scholarly journals Exact Distributions of Sequential Threshold Estimators

Author(s):  
Nancy Flournoy ◽  
Douglas G. Kelly
2020 ◽  
Vol 57 (4) ◽  
pp. 1029-1044
Author(s):  
Svante Janson

AbstractConsider a Pólya urn with balls of several colours, where balls are drawn sequentially and each drawn ball is immediately replaced together with a fixed number of balls of the same colour. It is well known that the proportions of balls of the different colours converge in distribution to a Dirichlet distribution. We show that the rate of convergence is $\Theta(1/n)$ in the minimal $L_p$ metric for any $p\in[1,\infty]$, extending a result by Goldstein and Reinert; we further show the same rate for the Lévy distance, while the rate for the Kolmogorov distance depends on the parameters, i.e. on the initial composition of the urn. The method used here differs from the one used by Goldstein and Reinert, and uses direct calculations based on the known exact distributions.


2012 ◽  
Vol 54 (3) ◽  
pp. 783-806 ◽  
Author(s):  
Frosso S. Makri ◽  
Zaharias M. Psillakis
Keyword(s):  

2006 ◽  
Vol 21 (1) ◽  
pp. 143-155 ◽  
Author(s):  
Saralees Nadarajah ◽  
Samuel Kotz

Motivated by hydrological applications, the exact distributions ofR=X+Y,P=XY, andW=X/(X+Y) and the corresponding moment properties are derived whenXandYfollow Block and Basu's bivariate exponential distribution. An application of the results is provided to drought data from Nebraska.


1983 ◽  
Vol 20 (1) ◽  
pp. 47-54 ◽  
Author(s):  
V. Silvestri ◽  
C. Tabib

The exact distributions of gravity stresses are obtained within slopes of finite height inclined at various angles, −β (β = π/2, π/3, π/4, π/6, and π/8), to the horizontal. The solutions are obtained by application of the theory of a complex variable. In homogeneous, isotropic, and linearly elastic slopes under plane strain conditions, the gravity stresses are independent of Young's modulus and are a function of (a) the coordinates, (b) the height, (c) the inclination angle, (d) Poisson's ratio or the coefficient of earth pressure at rest, and (e) the volumetric weight. Conformal applications that transform the planes of the various slopes studied onto the upper half-plane are analytically obtained. These solutions are also represented graphically.


2019 ◽  
Vol 63 (3) ◽  
pp. 485-500 ◽  
Author(s):  
Zihao Wang ◽  
Zhenquan Zhang ◽  
Tianshou Zhou

Author(s):  
M. Kumar ◽  
P. N. Bajeel ◽  
P. C. Ramyamol

In this paper, constant–stress partially accelerated life tests (PALT) are considered for a product with the assumption that the lifetime of the product follows Weibull distribution with known shape parameter and unknown scale parameter. Based on data obtained using Type-II censoring, the maximum likelihood estimates (MLEs) of the Weibull parameters and acceleration factor are obtained assuming linear and Arrhenius relationships with the lifetime characteristics and stress. Exact distributions of the MLEs of the parameters of Weibull distribution are also obtained. Optimal acceptance sampling plans are developed using both linear and Arrhenius relationships. Some numerical results are also presented to illustrate the resulted test plans.


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