bluuebunny/crossref_metadata_2025_split huggingface dataset:
Het uitzetten van waarnemingen op waarschijnlijkheids‐papier1
Authors: Benard A. , Bos‐Levenbach E. C. 
Published: April 2008

SummaryThe plotting of observations on probability paperThe mathematical foundation of probability paper for a variate with a cumulative distribution function F (αx+β) is explained as well as its purpose. To plot the observations it is necessary to use an estimate cf F (xi, xi being the 1 th order statistic in the sample. Several methods are described and compared, and a new one is developed, having the property that with a very good approximation the medians of xi are situated on a straight line. The derivations are given separately in an appendix.
Proefopzetten in de Industrie
Authors: Hamaker H. C. 
Published: April 2008

SummaryExperimental designs in industry.It is pointed out that in industry owing to the greater speed of modem mass‐production we have a greater need for simple experimental designs than in agriculture. The paper makes a special and extensive study of the simplest of all designs: the two‐way classification. A distinction is made between qualitative and quantitative factors; factors for which we do not, and for which we do know the levels. Three cases must then be distinguished: (1) two qualitative factors, (2) one qualitative and one quantitative factor, and (3) two quantitative factors. To these, different methods of variance analysis must be applied; in (1) the customary analysis according to rows and columns is adequate, but in (2) we can effectively use polynomial regression analysis in one direction, and in (3) we can do so in both directions. Examples of each of these types of analysis are provided.The opinion is expressed that the analysis of variance serves to pick out from among a number of conceivable models, the simplest model that will adequately describe the observations, and further to provide an estimate of the residual fluctuations. The result of an analysis of variance is of no use for technical purposes; the model chosen expressed in the form of a numerical equation is the information to be used in the factory.
Tien jaar ontwikkeling van de industriële statistiek *
Authors: van Ettinger J. 
Published: April 2008

SummaryA decade of industrial statisticsThis paper deals with a review about the development of industrial statistics in the Netherlands during the last ten years.Different factors influenced this development: a great need of statistical treatment of problems caused by the evolution of modern industry; the availability of useful statistical tools; the activity of a number of competetent industrial statisticians; the greater openness for new ideas and the better climate with reference to industrial statistics. A detailed discussion of these factors is given.
Gebruik van multi‐momentopnamen
Authors: Sparnaay K. F. 
Published: April 2008

SummaryApplication of the ratio‐delay method.The ratio‐delay method affords a much quicker insight in the relation between direct‐productive and indirect‐productive times of a group of machines than the classical time study method.Especially with cyclical and a‐cyclical work the ratio‐delay method is the most efficient and sometimes the only means to obtain a justified rate at short notice. This also holds for serial piece‐production.Much attention will have to be paid to improving and accelerating ratio‐delay methods.
Experiment en waarneming in de economische statistiek *)
Authors: de Vries M. 
Published: April 2008

SummaryIn the design of experiments for scientific purposes it is assumed that the sample elements do not interfere with the experiment and do not influence the observations. In economic research, however, these assumptions are not always fulfilled.In this field of investigation the sample elements are for the major part human beings. It might be expected that human subjects will not submit passively to any experiment.In this paper methods of observation and experimentation are discussed in which the human influence has been largely eliminated. Some topics of sample design have been elucidated by means of an example.
Een algemene methode tot leemtevulling
Authors: Corsten L. C. A. 
Published: April 2008

SummaryAn exposition of the missing plot technique often applied in analysis of variance is given in very general terms.Non‐orthogonality mostly implies heavy computations. If the scheme of observations is almost orthogonal this technique, however, supplies in a simple way unbiassed and efficient estimates of the expectation values which occur in a linear hypothesis underlying an analysis of variance. Moreover the correct residual sum of squares required for a test or a confidence interval estimation is obtained without difficulty.A correct test of an effect or an interaction will be provided by two estimates, the first under the null‐hypothesis, the second under the alternative hypothesis. In the case of non‐orthogonality this may imply two separate applications of the discussed technique. The difference between the two residual sums of squares will be used for the numerator of a valid F‐criterion.The technique is illustrated by an example.
Enkele opmerkingen over de intensiteit van lokaal berichtenverkeer *
Authors: van der Putten A. , Swaagman H. C. 
Published: April 2008

SummarySome remarks on the intensity of local telephone and postal traffic.In this paper a method is described to explain the trend of the intensity of the local telephone traffic in a certain area by means of the number of exchange lines, the telephone density (number of exchange lines per 1000 inhabitants), and the real national income per head of the population as explanatory variables. In connection with the intercorrelation between the number of exchange lines and the density, which would make the regression coefficients unreliable, the exponent of the number of exchange lines has been fixed by means of a cross section of telephone networks.The method was applied to the Amsterdam telephone network; it appeared that the development of the local telephone intensity over a long period could be explained satisfactorily. Further, extrapolation offers the possibility to estimate future investments.For the local postal traffic, too, it was examined whether the trend could be explained. It appeared, however, that it was not very well possible to do so because the basic data (which are nery difficult to collect in practice) were not sufficiently accurate. It was possible, however, to determine the relation, in a cross section, between the intensity of the local letter mail and the number of inhabitants per community.
Orde en wanorde*
Authors: Freudenthal H. 
Published: April 2008

SummaryOrder and disorderOrder is a quite definite notion as long as it means a special kind of order. Disorder in the sense of absence of any order is a vague notion. Statistical notions do not depend on notions like order and disorder. Instead of disorder independency is the fundamental statistical notion. Statistical independency can be obtained by creating disorder. But pseudo‐random‐material shows that it can also be obtained by suitable strictly causal methods. It is not possible to test whether a given material is produced by stochastic devices. It is dangerous to try disorder as a null hypothesis in order to refute it by showing some regularities in the underlying material. This is shown by analyzing of statistical sham proofs for the impossibility of generatio spontanea, such as tried by some biologists.
Enige punten uit de wiskunde der informatietheorie*
Authors: Stam A. J. 
Published: April 2008

SummarySome mathematical remarks on information theryThis paper is the eleboration of a lecture given by the author at the “Statistische Dag 1960”. It contains the definitions of entropy and amount of information as given by Shannon, some remarks on their interpretation, and their generalizations to abstract probability spaces. Some remarks are made on the mathematical problems arising from these definitions.Shannon's definition is compared with the concept “instrinsic accuracy” or information used in statistics that was defined by Fisher. Some properties these different kinds of “information” have in common are mentioned.
Residuen als bron van informatie bij regressie‐analyse*
Authors: Barten A. P. 
Published: April 2008

SummaryResidual terms—a source of ordered information in regression analysisAlthough in regression analysis residual terms seem to represent chaos, they can be used to complement the original hypothesis in a theoretically acceptable way. This is demonstrated with an example: the construction of a wage rate equation for the Dutch economy 1923—1938 and 1949—1957. Extrapolation of the equation for the years 1958 and 1959 and its application to the United States economy 1931—1958 provide a primitive test.
On a metric in the space of random variables
Authors: Kuiper Nicolaas H. 
Published: April 2008

SamenvattingVan een metriek d(x,y) gedefinieerd op de ruimte Ω van alle stochastische variabelen worden twee interessante eigenschappen bewezen. Deze kunnen soms met vrucht onder meer worden toegepast voor de beoordeling of bij een gegeven monotone functie f, en een benadering y van x, ook f(y) een goede benaderende stochastiek is voor f(x).
Enkele opmerkingen over de opzet van onderzoekingen naar de werkzaamheid van cytostatica in de kliniek1)
Authors: Rümke Chr. L. 
Published: April 2008

SummarySome remarks on the design of clinical trials of cancer chemotherapeutic agents.After a general introduction on the aim of clinical trials, some factors are discussed, which are of special importance in clinical trials of cancer chemotherapeutic agents. The effects of these agents on specified tumor types should be compared concurrently with those of placebos in equivalent groups of patients.
Project‐planning methoden
Authors: Reith P. F. 
Published: April 2008

Summary.Project planning methodsThe purport of the article is to give a general survey of methods of project planning such as Pert, Critical path method, etc. In the first place a definition is given of what is understood by project in this respect.The possibility to represent such a project by a network of certain characteristics is specified more closely and it is examined what restrictions this imposes in practice.With regard to the planning of such projects three possibilities, dependent on the available data for and the objectives of the planning, are to be distinguished, i.e.:

The activity durations are supposed to be fixed and given numbers and the planning aims at minimal total project duration.
The activity durations are supposed to be stochastic variables having given distributions and the planning aims at a total project duration which is to be realised with satisfactory probability.
The activity durations are supposed to be variables that can move within certain given limits and a cost function for each of these variables is given; this time the planning aims at activity durations which are such that the total project cost is minimal.

For each of these three possibilities we discussed solution methods. Some flow‐diagrams are added as a demonstration of the fact that the numerical procedures are greatly apt to be executed with the help of an electronic computer.
Twintig jaren Studiekring voor Statistische Techniek*
Authors: Kuiper N. H. 
Published: April 2008

SummaryA survey is given of the history {twenty years) of the study group for statistical techniques of the Landbouwkundig Genootschap, and in connection herewith the history of the relevant parts of statistics and of the teaching of statistics in particular at the Agricultural University of Wageningen is touched upon.
Besliskunde, een vlag die de lading dekt?*
Authors: Monhemius W. 
Published: April 2008

Summary.Does operations research teach, how to make decisions?Some confusion seems to exist with regard to the subject of taking decisions. Decision making is not restricted to the field of management decisions; in every field of life we take decisions and branches of applied science exist to help us.Operations research is primarily research of operations, which means that it is both more and less than “the knowledge of decision making”. It is less, because only decisions about operations are concerned and because the decision itself is taken by a manager. This manager uses partly as a basis: conclusions drawn by staff people or consultants.It is more, because the element of research is not sufficiently stressed by the expression “knowledge of decision making”. Research in the field of methods of linear programming for example is called mathematical research; it is needed by Operations Researchers but also by other scientists and engineers.As far as decision theory is concerned, the point of view of Arrow (1957) is underlined.As a sideline it is pointed out, that a decision theory cannot be developed without help of psychologists and that leadership is much more than just taking decisions.
Het maken van een schaal voor niet meetbare kenmerken*
Authors: van den Toorn J. W. 
Published: April 2008

SummaryWhen no scale is available, it is hardly possible to come to a well‐founded judgment on the basis of evaluations of immeasurable characteristics.A description is given of an investigation from the results of which a scale (of photographs) is prepared of the immeasurable characteristics by means of the method of paired comparisons.
Produktiebesturing: beslissen zonder gissen?*
Authors: van Hees R. N. 
Published: April 2008

SummaryThe problem of controlling productionlevels, productionseries and stocks can be solved in different ways.In many cases, however, it is necessary to realise that both production and deliveries are stochastic variables.Therefore it is impossible to make exact forecasts of the number of products that will be produced per unit of time and the quantities demanded by the customers.In spite of these facts the whole chain of activities (consisting of production, inventories and demand) must be kept under control.This can be done by using the inventory‐level as a useful source of information concerning the cumulative deviations which occur both in production and sales. The feedback of this stock‐level‐information is necessary in practical planning‐procedures.This can be proved easily.
De methoden van De Wolff en Van Heerden voor het nemen van aselecte steekproeven bij accountantscontroles*
Authors: Kriens J. 
Published: April 2008

SummaryThe procedures suggested by De Wolff and Van Heerden for random sampling in auditing.In recent years two different methods were suggested for taking random samples in typical auditing problems. In this paper these two methods are critically reviewed and compared.In De WoIff's method all large entries in a register are checked, whereas a sample is taken from the smaller ones. Van Heerden does not consider the register as a population of entries, but, if all entries total up to B guilders, as a population of B guilders. He selects guilders randomly and checks the entries to which the selected guilders belong. Both authors only use probability statements if no {severe) mistake is found in the sample. De Wolff uses confidence intervals with a confidence‐level 1‐txfor the fraction p of incorrect small entries and states that, except for a probability α, B will not surpass the correct total value with a fraction ϕ. Van Heerden formulates his conclusions, using the probability β(ϕ) that no mistake will be found in the sample if a fraction ϕ of B is incorrect.In this paper (§ 3), it is shown that the intervals for p, if no mistake is found, cannot be ordinary confidence intervals. However, it is possible to give a somewhat unusual interpretation of De Wolffs results and then it turns out that his conclusions regarding a and ϕ actually are rather pessimistic upper‐limits for the probability of a wrong statement and for the maximal fraction of incorrect guilders respectively.Very often, a priori information is present in auditing problems; § 4 shows how to use this information in order to get shorter intervals for p or smaller values for a. In § 5 a suggestion by V an H e er den to find the optimal sample size is discussed. The suggestion boils down to applying the minimax method to the sum of the checking‐costs nc, c being the costs of checking one entry, and the expected loss if a sample of size n is taken and the fraction tp of incorrect guilders has a probability distribution G(ϕ). For a special case, the optimal value of n is proved to be either the largest integer, smaller than , or the smallest integer, larger than this value. Table 5.III gives these values of n and the corresponding values of β for some values of B/c and ϕ.
Uitbijternegerende schatters bij duplobepalingen
Authors: Keuls M. 
Published: April 2008

SummaryOutlyer‐ignoring estimators for measurement in duplo.By hypothesis a measurement u is the sum of two independent random variables, the normal random variable with expectation μ, and standard error σ, and a random error φ: Basically two independent measurements u1 and u2 over u are to give the estimate x=1/2(u1+ u2) over μ.However, to reduce the effect of the error φ on a final estimate of μ, one adds, according to a common practice, a third or even a fourth measurement u3, u4, in the case that the basic pair differs by more than a number A. For this extended set of measurements two outlyer‐ignoring estimator y and z of μ are defined, and investigated against three specifications fo the error φ. Also an outlyer‐ignoring estimate of σ is considered, and its application is illustrated by an example.
Multimodality in a family of probability densities, with application to a linear mixture of two normal densities.
Authors: Wessels J. 
Published: April 2008

SamenvattingIn dit artikel worden enige eigenschappen samenhangende met het aantal toppen van kansdichtheden afgeleid. Beschouwd wordt de situatie bij een dichtheid h(x, θ) (met θ parametervektor), die voor elke toegestaneparameterwaarde θɛθ tweemaal differentieerbaar is naar x, terwijl zowel h zelf, als zijn eerste en tweede afgeleide naar x, continu zijn in (x, θ). In paragraaf 2 worden enige eigenschappen afgeleid van de verzamelingen θk (k > o) van parameterwaarden waar strikt k‐toppigheid optreedt (definitie in paragraaf 1) en θo van die parameterwaarden, waarbijh(x, θ) voor geen enkele k (> o) aan de eisen voor strikte k‐toppigheid voldoet. In paragraaf 3 wordt h(x, θ) gespecialiseerd tot een lineair mengsel van twee kansdichtheden en in paragraaf 4 wordt gedetailleerd het geval van een lineair mengsel van twee normale dichtheden nagegaan.
Dimensionering van homogeniseringsinstallaties
Authors: von der Mooren A. L. 
Published: April 2008

SummaryDesigning of homogenizing equipmentThe spread in quality in a large stream of granular material can be sufficiently reduced only by homogenization in mixing heaps and bunker installations. In this treatment each unit of consumption is composed of portions which, at given intervals, are taken from the stream.The paper indicates how to choose the number and size of the portions and the intervals between them in order to achieve the required reduction in spread at minimum costs.This determination, elucidated by means of an example, is based on the correlo‐gram of the stream referred to thin slices.
The correlation theory for stationary stochastic processes applied to exponential smoothing
Authors: Grunwald H. 
Published: April 2008

SamenvattingEr wordt aangetoond dat tijdreeksen x(t), die stationaire eerste incrementen y(t) met een zeer speciale correlatiefunctie (φyy() hebben, d.m.v. exponential smoothing optimaal in de zin van Wiener geëxtrapoleerd worden.De smoothing parameter a. is gemakkelijk met behulp van (φyy() te berekenen. Het blijkt bovendien dat deze parameter soms ook groter dan één kan zijn. Een aantal generalisatus worden gediscussieerd en voor een daarvan wordt de extra‐polatie formule berekend.
The hypergeometric, the normal and chi‐squared*
Authors: Hemelrijk J. 
Published: April 2008

SummaryThis note describes a numerical investigation of the normal and χ2‐approximations to the hypergeometric distribution, which leads to a surprisingly simple foot rule. If n and r are the two smaller marginal totals, then for the tails of the distribution up to about a probability of 0.07, the normal approximation will in nearly all cases be better than the χ2 if n+r1/2N (where N is the grand marginal total) and worse otherwise. Although the two approximations are nearly equivalent, thisfootrule is so simple that it seems worth publishing.
From univariate‐ to multivariate analysis
Authors: Bosch A. J. 
Published: April 2008

SummaryThis paper is intended for those who are interested in the didactics of multivariate analysis. The problem studied is: how can the transition from univariate ‐ to multivariate analysis be made as simple as possible? Here we provide a simple “codingkey”, which works logically and is easy to remember and to handle. Some of the notations are adopted from lecture‐notes by L. C. A. Corsten.
Inventory control with unknow demand distribution: a slow‐mover case
Authors: Wessels J. 
Published: April 2008

SummaryIn this paper some tools will be developed for analysing a simple inventory problem of the slow‐mover type with the special feature that the probability distribution of the demand interarrival times is unknown. The role of sufficient statistics in decision making is analysed for an arbitrary optimality criterion and particularly for the Bayesian criterion. A computational approach for the case of a Bayesian criterion is presented together with some numerical results.
Asymptotic power of the two‐sample test of Wilcoxon for Logistic shift alternatives, and comparison with simulation results
Authors: van der Laan P. , Weima J. 
Published: April 2008

SummaryIn this paper the power of the two‐sample test of Wilcoxonfor Logistic shift alternatives is computed by using two approximations, based on the asymptotic Normality of the test statistic. The sample sizes considered are m = n = 6,m = n=10 andm = n = 15. These approximations are compared with the results of an experimental determination by Monte Carlo techniques.
On the unimodality of passage time densities in birth‐death processes
Authors: Keilson J. 
Published: April 2008

AbstractIt has been shown [2] that for any ergodic birth‐death process the p.d.f. of Ton, the passage time from the reflecting state 0 to any level n is log‐concave and hence strongly unimodal. It is also known (cf [2]) that the p.d.f. of Tn, n+1 or Tn+1, n for such a process is completely monotone and hence unimodal. It has been conjectured that the p.d.f. for the passage time Tmn between any two states is unimodal. An analytical proof of the result is presented herein, based on underlying renewal structure and methods in the complex plane. It is further shown that the p.d.f. of Tmn can always be written as the convolution of two p.d.f.s, one completely monotone and the second PF and hence log‐concave.