The u chart for monitoring [lambda], the average number of defects per inspection unit, requires [lambda] to be large to have positive lower control limits, and the false alarm probabilities differ considerably from the nominal normal values. Based on nonlinear transformations, some alternative...

Control schemes such as cumulative sum (CUSUM), exponentially weighted moving average (EWMA) and Shewhart charts have found widespread application in improving the quality of manufactured goods and services. The run length and the average run length (ARL) have become traditional measures of a...

In this paper a simple and efficient algorithm for obtaining the critical values of t, [chi]2 and F distributions is proposed. They depend only on a direct iterative rational function. The differences between the proposed algorithm and others are discussed.

An asymptotically most powerful test of the null hypothesis H0: [mu] = [mu]0, [sigma] = [sigma]0 versus the alternative hypothesis H1: [mu] = [mu]1, [sigma] = [sigma]1 using a few selected order statistics is derived in this paper. The order statistics are chosen from a large complete or...

Empirical martingale simulation (EMS) was proposed by Duan and Simonato (Duan, J.-C., J.-G. Simonato. 1998. Empirical martingale simulation for asset prices. Management Sci. 44(9) 1218-1233) as an adjustment to the standard Monte Carlo simulation to reduce simulation errors. The EMS price...

Deletion, replacement and mean-shift model are three approaches frequently used to detect influential observations and outliers. For general linear model with known covariance matrix, it is known that these three approaches lead to the same update formulae for the estimates of the regression...

Testing the equality of two independent normal populations is a perfect case of the two-sample problem, yet it is not treated in the main text of any textbook or handbook. In this article, we derive the exact distribution of the likelihood ratio test and implement this test with an R function....

This paper studies case deletion diagnostics for multilevel models. Using subset deletion, diagnostic measures for identifying influential units at any level are developed for both fixed and random parameters. Two approximate update formulae are derived. The first formula uses one-step...