Note on a Distribution-free CUSUM Technique

A cumulative sum technique which allows distribution-free tests is developed and applied to the problem of detecting a change in median of a rainfall distribution.     

混响背景下应用岭回归对角加载的空时处理方法

研究了空时自适应联合处理方法在主动声纳领域的应用.针对有限空时快拍数影响最优空时滤波器性能的问题,利用Capon谱估计器与最优窄时处理器表达式的相似性,提出将岭回归(Ridge Regression)对角加载方法推广到空时联合自适应处理中.仿真结果表明,新的对角加载方法提高了基于样本协方差矩阵求逆法的空时滤波性能,能够...     

An adaptive algorithm to build up sparse polynomial chaos expansions for stochastic finite element analysis

Polynomial chaos (PC) expansions are used in stochastic finite element analysis to represent the random model response by a set of coefficients in a suitable (so-called polynomial chaos) basis. The number of terms to be computed grows dramatically with the size of the input random vector, which makes the computational cost of classical solution schemes (may it be intrusive (i.e.of Galerkin type) or non-intrusive) unaffordable when the deterministic finite element model is expensive to evaluate.     

Comparisons of Designs and Estimation Procedures for Estimating Parameters in a Two-Stage Nested Process

For the usual two-stage nested random model, N observations are to be used to estimate some or all of these parameters: μ (the general mean), σ _a ² (the between classes variance component), σ _b ² (the within classes variance component) and ρ = σ _a ²/σ _b ² Using the traditional analysis of variance estimator, with fixed number of classes, (k), an allocation procedure to minimize the variance of the estimator is derived to estimate σ _a ² or ρ: p + 1 observations in each of r classes and p observations in each of k ? r classes, where N = pk + r, 0 ≤ r < k. The optimal number of classes (k) is conjectured to be the closest integer to

For large N, this implies that the optimal number of classes to estimate σ _a ² would be approximately k ₁ = N _ρ/(1 + ρ) with an average of 1 + ρ^?1 observations per class; the optimal number of classes to estimate ρ would be approximately Nρ/(1 + 2ρ) with an average of 2 + ρ^?1 observations per class. Hence if ρ > 1, p = 1 for σ _a ² and p = 2 for .

Investigations on the effect of using an incorrect value of ρ in k ₁ and k ₂ show that if 0.5 < ρ₁/ρ < 2.0, where ρ₁ is the value of ρ used, the loss in efficiency is generally less than 10%. Comparisons with the variances of hypothetical estimators in which k need not be an integer show that the integral requirement results in only a small loss of efficiency. Percent efficiencies of the estimates of the other parameters when a sampling plan is designed to minimize the variance of one estimator are presented for selected values of N and p.

Alternative estimators are considered for μ and σ _a ² and are found to be useful when the sampling is decidedly unbalanced and ρ is quite large. A computing procedure is developed for restricted maximum likelihood estimation of the variance components.     

Advances in Computers

A mathematical model of a spare parts inventory control policy is constructed. The model is intended to apply to the case in which it is the policy to carry a maximum of one spare part in inventory. Under some relatively mild assumptions on the probability distributions of the time between demands for spare parts and of lead times, an overall cost function associated with any spare parts policy (SPP) is derived. An optimum SPP is defined to be one which minimizes the derived cost function. The minimization of the cost function leads to some objective criteria, stated in the form of a set of decision rules, to determine when to order a spare part. These rules are summarized at the end of Section 3. A brief discussion of these rules is contained in Section 4.     

A Confidence Interval for the Availability Ratio

A method is given for establishing an exact confidence interval for availability under the assumption that the time between failures and the time to repair are independent, exponential and lognormal random variables respectively. The method requires computations of the distribution of

The cumulative distribution of W is tabled for selected values of W and the parameters.     

A Nonparametric Adaptive Sampling Strategy for Online Monitoring of Big Data Streams

With the rapid advancement of sensor technology, a huge amount of data is generated in various applications, which poses new and unique challenges for statistical process control (SPC). In this article, we propose a nonparametric adaptive sampling (NAS) strategy to online monitor nonnormal big data streams in the context of limited resources, where only a subset of observations are available at each acquisition time. In particular, this proposed method integrates a rank-based CUSUM scheme and an innovative idea that corrects the anti-rank statistics with partial observations, which can effectively detect a wide range of possible mean shifts when data streams are exchangeable and follow arbitrary distributions. Two theoretical properties on the sampling layout of the proposed NAS algorithm are investigated when the process is in control and out of control. Both simulations and case studies are conducted under different scenarios to illustrate and evaluate the performance of the proposed method. Supplementary materials for this article are available online.     

TECHNOMETRICS

Dr. Cornell and Dr. Ott are to be commended for their interesting and useful paper on the interpretation of mixture response surfaces. My comments will be directed toward the usefulness of the techniques in practice, ways in which the methodology is more general than the authors imply, and situations where the results may not be representative. I will also point out some similarities between Cornell and Ott's method of response surface interpretation and the construction of screening designs for mixtures. The rocket propellant (Kurotori) and flare experiment (McLean and Anderson) data sets discussed by the authors will be used to illustrate these points.     

Some Comments on Spectral Analysis of Time Series

The Average Run Length of a Cusum chart for controlling a normal mean is calculated by solving the systems of linear equations which approximate the integral equations for the required quantities. The accuracy of approximation by this method is numerically evaluated and the results are compared with those obtained by other approximate methods. The construction and use of a new nomogram based on the contours of Average Run Lengths L_a . and L_r drawn in the h√n/σ—|μ – k|√n/σ plane is discussed. Numerical examples are given to illustrate the flexibility and convenience provided by this nomogram in the design of Cusum charts.     

Posterior odds ratios for selected regression hypotheses

Summary Bayesian posterior odds ratios for frequently encountered hypotheses about parameters of the normal linear multiple regression model are derived and discussed. For the particular prior distributions utilized, it is found that the posterior odds ratios can be well approximated by functions that are monotonic in usual sampling theoryF statistics. Some implications of this finding and the relation of our work to the pioneering work of Jeffreys and others are considered. Tabulations of odds ratios are provided and discussed.     

Negative Variance Estimates

Exact parameter-free tolerance intervals based on the first r ordered observations from a sample of size n from an exponential distribution are developed. Various criteria for goodness of tolerance intervals are examined, and certain optimum properties of these intervals are demonstrated. The asymptotic behavior of these intervals is studied. Comparisons are made between these intervals and nonparametric tolerance intervals. Finally, the effect of assuming an exponential distribution, when in fact the distribution is a mixture of two exponentials, is discussed briefly.     

光电技术研究所的自适应光学技术

自适应光学是近二十年发展起来的光学新技术，它使光学系统具有能动地适应外界变化自动克服动态干扰的能力。十多年来光电技术研究所的自适应光学研究室建立了自适应光学技术的基础，研制成功多套自适应光学系统。带动了能动光学元件、微驱动技术和光束动态诊断技术等单元技术的发展。本文综合报导了这些技术进展。     

自适应消噪技术在旋光准直仪中的应用研究

通过对自适应消噪技术理论分析和实验研究，成功地将其应用于旋光准直仪中，用自适应消噪技术对远近距离多种不同准直测量的实验结果进行处理。结果表明：在不同实验条件下，消噪后补偿度达30%-80%。     

An Exact Asymptotically Efficient Confidence Bound for Reliability in the Case of the Weibull Distribution

This paper presents a simple method for obtaining exact lower confidence bounds for reliabilities (tail probabilities) for items whose life times follow a Weibull distribution where both the “shape” and “scale” parameters are unknown. These confidence bounds are obtained both for the censored and non-censored cases and are asymptotically efficient. They are exact even for small sample sizes in that they attain the desired confidence level precisely. The case of an additional unknown “location” or “shift” parameter is also discussed in the large sample case. Tables are given of exact and asymptotic lower confidence bounds for the reliability for sample sizes of 10, 15, 20, 30, 50 and 100 for various censoring fractions.     

(Y vs. X) or (log Y vs. X)?

The problem of choosing between the models Y = α + βX and log Y = α + βX is considered. The maximum likelihood method of Box and Cox is compared with the method of using correlation coefficients to make the choice between the two models. The methods are applied to some data from the field of metallurgy. Operating characteristics of the two methods are estimated by simulation. Over a wide range of parameters there is not much difference between the two methods, although there are parameter values for which the correlation method appears markedly inferior to the likelihood method. The likelihood method seems preferable in that it is based on a probability model; this enables the statistician to make a confidence statement about the choice of model.     

A Quality Control Chart for Work Performance Appraisal

A substantial disagreement between total quality management/Deming's principles and traditional management falls in the area of work performance appraisal. In fact, Deming ranks the traditional “evaluation of performance, merit rating, or annual review” third in his list of the Seven Deadly Diseases of the western style of management. Deming advocates argue that many of the faulty management practices in performance appraisal originate from a failure to understand variation among workers and a failure to distinguish between the “common causes” and the “special causes” of variation. Deming emphasized quality control charts as a proper tool for monitoring the stability of a system, for distinguishing the special causes from the common causes, and for detecting who among the workers is performing within the system, out of the system on the good side, or out of the system on the poor side. However, the implementation of most control charts requires that the performance ratings be quantitative on the interval scale of measurement, which may not be the case in practice. Some merit systems use ratings that are only categorical on the ordinal scale of measurement (e.g., excellent, good, fair, and poor) or rank workers by arranging them in order of merit from 1, 2, last.

Deming, however, did not show how to construct a control chart for performance appraisal when the performance ratings are reported only on the ordinal scale of measurement. In this article, we propose a quality control chart that is particularly useful in the area of performance appraisal when the workers' ratings are categorical on the ordinal scale of measurement. The proposed chart can aid managers in implementing Deming's teachings on performance appraisal. The manager will then be able to understand variation among workers and to distinguish between the “common causes” and the “special causes” affecting a certain work system. The manager can then determine who among the workers is performing within the bounds of the system, out of the system on the good side, or out of the system on the poor side.     

自适应光学系统中实时自适应控制的仿真研究

介绍和分析了一种利用校正残差进行实时迭代的自适应控制算法,可以应用到校正大气湍流的实际自适应光学系统。利用61单元自适应光学系统上实际采集的大气湍流扰动信号,实现了自适应控制算法,并对这种算法的收敛性、稳定性、控制效果等进行了计算机仿真研究,与常规PID算法进行了比较。     

自适应光学技术进展——1991年SPIE国际光学应用科学和工程讨论会综述

SPIE(国际光学工程学会)的1991年国际光学应用科学和工程讨论会上,发表了大批有关自适应光学系统和元件的论文,反映了自适应光学近年来获得的新进展。本文综合报导该讨论会的内容,包括能动光学系统、激光发射和成象观测自适应光学系统、波前探测器、波前校正器和能动光学器件以及激光导引星等。本文还报导自适应光学的发展动向和近年来的新突破。