Results 271 to 280 of about 939,708 (316)

A Cusum for a Scale Parameter

Journal of Quality Technology, 1981
Standard CUSUM procedures are available for controlling the mean of a process. However, in many industrial applications it is important to control the process variability as well. This article presents a technique for employing the same CUSUM procedure ..
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Determination of Scale Parameter, Determination of Scale Parameter, (Ko - Kmin)

2005
The most efficient method of determining a scale parameter is to test six or more specimens at one test temperature and as close as possible to the To temperature. A method of making a rough estimate of a test temperature close to To is to use data from a Charpy V-notch impact-energy transition curve in conjunction with the following equation: To ...
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Determination of scale parameters on anisotropic lattices

Nuclear Physics B - Proceedings Supplements, 1988
Abstract We present results for the ratio of lattice spacings, ξ = a a τ , and the ratio of Λ-parameters, Λ ξ Λ 1 , anisotropic lattices with different couplings in spatial and temporal directions.
Karsch, Frithjof, Burgers, G., Nakamura, A., Stamatescu, I.O.   +3 more
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ESTIMATING ORDERED LOCATION AND SCALE PARAMETERS

Statistics & Risk Modeling, 1989
Summary: Assume independent random samples are drawn from K populations whose distributions are location, scale, or location-scale families. Let \(T_ 1\) be an estimator which is admissible for the parameter corresponding to the first population. Next assume that the parameters are ordered. The question addressed is does \(T_ 1\) remain admissible? For
Kushary, D., Cohen, A.
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Estimation of Location and Scale Parameters - A Compromise

Communications in Statistics - Simulation and Computation, 1975
A class of limited deviation estimatorsis developed for use in, the location and scale paramater Problems. A restaint is imposed on maximum daviation of the estimator from the Minimax estimator and, subject this restraint, The Bayas rule is fallowed as closely as Possible. The rssulting class of estimators maintains good performance with raspect to the
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Nonparametric estimation of location and scale parameters

Computational Statistics & Data Analysis, 2012
Two random variables X and Y belong to the same location-scale family if there are constants @m and @s such that Y and @[email protected] have the same distribution. In this paper we consider non-parametric estimation of the parameters @m and @s under minimal assumptions regarding the form of the distribution functions of X and Y.
Cornelis J. Potgieter, Fred Lombard
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A note on the scale parameter of the dirichlet process

Canadian Journal of Statistics, 1997
AbstractThis paper gives an interpretation for the scale parameter of a Dirichlet process when the aim is to estimate a linear functional of an unknown probability distribution. We provide exact first and second posterior moments for such functionals under both informative and noninformative prior specifications.
Walker, Stephen G., Mallick, Bani K.
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On the estimation of scale parameters

Naval Research Logistics Quarterly, 1961
AbstractIf Y1 ≤ … ≤ Yn are ordered observations from a population with cumulative distribution function \documentclass{article}\pagestyle{empty}\begin{document}${\rm G}\left( {{\textstyle{{{\rm X - B}} \over {\rm C}}}} \right)$\end{document}, probability density function \documentclass{article}\pagestyle{empty}\begin{document}$ {\rm (1/C)g}\left ...
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Λ Minimax Estimation of a Scale Parameter

Journal of the American Statistical Association, 1972
Abstract This note illustrates the application of the Λ-minimax principle (see, e.g., [6, Sect. 6.6]) to the estimation of a scale parameter. In particular, σ Λ-minimax estimator of the variance of a normal distribution is obtained when Λ is a subset of the class of natural conjugate prior distributions.
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Fiducial inference for location and scale parameters

Biometrika, 1964
SUMMARY Some recent papers on fiducial inference for location and scale parameters are examined from the transformation-parameter viewpoint developed in Fraser (1961a,b). For the multivariate normal case with a covariance matrix of known form, an apparent conflict between two fiducial distributions is found to be due to the inappropriate use of one of ...
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