bluuebunny/crossref_metadata_2025 huggingface dataset:
Statistiek, Operationele Research en Computer*
Authors: Wiggers B. G.
Published: April 2008

The computer, which has penetrated practically all sectors of human activity, has also influenced the fields of statistics and operational research.

In this lecture a bird's eye view is given, in which the lectures held in the different sections are quoted as detailed examples.

In the first place the attention is drawn to the use of the computer for the computational and clerical work, inherent to well‐known statistical techniques such as computation of estimates of parameters from samples, analysis of variance, regression and correlation analysis, factor analysis and the analysis of time series.

Another group of application relates to the processing of large amounts of data, with or without application of more advanced statistical methods, e.q. processing of survey data, processing and analysis of large amounts of laboratory data or quality control data in a plant. Special attention is paid to the rôle of the computer in promoting the cooperation between quality control experts and control engineers, both of which are active in the process‐control field. The computer plays an analogous role with respect to OR experts and control engineers, because of the common interest in optimization techniques.

Further, the computer has played an important role in the application of OR methods and techniques. Special mention should be made of linear programming and of the use of simulation methods, in which both statisticians and OR‐analists are involved.

The development of “management information systems” is mentioned, a close cooperation between administrative experts and statisticians andjor OR‐analists being urged upon.

On the other hand statistics and operational research in their turn serve the computer, e.q. in the design of efficient coding systems and maintenance systems.

Further, inside the computer there are many complicated priority and queueing problems, because of the enormous amount of data transported.

Finally the important contribution is mentioned, which statistics and OR can make towards the efficient use of computers.
Enkele facetten van numerieke weersverwachtingen*
Authors: Heijna B.
Published: April 2008

The numerical prediction of weather is a subject which is still in an early stage of rapid growth. Although it has already reached a degree of reliability, comparable with the conventional method of prediction, there still remain a number of problems to be resolved.

These problems are partly of meteorological, partly of mathematical and partly of statistical nature. Some of them are discussed in this article.
Ervaringen met toepassing van computer programma's bij het sociologisch onderzoek aan het Centraal Bureau voor de Statistiek*
Authors: Wit J. W. W. A.
Published: April 2008

The Central Bureau of Statistics uses ‐ next to their conventional punchcard machines ‐ since 1960 a computer. This computer processes millions ofpunchcards for several monthly and yearly censuses. The influence of the use of this on the work at the Bureau is briefly discussed. Only a very small percentage of time it is used for econometrical work and other statistical research. An analysis of the savings‐habits of dutch families is given as an example of a small research‐job.
Levensduur en sloop van personenauto's in Nederland, 1950–1964*
Authors: Cramer J. S.
Published: April 2008

Summary

The life distribution of motorcars is examined over the period from 1950 to 1964. Age‐specific survival rates, derived from Dutch registrations, are averaged and lead to the life table shown in table 4. The deviations from average age‐specific survival rates show no significant variation over time nor over successive car generations. Since the registrations include an increasing number of used cars imported from Germany this apparent stability hides compensating changes in car scrap page.

Since before the war the life expectancy of motorcars has increased from 8 to 11 years, and it is argued that this is due to the widening of the used car market. In the next stage, which is already well under way in Germany, new cars replace used cars, and rising apparent scrappage rates reflect the disposal of the latter by export.
De gemiddelde bezetting van personenauto's in interlokaal verkeer*
Authors: Geerllngs J. W. H.
Published: April 2008

Summary

This paper, read in Utrecht on October 14th 1965, deals with the average occupancy of cars outside urban areas. During the years 1962 and 1963 more than 500 samples (each consisting of 150 cars) have been taken on two points of the dutch road‐system. The samples covered the different months, days (sundays, Saturdays and week‐days) and hours (except those without daylight).

The average occupancy turned out to be 1.8 on week‐days (with a minimum of 1.4), 2.5 on Saturdays (with a minimum of 2.1) and 3.1 on Sundays (the over‐all average for all days being 2.1). These results seem to be representative for the whole dutch car traffic as is shown by comparison with observations on other points and other data.

Comparison of the seasonal, weekly and hourly patterns of the average occupancy with those of the car traffic density enable to draw conclusions about the responsibility of different kinds of traffic (commercial and commuter traffic versus social traffic) for congestion and for the construction and maintenance cost of the road‐system.
Sturen met Statistiek*
Authors: Tinbergen J.
Published: April 2008

Summary

This lecture deals with a general view on forecasting and planning with special emphasis on the application in less developed countries.

After some introductory remarks attention is paid to the evaluation of the results of forecasting by means of statistical methods in comparing forecasts and realization.

The paper gives some outlook on the general features of planning in the less developed countries. Special attention is drawn to a rather new aspect of the matter: the importance of non‐economic factors which may have great influence on the process of development. Thorough investigation in this field seems necessary as it may contribute to a better planning and to more efficient activities in these countries.
Automatische Marktregulering*
Authors: Hamming G.
Published: April 2008

Summary

Automatic market regulation.

The free market system can be considered as a cybernetic process. Due to time lags between decisions and realisation this type of process can generate cycles (Cobweb theorem).

It is often tried to puts limits to desastrous price fluctuations be means of international product agreements. It cannot be claimed, however, that these agreements are satisfactory. The author's opinion is that the main difficulty is caused by the fact that the governments do not negociate on a working cybernetic process but on price limits.

The author shows the possibility to smooth price fluctuations by means of buffer stocks. Selling and buying are exactly defined by given formulae. The system allows the market to find its equilibrium price; this essential task of a market mechanism is not affected by the buffer system.

A system has been given in detail for the pork market. The consumer's price has to be increased by some 0,7 % in order to compensate the costs of reducing the price fluctuations to about 60 % of the original value. This example has only illustrative value.
Underlining random variables*
Authors: Hemelrijk J.
Published: April 2008

Summary

This paper gives an exposition of the convention, introduced by D. VAN DANTZIG in of indicating randomness by underlining the relevant symbols. This method of distinguishing between random variables (or elements) and non‐random ones serves a multiple purpose. It saves symbols and may be applied to symbols which have been introduced first in a non‐random quality. It clearly marks the line between measure theory and probability theory and, in statistics, between descriptive and stochastic models. This underlining notation has proved to be very useful during its nearly twenty years of use in Holland and many Dutch authors use it in their publications. The present description of the rules of this convention is meant to facilitate the reading of these papers and to deepen the understanding of the merits of this notation.
Network planning with stochastic activity durations, an evaluation of PERT
Authors: Lootsma F.A.
Published: April 2008

Summary

This paper deals with an examination of the well‐known Project Evaluation and Review Technique (PERT). Every activity duration is supposed to have a gamma distribution whose parameter values are determined from the optimistic, the most likely, and the pessimistic estimate of the duration. The expectation and the variance of the earliest event times are computed according to a method given by CHARLES E. CLARK in reference 2.

One can then estimate the risk that a PERT planning, which is essentially a planning according to the critical path method, will be infeasible.

During the examination it was found that errors in the pessimistic estimates may have serious consequences.
Estimation of the distribution of diameters of spherical particles from a given grouped distribution of diameters of observed circles formed by a plane section
Authors: Meisner J.
Published: April 2008

A procedure is derived for estimating the distribution of diameters of spherical particles embedded in an opaque solid from a given grouped distribution of diameters of observed circles formed by their intersection with a random plane. The precision of the estimates can be characterized by the dispersion matrix of the joint estimates, which in its turn can also be estimated. Some numerical examples are given as well, one of them concerning the distribution of second‐phase spheroids in a sample of a high‐impact polystyrene.
Experimental determination of the power functions of the two‐sample rank tests of WILCOXON, VAN DER WAERDEN and TERRY by Monte Carlo techniques
Authors: van der Laan P. , Oosterhoff J.
Published: April 2008

In this paper the authors present the results of a sampling experiment to determine the power functions of the two‐sample rank tests of WILCOXON, VAN DER WAERDEN and TERRY against shift alternatives for normal parent distributions, based on 2000 trials for each alternative. The sample sizes considered are m = n = 6 and m = n = 10. The powers of the three rank tests are compared with the power of the STUDENT t‐test and with each other. The results indicate that in small samples (i) the power of the WILCOXON test is not much smaller than the power of the t‐test and (ii) the normal scores tests are only slightly superior to the WILCOXON test, if at all.
Vergelijking van voorspelling en realisatie als bijdrage tot economisch bestuur*
Authors: van den Beld C. A.
Published: April 2008

A rather long time has elapsed since the predictions of the Central Planning Bureau were considered critically. It therefore seemed highly desirable to make a new study on forecasts and realization. The present article summarizes very briefly some conclusions from such a study.

An important statistic in this context is the inequality coefficient, which presents a numerical measure of predictive accuracy. It is easily derived from the difference between forecast and realization and it may refer to one variable, to a group of variables or to each annual Central Economic Plan as a whole. It enables to draw valuable conclusions about the predictive work done by the Bureau in the past. Generally a satisfactory progress in the results is found, but on the other hand there remain some weak points which need improvement. Given the limited scope of this lecture reference may be made to the more elaborate study of the whole problem, published in Monograph No. 10 of the Central Planning Bureau, entitled: “Forecasts and realization. The forecasts by the Netherlands Central Planning Bureau, 1953–1963”.
Uitgedund en gerekt Poissonproces.
Authors: Vervaat W.
Published: April 2008

This paper generalizes an interrupted Poisson process first studied by ZAAT [8] and later by RUNNENBURG and VERVAAT [7]. The process is obtained by combining two independent stochastic processes on the non‐negative real axis. The first of these processes is a stationary Poisson process with intensity Λ and the second an alternating renewal process [1] dividing the axis in a‐ and b‐intervals alternatively. By omitting those points of the stationary Poisson process that fall in b‐intervals we create a new point process that we prefer to call a “thinned Poisson process”. The alternating renewal process is determined by the distribution functions A and B of the lengths of the a‐ and b‐intervals which are not the first interval to the right ofO and by an “initial distribution” (p, A0, B0), where p is the probability of starting with an a‐interval in 0, A0 the distribution function of the length of the first a‐interval provided that we begin with an a‐interval in 0, and B0 the distribution function of the first b‐interval provided that we begin with a b‐interval in 0.

It is here shown that there always exist initial distributions for which the distribution function of the length of an interval between two successive points in the thinned Poisson process is the same for all intervals, and the class of initial distributions with this property is obtained. The common distribution function G of these lenghts has Laplace‐Stieltjes transform G as given in (3.15); it turns out that G depends on A, B and Λ only.

For any initial distribution the distribution function of the distance between the nth and the (n + l)st point to the right ofO in the thinned Poisson process tends to the distribution function G as n tends to infinity. Finally the covariance of two successive distances between three successive points in the thinned Poisson process is studied. Some examples are given in which both positive and negative correlations occur.
Voorwaardelijke verwachtingen en martingalen*
Authors: Fabius J.
Published: April 2008

The paper contains an elementary introduction, using no measure theory, to the theory of conditional expectations and martingales.
Over Factoranalyse
Authors: CORSTEN L. C. A.
Published: April 2008

Summary  This paper is an exposition about the model and techniques in factor analysis, a method of studying the covariance matrix of several properties on the basis of a sample co‐variance matrix of independent observations on n individuals. The indeterminacy of the basis of the so called factor space and several possibilities of interpretation are discussed. The scale invariant maximum likelihood estimation of the parameters of the assumed normal distribution which also provides a test on the dimension of the factor space is compared with the customary but unjustified attack of the estimation problem by means of component analysis or modifications of it. The prohibitive slowness of convergence of iterative procedures recommended till now can be removed by steepest ascent methods together with Aitken's acceleration method. An estimate of the original observations according to the model assumed, as to be compared with the data, is given.
How to poison Poisson (when approximating binomial tails)*
Authors: Molenaar W.
Published: April 2008

Summary In these days some sportsmen are given dangerous drugs in order to stimulate them into still higher efforts. The present paper wants to add some poison to the classical approximation of a binomial by a Poisson distribution. The relatively harmless drug of a little extra calculation shall be seen to result in a much better accuracy.

This paper reports both on theoretical considerations, following from series expansions of Poisson‐type parameters, and on extensive numerical investigations of accuracy by means of an Electrologica X8 computer. The main conclusion is that the probability of at most k successes in n Bernoulli trials with success probability p <.5 can be very closely approximated by the probability of at most k events in a Poisson distribution with expectation not np but (12–2p)n‐7kζ= (12–8p)n‐k+k/nnp.

In the case p > 5 one should make p < .5 by a reversal, i.e. the interchanging of successes and failures, before the application of a Poisson‐type approximation (with one exception mentioned in section 4). For the probability of at least j successes one should approximate the complementary probability of at most j—1 successes.

After an introductory section 1 and a discussion of measures of accuracy in section 2, the existing Poisson‐type approximations are treated in section 3. The fourth section introduces a new parameter and discusses the advantages of reversal in other situations than p > 5. In section 5 a series expansion for the exact Poisson parameter is derived. Two new parameters, among which is ζ, are introduced in section 6, where the series expansions for parameters given in table 4 lead to conclusions about the various approximations, summarized in table 6. The final section 7 gives some numerical results, which confirm to a large extent the conclusions from the asymptotic expansions.
Inleiding over de verdeling van extremen
Authors: Montfort M. A. J. van
Published: April 2008

Summary This paper is an introduction to the exact and asymptotic distribution of univariate statistical extremes and gives the methods of estimation of the parameters of the double exponential distribution.
De ontwikkeling van de inkomensongelijkheid gemeten volgens informatietheoretische maatstaven
Authors: Massizzo A. I. V. , Kok W. , Lisman J. H. C.
Published: April 2008

Summary Some years ago Theil introduced new inequality measures, originating from information theory. He applied them 8.0. to income distributions in the United States.

This inequality coefficient is ‐ in contrast to Pareto's constant ‐ based on the whole income distribution. Moreover, the inequality can be disaggregated into inequalities for groups of population.

The numerical value of the inequality depends on the chosen class intervals; this may be inconvenient when making comparisons between countries, between different periods and the like. Hence we suggest an appropriate standardizing procedure.

The inequality of income distributions has been calculated for the period 1950–1964 and a cornparison is made with Pmm's constant. The investigation relates to three groups of population: wage earners, self employed and others. A remark is made about between‐province inequalities.
Toepassing van Kosten's lotingsas in sirnulaties
Authors: Boer J. de
Published: April 2008

A method known as Kosten's roulette model, for production of arrivals and departures in a simulated system, is described. This method seem to be not very well known outside the field of telecommunications. Some generalizations and restrictions of the method are described. Its advantages and disadvantages, compared with the ordinary method using a time axis, are outlined.
Stemmingen zonder winnaar
Authors: Zwet W. R. van
Published: April 2008

Summary A group of n persons has to decide on one out of k alternatives. To achieve this end each pair of alternatives is put to a vote. It is assumed that each person ranks the k alternatives according to an individual preference scale and that on every vote between two alternatives he will vote for the alternative that occurs higher on his scale. If n is odd and an alternative obtains a majority on each of the (k ‐ 1) occasions on which it is put to a vote, the group will decide on that alternative. If no such winning alternative exists, a paradox of voting is said to occur. For even values of n the definition of a paradox is slightly more complicated.

On the assumption that the preference scales of the n persons are obtained by n independent random drawings from the k! permutations of the numbers 1, 2,…,k, we discuss the computation of the probability of a paradox of voting Pk,n. Values of P3,n and Pk= lim Pk,n are given.
Schatting van een populatiegemiddelde bij ongelijke trekkingskansen
Authors: Voorn W. J.
Published: April 2008

Summary This article presents a simple method of estimating the population mean of a variate and setting approximate confidence limits when probabilities of selection are proportional to some quantity of the selected elements, which is observed along with the variate concerned. The method is closely related to the method of ratio estimators.
Raised conditional level of significance for the 2 × 2‐table when testing the equality of two probabilities
Authors: Boschloo R. D.
Published: April 2008

In this paper it is to be shown that Fisher's non‐randomizing exact test for 2 × 2‐tables, which is a conditional test, can by simple means be changed into an unconditional test using raised levels of significance; not seldom, especially for not too large samples, the level of significance can be doubled. This leads in many cases to a considerable increase of power of the test. A table with raised levels has been prepared up to sample sizes of 50 and a rule of thumb, which can be used if this table is not available, has been developEd.
An input system for linear programming problems *
Authors: Anthonisse Jac. M.
Published: April 2008

Summary ** This report contains a description of an input system for linear programming. In this system the mathematical formulation of a LP problem serves as input for a computer. The coefficients of the problem are generated from the formulas. Some examples are presented.
Boekbespreking
Authors: Holtzer J. P. A.
Published: April 2008

Book reviewed in this article:

Combination of One‐sided Statistical Tests, J. Oosterhoff.

Probability Models with Business Applications, R. C. Shook, H. J. Highland and E. H. Highland.

Handbook of Nonparametric Statistics, III (Analysis of Variance) by Jonh E. Walsh.

Mathematik für Mediziner und Biologen, G. Fuchs.

Nonparametric Statistics, J. Hájek.

Sampling Inspection and Quality Control, G. B. Wetherill.
A test for normality
Authors: Srinivasan R.
Published: April 2008

Summary An analogue of the Cramer‐von MismW2‐statistic is given for testing the composite hypothesis of normality with unspecified parameters. Some Monte Carlo percentiles of this statistic are provided. A power comparison with the test developed in [4] shows that the present test is better against certain alternatives.
Book review
Authors: Scheffer C. L. , Keuls M.
Published: April 2008

Book reviewed in this article:

Discrete Markov Chains, V. I. Romanovski, translated from the Russian by E. Seneta

Probit analysis, D. J. Finney
An application of Pitman‐efficiency to acceptance sampling procedures*
Authors: Wouters J. , Zuylen M. C. A. van
Published: April 2008

As an exercise the concept of Pitman‐efficiency has been applied to the decision problem whether to use acceptance sampling “by attributes” or “by variables”.

The Pitman‐efficiency has been calculated in the two cases that the variance of the underlying normal distribution is known and that it is unknown. Rather surprisingly the difference between these two cases proves to be considerable, even asymptotically. The asymptotic result is compared with the exact values of the relative efficiency in the case that s̀ is unknown. The asymptotic approximation appears to be rather good. The results derived also help to determine a suitable choice of the null hypothesis in order to increase the Pitman‐efficiency.
Principal components, analysis of variance and data structure
Authors: Mandel John
Published: April 2008

The relation between principal components and analysis of variance is examined. It is shown that the model underlying the extended analysis of variance developed by Gollob and Mandel is useful also as a model for principal component analysis. The elucidation of structure of two‐factor data using the new analysis of variance model is illustrated by an example taken from thermodynamics.
Exact distribution of Durbin's distribution‐free test statistic for Balanced Incomplete Block Designs, and comparison with the Chi‐square and F approximation
Authors: Laan P. van der , Prakken J.
Published: April 2008

Durbin's distribution‐free rank test can be used to test the null hypothesis that there are no differences among the treatments in a Balanced Incomplete Block Design. Until now only the chi‐square and F approximations for the test statistic were known. In this paper the exact distribution has been given for 15 designs and comparison is made with the chi‐square and F approximation.
Attuning two successive sampling systems (for instance supplier‐customer)
Authors: Stommels F. J.
Published: April 2008

A method is given to select a sampling system for an outgoing inspection when the sampling system for the following acceptance inspection is known.
The pair chart*
Authors: Quade Dana
Published: April 2008

Summary Given two random samples X1X2XnX and Y1, Y2Yny a “pair chart” is constructed as follows.

Draw a rectangle of width nX units and height ny units. Starting from its lower left comer, draw a line one unit to the right (upwards) if the smallest observation in the combined samples is an X(a Y).

Then, starting from the end of this line, draw another to the right (upwards) if the second smallest observation is an X (a Y).

Continue through the largest observation, thus producing a path to the upper right comer of the rectangle.

The paper explains how such a chart can be interpreted as a descriptive tool in comparing the two samples.

There are figures which illustrate the typical effects on pair charts of differences between the underlying populations in location, scale, and shape.

It is also shown how the pair chart can be used as an aid in calculating and interpreting various nonparametric procedures for the two‐sample problem These include: the one‐ and two‐ sided Kolmogorov‐Smirnov tests; the Wald‐Wolfowitz runs test; the Wilcoxon‐Mann‐Whitney test; Sukhatme's test for scale differences given both medians known; the Ansari‐Bradley scale test; Mood's squared‐rank test, and the Crouse‐Steffens modification of it; and Lehmann's two‐sample test. All of these are illustrated for three Examples, one of which has extensive ties.
On the existence of bivariate moments of lower order given the existence of moments of higher order
Authors: Vaart H. Robert van der
Published: April 2008

Samenvatting

Dit artikel geeft een voorbeeld van een twee‐dimensionale waarschijnlijkheidsdcht‐heid met de eigenschap, dat het bestaan van momenten van de vorm E(gkyl) niet het bestaan garandeert van alle momenten van lagere orde, E(gmyn) met 0<m<k en 0<n<l, zulks in tegenstelling met de bekende situatie voor één‐dimensionale waarschijnlijkheidsverdelingen. Ook wordt bewezen, dat een noodzakelijke en voldoende voorwaarde voor het bestaan van alle momenten E(xmyn) met 0 < m < k en 0 < n < l is, dat de drie momenten E(xk), E(yl) en E(xkyl) bestaan, alsmede een iets algemener resultaat.
Comparison of power for the D'Agostino and the Wilk‐Shapiro test of normality for small and moderate samples
Authors: Theune J. A.
Published: April 2008

SummaryResults are given of a sampling study of the sensitivities of two statistical procedures viz. the D'Agostinoand the Wilk‐Shapirotest of normality. Four alternative distributions were considered. For 5 small sample sizes the test of D'Agostinoseems to be clearly dominated by the Wilk‐Shapirotest for each of the 4 alternatives. For sample sizen= 100 the recently developed approximate Wilk‐Shapirotest seems to dominate the D'Agostinotest for theU‐shaped distribution; however, little can be said about the difference in power of these two tests for the other 3 alternatives. Random samples generated from the standard normal distribution showed the degree of approximation of the percentiles of each test procedure to be good.
De oplossing van een kwaliteitsprobleem door het gebruik van proefschema's
Authors: Upperman P. M. , Dévény A. M.
Published: April 2008

Samenvatting  Het artikel geeft een beschrijving van de strategie en de methoden, die worden gebruikt voor het zoeken naar de oorzaak van een kwaliteitsvermindering bij dubbelspiralen voor gloeilampen. Er wordt niet alleen aandacht besteed aan de beschrijving en motivering van de gekozen proefschema's maar ook aan de praktische uitvoering van de experimenten. Het fabricage‐proces is nl. dermate gecompliceerd dat niet kon worden volstaan met de instructie de experimenten in aselecte volgorde uit te voeren.

Het gehele onderzoek wordt uitqevoerd aan de hand van een drietal proefschema's. De keuze van het tweede en derde proefschema volgt logisch uit de uitkomsten van de voorafgaande proef. Na vol‐tooiing van de derde proef is ondubbelzinnig aangetoond dat de belangrijkste oorzaak van de kwaliteitsvermindering is gevonden.
Een criterium voor het kiezen van een proefopzet
Authors: VAN Oorschot H. J. L.
Published: April 2008

A characterization of D‐optimality is given together with several examples where D‐optimal designs are computed.
Fit performance of several programs used for non‐linear least squares problems
Authors: Linssen H. N. , Hermans J. , Bemmel P. van , Graaf R. de
Published: April 2008

Seven computerprograms for non‐linear regression or curve fitting problems are compared. The comparison of the programs, running in different computing centra, is restricted to the fit performance. Six model functions are fitted according to the least squares criterion to data series, arising from practical work. The special least squares minimization programs turned out to be better suited for these problems than general optimizing programs.
An alternative procedure for taking a random sample
Authors: Hamaker Hugo C.
Published: April 2008

Summary The procedure proposed consists in going through the population to be sampled item by item deciding each time with probability p whether the item at hand shall be incorporated in the sample. The “distances” between successive items in the sample will then form a random sample from a geometric distribution. A series of these random distances can easily be produced on a computer and can be conveniently used for taking the sample required. In some cases this method may have its advantages over the conventional use of a table of random numbers.
A review of statistical methods in the analysis of data arising from observer reliability studies (Part I)*
Authors: Landis J. Richard , Koch Gary G.
Published: April 2008

SummaryThis paper reviews research situations in medicine, epidemiology and psychiatry, in psychological measurement and testing, and in sample surveys in which the observer(rater or interviewer) can be an important source of measurement error. Moreover, most of the statistical literature in observer variability is surveyed with attention given to a notational unification of the various models proposed. In the continuous data case, the usual analysis of variance (ANOVA) components of variance models are presented with an emphasis on the intraclass correlation coefficient as a measure of reliability. Other modified ANOVA models, response error models in sample surveys, and related multivariate extensions are also discussed. For the categorical data case, special attention is given to measures of agreement and tests of hypotheses when the data consist of dichotomous responses. In addition, similarities between the dichotomous and continous cases are illustrated in terms of intraclass correlation coefficients. Finally, measures of agreement, such as kappa and weighted‐kappa, are discussed in the context of nominal and ordinal data. A proposed unifying framework for the categorical data case is given in the form of concluding remarks.
A Simple Proof of the Equivalence of the Limiting Distributions of the Continuous‐Time and the Embedded Process of the Queue Size in the M/G/1 Queue*
Authors: Hordijk A. , Tijms H. C.
Published: April 2008

This paper presents an extremely simple proof of the known remarkable fact that for the M/G/1 queue the continuous‐time process describing the number of customers in the system has the same limiting distribution as the embedded process describing the number of customers in the system just after service completion epochs.
Robust studentization of location estimates
Authors: Shorack Galen R.
Published: April 2008

Summary The robustness of power and of level of various estimators for the one sample location problem is compared by Monte Carlo methods; an estimate that studentizes particularly well is singled out. Generalizations to more complicated models are discussed.
The model of Latent Structure Analysis*
Authors: Gill R. D.
Published: April 2008

Summary A practical consultation problem is used to explain and illustrate the model of latent structure analysis. After an introduction, the model, its identification, estimation and testing are discussed; in a final section the hypothesis that visually handicapped people can be classified as “plucky” or “not plucky” is investigated.

The theory of latent structure analysis is illustrated by investigating the hypothesis that two classes of visually handicapped people exist: the active and outgoing, and the withdrawn and passive.
FORMASY FOrecasting and Recruitment in MAnpower Systems
Authors: Wessels J. , Nunen J. A. E. E. van
Published: April 2008

In this paper the tools are developed for forecasting and recruitment planning in a graded manpower system. Basic features of the presented approach are:

‐ the system contains several grades or job categories in which the employees stay for a certain time before being promoted or leaving the system,

‐ promotability and leaving rate for any employee depend on time spent in the job category and personal qualifications (like education, experience, age),

‐ recruitment is not necessarily restricted to the lowest level in the system,

‐ several planning aims and restrictions are allowed.

The approach is based on a generalized Markov model for the dynamic behaviour of an individual employee. A forecasting procedure and a recruitment‐scheduling procedure are based on this Markov model.
Some graphical methods in statistics: A review and some extensions
Authors: DOKSUM KJELLA.
Published: April 2008

Summary  A review of some graphical methods for comparing two populations is given. The methods are applied to survival times of radiated and control mice and some results concerning the model and the effect of radiation are obtained. An extension to methods for several populations is derived and a partial table for carrying it out is given. An indication of the cost (in terms of sample size) of simultaneous graphical methods vs. pointwise and methods based on means is given. Finally, some one sample plots related to probability plots are discussed.
A note on the upper bound for the distance in total variation between the binomal and the Poisson distribution
Authors: ROMANOWSKA MALGORZATA
Published: April 2008

Abstract  The total variation distance between the binomial B(n, p) distribution and the Poisson P(np) distribution is smaller than 2 1/2p(1‐p)‐1/2 according to VERVAAT[4], [5]. We shall sharpen this inequality by using a result due to KEMPERMAN[1], CSISZÁR[2] and KULLBACK[3].
Gemiddelde en kwadraatsom opnieuw bekeken
Authors: Kroon J. P. M. de
Published: April 2008

Samenvatting

In 1952 merkte Van Yzeren [1] in dit tijdschrift op dat in de meeste elementaire leer‐boeken de onafhankelijkheid van x̄ en s2, berekend uit een aselecte steekproef uit de normale verdeling, niet wordt bewezen.

In net bulletin van de VVS 1975, nr. 8 wijdt ook De Kroon [2] hieraan aandacht.

Om de in laatstgenoemd artikel ontwikkelde gedachtengang nog eens onder de aandacht te brengen met name ook van statistische assistenten en analisten en hun docenten, wordt in deze mededeling de hierna te formuleren stelling tot in details elementair bewezen.
On ratio and product methods of estimation in sampling
Authors: Srivenkataramana T. , Tracy D. S.
Published: April 2008

Abstract  In sample surveys the ratio (product) method of estimation is quite effective when there is a positively (negatively) high correlation between the study variate and an auxiliary variate on which supplementary information is available. This paper considers four estimators suited for cases where these correlations are only moderate and gives a rule of thumb for choosing among these and the traditional estimators. Such a choice needs a good guess of the interval containing a certain parameter k, which may not be hard in survey practice. A numerical example has been included for the case of positive correlation for illustration. An extension for using multiauxiliary information is also considered.
The Expectation of Products of Quadratic Forms in Normal Variables
Authors: Don F. J. H.
Published: April 2008

Summary  A complete explicit formula for the expectation of the product of an arbitrary number of quadratic forms in normally distributed variables is derived, extending and confirming recent results of Magnus [4]. Incidentally, some results on traces of matrix products are presented.
Classification and Discrimination Problems with Applications, Part IIa
Authors: Schaafsma Willem , Vark Gerrit N. van
Published: April 2008

Abstract In Part I exact results for univariate (“p= 1”) two‐group (“k = 2”) classification problems were derived assuming normality and equality of the variances. In Part IIa asymptotic results for multivariate (“p> I”) two‐group classification and discrimination problems are based on the corresponding assumptions of multivariate normality and equality of the covariance matrices. The results (4.6.5), (4.6.6) and (4.6.7) are believed to be new.

The asymptotic results in Section 4.6, together with results presented elsewhere in the literature, constitute the basis of various detailed proposals to deal with problems from actual statistical practice. Most of these proposals are modifications or specifications of existing ones. We shall pay some attention to (I) testing whether differences exist. But we are mainly interested in: (II) constructing a discriminant function, (III) assigning the individual under classification, and in (IV) constructing a confidence interval for “the” posterior probability that the individual under classification belongs to Population 2.

An important part in our theory is played by various techniques for selecting variables in discriminant analysis. The need for such techniques follows from Section 4.10. The consequences of building‐in a selection technique are discussed in Section 4.12. One of our proposals motivates the theory presented in Chapter 3 and is mentioned here for that reason: employ a large part of the data, say 70%, in order to construct a discriminant function (via a selection of variables); by applying this function to the rest of the data, the exact univariate theory of Part I becomes of application. Part IIb will contain a chapter on applications.
Testing symmetry with a procedure, combining the sign test and the signed rank test
Authors: Koopman P. A. R.
Published: April 2008

Summary  A procedure for testing symmetry is described which combines the ease of the sign test with the efficiency of the signed rank test.
A simple proof of the optimality of the best N‐policy in the M/G/l queueing control problem with removable server
Authors: Talman A. J. J.
Published: April 2008

Abstract  An M/G/l queueing system with removable server is considered. The following costs are incurred: a holding cost of h per unit time per customer in the system, a cost of rl(r2) per unit time when the service mechanism is on (off) and a fixed cost of K1,(K2,) for turning it on (off).

In this paper we shall give a very simple proof for the well known and intuitively obvious fact that the best N‐policy is optimal for the average cost criterion among the class of all policies by first proving that the average cost formula of that policy and its relative cost function satisfy the optimality equation for the average cost criterion. The optimality of the best N‐policy is then an immediate consequence.
Mean or median? (A note on an old problem)
Authors: Kubat Peter
Published: April 2008

Abstract  The performance of the sample mean and sample median to estimate location for contaminated normal distributions is investigated. Both scale and location contaminations are considered and the problem is illustrated by the “Weight Judging Competition” example introduced by Galton in 1907.
On interpreting the product moment correlation coefficient*
Authors: Elffers Henk
Published: April 2008

Abstract  In interpreting the product moment correlation coefficient we can take advantage of the fact that functions of it exist which admit interpretation as probabilities of error in certain situations.
Testing for equality of variance of correlated normal variables
Authors: Hawkins DouglasM.
Published: April 2008

A standard test exists for whether bivariate normal data of arbitrary correlation have equal variances. An extension of this model is useful to test whether two measuring instruments, with which repeated measurements have been made on each of n units, have equal error variance. It is shown that one or two simple F‐distributed statistics yield performance comparable with that of the generalized likelihood ratio statistic.
The complexity of linear programming
Authors: RinnooyKan A.H.G. , Telgen J.
Published: April 2008

The simplex method for linear programming has always been very successful from a practical point of view. In the worst case, however, the method may require a computational effort that increases exponentially with problem size. Recently L.G. Khachianproposed an entirely different solution method whose running time is bounded by a polynomial function of problem size, thereby settling a major open problem in computational complexity theory. We review the developments preceding Khachian's discovery, describe the algorithm and discuss its implications.
Model reference adaptive systems applied to regression analyses
Authors: Aase Knut Kristian
Published: April 2008

The adaptive estimation procedure of model reference adaptive systems is modified and applied to linear models. In general the principle can be used for almost any time series model. Because of the recursive nature of the resulting estimator, it is computationally appealing, especially when a time series is considered as a flow of data. In addition, the estimator turns out to have certain statistical optimality properties.

In the linear regression setting, Ridge estimators turn out to constitute a subclass of the adaptive estimators considered, whereas for unknown measurement variance, the resulting estimators are related to James‐Stkintype estimators, and have better properties than the latter. The estimator is shown to be strongly consistent and to converge in law to a normal variate under the standard assumptions of linear models. Further it is shown to be admissible and minimax in restricted parameter spaces. The connection between Kalmanfilters and the classical least‐squares estimator is also pointed out.
Are Two Classes Enough for the X2Goodness of Fit Test?
Authors: Best D.J. , Rayner J.C.W.
Published: April 2008

The chi‐squared goodness of fit test (also known as the PearsonX2test) is often used to test whether data are consistent with a specified continuous distribution. The value ofX2(and hence its associated probability level) can be altered by the choice of (i) the number of classes and (ii) the class probabilities. The effect on the power of theX2test of varying the number of classes when class probabilities are chosen to be equal is investigated.
Distribution‐free test procedures in two‐way layouts; a concept of rank‐interaction
Authors: Kroon J. De , Van Der Laan P.
Published: April 2008

Summary  In this paper the concept of ‘rank‐interaction’ is introduced and a distribution‐free method for testing against the presence of ‘rank‐interaction’ is suggested in the case of a two‐way layout (classification) with m (> 1) observations per cell. Roughly speaking rank‐interaction can be understood as the phenomenon at which the ranks of the levels of some relevant variable are different for different classes of the other factor. The exact null distribution of the test statistic has been computed in some cases. The asymptotic distribution under the null hypothesis has been derived. A test suggested by J.V. Bradleyin his book ‘Distribution‐free Statistical Tests’ [2] is discussed. In the opinion of the authors it is doubtful whether the asymptotic distribution of the test statistic under the null hypothesis, as given by Bradley, is correct. The test of Bradleywas intended to be sensitive to the presence of interactions defined in the usual way and hence not only to ‘rank‐interaction’. The same applies to methods proposed by some other authors. We claim that situations exist where one should test against rank‐interaction and not against the usual more general alternative.
A survey of two‐sample location‐scale problem, asymptotic relative efficiencies of some rank tests
Authors: Goria M. N.
Published: April 2008

Here the parametric as well as the non parametric approach to the two‐sample location‐scale problem are reviewed. Special attention is paid to the quadratic form of the linear rank statistics for the location and the scale suggested by Lepage for testing this problem. Several such quadratic forms are compared through ARE computations.
A two‐stage test for one‐way analysis of variance
Authors: Bass Thomas A. , Fung Karen Yuen
Published: April 2008

A two‐stage analogue of the Ftest for one‐way analysis of variance is proposed. Critical values are given for selected cases and the method of obtaining critical values is described. Comparisons of the one‐stage and two‐stage tests are made in terms of the expected sample size required to achieve a given power.
Distribution‐free tests for comparing several treatments with a control
Authors: Fligner M. A. , Wolfe D. A.
Published: April 2008

Abstract  In this paper we propose distribution‐free treatments versus control tests for the one‐ and two‐way classifications. The null distribution properties are shown to be equivalent to those of well‐known statistics for which critical values have been extensively tabled. Asymptotic relative efficiencies with respect to corresponding normal theory competitors are derived and optimal designs for the allocation of experimental units to the treatments and control are obtained.
Statistical aspects of simulation: an updated survey*
Authors: Kleijnen Jack P.C.
Published: April 2008

Abstract  Practical statistical techniques for the design and analysis of simulation experiments are presented. These techniques are relevant in both discrete and continuous, deterministic and stochastic simulation. To generalize and interpret the simulation output the analyst can use regression analysis. This analysis allows for interactions among factors. Actually the regression model provides either a first‐order or a second‐order approximation to the complicated simulation model. To decide which system variants (parameter combinations) should be simulated, the analyst may apply experimental design theory. This theory makes the exploration of the simulated system much more efficient and more thorough. In the preliminary phase of the simulation experimentation special screening designs can be used to investigate hundreds of factors in relatively few runs.

In stochastic simulation additional problems arise. There are several approaches for determining how to initialize a simulation run and how long to continue that run. These approaches result in a confidence interval for the estimated response. Both steady‐state and transient behavior are examined. Special variance reduction techniques are briefly discussed; the use of common random numbers (identical seeds) is discussed in more detail.
Regression to the mode
Authors: Das P. , Mulder P.G.H.
Published: April 2008

Abstract  High measurement values often show on average a spontaneous decrease when remeasured under stationary study conditions. This effect is known as “regression to the mean”, a phenomenon widely met in biomedical research. In this paper a general formula is derived, which shows that this effect should be better called “regression to the mode”. Further it is shown that this effect may depend on the time‐spacing of repeated measurements in a stationary population.