bluuebunny/crossref_metadata_2025_split huggingface dataset:
Estimation in sampling on two successive occasions
Authors: Avadhani M. S. , Sukhatme B. V. 
Published: April 2008

SummaryFor estimating the mean of a finite population on the second of two successive occasions from a simple random sample, the authors [1] have proposedelsewhere an estimate which utilizes the data obtained from the sample on the first occasion as ancillary information. In this paper, it is shown that this estimate is more efficient than the one similar to that of Pathakand Rao[2] in all situations where the well known ratio estimate in simple random sampling is no less efficient than the usual regression estimate or the Rao‐Hartley‐Cochranestimate in sampling with varying probabilities and without replacement.
A priority queueing system with service interruptions
Authors: Madan K. C. 
Published: April 2008

AbstractThis paper studies a queueing system in which a mechanical service channel serves the units one by one on a priority basis and is subject to occasional breakdowns. During the period for which the mechanical service channel remains under repairs, the service is provided to only the units of priority class by a manually operated service channel. Laplacetransforms of the probability generating functions of the queue length have been obtained and the corresponding results for the steady state have been derived. Finally a particular case has been discussed.
Practical recipes to solve the Behrens‐Fisher problem
Authors: Thomasse A. H. 
Published: April 2008

Abstract  The comparison of the unknown means of two populations with unknown variances is called the Behrens‐Fisher problem, if the populations are assumed to be normal and the ratio of the variances is not known. In this paper a summary of recipes is given to solve this problem in practice, as published in the past 35 years by Banerjee, Fisher and Behrens, Pagurova, Wald and Hajek, Welch, Welch and Aspin, together with two large sample solutions and one solution often used as an approximate one without justification.The solutions are presented mainly in terms of confidence intervals for the difference of the population means. Some remarks are made concerning the lengths of these intervals and the power of the corresponding tests. The solutions in this paper are dependent on the means and the variances of samples drawn from the two populations only. All solutions discussed, except the disqualified approximate one, are robust against violations of the normality assumptions with respect to the populations and they provide, at least asymptotically, good measures for the difference of the population means if the samples are drawn from populations whatsoever with finite second moment.
An empirical Bayes rule for testing simple hypothesis against simple alternative
Authors: van Houwelingen J. C. 
Published: April 2008

SummaryThis paper gives a short introduction into the empirical Bayes approach. To illustrate this approach the classical problem of testing a simple hypothesis against a simple alternative is discussed. Some explicit results are given for testing Ho: N(‐1, 1) against H,: N(1, 1). This paper is a further elaboration of section 3.1 of the author's dissertation Wan Houwelingen (1973)).
Enige ervaringen met kursussen in de OR met behulp van management games
Authors: Droppert A. J. 
Published: April 2008

Samenvatting Binnen Akzo is veel ervaring opgedaan met speciaal voor dit doel ontwikkelde managementgames in OR‐cursussen. Het blijkt dat deze van grote waarde zijn zowel om de motivatie te verhogen als om het inzicht te verdiepen in de toepassingsmogelijkheden van OR in de praktijk.In dit artikel worden een tweetal cursussen beschreven en de plaats hierin van de games. Een aantal praktische ervaringen worden genoemd.De cursussen die hier beschreven zijn bereiken door de grote motivatie van de cursisten en de vrijere wijze van doceren veel beter hun doel dan meer technische cursussen. Het instrument van het management game draagt hier zeer wezenlijk toe bij.
Optimal designs for linear mixture models
Authors: Mendieta E. J. , Linssen H. N. , Doornbos R. 
Published: April 2008

Summary In a recent paper Snee and Marquardt [8] considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes.The purpose of this paper is to describe a numerical procedure resulting in a design of fixed size N, which is approximately D‐optimal, and where the components may be subject to linear constraints (f.e. upper or lower bounds). The proposed method is more generally applicable for models linear in the independent variables and the parameters and the convex hull of the experimental region is a polyhedron whose vertices are known.
A property of Stein's estimator for the mean of a multivariate normal distribution
Authors: Susarla V. 
Published: April 2008

SummaryA uniform bound on the risk (under squared error loss) of Stein's estimator Ψ1 for the mean of the multivariate normal distribution is given. Using the bound, the asymptotic behaviour of the risk of Ψ1 under a Bayesian assumption is obtained.
Minimizing maximum lateness on one machine: computational experience and some applications
Authors: Lageweg B. J. , Lenstra J. K. , Kan A. H. G. Rinnooy 
Published: April 2008

SummaryWe consider the problem of scheduling jobs on a single machine subject to given release dates and precedence constraints, in order to minimize maximum lateness. The algorithms of Baker and Su (Naval Res. Logist. Quart. 21 (1974) 171–176) and of McMahon and Florian (Operations Res. 23 (1975) 475–482) for the problem without precedence constraints are extended to the general case. An extensive computational comparison establishes the superiority of the latter algorithm. We describe applications to the theory of job‐shop scheduling and to a practical scheduling situation.
Monotonizing empirical Bayes estimators for a class of of discrete distributions with monotone likelihood ratio
Authors: VAN HOUWELINGEN J. C. 
Published: April 2008

SummaryA procedure is given for the construction of a monotone estimator that dominates a given estimator for a class of discrete distributions with monotone likelihood ratio. This procedure is applied to some empirical Bayes estimators. Monte Carlo results are given that demonstrate the usefulness of monotonizing.
A simultaneous econometric model for the Dutch economy
Authors: KETELLAPPER R. H. , BOS B. , KOOYMAN M. A. , VOORHOEVE W. 
Published: April 2008

Abstract  This paper gives an application of standard econometric techniques in the form of a simultaneous econometric model for the Dutch economy. The model has to serve two ends: (i) it should give an adequate description of the structure of the Dutch economy, (ii) it should provide a procedure to predict the main economic variables for 1977.Our study has been based on real data. Therefore the paper begins with a report on the collection of the postwar observations on the relevant variables. Furthermore, every stage in the construction of the model and the econometric methods used will be described carefully. This will result in the presentation of the predictions for 1977, while their associated margins of error are given in terms of the estimated standard deviations of the prediction errors.The reader, who is only interested in the ultimate results, may turn to Subsection 5.3.
Dichotomous decisions based on dichotomously scored items: a case study
Authors: MELLENBERGH G. J. , KOPPELAAR H. , VAN DER LINDEN W. J. 
Published: April 2008

SummaryIn a course in elementary statistics for psychology students using criterion‐referenced achievement tests, the total test score, based on dichotomously scored items, was used for classifying students into those who passed and those who failed. The score on a test is considered as depending on a latent variable; it is assumed that the students can be dichotomized into the categories “mastery” (with scores on the latent variable above a cutting score), and “no mastery” (with scores below the cutting score on the latent variable). Two problems are considered: (a) How many students are classified incorrectly? Using the binomial error model a procedure is described for computing the classification proportions: p(mastery, passed), p(mastery, failed), p(no mastery, passed), and p(no mastery, failed), (b) What is the optimal cutting score on a test? Using a loss function a procedure for computing the optimal curring score is described.
Comparing approximations of confidence intervals for the product‐moment correlation coefficient
Authors: BOOMSMA A. 
Published: April 2008

SummaryFive approximations in computing confidence intervals for the product‐moment correlation coefficient are compared. The α‐levels of the approximations are compared with three fixed nominal levels; for varying sample sizes and sample correlation values. It is recommended to use a method of RUBFN(or KRAEMER) [section 3d (3e)] for accurate approximations and a method of SAMIUDDIN[section 3b] for somewhat less accurate but quick results.
On a class of extensions to the Branley‐Terry model in paired comparisons
Authors: Baaren A. van 
Published: April 2008

AbstractDuring the past decade a number of authors have proposed an extension to the basic Bradley‐Terry model for estimation from the results of paired comparison experiments.The extension was either meant to accommodate ties in the individual comparisons or to estimate the effect of the order of presentation of the objects in these comparisons and, if necessary, to correct for the bias which may result from this effect. All the extensions have in common that, in order to achieve the objective, one or more parameters are added to the basic model. In this paper a class of extensions is presented of which the ones already published may be considered special cases. Some of the extensions from this class are compared and evaluated using a numerical example.
Rules for building statistical models*
Authors: Hemelrijk J. 
Published: April 2008

“Statistics uses the empirical hypothesis that apparatus (‘lotteries’) exist, admitting random choices of one among any given number of elements. Such apparatus do not exist in absolute perfection and their degree of perfection can only be defined after development of their theory. Their role is analogous to that of rigid bodies in euclidean geometry and of perfect clocks in dynamics. Empirical interpretation of probability statements is only possible with reference to such random apparatus or to natural phenomena empirically found to behave statistically sufficiently tike these”. D. van Dantzig [1]Summary  One of the fundamental questions in statistical model building is when to use the same model for different situations or experiments. Axioms, however useful mathematically, say nothing about this. The author therefore proposes to introduce rules for the choice of a statistical model which have the character of instructions for use of the statistical toolkit. One of the basic rules proposed is the “principle of equivalence”. Two repeatable experiments are called statistically equivalent if they cannot be distinghuished from one another by means of sequences of outcomes of arbitrary length. This principle is elaborated and illustrated by means of an example. If experiments are (deemed to be) statistically equivalent the use of the same statistical model for all of them is justified. This principle is then used for the introduction of conditional probabilities and composite models, with symmetric probability spaces as models for randomizers as a startingpoint.
A large deviation result for the difference in sample medians
Authors: Rao P. V. , Wackerly D. D. 
Published: April 2008

AbstractLetXmandYndenote the medians of independent samples from continuous populations Fand Grespectively. In Theorem 1 of this note, a large deviation result for the difference dmn= Xm‐ Ynis established under the assumption that Fand Garc symmetric about 0. The result is then used to define a sequential rule based on medians for selecting the best of Ksymmetric populations.
Thin layer chromatography, a case study
Authors: Akkerboom J.C. , Schepers P. , Werff J. v.d. 
Published: April 2008

AbstractThis paper gives an account of the collaboration between two mathematical statisticians and a toxicologist (the second author) interested in thin layer chromatography (TLC). A TLC “system” consists of a medium through which a solvent is transported. If a solution of some (toxic) sample is applied to the medium, then the components are carried forward by the solvent over different distances. Section 1 describes the concept of a data bank which provides standard values for the degrees of migration characteristic for each of mwell‐studied substances in each of nsystems. Sections 2–5 are mainly devoted to the construction of The “best design(s)”{j1*…jk*} of ksystems from the navailable ones. The attention is restricted to the situation that an unidentified sample exclusively contains one of the msubstances covered by the data bank and produces the scores xj…xjkin the systems j,…jkrespectively. Three different approaches to the identification problem were successively considered. Each approach leads to a class of procedures and their performances. The performance of the optimum procedure can be used to define the performance of any of the (nk) designs (j1…jk}. The latter performance is maximized in order to determine {j1*.,., jk*}. In practice usually data is obtained for mixtures instead of single. pure substances. Section 6 gives some tentative theory for the evaluation of such data.
On the Risk Performance of Bays Empirical Bayes Procedures for Classification Between N(‐1,l) and N(1,1)
Authors: Tsao How Jan 
Published: April 2008

SummaryIn empirical Bayes decision making, the Bayes empirical Bayes approach is diccussed by Gilliland and Boyer (1979). In the finite state component case, the Bayes empirical Bayes procedures are shown to have optimal properties in a fairly general setting and believed to have small sample advantage over the classical rules. The flexibility of making desirable adjustments for these decision procedures by choice of prior enables one to set a proper strategy when dealing with actual problems.The applications of Bayes empirical Bayes procedures, however, create some interesting theoretical and computational problems as they are fairly complicated in structure. This paper gives a brief introduction into the Bayes empirical Bayes approach, and, to illustrate it, explicit results are given for testing H0: N(‐1,1) against H1: N(1,1).
Is recreation affecting the number of birds' nests? A case study
Authors: de Roos GerlofTh. , Schaafsma Willem 
Published: April 2008

AbstractThis paper presents some results arising out of the collaboration during 1974–1980 between an ornithologist (the first author) and a statistician. Attention is focussed on the question as to whether Tables 1 and 2 provide sufficient evidence for the existence of effects of recreation upon the numbers of oyster‐catcher nests and on the estimation of these effects by means of confidence intervals. The main tool is the standard theory for constructing conditional tests for multiparameter exponential families. The authors try to give a very careful description of the methodological aspects of their case. Many different probabilistic models can be proposed. Accordingly the statistical problems concerning tests and confidence intervals admit different mathematical formulations and (or) solutions.It is now apparent that, during their collaboration, the authors did not always make the most appropriate choice of models and procedures. They went through several stages before arriving at the choices which are basic to the sections 2, …, 5. By outlining these stages in Section 6 and mentioning the methodological errors which were committed they hope that readers will beware of similar pitfalls.
ALGORITHMIC METHODS FOR SINGLE SERVER SYSTEMS WITH REPEATED ATTEMPTS
Authors: de Kok A. G. 
Published: April 2008

AbstractIn many practical situations customers applying for service and finding the server busy will not join a queue, but make a new attempt to enter service after some time. In this paper we study single server systems with repeated attempts both for infinite‐source input and finite‐source input where the service times are general and the reattempt times are exponential. Numerically stable recursion schemes are derived by which the time‐average and customer‐average steady‐state probabilities can be effectively computed.
CONFIDENCE INTERVALS FOR TEST INFORMATION AND RELATIVE EFFICIENCY
Authors: Oosterloo Sebie 
Published: April 2008

AbstractIn latent theory the measurement properties of a mental test can be expressed in the test information function. The relative merits of two tests for the same latent trait can be described by the relative efficiency function, i.e. the ratio of the test information functions. It is argued that these functions have to be estimated if the values of the item difficulties are unknown. Using conditional maximum likelihood estimation as indicated by Andersen (1973), pointwise asymptotic distributions of the test information and relative efficiency function are derived for the case of dichotomously scored Rasch homogeneous items. Formulas for confidence intervals are derived from the asymptotic distributions. An application to a mathematics test is given and extensions to other latent trait models are discussed.
TRUE VERSUS MEASURED THEIL INEQUALITY
Authors: Odink J.G. , van Imhoff E. 
Published: April 2008

AbstractThis article deals with several problems that arise when the Theil coefficient of income inequality is computed in practice.Aggregation of income data into brackets leads to an underestimation of the true Theil inequality, which is defined as the value of the coefficient as computed from individual income data. The assumption that the individual incomes are distributed according to a linear density function within the income brackets is suggested as a method to estimate this aggregation error. Calculations show that this method approximates the true aggregation error reasonably well.Several methods are discussed concerning the treatment of negative incomes. In particular one can construct an income bracket that contains both negative and positive incomes and which in the summation formula is weighted with zero weight. Of all methods this procedure using the assumption of a linear density function within brackets, yields the highest value of the Theil coefficient and is thus preferred to the other alternatives.
ADAPTIVE ESTIMATION OF BINOMIAL PROBABILITIES UNDER MISCLASSIFICATION
Authors: Albers W. , Veldman H.J. 
Published: April 2008

AbstractIf misclassification occurs the standard binomial estimator is usually seriously biased. It is known that an improvement can be achieved by using more than one observer in classifying the sample elements. Here it will be investigated which number of observers is optimal given the total number of judgements that can be made. An adaptive estimator for the probability of interest is introduced which uses an estimator of this optimal number of observers, obtained without additional cost. Some simulation results are presented which suggest that the adaptive procedure performs quite well.
THE CONSTRUCTION OF THE SIMPLE X2 AND NEYMAN SMOOTH GOODNESS OF FIT TESTS
Authors: Rayner J.C.W. , Best D.J. , Dodds K.G. 
Published: April 2008

AbstractSuppose we wish to test whether data are consistent with a completely specified continuous distribution against a general alternative. Familiar omnibus tests are PEARSON'S X2 test and NEYMAN'S smooth test. Fundamental problems in the application of these tests are the construction and number of classes to use for X2, and the choice of the order of the NEYMAN smooth test. This paper examines these questions.
VAN DE HULST ON ROBUST STATISTICS: A HISTORICAL NOTE
Authors: van Zwet W.R. 
Published: April 2008

AbstractThis paper provides a discussion of an unpublished set of notes written in 1942 by the Dutch astronomer H.C. VAN DE HULST. In these notes VAN DE HULST derives the asymptotic variances of M–estimators as well as trimmed means and concludes that the asymptotic variance of what is now called HUBER'S estimator is the same as that of a trimmed mean. This conclusion is usually ascribed to BICKEL (1965). A letter written by D. VAN DANTZIG in 1943 providing a critical evaluation of. VAN DE HULST'S results, adds interest to this suprisingly early contribution to the theory of robust statistics.
ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES*
Authors: BEKKER P.A. , WANSBEEK T.J , KAPTEYN A. 
Published: April 2008

AbstractThe paper reviews some old and new approaches to the analysis of linear models with errors in variables. The emphasis is on the identification problems that usually arise in errors–in–variables models and on the various types of additional information that econometricians have invoked to be able to estimate parameters consistently. The approaches discussed include instrumental variables, grouping, simultaneous equations, multiple equations and bounds on measurement error variances.
A SURVEY OF THE EVOLUTION OF QUEUEING THEORY
Authors: Cohen J.W. , Boxma O.J. 
Published: April 2008

AbstractThe evolution of queueing theory is sketched from its origin in Teletraffic, via its growth to maturity as a mathematical discipline in Operations Research, to its present position as an indispensable tool in the performance analysis of complex computer—and communication networks. The Dutch postwar contributions to this evolution receive some special attention, on the occasion of the celebration of the Dutch Society for Statistics and ‘Operations Research’ fourth decennium.
A POISSON PROCESS APPROXIMATION FOR GENERALIZED K–S CONFIDENCE REG
Authors: Arsham H. , Miller D.R. 
Published: April 2008

AbstractOne–sided confidence regions for continuous cumulative distribution functions are constructed using empirical cumulative distribution functions and the generalized Kolmogorov–Smimov distance. The band width of such regions becomes narrower in the right or left tail of the distribution. To avoid tedious computation of confidence levels and critical values, an approximation based on the Poisson process is introduced. This approximation provides a conservative confidence region; moreover, the approximation error decreases monotonically to 0 as sample size increases. Critical values necessary for implementation are given. Applications are made to the areas of risk analysis, investment modelling, and analysis of fault–tolerant systems.
EXTERNAL PIVOTING IN THE SIMPLEX ALGORITHM*
Authors: Eiselt H.A. , Sandblom C.‐L. 
Published: April 2008

AbstractIn this paper we describe the principle of external pivoting, a variant of the primal simplex algorithm. Its validity is proved in general and various strategies are designed which are based on this principle. The average convergence behavior for these strategies is then tested in a series of randomly generated problems. It is found that at least one of the strategies compares favorably with the regular simplex method.
A DISPLACED POISSON PROCESS APPLIED TO SCREENING FOR BREAST CANCER EN STRATIFIED SAMPLES WITH FALSE NEGATIVES*
Authors: Clarkson D.B. , Wolfson D.B. 
Published: April 2008

AbstractA displaced Poisson process model allowing for stratified populations and “false negatives” is presented for describing the progress of certain chronic diseases. This model, which builds on earlier work by the authors, allows for the simple estimation of various parameters and distributions of interest in screening. A Monte Carlo simulation study illustrating and partially verifying the model predictions is given.