bluuebunny/crossref_metadata_2025_split huggingface dataset:
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.
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

AbstractSeven 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.
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

AbstractThis 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.
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.AbstractThe 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

SummaryIn 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.
Gemiddelde en kwadraatsom opnieuw bekeken
Authors: Kroon J. P. M. de 
Published: April 2008

SamenvattingIn 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.
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.
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.
Testing for equality of variance of correlated normal variables
Authors: Hawkins DouglasM. 
Published: April 2008

SummaryA 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

AbstractThe 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

AbstractThe 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

SummaryThe 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.
A survey of two‐sample location‐scale problem, asymptotic relative efficiencies of some rank tests
Authors: Goria M. N. 
Published: April 2008

SummaryHere 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

SummaryA 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.
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.
Statistical survival analysis of male larynx‐cancer patients ‐ a case study
Authors: Kardaun O. 
Published: April 2008

Abstract This paper deals with a concrete case: Of 90 male larynx‐cancer patients, diagnosed and treated in the period 1970–1978, either the survival time or, if the patient was still alive at the end of the study, an appropriate lower bound on it was recorded. One factor (stage of the cancer) and one covariate (age of the patient) were a priori selected as important variables possibly influencing the survival function.After an elementary analysis of the 3 and 5 year survival fractions in section 2, a nonparametric estimation of the survival functions ignoring the effect of age is presented in section 3. In the last section COX'S (1972) proportional hazards model is used for a one dimensional regression on age which leads to the estimation ofSi(tz), the survival function of patients with stageiand agez. This allows for a graphical comparison with the normal population. Finally some checks on the proportional hazard assumption are performed.The emphasis in this paper is on adequately applying and adapting (mostly existing) techniques, including the use of some generally available computer programs, to a practical case. Care has been given to model assumptions and theoretical foundations of the relevant methods.
HODGES‐LEHMANN EFFICACIES FOR LIKELIHOOD RATIO TYPE TESTS IN CURVED BIVARIATE NORMAL FAMILIES
Authors: Brown L. D. , Ruymgaart F. H. , Truax D. R. 
Published: April 2008

AbstractFor hypothesis testing in curved bivariate normal families we compare various size a tests by means of their Hodges‐Lehmann efficacies at fixed alternatives, in particular when these tests have equal optimal asymptotic power in the local Pitman sense. The locally most powerful tests and the likelihood ratio tests for the curve are both Pitman optimal, but the latter turn out to have higher Hodges‐Lehmann efficacy. All the tests considered here, including the locally most powerful tests, are likelihood ratio tests against suitable (possibly enlarged) sets of alternatives, the curve itself being an important special case of such a subset. In passing we illustrate a general result in Brown (1971) concerning Hodges‐Lehmann optimality obtained by enlarging the model.
RIDIT ANALYSIS, A REVIEW
Authors: Jansen Marlies E. 
Published: April 2008

AbstractIn ridit analysis scale values are assigned to the categories of an ordinal response variable, the ridits. Ridit analysis is described as a technique to compare groups of observations and to measure the association between ordinal and nominal variables by mean ridits. By their definition mean ridits are closely related to distribution‐free methods. Mean ridits are also used as a tool to test the main and/or interaction effects of factors on an ordinal response variable.
A COMPARISON OF THE POWERS OF A GENERALIZED FRIEDMAN'S RANK TEST AND AN ALIGNED RANK PROCEDURE BASED ON SIMULATION
Authors: de Kroon J. , van der Laan P. 
Published: April 2008

AbstractThis paper presents the results of an experimental determination by Monte Carlo techniques of the power functions of a generalized Friedman's rank test based on “standardized” ranks and a proposed test procedure based on aligned ranks for orthogonal designs. The simulation is carried out for five orthogonal designs and a number of Normal location alternatives and gives some information about the difference in power of the two test procedures for some orthogonal designs.
BAYESIAN ESTIMATION OF T–G RIDGE MODEL
Authors: Saxena Ashok K. 
Published: April 2008

AbstractRidge type analysis of the Theil–Goldberger mixed model, considered earlier by Saxena and Bhatta–charya (1983) for the non–Bayesian set–up, is discussed from the Bayesian view–point when a has a closed prior and the loss–function being squared error.
RANDOM WALKS ON REGULAR POLYHEDRA AND OTHER DISTANCE–REGULAR GRAPHS
Authors: van Slijpe A.R.D. 
Published: April 2008

AbstractIn this paper we consider Markov chains of the following type: the state space is the set of vertices of a connected, regular graph, and for each vertex transitions are to the adjacent vertices, with equal probabilities. When the mean first–passage matrix F of such a Markov chain is symmetric, the expectation and variance of first–entrance times, recurrence times, number of visits to a vertex and the expectation of the number of different vertices visited, can easily be computed from the entries of F. The method is most effective, when the underlying graph is distance–regular; then F is symmetric and the entries of F can easily be obtained from the graph.
SOME SMALL–SAMPLE NON–PROPORTIONAL HAZARDS RESULIS FOR THE KAPLAN–MEIER ESTIMATOR
Authors: Geurts J.H.J. 
Published: April 2008

AbstractCHEN, HOLLANDER and LANGBERG (1982) presented exact small–sample results for the KAPLAN–MEIER (1958) estimator under the proportional hazards model. We present simulation results for the same estimator for small samples in a number of cases where the hazard rates are not proportional. These suggest that the proportional hazards results, especially with regard to the Mean Square Error, are typical for a fairly large variety of “non–proportionalities” that may be encountered in practice. Thus the MSE of the KAPLAN–MEIER estimator appears to be rather robust against deviations from proportionality of the survival and censoring hazard rates. We illustrate the practical importance of this property by two examples.
ON THE ANALYSIS OF VARIANCE FOR BETA – BINOMIA
Authors: Engel J. 
Published: April 2008

AbstractThe beta–binomial distribution is reported in literature as a useful generalization of the binomial in case of heterogeneous binomial sampling. An extra model parameter is introduced to accommodate for extra–binomial variation. Some additions to results already available will be given by presenting approximate F–tests for factorial designs, where the response variable is of 0–1 type and sampling is heterogeneous binomial. These tests can be used when sample sizes are large and equal and some degrees of freedom are left from replicates or negligible interactions to estimate the extra model parameter.
INVARIANCE OF THE UNORDERED BEST ESTIMATOR IN THE T,–CLASS FOR MIDZUNO'S AND FOR IKEDA–SEN'S SAMPLING PROCEDURES
Authors: Prabhu–Ajgaonkar S.G. , Shah S.M. 
Published: April 2008

AbstractMIDZUNO'S sampling procedure is considered where the first (n – 1) draws are carried out with simple random sampling without replacement and the nth draw with varying probabilities. It is shown that for this scheme, the best estimator in the HORVITZ–THOMPSON (1952) Tt–class of linear estimators exists and rejects the last draw. When MURTHY'S technique of unordering of an ordered estimator is employed, the rejected draw is restored and the unordered estimator is obtained. Surprisingly, this unordered estimator is the same as the unordered best estimator in the T1–class, derived for IKEDA–SEN'S sampling procedure.
THE “VEREENIGING VOOR DE STATISTIEK”, 1857–1892
Authors: Stamhuis I.H. 
Published: April 2008

AbstractThis paper deals with the history of the nineteenth century Dutch statistical society: “Vereeniging voor de Statistiek”, founded in 1857. In the second half of the nineteenth century the society flourished and had a considerable amount of members. It played a very active role for the establishment of a central official statistical bureau: “Centraal Bureau voor de Statistiek”. These activities ended with success in 1892. Then the society changed its name and did no longer engage itself with statistics. Members of the statistical society thought of statistics as facts about society, mostly numerical, but not always. They hoped to discover the laws which ruled society, by means of statistics. In that way the social sciences would improve.
STOCHASTIC INTEGER PROGRAMMING BY DYNAMIC PROGRAMMING
Authors: Lageweg B.J. , Lenstra J.K , RinnooyKan A.H.G. , Stougie L. , Kan A.H.G. Rinnooy 
Published: April 2008

AbstractStochastic integer programming is a suitable tool for modeling hierarchical decision situations with combinatorial features. In continuation of our work on the design and analysis of heuristics for such problems, we now try to find optimal solutions. Dynamic programming techniques can be used to exploit the structure of two–stage scheduling, bin packing and multiknapsack problems. Numerical results for small instances of these problems are presented.
THE CHOICE OF CELLS IN CHI–SQUARE TESTS
Authors: Oosterhoff J. 
Published: April 2008

AbstractThe choice of cells in chi–square goodness of fit tests is a classical problem. Some recent results in this area are discussed. It is shown that the likelihood ratio of alternatives w.r.t. null distributions plays a key role when judging different procedures. The discussion centers on the case of a simple hypothesis, but location–scale models and tests of independence in contingency tables are also considered.
STATISTICS IN THE SOCIAL AND BEHAVIORAL SCIENCES
Authors: Molenaar I.W. 
Published: April 2008

AbstractThis survey paper gives an impression of the main ways in which statistics is used in disciplines such as sociology and psychology. After an introductory section 1 the negative image of social science research is discussed in section 2. Section 3 is devoted to the enormous influence of modern computing facilities. Measurement of human behaviour has its specific problems (section 4). The use of linear and log–linear models is the topic of section 5. Latent variables are a basic concept for social and behavioral scientists, both in some linear models (section 6) and in item response theory (section 7). In the next section multidimensional and optimal scaling techniques are mentioned, and a selection of other topics is the content of section 9. Some general remarks on the generalizability claim of statistical methods constitute the final section. Because of space limitations and priority considerations, the author has decided to write a paper about topics and not about individual research contributions. For this reason there is no list of references (it would take several pages) and no painful split of all Dutch authors into those mentioned and those omitted. In general the Dutch research community has made quite a few major contributions to the area discussed in this paper.
MARKOV DECISION PROCESSES
Authors: van der Wal J. , Wessels J. 
Published: April 2008

AbstractA review is presented of the development over the years of the theory and practical use of Markov decision processes. To this purpose three periods are considered: before 1966, from 1966 till 1972, and after 1973. In all 3 periods there has been some contribution from the Netherlands, but particularly in the last period the research in the Netherlands on the subject has become a major stream. In this review particular emphasis is given to the work which has been done in the Netherlands, but the main line of the paper is determined by the development of the applicability of the available theory.
CENTRAL LIMIT THEORMS IN C[0,1] FOR A CLASS OF ESTIMATORS OF A DISTRIBUTION FUNCTION
Authors: Nixdorf R. 
Published: April 2008

AbstractAs non–parametric estimates of an unknown distribution function (d.f.) F based on i.i.d. observations X1 Xn with this d.f. are used, where Hn is a sequence of d.f.'s converging weakly to the unit mass at zero. Under regularity conditions on F and the sequence (Hn) it is shown that √n(Fn–F) and √n(Rn– F) in C[0,1] converge in distribution to a process G with G(t) =W° (F(t)), where W° is a Brownian bridge in C[0,1]. Further the a.s. uniform convergence of R., is considered and some examples are given.