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1.
We have designed modified two-stage and purely sequential strategies to estimate the difference of location parameters from two independent negative exponential populations having unknown but proportional scale parameters under a modified Linex loss function. This article extends one-sample methodologies of Mukhopadhyay and Bapat (2016, Sequential Analysis). Some preliminary results are established along the lines of Mukhopadhyay and Hamdy (1984, Canadian Journal of Statistics) and Mukhopadhyay and Darmanto (1988, Sequential Analysis). We have resorted to Mukhopadhyay and Duggan (1997, Sankhya, Series A) in developing asymptotic second-order properties for the modified two-stage methodology and to nonlinear renewal theory of Lai and Siegmund (1977, 1979, Annals of Statistics) and Woodroofe (1977, Annals of Statistics) in addressing analogous properties under the purely sequential methodology. Then, we supplement with extensive sets of data analysis via computer simulations validating that both modified two-stage and purely sequential methods perform very well. Both methodologies are also illustrated and implemented using real datasets from cancer studies and reliability analysis. 相似文献
2.
We introduce a class of nonparametric two-sample tests based on a new partially sequential sampling scheme. Existing partially sequential procedures based on inverse sampling schemes, pioneered by Wolfe (1977) and Orban and Wolfe (1980), are updated in the light of random sequential sampling techniques, proposed by Mukhopadhyay and de Silva (2008). In a quality control setup, the present procedure can be looked upon as a Phase II on-line monitoring with rational subgroups of variable sizes where standards are unknown. We consider a training sample of prefixed size m as Phase I observations and adopt a random sequential sampling in Phase II. We discuss statistical methodologies in detail and provide some asymptotic results. Numerical results based on Monte Carlo are presented to justify asymptotic theory. We computationally investigate the power performances of the proposed test against some fixed alternative. We illustrate our procedure with real data related to water samples for monitoring arsenic contamination. Some concluding remarks along with possible future research problems are offered 相似文献
3.
This study investigates the predicted motion of small, light particles using the stochastic separated flow models proposed by Shuen et al. (1983) and Lightstone and Raithby (1998). Model predictions are compared to the benchmark experiment of Snyder and Lumley (1971) for particles released from a point source in grid-generated turbulence. It is found that the predictions of particle velocity variance and dispersion exhibit nonphysical waves. This behavior is explored in order to understand its mathematical basis arising from the model formulation. A modification to the model is presented. The modified model is successful in removing the characteristic waves. 相似文献
4.
We have designed Stein-type (Stein, 1945, Annals of Mathematical Statistics) two-stage, modified two-stage (Mukhopadhyay and Duggan, 1997, Sankhya, Series A), and purely sequential strategies (Chow and Robbins, 1965, Annals of Mathematical Statistics) to estimate an unknown location parameter of a negative exponential distribution having an unknown scale parameter under a newly defined and modified Linex loss function. We aim at controlling the associated risk function per unit cost by bounding it from above with a fixed preassigned positive number, ω, and we emphasize both asymptotic first-order and asymptotic second-order properties for the modified two-stage and purely sequential estimation strategies. In developing asymptotic second-order properties for the modified two-stage methodology, we have heavily relied upon basic ideas rooted in Mukhopadhyay and Duggan (1997). In developing asymptotic second-order properties for the purely sequential methodology, however, we have heavily relied upon nonlinear renewal theory (Lai and Siegmund, 1977, 1979, Annals of Statistics; Woodroofe, 1977, Annals of Statistics). Then, we take to extensive data analysis carried out via computer simulations when requisite sample sizes range from small to moderate to large. We find that the Stein-type two-stage estimation methodology oversamples significantly and yet the achieved risk is not close to preset goal ω. On the other hand, both modified two-stage and purely sequential estimation strategies perform remarkably well. We have validated their main theoretical first-order and second-order properties through simulated data. The latter methodologies have been illustrated and implemented using two real data sets from health studies, namely, infant mortality data and bone marrow data. 相似文献
5.
Multiple Bayesian adaptive designs have been proposed for Phase I clinical trials since the continual reassessment method (CRM) was proposed by O’Quigley et al. (1990). Focused on dose-finding in cancer studies, the CRM seeks to allocate new patients to an estimated maximum tolerable dose (MTD). Later, Whitehead and Brunier (1995) applied Bayesian decision theory to maximize statistical information for the MTD when allocating new patients. The two allocation rules reflect conflicting perspectives. The CRM emphasizes individual-level ethics, whereas the method of Whitehead and Brunier (1995) emphasizes population-level ethics. In the design of a Phase I clinical trial to investigate hyperthermic intraperitoneal chemotherapy (HIPEC) we sought to compromise the two perspectives. To this end, we propose a novel dose allocation design referred to as the balanced information gain method. We first decompose the loss function used by Whitehead and Brunier and then modify it with a tuning parameter that allows a trialist to differentially weigh individual- and population-level ethics based on their particular clinical setting. Simulation studies show that the proposed design provides a reasonable compromise between the distribution of the estimated MTD and the distribution of the number of observed adverse events per trial when compared to the two existing methods. 相似文献
6.
A quasi-one-dimensional model of the process of continuous sedimentation in clarifier-thickeners (settlers) with variable cross-sectional area is presented. The partial differential equation (PDE) model extends the settler model advanced by Bürger et al. (2013), which assumes a constant cross section. A reliable numerical method that handles the special features of the nonlinear PDE is presented along with an advantageous time-step condition for continuous and batch sedimentation under the condition of a variable cross-sectional area. Simulations of continuous sedimentation show the effect of change of cross-sectional area in the concentration inside the vessel and in the underflow. Simulations of batch settling in cones illustrate the versatility of the numerical scheme to include a vertex, where the area shrinks to zero. 相似文献
7.
8.
Leng-Cheng Hwang 《Sequential Analysis》2017,36(4):481-489
In this article, we consider the problem of multivariate Bayesian sequential estimation of the unknown mean vector. We propose a robust sequential procedure without using the prior information or any auxiliary data, which is similar to multivariate non-Bayesian sequential estimation by M. Ghosh et al. (1976). The proposed procedure, depending only on the present data but not on its distribution, is shown to be asymptotically as well as or better than the optimal fixed-sample-size procedures for the arbitrary distributions and asymptotically pointwise optimal and asymptotically optimal for multivariate exponential family with a large class of prior distributions. 相似文献
9.
Optimal variance stopping (O.V.S.) problems are a new class of optimal stopping problems that differ from the classical ones because of their non linear (quadratic) dependence on the expectation operator. These problems were introduced by Pedersen (2011), who provided an effective solution method and derived the explicit solutions to the O.V.S. problem for some important examples of diffusion processes. In this article, we analyze the examples of Pedersen (2011) in light of the results in Buonaguidi (2015), where an alternative method for solving an O.V.S. problem was developed: this method is based on the solution of a constrained optimal stopping problem, whose maximization, over all the admissible constraints, returns the solution to the O.V.S. problem. Using real data on the Italian Ftse-Mib stock index, we also discuss how the solution to the O.V.S. problem for a geometric Brownian motion can be used in trading strategies. 相似文献
10.
Rachid Chebbi 《Chemical Engineering Communications》2017,204(3):283-288
Thermal effects are considered assuming a volatile component evaporates from a binary liquid mixture in a very long tube. The work is an extension of the work of Chebbi and Selim (2006) (isothermal case) to include evaporative cooling. A similarity solution is provided for the gas–liquid interface temperature and the temperature profiles in the liquid and gas phases. The analysis accounts for the motion of the gas–liquid interface and shows evaporative cooling as expected. The magnitude of evaporative cooling is found significant when volatility of the volatile component is sufficiently high. The validity of the approximations used in the solution is addressed. 相似文献
11.
E. Barthel 《The Journal of Adhesion》2013,89(8):729-739
Experimental results for adhesive contacts on substrates coated with elastomeric thin films have recently been obtained by Tardivat and Léger [1] by the so-called Johnson-Kendall-Roberts (JKR) test, which provides both adhesion energy and elastic modulus. These data show that on substrates coated with thin films the adhesion and effective elastic modulus of the sphere depend upon the film thickness. In keeping with the experimental conditions, we try to interpret these data using a simple model [4] in the thin film limit, i.e., when the film thickness is small compared with the contact radius. Although the film does impact the local crack tip stress field, we show that no effect on the macroscopic contact variables is expected for the adhesion to coated substrates in such confined geometries. The deviations from the experimental results are ascribed to the idealized contact boundary conditions assumed in the model. 相似文献
12.
Abstract In this article we study the problem of finding a locally most powerful sequentially planned test in a one-sided sequentially planned testing problem for stochastic processes of the exponential class with continuous time parameter, thereby applying the theory of optimal sampling in continuous time (cf. Roters, 1995b 1997). The theory presented here extends the discrete-time results of Berk (1975) and Schmitz (1993). 相似文献
13.
Aleksey S. Polunchenko 《Sequential Analysis》2017,36(3):370-383
We consider the first exit time of a Shiryaev–Roberts diffusion with constant positive drift from the interval [0,A] with A>0 fixed. We show that the moment generating function (Laplace transform) of a suitably standardized version of the first exit time converges to that of the unit-mean exponential distribution as A→+∞. The proof is explicit in that the moment generating function of the first exit time is first expressed analytically and in a closed form and then the desired limit as A→+∞ is evaluated directly. The result is of importance in the area of quickest change-point detection, and its discrete-time counterpart has been previously established—although in a different manner—by Pollak and Tartakovsky (2009a). 相似文献
14.
G. Yanicki 《Chemical Engineering Communications》2013,200(10):1151-1163
This work presents experimental measurements of foaming tendencies and break times for 50 wt% aqueous solutions of MDEA in contact with nitrogen, methane, and ethane gases from atmospheric pressure to 500 kPa and temperatures from 297 to 358 K. The effect of various contaminants including methanol, HEP (1,4- bis-2-hydroxyethyl piperazine), hexane, and carboxylic acids ranging from formic to dodecanoic acid was investigated. Only those systems containing carboxylic acids heavier than valeric acid exhibited foaming. Foaming tendency in systems containing carboxylic acids was worsened by the addition of methanol and HEP, although the difference was moderate. Foaming was shown to be worse at lower pressure and at higher temperature. Foaming in MDEA systems was shown to be substantially worse than that measured previously by McCarthy and Trebble (1996) for aqueous systems of DEA. 相似文献
15.
Bed pressure drop equations have been formulated for gas-solid fluidized beds with different types of promoters using Ergun's equation (Ergun, 1952) and experimental data. Four rod promoters, seven disk promoters, along with one blade promoter were used in beds supported on five different distributors with open areas of 12.9%, 8.96%, 5.74%, 3.23%, and 1.43% of the column section. The predicted values of bed pressure drop using a modified (i.e., modified numerical constant) Burke-Plummer (Burke and Plummer, 1928) equation were compared with the corresponding experimental as well as the respective values obtained with the help of Kumar et al. (submitted) and traditional gas-solid fluidized bed equations. 相似文献
16.
《Journal of Sulfur Chemistry》2013,34(5):549-558
Synthesis of a new class of 1, 3-thiazolidine nucleoside analogs is described. Reaction of 2-amino-2-deoxy-D-glucopyranose hydrochloride 2 with carbon disulfide yielded 5-hydroxy-4-(D-arabino-1, 2, 3, 4-tetrahydroxybutyl)-thiazolidin-2-thione 3, which on acetylation yielded 5-acetoxy-4-(D-arabino-1, 2, 3, 4-tetraacetoxy-butyl)-thiazolidin-2-thione 4. The acetylated sugar 4 reacted with hydrazonoyl chlorides 1a–f, affording the 5-acetoxy-4-(D-arabino-1, 2, 3, 4-tetraacetoxybutyl)-spiro-1 3thiazolidine-2,2′ -1 3 4thiadiazole derivatives 8a–f. The antibacterial activity of the novel 1, 3-thiazolidine-2,2′ -spiro- 1 3 4thiadiazole nucleoside analogs is highlighted. All compounds with free NH group in the thiazolidine series 8a–f showed significant biological activity against all the standard strains. 相似文献
17.
Experimental study and hydrodynamic modeling of countercurrent liquid–solid system with batch liquid
It is known that a transient effluent outlet concentration is obtained with a batch of adsorbent solids in any operation. A preferred steady state outlet concentration can be achieved with a continuous flow of solids. In the present work, information on pressure profiles, the total pressure drop across the column and holdup of solids are experimentally obtained for various solid flow rates, particle sizes and densities in a countercurrent liquid–solid system. These experimental results are compared with the prediction obtained using a phenomenological model containing continuity and momentum balance equations. The dominant drag force term was expressed in terms of various drag equations. The drag expression developed by Foscolo et al. (1983) could predict the axial profiles of pressure drop and holdup, and the effect of various parameters on total pressure drop and solid holdup most satisfactorily. 相似文献
18.
An aerosol dynamics model for dry deposition process is developed based on the moment method. Since it is hard to fully apply the moment method to the widely used dry deposition velocity expressions based on the resistance theory, the dry deposition velocity expression by Raupach et al. (2001) is used. Detailed deposition mechanisms such as Brownian diffusion, gravitational settling, and impaction are considered in the expression. To verify the validity of the derived dynamic equation, aerosol dynamics for the dry deposition process is estimated with the expressions of Raupach et al. (2001), of Wesely (1989) modified for particles (Seinfeld and Pandis 1998), in CMAQ, and with constant value used in RAINS-ASIA. Those expressions give different dynamics. Generally, the result for this study is between the result of modified Wesely's expression and CMAQ. When using the modified Wesely's expression with the number of sections being equal or smaller than 10, the resultant size distribution does not give the peak shape accurately. 相似文献
19.
Igor V. Nikiforov 《Sequential Analysis》2016,35(3):324-330
This article contains the author's responses to the five discussion papers commenting on the results presented in Nikiforov (2016). The quickest detection/isolation of abrupt changes is the generalization of the quickest detection of abrupt changes to the case of M post-change hypotheses. It is necessary to detect the change in distribution as soon as possible and to indicate which hypothesis is true after a change occurs. 相似文献
20.
In this study, the silicic acid produced from sodium metasilicate hydrate and titanium tetraisopropylate were chosen as the ceramic precursors for the modification of biodegradable polylactide (PLA) through an in situ sol-gel process and the melt blending method. In addition, acrylic acid grafted polylactide (PLA-g-AA) was studied as an alternative to PLA. Hybrids were characterized by Fourier transform infrared spectroscopy, 29 Si solid-state nuclear magnetic resonance (NMR), thermogravimetry analysis (TGA), scanning electron microscope (SEM), and Instron mechanical tester. The result was that properties of the PLA-g-AA/SiO2–TiO2 hybrid were superior to those of the PLA/SiO2–TiO2 hybrid. This was because the carboxylic acid groups of acrylic acid acted as coordination sites for the silica-titania phase to allow the formation of stronger chemical bonds. The 29 Si solid-state NMR showed that Si atoms coordinated around SiO4 units were predominantly Q3 and Q4. The 10 wt.% SiO2–TiO2 content gave the maximum values of tensile strength and glass transition temperature in PLA/SiO2–TiO2 and PLA-g-AA/SiO2–TiO2 both because excess SiO2–TiO2 particles caused separation between the organic and inorganic phases. 相似文献