal B.C.
Published: August 2016

For a two-parameter Weibull distribution, moment estimators of the parameters have been developed by choosing orders of two moments (allowing fractions) so that the overall relative efficiency of the moment estimators compared with the maximum likelihood estimators is maximized . Some calculations in support of the superiority of fractional moments over integer moments in this connection have also been presented.
On a Class of Variance Balanced Designs Associated with GD Designs
Authors: Agarwal G. G . , Kumar Sanjay
Published: August 2016

In this paper variance balanced incomplete block designs have been constructed in unequal block sizes for situations when suitable BIB designs do not exist for a given number of treatments.
A Note on Construction of Neighbour Designs
Authors: Agrawal H.L. , Prasad Jagdish
Published: August 2016

In this paper some methods of construction of neighbour designs having k=4, are developed using the method of differences.
Double Sampling for Two Auxiliary Characters
Authors: Singh Randhir
Published: August 2016

In the present note the. best mode of sampling in doubl sampling with two auxiliary characters ha s been in vestigated a nd it has bee shown that generally the sampling procedure in which all the characters ar observed in independent samples provides the most efficient estimator.
Speed of Convergence in Density Estimation by Delta Sequence and Estimation of Mode
Authors: Basu A.K. , Sahoo D.K.
Published: August 2016

Given a sequence of i.i.d. random variables the speed of local as well as global convergence rates of delta sequence type estimators of their common density function, its derivative and its mode is studied. This throws light on the usefulness of such estimators. The method of estimation based on delta sequences has been used because it generalizes many of the well known methods for such problems viz. the Kernel method proposed by Parzen (1962), orthogonal series method used by Schwartz (1967), etc.
On the Bayes Estimate of a Functional of two Distributions
Authors: Tiwari Ram C. , Jammalamadaka S. Rao
Published: August 2016

Let X1, X2 and Yl. Y2 be two indepently and identically distributed random variables each from the unknown distributions F and G respectively. Using a new constructive definition of the Dirichlet process we derive the Bayes estimate of the probability that {max ( X1, X2) < min ( Y1, Yz) or max ( Y1, Y2) < min ( X1 X2)}. We demonstrate how this constructive definition simplifies considerably the ‘linearized Dirichlet process’ approach adopted by Yamato (1975) to derive the Bayes estimate of a related functional. The limiting Bayes cstimato is shown to be asymptotically equivalent to a U-statistic, and its asymptotic normality is established. This problem relates to testing whether F and G arc identical.
Some Designs for Parallel Line Assays*
Authors: Das A.D.
Published: August 2016

A method of constructing a class of block designs known as C-designs has been suggested and it has been shown that this method can conveniently be used to obtain a series of imcomplete block designs (IBDs) for multiple symmetrical parallel line (MSPL) assays. Using two particular classes of C-designs as basic designs, two different series of IBDs for MSPL assays have been evolved. It has been further shown that the series of IBDs for symmetrical parallel line (SPL) assays can also be derived as a particular case from all these IBDs for MSPL assays. Besides, the analyses of all these bio-assay designs have been provided in general terms.
On the E-Optimality of Truncated BIBD
Authors: Sathe Y.S. , Bapat R.B.
Published: August 2016

It is shown that if some blocks are deleted from a BIBD, then under certain conditions on the parameters, the resulting design is E-optimal.
On a Class of Arrays Leading to Factorial Fractions
Authors: Adhikari Basudeb , Das Premadhis
Published: August 2016

In this paper the authors have introduced a class of arrays which gives a class of irregular fractions of the corresponding factorial experiments. Introducing the concept of sub-factors the degrees of freedom (d.f) due to main-effects (m.e) have been partitioned into d.f due to within sub-factor main-effects and between sub-factor main-effects. The d.f. due to interactions have been correspondingly partitioned, The analysis of the array bas been considered for main-effect plans only.
Variance Balanced Designs Through Difference Sets
Authors: Tyagi B.N. , Rizwi S.K.H.
Published: August 2016

In this paper, the methodof differences has been utilized for construction of variance balanced designs in unequal blocks. These designs require lesser number of replications than unreduced BIB designs for the same number of treatments and turn out to be efficiency balanced also in many cases.
D-Optimum Designs for Estimating Optimum Points in a Quantitative Multiresponse Experiment
Authors: Mandal Nripes Kumar
Published: August 2016

The problem of estimating the optimum factor combinations in a multifactor, multiresponse experiment has been considered, The criterion used is the extended D-optimality criterion. The property of convexity of a transform of the criterion function and the principle of invariance have been used to find optimum designs. This is a generalization of the problem considered by Mandai (1982).
Note on a Sequential Inventory Model with a Finite Number of Periods
Authors: Roy Dilip
Published: August 2016

A sequential inventory model with a finite number of periods has been studied when quantity received is not necessarily normal.
A Note on A-Efficiency of Certain Equiblocksized Equireplicated Connected Designs
Authors: Panandikar Sajeev C.
Published: August 2016

The overall A-efficiency based on aU estimable parametric functions [Khatri (1982)) is obtained for equireplicate, equiblocksized connected designs. This makes it possible to have a relationship between the A-efficiency and the efficiency based on average variance of elementary treatment c.ootrasu.
Sequential Likelihood Rules for Selecting the Negative Exponential Population Having the Smallest Scale Parameter
Authors: Miller D.S. , Mukhopadhyay N.
Published: August 2016

We consider k independent two­parameter exponential populations having unknown scale parameters. The problem is to select the popula­tion associated with the smallest scale parameter under Bechhofers (1954) “indifference­zone“ approach. Likelihood based sequential rules are studied when the location parameters are unknown, known, and some known/some unknown. The general methodology has been illustrated extensively, both theoretically and by means of simulated experimunts when k=2,
Exact Distribution of the LRC for Testing Σ = σ2Σo in Complex Multivariate Case
Authors: Rathie Navratna
Published: August 2016

The exact distribution of the likelihood ratio statistic for testing the hypothesis that the covariance matrix Σ = σ2 Σo, where σ2 is unknown and Σo is known is given in this paper for the case of complex multivariate normal population. The percentage points are computed for several values of the parameters.
Compound Hermite and Stuttering Poisson Distributions
Authors: Patil S. A. , Raghunandanan K.
Published: August 2016

In this paper we discuss the compound distribution of Stuttering Poisson distribution when the parameters are assumed to be independent random variables. Compounding of the Hermite distribution, whtch is a special case of the Stuttering Poisson distribution, is briefly discussed.
On The Prediction Limits for Rayleigh Life Distribution
Authors: Sinha S. K.
Published: August 2016

Classical and Bayesian prediction intervals are obtained for Rayleigh life distribution. We show that the Bayesian predictive interval under the Hartigan­prior is uniformly shorter than its classical counterpart. A numerical example is given.
Estimability­Consistency and Regularity of Factorial Effects in Disconnected Designs
Authors: Chauhan Chand K.
Published: August 2016

This paper studies the estimability of an l factor design, dx, which is derived from a p factor factorial design, d, by deleting the last ( p - l) factors of d. It is shown that under certain regularity conditions a given contrast belonging to a factorial effect in dx; is estimable in dx; if and only if its corresponding contrast in d is estimable in d.
Optimality of the Maximum Likelihood Estimator in AR (p) Model Under a General Set-Up of the Roots
Authors: Basu A. K. , Das J. K.
Published: August 2016

[Formula: see text]