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Full-Text Articles in Applied Statistics
Evaluation Of Multivariate Homogenous Arma Model, Lucy Chienhua Tseng
Evaluation Of Multivariate Homogenous Arma Model, Lucy Chienhua Tseng
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
The purpose of this thesis is to study a restricted multivariate AFRMA model, called the Homogeneous Model. This model is defined as one in which each univariate component of the multivariate model is of the same order in p and q as it is in the multivariate model.
From a mathematical respect, multivariate ARMA model is homogeneous if, and only if, its coefficient matrices are diagonal. From a physical respect, the present observation of a phenomenon can be modeled only by its own past observation and its present and past "errors."
The estimation procedures are developed based on maximum likelihood …
An Evaluation Of Truncated Sequential Test, Ryh-Thinn Chang
An Evaluation Of Truncated Sequential Test, Ryh-Thinn Chang
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
The development of sequential analysis has led to the proposal of tests that are more economical in that the Average Sample Number (A. S. N.) of the sequential test is smaller than the sample size of the fixed sample test. Although these tests usually have a smaller A. S. N. than the equivelent fixed sample procedure, there still remains the possibility that an extremely large sample size will be necessary to make a decision. To remedy this, truncated sequential tests have been developed.
A method of truncation for testing a composite hypotheses is studied. This method is formed by mixing …
A Monte Carlo Evaluation Of A Nonparametric Technique For Estimating The Hazard Function, Sheng Jia Lin
A Monte Carlo Evaluation Of A Nonparametric Technique For Estimating The Hazard Function, Sheng Jia Lin
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
This research is primarily concerned with the estimation of the Hazard functions, the Hazard function is the failure rate at time t, and is defined as -R '(t)/R(t), so it plays an important role in Reliability.
In order to compare and evaluate the estimation methods, it is convenient to select one distribution in this research. Since the Weibull distribution is a useful distribution in Reliability, the Weibull distribution is used in this paper.