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1.
S. Subba Rao 《Metrika》1969,14(1):101-116
Summary This paper considers the effect of postponable interruptions on aM/G/1 queueing process where customers balk with probabilityn/N (n=0, 1, 2, …,N) and renege after having waited for a random length of time. The busy period process in which transitions from any state
(m, n) to any other state are permitted without an intermediate passage to the empty state, is investigated employing the
supplementary variable method and discrete transforms. Later, the general process in which busy periods alternate with idle
periods has been discussed in terms of the busy period process and renewal distributions and finally the ergodic properties
of the general process studied by appealing to some results of renewal theory. 相似文献
2.
S. Subba Rao 《Metrika》1967,12(1):173-188
Summary AM|G|1 queuing process in which units balk with a constant probability (1−β) and renege according to a negative exponential distribution has been considered. The busy period process is first investigated
making use of the supplementary variable technique and discrete transforms. The expression for the joint distribution of the
number of customers serviced during a busy period and the length of the busy period has been derived. FollowingGaver (1959) the general process is investigated and making use of renewal theory the ergodic properties of the general process
have been studied. It has been shown that as long as reneging is permitted (α>0), the steady states always exist, but when no reneging is permitted (α=0), the steady states exist only whenλ β η<1. 相似文献
3.
Max Happacher 《Metrika》2001,53(2):171-181
The problem of rounding finitely many (continuous) probabilities to (discrete) proportions N
i/n is considered, for some fixed rounding accuracy n. It is well known that the rounded proportions need not sum to unity, and instead may leave a nonzero discrepancy D=(∑N
i) −n. We determine the distribution of D, assuming that the rounding function used is stationary and that the original probabilities follow a uniform distribution.
Received: April 1999 相似文献
4.
Prof. D. R. Jensen 《Metrika》1977,24(1):75-85
Error bounds depending explicitly on parameters of the problem are given for large-sample approximations to the central and noncentral distributions ofFriedman's [1937]x
r
2
statistic,Steel's [1959] statistics for comparingr treatments with a control, andNemenyi's [1963] statistics for pair-wise comparisons among all treatments. These bounds are of ordero(N
–1/2); an improved bound of ordero (N
–r/(r+1)) is given forFriedman's statistic in the central case. Applications yield bounds on the actual type 1 and type 2 error probabilities in terms of their normal-theory approximations.Supported in part by ONR Contract N00014-72A-0136-003 from the U.S. Office of Naval Research. 相似文献
5.
In this paper we analyse a multi-server batch-service queueing model. Customers arrive one by one according to a Poisson process. They are served in batches under the following threshold policy: when a server becomes available a new batch of waiting customers is taken into service as soon as their number reaches a threshold a . The maximum allowable batch size is equal to b . Two classes of batch service time distributions are considered: Coxian-2 and Erlang- r distributions. In both cases the queueing model can be described by a Markov process. For this process it is shown that the equilibrium probabilities for states with all servers busy can be expressed as a finite sum of geometric terms. This form is used to derive a closed form expression for the waiting time distribution. 相似文献
6.
N. K. Jaiswal 《Metrika》1961,4(1):107-125
Summary Time dependent solution of the queuing system characterized by a general independent input, exponential service time distribution
and a finite waiting space, has been first investigated by using the “phase method”. On finding the waiting room full, the
customers then arriving may be turned away or the first customer may wait outside and the input process may be stopped till
the customer then being served, completes its service. Steady state solutions of both these problems have been obtained and
the difference in the operational behaviour of the two systems has been pointed out. For a 2-Erlang arrival distribution,
the queuing parameters have been evaluated for different values ofρ
r
andN. 相似文献
7.
J. K. Goyal 《Metrika》1967,11(1):157-167
Summary In this paper the time-dependent solution of a queueing system is discussed under the conditions (i) the units arrive according
to Hyper-Poisson distribution withl branches (ii) the queue-discipline is ‘first come first served’ (iii) the Service-time distribution is exponential with maximum
capacity ofM units being served at one instant. Some results have been obtained when the waiting space is finite; in particular the probability
for service to be idle has been obtained. Also for infinite queueing-space case, the expressions for the state probabilities
and the mean queuelength under steady state conditions have been found. 相似文献
8.
We study the panel dynamic ordinary least square (DOLS) estimator of a homogeneous cointegration vector for a balanced panel of N individuals observed over T time periods. Allowable heterogeneity across individuals include individual‐specific time trends, individual‐specific fixed effects and time‐specific effects. The estimator is fully parametric, computationally convenient, and more precise than the single equation estimator. For fixed N as T→∞, the estimator converges to a function of Brownian motions and the Wald statistic for testing a set of s linear constraints has a limiting χ2(s) distribution. The estimator also has a Gaussian sequential limit distribution that is obtained first by letting T→∞ and then letting N→∞. In a series of Monte‐Carlo experiments, we find that the asymptotic distribution theory provides a reasonably close approximation to the exact finite sample distribution. We use panel DOLS to estimate coefficients of the long‐run money demand function from a panel of 19 countries with annual observations that span from 1957 to 1996. The estimated income elasticity is 1.08 (asymptotic s.e. = 0.26) and the estimated interest rate semi‐elasticity is ?0.02 (asymptotic s.e. = 0.01). 相似文献
9.
Dr. D. K. Kulshrestha 《Metrika》1972,18(1):145-153
This paper introduces the application of Discrete Transform in order to study the reliability of a redundant system consisting
of more than one identical components that are connected in parallel. Successive failure times of each individual component
are assumed to be positive random variables having a common general distribution, while the repair times of the system are
governed by another independent general distribution. Further, it is assumed that the repair is carried out when all the components
in the system have failed. TheLaplace Transform of the transient state probabilities associated with the system have been obtained. In the last section, the asymptotic
behaviour of the system has also been examined. 相似文献
10.
Bernhard F. Arnold 《Metrika》1996,44(1):119-126
In this paper an approach is presented how to test fuzzily formulated hypotheses with crisp data. The quantitiesα andβ, the probabilities of the errors of type I and of type II, are suitably generalized and the concept of a best test is introduced.
Within the framework of a one-parameter exponential distribution family the search for a best test is considerably reduced.
Furthermore, it is shown under very weak conditions thatα andβ can simultaneously be diminished by increasing the sample size even in the case of testingH
0 against the omnibus alternativeH
1: notH
0, a result completely different from the case of crisp setsH
0 andH
1: notH
0. 相似文献
11.
G. E. Martin Joyce L. Grahn Lyn D. Pankoff Laurence A. Madeo 《Managerial and Decision Economics》1992,13(4):353-361
This paper presents a technique whereby a small business (i.e. a one-cash register operation) can reduce customer waiting-line time dissatisfaction in the purchase stage of the consumer decision process. When the queue length reaches or exceeds critical value N*, another employee is temporarily transferred to the role of ‘server assistant’ to increase the effective service rate; when the queue length eventually decreases to a second critical value N*, the server assistant returns to primary duties. An optimal customer-reneging decision model is utilized to model the reneging character of the queue. Simulation experiments confirm key hypotheses concerning the behaviour of the queue and compare the effectiveness of a computed (N*, N*) policy with that of alternatives. 相似文献
12.
Rainer Göb 《Metrika》1997,45(1):131-169
Consider lots of discrete items 1, 2, …,N with quality characteristicsx
1,x
2, …,x
N
. Leta be a target value for item quality. Lot quality is identified with the average square deviation
from target per item in the lot (lot average square deviation from target). Under economic considerations this is an appropriate
lot quality indicator if the loss respectively the profit incurred from an item is a quadratic function ofx
i
−a. The present paper investigates tests of significance on the lot average square deviationz under the following assumptions: The lot is a subsequence of a process of production, storage, transport; the random quality
characteristics of items resulting from this process are i.i.d. with normal distributionN(μ, σ
2); the target valuea coincides with the process meanμ. 相似文献
13.
The length of repeated hypercalcemia free periods of patients with bone metastasis of breast cancer with at least one hypercalcemic event was modelled according to a generalized linear mixed model formulated in terms of transition probabilities and according to a latent variable model. In the former case the periods were assumed to be lognormally distributed with two variance components (patients and residue). In the latter case the conditional intensity given a patient was assumed to be the intensity of the Weibull distribution, while the random patient effect (frailty) was assumed to be drawn from a gamma distribution. In both cases the selection of only patients with at least one hypercalcemic event was taken into consideration. In both models the variance of the patient effect turned out to be negligible. For the second and later periods the Weibull appeared to fit better than the lognormal model. For the first period there was almost no information available. 相似文献
14.
Prof. Dr. T. Royen 《Metrika》1991,38(1):299-315
Summary A new representation for the characteristic function of the joint distribution of the Mahalanobis distances betweenk independentN(μ, Σ)-distributed points is given. Especially fork=3 the corresponding distribution function is obtained as a special case of multivariate gamma distributions whose accompanying
normal distribution has a positive semidefinite correlation matrix with correlationsϱ
ij=−a
i
a
j. These gamma distribution functions are given here by one-dimensional parameter integrals.
With some further trivariate gamma distributions third order Bonferroni inequalities are derived for the upper tails of the
distribution function of the multivariate range ofk independentN(μ, I)-distributed points. From these inequalities very accurate (conservative) approximations to upperα-level bounds can also be computed for studentized multivariate ranges. 相似文献
15.
Dr. H. Garrelfs 《Metrika》1981,28(1):47-52
Summary The family of distributions of the random sampleX
1,...,X
N
not being specified solution of different statistical problems is obtained by methods based on ranks, because these methods are distribution-free under the assumption ofQ:=P(X
i
=X
j
)=0. Frequently, in case ofQ>0, the use of midranks is proposed, though only few is known about their distribution depending on the (usually unknown) distribution of the random sample. Here general formulas of variance and covariance of midranks are derived, after the importance of the termQ determining variance and covariance has been briefly pointed out. 相似文献
16.
Pearn et al. (1999) considered a capability index C
′′
pmk, a new generalization of C
pmk, for processes with asymmetric tolerances. In this paper, we provide a comparison between C
′′
pmk and other existing generalizations of C
pmk on the accuracy of measuring process performance for processes with asymmetric tolerances. We show that the new generalization
C
′′
pmk is superior to other existing generalizations of C
pmk. Under the assumption of normality, we derive explicit forms of the cumulative distribution function and the probability
density function of the estimated index . We show that the cumulative distribution function and the probability density function of the estimated index can be expressed in terms of a mixture of the chi-square distribution and the normal distribution. The explicit forms of
the cumulative distribution function and the probability density function considerably simplify the complexity for analyzing
the statistical properties of the estimated index .
Received April 2000 相似文献
17.
In the paper, we consider the following problem: Let {πk} be a sequence satisfying 0πkΣ1 (k=1,…, N) and π=n.Tben, is there an unordered sampling design such that, for each k=1,…N, the inclusion probability of unit k is equal to π? It is shown that it can be solved by the straightforward application of the Minkowski-Farkas theorem. 相似文献
18.
Standard jackknife confidence intervals for a quantile Q
y
(β) are usually preferred to confidence intervals based on analytical variance estimators due to their operational simplicity.
However, the standard jackknife confidence intervals can give undesirable coverage probabilities for small samples sizes and
large or small values of β. In this paper confidence intervals for a population quantile based on several existing estimators of a quantile are derived.
These intervals are based on an approximation for the cumulative distribution function of a studentized quantile estimator.
Confidence intervals are empirically evaluated by using real data and some applications are illustrated. Results derived from
simulation studies show that proposed confidence intervals are narrower than confidence intervals based on the standard jackknife
technique, which assumes normal approximation. Proposed confidence intervals also achieve coverage probabilities above to
their nominal level. This study indicates that the proposed method can be an alternative to the asymptotic confidence intervals,
which can be unknown in practice, and the standard jackknife confidence intervals, which can have poor coverage probabilities
and give wider intervals. 相似文献
19.
Dr. H. Vogt 《Metrika》1973,20(1):114-121
Summary We compare the OC-curvesL
n.c
(p) (1) andL
n.c
*
(p) (2). The first is founded on the binomial distribution, the latter relates to the Poisson distribution and is often used as approximation. These OC-curves occur in Statistical Quality Control as probabilities for the acception of a lot as approximations for such probabilities; they are regarded as functions of the fraction defectivep. It is shown that the two OC-curves have exactly one intersection point between 0 and 1, if the acceptance numberc is 1 and the sample sizen is >c+1.Forp between 0 and the intersection pointp
s
we have thenL
n.c.(p)>L
n.c
*
(p); from p
s
<p1 followsL
n.c(p)n.c
*
(p).An interval is given which coversp
s
and with an example it is shown how one might use the results of this paper for the construction of sampling plans. 相似文献
20.
Isabel Gallego Alvarez 《Business Strategy and the Environment》2012,21(7):435-454
The quantifying and reporting of greenhouse gas emissions is one of the most important tools for monitoring and auditing proposed to mitigate climate change, and it also directly affects business. It is thus vital that at this time we learn in detail whether firms actually report on greenhouse gas emissions and make the account entries that must be included within it. This research is twofold: first to analyse the reports on greenhouse gas emissions of international firms in the 2007 and 2008 period and to see what kind of variation occurs in CO2 emissions between 2006–2007 and 2007–2008, and second to determine the impact that this variation (2006–2007) can have on firm performance in four time periods (t, t + 1, t + 2 and t + 3) that correspond to 2007, 2008, 2009 and 2010, taking two variables as a measure of firm performance, ROE and ROA, and considering a time period affected by a financial crisis. The results obtained show that there was a reduction in CO2 emissions in the 2006–2007 period, and also in the 2007–2008 period. As regards the impact that the variation in CO2 emissions has on ROE and ROA, CO2 emission variation is a significant but negative variable only for ROA_2007 and for the rest of the years it is not statistically significant either for ROE or ROA. Copyright © 2012 John Wiley & Sons, Ltd and ERP Environment. 相似文献