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Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

Wayne State University

2016

Monte Carlo simulation

Articles 1 - 5 of 5

Full-Text Articles in Physical Sciences and Mathematics

Monte Carlo Simulation Design For Evaluating Normal-Based Control Chart Properties, John N. Dyer Nov 2016

Monte Carlo Simulation Design For Evaluating Normal-Based Control Chart Properties, John N. Dyer

Journal of Modern Applied Statistical Methods

The advent of more complicated control charting schemes has necessitated the use of Monte Carlo simulation (MCS) methods. Unfortunately, few sources exist to study effective design and validation of MCS methods related to control charting. This paper describes the design, issues, considerations and limitations for conducting normal-based control chart MCS studies, including choice of random number generator, simulation size requirements, and accuracy/error in simulation estimation. This paper also describes two design strategies for MCS for control chart evaluations and provides the programming code. As a result, this paper hopes to establish de facto MCS schemes aimed at guiding researchers and …


Bayesian Inference For Median Of The Lognormal Distribution, K. Aruna Rao, Juliet Gratia D'Cunha Nov 2016

Bayesian Inference For Median Of The Lognormal Distribution, K. Aruna Rao, Juliet Gratia D'Cunha

Journal of Modern Applied Statistical Methods

Lognormal distribution has many applications. The past research papers concentrated on the estimation of the mean of this distribution. This paper develops credible interval for the median of the lognormal distribution. The estimated coverage probability and average length of the credible interval is compared with the confidence interval using Monte Carlo simulation.


On Generalizing Cumulative Ordered Regression Models, Robert W. Walker Nov 2016

On Generalizing Cumulative Ordered Regression Models, Robert W. Walker

Journal of Modern Applied Statistical Methods

We examine models that relax proportionality in cumulative ordered regression models. Something fundamental arising from ordered variables and stochastic ordering implies a partitioning. Efforts to relax proportionality also relax the ability to collapse an inherently multidimensional problem to a partitioning of the (unidimensional) real line. It is surprising and unfortunate to find that deviations from proportionality are sufficient to generate internal contradictions; undecidable propositions must exist by relaxing proportional odds without other relevant and significant changes in the underlying model. We prove a single theorem linking continuous support and partitions of a latent space to show that for these two …


Comparison Of Some Multivariate Nonparametric Tests In Profile Analysis To Repeated Measurements, Mehrdad Vossoughi, Shila Shahvali, Erfan Sadeghi Nov 2016

Comparison Of Some Multivariate Nonparametric Tests In Profile Analysis To Repeated Measurements, Mehrdad Vossoughi, Shila Shahvali, Erfan Sadeghi

Journal of Modern Applied Statistical Methods

Through Monte Carlo simulations, the performance of six multivariate nonparametric tests for testing the hypothesis of parallelism in profile analysis was studied. In conclusion, the tests based on ranks were as efficient as Hotelling's T2 under multivariate normal distribution. For the heavy tailed distribution, the tests based on signs performed best.


Hierarchical Bayes Estimation Of Reliability Indexes Of Cold Standby Series System Under General Progressive Type Ii Censoring Scheme, D. R. Barot, M. N. Patel Nov 2016

Hierarchical Bayes Estimation Of Reliability Indexes Of Cold Standby Series System Under General Progressive Type Ii Censoring Scheme, D. R. Barot, M. N. Patel

Journal of Modern Applied Statistical Methods

In this paper, hierarchical Bayes approach is presented for estimation and prediction of reliability indexes and remaining lifetimes of a cold standby series system under general progressive Type II censoring scheme. A simulation study has been carried out for comparison purpose. The study will help reliability engineers in various industrial series system setups.