bluuebunny/crossref_metadata_2025 huggingface dataset:
Forcing of the Atlantic Equatorial Deep Jets Derived from Observations
Authors: Claus Martin , Greatbatch Richard J. , Brandt Peter , Toole John M.
Published: August 2016

The equatorial deep jets (EDJs) are a ubiquitous feature of the equatorial oceans; in the Atlantic Ocean, they are the dominant mode of interannual variability of the zonal flow at intermediate depth. On the basis of more than 10 years of moored observations of zonal velocity at 23°W, the vertically propagating EDJs are best described as superimposed oscillations of the 13th to the 23rd baroclinic modes with a dominant oscillation period for all modes of 1650 days. This period is close to the resonance period of the respective gravest equatorial basin mode for the dominant vertical modes 16 and 17. It is argued that since the equatorial basin mode is composed of linear equatorial waves, a linear reduced-gravity model can be employed for each baroclinic mode, driven by spatially homogeneous zonal forcing oscillating with the EDJ period. The fit of the model solutions to observations at 23°W yields a basinwide reconstruction of the EDJs and the associated vertical structure of their forcing. From the resulting vertical profile of mean power input and vertical energy flux on the equator, it follows that the EDJs are locally maintained over a considerable depth range, from 500 to 2500 m, with the maximum power input and vertical energy flux at 1300 m. The strong dissipation closely ties the apparent vertical propagation of energy to the vertical distribution of power input and, together with the EDJs’ prevailing downward phase propagation, requires the phase of the forcing of the EDJs to propagate downward.
Validation of Ocean Color Remote Sensing Reflectance Using Autonomous Floats
Authors: Gerbi Gregory P. , Boss Emmanuel , Werdell P. Jeremy , Proctor Christopher W. , Haëntjens Nils , Lewis Marlon R. , Brown Keith , Sorrentino Diego , Zaneveld J. Ronald V. , Barnard Andrew H. , Koegler John , Fargher Hugh , DeDonato Matthew , Wallace William
Published: August 2016

The use of autonomous profiling floats for observational estimates of radiometric quantities in the ocean is explored, and the use of this platform for validation of satellite-based estimates of remote sensing reflectance in the ocean is examined. This effort includes comparing quantities estimated from float and satellite data at nominal wavelengths of 412, 443, 488, and 555 nm, and examining sources and magnitudes of uncertainty in the float estimates. This study had 65 occurrences of coincident high-quality observations from floats and MODIS Aqua and 15 occurrences of coincident high-quality observations floats and Visible Infrared Imaging Radiometer Suite (VIIRS). The float estimates of remote sensing reflectance are similar to the satellite estimates, with disagreement of a few percent in most wavelengths. The variability of the float–satellite comparisons is similar to the variability of in situ–satellite comparisons using a validation dataset from the Marine Optical Buoy (MOBY). This, combined with the agreement of float-based and satellite-based quantities, suggests that floats are likely a good platform for validation of satellite-based estimates of remote sensing reflectance.
Trains of African Easterly Waves and Their Relationship to Tropical Cyclone Genesis in the Eastern Atlantic
Authors: Dieng Abdou L. , Sall Saidou M. , Eymard Laurence , Leduc-Leballeur Marion , Lazar Alban
Published: August 2016

In this study, the relationship between trains of African easterly waves (AEWs) and downstream tropical cyclogenesis is studied. Based on 19 summer seasons (July–September from 1990 to 2008) of ERA-Interim reanalysis fields and brightness temperature from the Cloud User Archive, the signature of AEW troughs and embedded convection are tracked from the West African coast to the central Atlantic. The tracked systems are separated into four groups: (i) systems originating from the north zone of the midtropospheric African easterly jet (AEJ), (ii) those coming from the south part of AEJ, (iii) systems that are associated with a downstream trough located around 2000 km westward (termed DUO systems), and (iv) those that are not associated with such a close downstream trough (termed SOLO systems).

By monitoring the embedded 700-hPa-filtered relative vorticity and 850-hPa wind convergence anomaly associated with these families along their trajectories, it is shown that the DUO generally have stronger dynamical structure and statistically have a longer lifetime than the SOLO ones. It is suggested that the differences between them may be due to the presence of the previous intense downstream trough in DUO cases, enhancing the low-level convergence behind them. Moreover, a study of the relationship between system trajectories and tropical depressions occurring between the West African coast and 40°W showed that 90% of tropical depressions are identifiable from the West African coast in tracked systems, mostly in the DUO cases originating from the south zone of the AEJ.
Use of Out-Dated Frames in Large Scale Sample Surveys
Authors: Seal K.C.
Published: August 2016

Summary

In planning a large scale sample survey it is often found that the available frame from which the sample could be drawn is not up-to-date. In a dynamic population the sample thus drawn does not usually provid~ unbiased estimates of the population characteristics existing during the period of the survey. Unless some adjustments are made on the data collected during the survey, estimate of any population characteristic would be somewhat biased. In this paper some simple methods have been suggested on the basis of a reasonable birth and death process (for taking into account the changing population) which could be easily worked out in most of the practical situations. Some illustrations explaining the suggested methods have also been given.
On the Busy Period of a Single Server Bulk Queue with a Modified Service Mechanism
Authors: Bhat U. Narayan
Published: August 2016

Summary

The distribution of the busy period in a single server bulk queue with Poisson arrivals and a service mechanism providing for a different distribution for the first service time in a busy period is derived and a method of obtaining the transient behaviour of the queue length process is indicated.
Analysis of a Class of Two­Way Designs with Recovery of Inter­Row and Inter­Column Information
Authors: Kshirsagar A. M. , Ranganathan S.
Published: August 2016

Summary

Kurkjian, Zelen and Federer have given the analysis of a class of incomplete block designs and two­way designs by using their calculus of factorial arrangements. The incidence matrices of the designs considered by them possess a certain structural property ; they refer to it as property (A). They, however, have given only the intra­block or intra­row and column analysis. In this paper, the combined intra and inter­row and column analysis of two­6way designs possessing property (A) is derived. In addition, explicit expressions for estimates of the inter­row and intercolumn variances are also obtained and particular designs where the rows and columns form P.B.I.B or GD designs are also considered for the sake of illustration.
A Hájek-Rényi Type Inequality for Generalized U­Statistics*
Authors: Sen Pranab Kumar
Published: August 2016

Summary

For generalized U­statistics, using a particular decomposition and a theorem of Chow (1960), a Hájek-Rényi (1955) type inequality is derived, and its applications are briefly sketched.
Optimization of Storage Capacity with Shortage Cost Included
Authors: Chandra B. , Ghosal A.
Published: August 2016

Summary

This paper gives an analytical treatment of the problem of determination of the optimal capacity of a storage system, in which the storage function Z follows a certain type of stochastic model, and shortage cost is included.
An Algebra of Sampling Operators with Application in Sampling
Authors: Das Anukul Chandra
Published: August 2016

Summary

An algebra of operators has been developed and its use for estimating variances in some complex types of sampling has been considered.
On Construction of Neighbor Designs
Authors: Das A. D. , Saha G. M.
Published: August 2016

Recently a type of block designs called ‘Neighbor designs’ has been developed for serological experiments. It is described as an arrangement of v objects (antigens) on b circular plates (blocks) such that (i) every plate has k objects, not necessarily all distinct, (ii) each object appears r times (not necessarily on r different plates) and (iii) each object is a neighbor of every other exactly λ times. Complete block (i.e, k = v) neighbour design for any odd number of antigens ( v) and incomplete block (i.e., k < v) neighbor designs with λ = 1 and λ > 1 are available in the literature. In this paper, we have suggested a systematic method of constructing complete block neighbor design for any even v. Moreover, we have presented four new methods of construction of incomplete block neighbor designs and have been able to obtain some series of these designs with minimum λ-value through one of the proposed methods.
On Bahadur's Representation of Sample Quantiles for Nonstationary Mixing Processes
Authors: Sotres David A. , Ghosh Malay
Published: August 2016

For sequences of independent and identically distributed random variables, Bahadur (1966), obtained, under certain mild coniditions an elegant almost sure represetation of a sample quantile as an average of independent and identically distributed centered random variables plus a remainder term converging to zero almost surely at a faster rate. J. K . Ghosh (1971), obtained, under milder regularity conditions, a weaker version of the result. The present paper obtains under certain conditions Bahadur type results for non-stationary ø-mixing processes and J. K. Ghosh type results for non-stationary strongly mixed processes.
On Some Distribution-Free Tests for Affine Symmetry*
Authors: Sen Pranab Kumar
Published: August 2016

Some distribution-free tests for affine symmetry of a continuous bivariate distribution are proposed and studied here. Both rank order tests and tests of the Kolmogorov-Smirnov and Cramer-von Mises type (based on the empirical distribution) are considered and their asymptotic relative efficiency results are studied.
On The Construction of Some L2 Designs
Authors: Sharma H.C.
Published: August 2016

A solution of L2 design with the parameters [Formula: see text] has been obtained when the symbols within the sets of the irreducible BIB design having the parameters [Formula: see text] can be arranged in cycles so that the PD-values for any ordered pair of symbols over all these cycles do not represent a PD-set 'more frequently' than its cardinality. A solution of the unsolved L2 design with the parameters [Formula: see text] as reported by Chang and Liu (1964) has been obtained as a particular case.
Some Methods of Construction of Second Order Rotatable Designs
Authors: Pal Satyabrata
Published: August 2016

Two distinct methods of construction of SORD have been developed. The number of levels of each factor may be chosen according to the desire of the experimenter. One of the methods developed in this paper is also flexible in regard to accommodating any number of quantitative factors in the design.
Asymptotic Expansion of Quantiles Computed from Mixed Samples 1
Authors: Chanda Kamal C.
Published: August 2016

This article describes an Edgeworth type expansion as n→∞ for the distribution of a quantile computed from a mixed sample of size nk, representing a finite number k of populations, a sample of size n being drawn from the jth population (l⩽ j⩽ k). If the sth ( s ≧ 3) derivative of each of the underlying k distribution functions exists in the neighbourhood of a suitably defined population quantile, then the error of this asymptotic expansion is of order smaller than n-(8-2)|2.
A Test for Mean with Additional Observations
Authors: Sarkar S. K.
Published: August 2016

X1 and X2 are two random variables following a bivariate normal distribution, [Formula: see text], with all parameters unknown. Given n1 indepen­ dent observations on (X1 , X2) and n2 additional independent observations on X1 , we propose a procedure for inferring about µ2 utilizing all available information. The proposed procedure is compared with that based on student's t­statistic utilizing only the observations on X2. The generalization to the multivariate case is also done.
Asymptotic Optimality of Restricted Maximum Likelihood Estimates for the Mixed Model
Authors: Das Kalyan
Published: August 2016

In this paper we study the asymptotic optimality of the restricted maximum likelihood estimates of variance components in the mixed model of analysis of variance. Using conceptual design sequences of Miller (1977), under slightly stronger conditions, we show that the restricted maximum likelihood estimates are not only asymptotically normal, but also asymptotically equivalent to the maximum likelihood estimates in a reasonable sense.
Further Results on the Analysis of Factorial Experiments
Authors: Mukerjee Rahul
Published: August 2016

The concepts of intcr-effect-orthogonality and regularity in factorial experiments as introduced by Mukerjee (1979) have been generalised to the concepts of inter-effect-orthogonality and regularity of order t. and corresponding necessary and sufficient conditions have been given. The problems of balancing, retaining full information and calculation of sums of squares have also been considered.
On the Admissibility of the Symmetrized Des Raj Estimator for PPSWOR Samples of Size Two
Authors: Sengupta S.
Published: August 2016

The symmetrized Des Raj estimator for a finite population total based on a PPSWOR sample of size two is shown to be admissible within (i) the class of all linear estimators and (ii) the class of all unbiased estimators. In this connection we have obtained a class of admissible linear estimators of the population total which includes the sample mean multiplied by the population size and the classical ratio estimator for any arbitrary sampling design.
Semi–Sequential Nonparametric Tests for two Populations with one Sample Size Fixfd
Authors: Bandyopadhyay Uttam
Published: August 2016

The problem or testing the identity of two populations given a sample of fixed size from the first population, is considered . The given sample is used to demarcate a suitable region in the observational space. Observations are then drawn sequentially from the second population. At each step the number of observations lying in the demarcated region is counted and rejection is indicated if this number deviates too much (in the right direction) Otherwise, observation is continued till a prefixed number of observations in the demarcated region is obtained. If rejection is not indicated even at that stage, acceptance is recommended. Different large sample procedures based on this approach are formulated and examined.
A Generalization of the Marriage Theorem and Balancing of Block Designs
Authors: Rüschbndorf Ludger
Published: August 2016

A simultaneous version of the ‘marriage theorem’ of König-Hall is proved and applied to the problem of balancing a block design by rearranging within blocks.
Use of Distance Function in Sequential Treatment Assignment for Prognostic Factors in the Controlled Clinical Trial
Authors: Raghavarao Damaraju
Published: August 2016

In controlled clinical trials, the treatments are likely to be influenced by various prognostic factors, and while assigning treatments sequentially to the patients it is desirable to allot the treatments in such a way that the treatments are balanced over the main effects of prognostic factors and also on some or all interactions between the prognostic factors if the interactions are present. Efran (1971), Pocock and Simon (1975) and Freedman and White (1976) described some methods of balancing the treatments over the prognostic factors. In this paper, we shall describe a new approach in assigning the treatments using multivariate methods.
A Note on a Result of Ghosh and Sinha
Authors: Sinha Bikas Kumar , Mukhopadhyay Banshi Badan
Published: August 2016

For the usual normal linear model with an lntraclass covariance structure, Ghosh and Sinha (1978) has given a complete characterization of tho design matrix for the robustness of the likelihood ratio test for linear hypotheses. We indicate here an alternative proof of the result which gives a better Insight into the problem.
On the Efficiency of the Interpenetrating Sub–Sampling Procedure
Authors: Sengupta S.
Published: August 2016

The sample mean based on distinct units for k (⩾ 2) independent interpenetrating samples drawn according to SRSWOR is shown to be more (less) efficient than one based on a single SRSWR (SRSWOR) sample with the same expected effective size.
On a Class of Estimates of the Probability Density Function and mode based on a Random Number of Observations
Authors: Samanta M. , Mugisha R. X.
Published: August 2016

The estimate of the probability density function, based on a fixed number of observations, studied by Yamato (1971) and Davies (1973), has been extended to the case when the number of observations is random. Asymptotic properties of the estimates of She d:osity function and its derivatives, as also of the estimate of the mode, have been studied under appropriate conditions.
On the Structure of Incomplete Block Designs
Authors: Agrawal H. L. , Prasad Jagdish
Published: August 2016

The bounds for the number of treatments common to any set of blocks of a connected (v, b, r, k) design are derived, and earlier published results are shown to be inferior. A new interesting result on dual of a connected (v, b, r, k) desian is obtained. It is further established that for disconnected designs, the earlier result on the bound of identical blocks is incorrect.
Some Series of SGDD's with the Dual Property, BOD's and BIBD's
Authors: Mukhopadhyay A. C.
Published: August 2016

In the present paper an infinite series of Ba1am:ed ortbozonal designs (BOD's) is constructed for each s, an odd prime number or prime power and hence some infinite series of balanced incomplete block designs (BIBD's) and symmetrical group divisible designs (SGDD's) witb dual Ptoperty. Following Bose (1977), equivalences of some series of SGDD's with dual property are cstablished and their equivalence with corresponding series of BOD's is pointed out.
On Interpenetrating Samples of Equal and Unequal Sizes
Authors: Sengupta S.
Published: August 2016

The interpenetrating sub-sampling procedure with unequal sizes of the samples has been compared with an equicost procedure based on equal sized samples and it has been observed that unequal sized samples lead to more precise estimates of a finite population mean in almost all the cases dealt with in this paper. Simple random sampling has b:en considered throughout and it has been assumed that the cost of the survey is proportional to the number of distinct units in the sample.
Characterisation of Random Vectors Through Wishartness of S.P. Matrix
Authors: Chattopadhyay A.K.
Published: August 2016

Joint distribution of xj 's when [Formula: see text] are independent chi-square variates is deduced. This is used to find the distribution of i.i.d. random vectors whose sum of product matrix is a Wishart variate.
Some Results on Group Divisible Designs
Authors: Panandikar Sanjeev C.
Published: August 2016

A condition is established for obtaining a Group Divisible (GD) design from an asymmetric Bm design. A method is also given for constructing a variance balanced design from a GD design.
Universal Optimality of Fractional Factorial Plans Derivable Through Orthogonal Arrays
Authors: Mukerjee Rahul
Published: August 2016

This paper extends the results of Cheng (1980) and proves the universal optimality of fractional factorial plans derivable through orthogonal arrays in the presence of lower order interactions. Also the connexion with orthogonal fractional factorial plans has been explored.
On Estimating Ratio and Product of Population Parameters
Authors: Singh R. Karan
Published: August 2016

A generalized estimator representing a class of estimators for the estimation of ratio and product of population parameters has been proposed. A sub­class of optimum estimators from the proposed class has been investigated and it has been shown that every member of the sub­class has the same minimum mean square error. Further the optimum value (depending upon population parameters) when replaced from sample values gives the estimators having the minimum mean square errors of the optimum estimators.
Third Order Efficiency of the MLE —A Counterexample*
Authors: Ghosh J. K. , Sinha B. K.
Published: August 2016

We give an example of a curved exponential where the maximum likelihood estimate is not third order efficient either in the sense of Fisher-Rao or Rao.
Bounds for the Variance and the Distribution Function of the Graybill-Deal Estimator of the Common Mean
Authors: Sathe Y. S. , Shah S. P. , Joshi S. M.
Published: August 2016

Sharp upper and lower bounds for the variance and the distribution of the Graybill-Deal estimator of ihe common mean μ of two independent normal distributions with unknown variances are obtained in case of equal sample sizes.
Construction of Some Non-Invariant Balanced Sampling Designs
Authors: Sengupta S.
Published: August 2016

The problem considered in this paper is that of construcHng fixed size sampling designs having constant inclusion probabilities of first two orders. Some such sampling designs are developed in situations where the population units are subject to classification in one or more ways eliminating the chance of selection of samples for which the units have too lopsided a distribution over the classes.
Some Central Limit, Glivenko-Cantelli Type Theorems for Empirical Distribution Functions of Sample Means
Authors: Rosalsky Andrew
Published: August 2016

[Formula: see text]
On the Comparison of Several Bounds for the Variance in the Presence of Nuisance Parameters
Authors: Kim Byung Hwee , Ghosh Malay
Published: August 2016

The paper compares the Bhattacharyya bounds and the Hammersley-Chapman-Robbins bounds for the variance of unbiased estimators in the presence of nuisance parameters.
Sequential Bernoulli Sampling Plans Re-Examined
Authors: Bose Arup , Sinha Bikas Kumar
Published: August 2016

Connections between the so called efficient and inefficient Bernoulli sampling plans are explored, via the concept of sufficiency of statistical experiments. From this point of view, many inefficient plans turn out to be quite useful. We also take up the problem of comparison of two arbitrary plans and provide a variety of results. The paper ends with a few conjectures on some naturally raised questions, yet to be satisfactorily settled.
A Compromise Between the UMVUE and Bayes Estimators of Poisson Means
Authors: Ghosh Malay , Zamudio Francisco
Published: August 2016

In estimating the Poisson mean, we propose estimators compromising between the uniformly minimum variance unbiased (UMVUE) estimators, and Bayes estimators with respect to conjugate gamma priors. The proposed compromise estimators are compared with the UMVUE and Bayes estimators in terms of their risk and Bayes risk performance.
A Characterization of the Generalized Gamma Distribution
Authors: Roy Dilip
Published: August 2016

A characterizing property of the generalized gamma distribution based on a conditional distribution has been studied in this work following a similar approach presented by Patil and Seshadri (1964). As a particular case a characterization of the Weibull distribution has alse been covered.
On Multidimensional Incomplete Block Designs
Authors: Pal Samarendranath , Pal Satyabrata
Published: August 2016

In this communication, methods of construction of balanced multidimensional incomplete block designs have been developed. Some illustrations have been presented to introduce the technique in case of four dimensional design. Multidimensional Partially Efficiency Balanced (PEB) design has been defined with suitable illustration in the concluding section.
Analysis of Symmetric–Simplex Designs in Mixture Experiments
Authors: Singh S.P. , Pratap M. , Das M.N.
Published: August 2016

In this paper the analysis of the data obtained from a mixture experiment has been presented, when the response at the various points of the symmetric simplex design is represented by a cubic model. Variances and covariances of various estimates of regression parameters are also obtained.
Partially Balanced Second–Order Designs for 3m1+m2 Factorials
Authors: Kuwada Masahide
Published: August 2016

This paper investigates a second-order design for 3 m1 + m2 factorials involving [Formula: see text] unknown effects such that the covariance matrix of the estimates of these effects is invariant under any permutation within each m factors for k = 1,2.
Factorial Experiments in Four-Associate Class Cyclic PBIB Designs
Authors: Gupta Sudhir
Published: August 2016

The use of four associate class cyclic PBIB designs of Agrawal in factorial experiments is considered. The efficiency factors of main effects and interactions in these designs are obtained. The Main effects and interactions that are balanced in these designs are identified. The results presented arc illustrated with the help of an example.
A Statistical Analysts of Serially Balanced Sequences: First Order Residuals Proportional to Direct Effects
Authors: Sen Mausumi , Sinha Bikas K.
Published: August 2016

We consider the situation where a number of treatments are successively applied to a single experimental unit with both the direct effect of a treatment (in the period it is applied) and its residual effect (in the following period) being considered as two separate components of variation. We specialize to the case where the residual effects are certain known/unknown fractions of the correeponding direct effects. We discuss a method of analysis of the underlying data and also present various related results.
A Strong Law for Weighted Averages of Random Variables and the Komlós-Révész Estimation Problem
Authors: Rosalsky Andrew
Published: August 2016

[Formula: see text]
On the Asymptotic Properties of Hogg's Q Statistic
Authors: Nagaraja H.N.
Published: August 2016

The asymptotic properties of Qn, a measure of tail thickness introduced by Hogg, are investigated. The nondegenerate limit distribution of Qn is obtained as an application of a bivariate extension of a result on smooth linear functions of order statistics, due to Stigler. The limiting result is helpful in indicating the optimum proportion of the sample data to be used in the construction of Qn for discriminating between members of a symmetric family of distributions. The asymptotic theory is also used to find a close approximation to the expected value of Qn. This approximation works well for moderate sample sizes for distributions in the symmetric family.
Miscellaneous Central Limit Theorems for Random Variables with Infinite Variance
Authors: Adler André
Published: August 2016

Several central limit theorems are established, all for random variables with infinite variance. Thus, showing that central limit theorems can be extended for non­ L2 random variables. Also, applications to renewal theory are presented.
Transient Solution to MX/GY/1/b with Vacations
Authors: Krishnamoorthy A. , Laksamy B.
Published: August 2016

A single server queueing system with a finite capacity b is considered. The arrival is according to compound poisson process and the service times have general distribution depending on the number of units in the batch being served. The service commences only when the system is full. On completion of the service of a batch if the system size is less than b, the server goes for rest for random duration having general distribution. System size probabilities are computed at arbitrary time points. Computation of the virtual waiting at time t is illustrated.
Optimality of Row­Column Designs
Authors: Das Ashish , Dey A.
Published: August 2016

Optimality of some row­column designs are studied in this paper. Some ‘quotient’ block designs of Bagchi (1988) are used to obtain E­optimal row­column designs in the class of all connected row­column designs. A result of Jacroux (1982) is generalized to obtain E-optimal binary row­column designs.
A Subjective Bayesian Response BIAS Model
Authors: Fong W.K.
Published: August 2016

In order to study the reponse bias in sample survey, we consider a simple response bias model via a subjective Bayesian approach (see Ericson (1969) ). It is possible to assess the magnitude of the response bias by the method of subsampling. One way is to measure a portion of the subjects twice. For instance, at a certain time period t, a first sample is drawn. At another time period t*, a second sample is drawn such that the two samples are partially (or completely) overlapped. We try to obtain the responses of each of the overlapped elements in a way such that one of the measurements could be more precise (and hence more expensive) than the other measurement. Heneo the magnitude of the response bias can be measured. In this paper, we construct a simple response bias model. Optimal designs and estimates can be obtained via a subjective Bayesian approach.
On Testing Homogeneity of Variances of Correlated Variables with Incomplete Data
Authors: Chakravorti S. R. , Chattopadhyay A.K.
Published: August 2016

Some exact tests have been proposed for testing equality of variances of several correlated variables when some additional observations are available. The derivation of the tests is based on the assumption that covariance structure of the original variable is circular stationary. The exact null distributions of the test statistics have been derived. Some properties of the test have been discussed.
An Inventory Problem Revisited
Authors: Mukherjee S. P. , Dasgupta Bandana
Published: August 2016

In this paper, we propose a new solution to a point demand inventory problem that minimises the mode of the distribution of total cost, Some analytic results are given for the case of gamma and beta distributed demand.
Uniform Random Variables: Do They Exist in the Subjective Sense ?
Authors: Kunte Sudhakar , Rattihalli R.N.
Published: August 2016

Two methods of generating a random variable following a uniform distribution over [0, 1] on the basis of sequences of i.i.d. discrete random variables are discussed.
A Class of Tests for the Dispersive-Equivalence of two Probability Distributions
Authors: Marzec Leszek , Marzec Pawel
Published: August 2016

Based on independent random samples from two absolutely continuous distributions, asymptotically distribution-free and consistent tests are proposed for testing that two distributions are identical except for an unknown location parameter against the alternative that one is dispersive ordered with respect to the other. These tests are based on weighted combinations of ratios of spacings.

AMS 1980 Subject Classification: Primary 62Gl0, secondary 62G30.
A New Class of Latin Square Type PBIB Designs
Authors: Pal Satyabrata , Goswami Kalyan Kumar
Published: August 2016

A method of construction of a new class of Latin square association scheme with i=2 constraints ( L2 design) has been obtained. The method eventually yields a solution of an unsolved L2 (6) design whose parametric combinations are v=36, b=60, r= 10, K=6, λ1 =0 and λ2 =2. This method of construction also implies the existence of a new series of orthogonal array.
Non-Uniform Speed of Convergence to Normality for Some Stationary m-Dependent Processes
Authors: Dasgupta Ratan
Published: August 2016

Nonuniform rates of convergence to normality are studied for standardised sample sum for some stationary m dependent processes when i) some finite moment of order⩾ 2 exists, ii) when all the finite order moments exist but moment generating function of the individual random variables may not exist. These rates are then used to compute the probabilities of deviations and certain moment type convergences. Possible extensions of the results to non-stationary m-dependent processes are indicated.
Improved Estimation of the Common Scale Parameter of Several Pareto Distributions
Authors: De Dipak K. , Liu Pei-San Liao
Published: August 2016

In this paper, we consider the estimation of the common scale parameter of several Pareto distributions with unknown and unequal shape parameters. This problem often arises in practice, for example, when we have several independent wage distributions each having a Pareto distribution with different shapes but common scale parameter which may be the minimum wage rate. A new class of improved estimators is obtained which dominates the Maximum Likelihood Estimator (MLE) and the Uniformly Minimum Variance Unbiased Estimators (UMVUE) under the Mean Square Error (MSE) and Pitman Nearness. (PN) criterion. Numerical studies indicate the amount of improvements are highly significant.
On the Asymptotic Non-Null Distribution of Randomly Stopped Log-Likelihood Ratio Statistic
Authors: Basu A.K. , Bhattacharya Debasis
Published: August 2016

Non-null asymptotic distribution of randomly stopped loglikelihood ratio statistic for general dependent process has been obtained. We observed that under certain regularity conditions the limiting distribution of randomly stopped log-likelihood ratio statistic under alternative hypothesis is again a mixture of Normal distributions. Some possible applications of the result has also been pointed out in this note.
Some Optimal Nested Row-Column Designs
Authors: Gupta Sudhir
Published: August 2016

Binary nested row-column designs have been provided by several authors. Recently Bagchi, Mukhopadhyay and Sinha (1990) have shown that non-binaey designs are really the appropriate candidates for being optimal. This paper provides some methods of constructing optimal nested row-column designs. As expected, the methods provide non-binary designs. Further, it is shown that in a class of binary designs, balanced iocomple block designs with nested rows and columns are optimal.
On the Decomposition of Empirical Processes in Sampling with Replacement into Sufficient and Ancillary Components
Authors: Sengupta Dbbapriya
Published: August 2016

The randomness in SRSWR sampling scheme has two components: the choice of distinct units and their repetitions. Basu (1958) invoked the notion of sufficiency in this framework showing that the distinct units behave like a sufficient statistic in usual sense. Going one step ahead we can call the repetitions of the distinct units ‘ancillary’ since they do not contain any information about population characteristics. It is s.bown that the above fact is reflected in an interesting way in the behaviour of empirical processes in large samples. In large samples such a break-up of variability is similar to the celebrated theorem of Basu (1955).

AMS ( 1980) Subject Classification: Primary 60007; Secondary 62DOS, 62CIS
An NN Classification Rule for Multiple Observations
Authors: Bagui Subhash C.
Published: August 2016

We consider the problem of classifying multiple ( m) observations into one of two populations using a nearest neighbor ( NN) type rule. We derive the limiting risk R( m) of the proposed NN rule. For m = 2, we obtain an improved upper bound for R( m) and show that R( m) ⩽ R( m-I) for m = 2, 3.

AMS (1980) Subject classification: Primary 62H30; Secondary 62F15.
Non-Parametric Estimation of Component Life Time Distributions of a Parallel System
Authors: Dewanji Anup , Dhar D.
Published: August 2016

In many practical situations dealing with parallel systems, the failure times of the components are not observable unless that is the last one resulting in the failure of the system. Based on observation on the life time of the system, nonparametric estimation of the life time distributions of the components is considered. Dealing with a parallel system with two components, a competing risks framework is developed and an algorithm of the EM type for maximum likelihood estimation is obtained. The method is illustrated with a simulated data set.
Some Non­Aliasing Relationship for Second­Order Model when Information Matrix is Singular
Authors: Kuwada Masahide
Published: August 2016

We consider the second-order model based on a design which is derived from a balanced array of strength 4 and 3 symbols. In this model, when the information matrix of a design is singular, we present some non-aliasing relationship among the factorial effects not to be negligible.
A Characterization of One-Parameter Exponential Family of Distributions
Authors: Jani P. N.
Published: August 2016

A characterization through moments given by Khatri (1959) for power series distributions (p. s. d.) and by Ahsanullah (1992) for modified power series distributions (m.p.s.d.) bas been extended for the wider class viz one-parameter exponential family of distributions.
Construction of a Series of Affine Resolvable Bibds
Authors: Bhaumik D. K. , Saha G. M.
Published: August 2016

Taking Sprott's (1956) Affine Resolvable Balanced Incomplete Block Design (ARBIBD) as a starting one, a series of ARBIBDs has been constructed by using a recurrence relation. It is observed that Kageyama's (1973) series of ARBIBDs is a special case of the constructed series.
On Selecting a Subset Containing the Alternative with the Largest Priority
Authors: Hsu Tong-An
Published: August 2016

Let A1, A2,…, A k be k alternatives for a decision problem. Saaty uses ratio scale (π1, π2,…, π k) for the priorities of the alternatives. In a subset selection problem, we derive some selection procedure to select a subset from the k alternatives which includes the largest priority.
An Approach to the Analysis of Nonorthogonal Three-Way Designs
Authors: Shah Kiriti R. , Dey Aloke
Published: August 2016

A method of analysis of designs eliminating heterogeneity in two directions (three-way designs) is proposed for situations where the row versus column classification is nonorthogonal. The method appears to be simpler than the existing ones when the number of “missing” cells is small relative to the number of treatments and the total number of possible cells. A numerical example is given.
First Order Rotatable Designs with Correlated Errors (Fordwce)
Authors: Panda Rajendra Nath , Das Rabindra Nath
Published: August 2016

Rotatability as a desirable condition for fitting a responss surface was formally introduced by Box and Hunter (1957) who also derived the rotatability conditions (on the design matrix), assuming the errors to be homoscedastic. However, it is not uncommon to come across practical situations where tho errors are correlated, violating the usual assumptions.

In this paper we confine to a first order (linear) regression model with correlated errors. We examine the concept of rotatability of this model and emphasize on properties such as weak rotatability of underlying designs. Various FORDs are examined and their robustness studied. Cost consideration also leads to interesting comparisons.
Estimation of Reliability under Stress-Strength Model in a Bivariate Exponential Set-Up
Authors: Jana Prasanta Kumar , Roy Dilip
Published: August 2016

The exact expression of R= P ( Y < X) is derived when the random strength ( X) and the random stress ( Y) jointly follow a bivariate exponential distribution due to Gumbel. A natural estimator ([Formula: see text]) of R is proposed for which consistency and asymptotic normality are ensured. Simulation studies are reported to examine the closeness between [Formula: see text] and R, and to compare [Formula: see text] with Tong's estimator under near independent situations.
On Group Inverses of Matrices with Order and Rank Perturbations
Authors: Rao P.S.S.N.V.P.
Published: August 2016

Group inverse of a square matrix A exists if and only if rank of A is equal to rank of A2. Group inverses have many applications, prominent among them is in the analysis of finite Markov chains discussed by Meyer (1982). In this note necessary and sufficient conditions for the existence of group inverses of bordered matrix, [Formula: see text] are obtained and expressions for the group inverses in terms of group inverse of A are given, whenever they exist. Also necessary and sufficient condition for the existence of group inverse of A in terms of group inverse of B and C are given. An application to perturbation in Markov chains is illustrated.
Estimating the Parameter of a Selected Population
Authors: Nayak Tapan Kumar
Published: August 2016

Suppose independent samples from k populations with unknown parameters are taken and one of the populations is selected based on tho data and a prespecified rule. The problem is to estimate the parameter of the selected population. The estimand, G, is a random quantity which depends on both the data and the unknown parameters. While standard estimation methods are inadequate for estimating G, they can be used to estimate the expected value of G. It is shown that the uniformly minimum variance unbiased estimator of E( G) is also the uniformly minimum mean squared error unbiased estimator of G, if the selection rule depends on the data only through a complete sufficient statistic. An approach based on conditional unbiasedness is also discussed.
On a Class of Admissible Estimators of the Common Mean of Two Univariate Normal Populations
Authors: De Moloy
Published: August 2016

The purpose of this article is to extend a result of Sinha and Mouqadem ( Commun. Stal. Theo. Meth. 11, 1982, 1603-1614), and present a class of admissible estimators of the common mean of two univariate normal populations with unknown unequal variances. An extension of tbis result in the case of two-stage procedures is also briefly discussed.
Construction of Variance Balanced Designs through Triangular PBIB Designs
Authors: Ghosh D.K. , Joshi K. S.
Published: August 2016

Several authors have obtained variance balanced (VB) and ternary variance balanced ( V B) designs using balanced incomplete block (BIB) designs and group divisible (GD) designs. In the present investigation, another systematic methods have been developed for the construction of VB designs using A Triangular PBIB design and an incomplete block design where the blocks of the incomplete block design are formed by taking the second associate treatments of the given triangular PBIB design. Two Triangular PBIB designs.

The methods of construction of VB designs are further illustrated by examples.
On Symmetric Sum of Sub-Independent Random Variables
Authors: Hamedani G. G.
Published: August 2016

This note is intended to complement the interesting work of J. Behboodian (1989, 1 heorems 1 and 2) on the symmetry of the sum of independent random variables. We recall a concept, which is much weaker than independence, but can replace the assumption of independence in the above mentioned results as well as in many important theorems in Probability and Statistics.
On the Convergence of the Density of the Power Normalized Maximum1
Authors: Mohan N. R. , Subramanya U. R.
Published: August 2016

Necessary and sufficient conditions for local uniform convergence of the density of the power normalized maximum to the corresponding density of a p-max stable law is derived for each of the six p-max stable laws. An unified criterian is also obtained.
A Look at Piecewise Sequential Sampling Under Allocation
Authors: Mukhopadhyay N.
Published: August 2016

In a recent paper, Mukhopadhyay and Sen ( Sequential Anal. 12 (1993), 179-197) had introduced the ideas of piecewise replicated stopping numbers and explored their roles in sequential estimation. Later, Mukhopadhyay and Datta ( Sequential Anal. 13 (1994), 253-276) extended such roles of piecewise sampling in the setup of multistage experimentations. In the present note, we investigate some of the classical problems in estimation, comparing means, and selecting the laTgest mean, in the presence of optimal resource allocation under a general framework of piecewise sequential sampling scheme.
Estimation of a Linear Function of Multinormal Mean Vectors by Combining Available Independent Sequential Studies
Authors: Chattopadhyay Saibal
Published: August 2016

Suppose we have k independent p-variate normal populations having unknown mean vectors µi and dispersion matrices of the form [Formula: see text]is unknown and Hi is a known p x p positive definite matrix, i = 1, 2, ... k. The investigators in these k populations may possibly have implemented different sequential or multistage sampling methodologies to estimate the mean vectors individually, having certain notions of “fixed-precision” tied with their individual problems of statistical inference. In this paper, we examine how such already available sample resources obtained from independent, but comparable studies can be fruitfully combined in order to provide a “fixed-size” confidence region for a linear combination of the k mean vectors. We discuss appropriate asymptotic second-order characteristics for the coverage probability under a fairly broad set of assumptions on the stopping variables. An example has been included involving purely sequential, accelerated sequential and three-stage sampling techniques.
Minimax Second-Order Disigns over Hypercubes for the Difference Between Estimated Response at two Points on a Straight Line Through the Origin
Authors: Huda S.
Published: August 2016

Minimization of the variance of the difference between estimated responses at two points on a straight line through the origin maximized over all pairs of such points in the experimental region is taken as the design criterion. Optimal designs are obtained for second-order polynomial models over hypercubes. The performance of best designs within some commonly used classes of designs is also investigated.
Construction of Balanced Ternary Designs with Nested Rows and Columns Using BIB Designs
Authors: Tyagi B. N. , Rizwi S.K.
Published: August 2016

Balanced ternary designs with nested rows and columns have been constructed using balanced incomplete block designs.
Equivariant Estimation of the Percentiles Under a Linex Loss Function
Authors: Farsipour N. Sanjari
Published: August 2016

The minimum risk equivariant estimation of percentiles in location scale families of distributions under Linex loss function is provided. The theory is illustrated by the exponential, normal and uniform examples.
Simultaneous Equivariant Estimation for Location - Scale Models with a Common Scale Parameter
Authors: Prabakaran T. Edwin , Chandrasekar B.
Published: August 2016

In this paper, we develop a procedure for simultaneous equivariant estimation of the pa rameters of location - scale models having a common scale parameter. Minimum risk equivariant (MRE) estimator is determined for any invariant loss function. MRE estimator is characterized with respect to a quadratic- type loss function (Zacks, 1971, p. 102) and its uniqueness is observed . Four optimality criteria for comparing vector equivariant estimators are considered and their equivalence is established .
Comparison of Two Treatments Under Delayed Response
Authors: Bandyopadhyay Uttam , Biswas Atanu
Published: August 2016

The present paper addresses the problem of comparing two competitive treatments when there is a distinct possiblity of delay in obtaining response from the experimental units. A test procedure is suggested using paired observations and by adopting an inverse binomial scheme of sampling. Several exact and asymptotic performance chracteristics and properties of the proposed test are studied.
Construction of Nested Incomplete Block Designs
Authors: Saha G.M. , Dey Aloke , Midha Chand K.
Published: August 2016

Nested balanced incomplete block designs were introduced by Preece (1967). Generalization of these designs were studied by Home! and Robinson (1975). In this communication, we present some systematic methods of construction of nested balanced and partially balanced incomplete block designs. These methods unify and generalize some of the existing ones.