Afschatting van verdelingen van kwadratische vormen met toepassingen op aanpassingstoetsen voor normaliteit en exponentialiteit

Summary  In this paper a simple approximation is given for the distribution of the quadratic form

being a weighted sum of squares of independent, identically distributed standardized normal variates. Using the formulae, the Monte Carlo results concerning some goodness of fit tests for normality and exponentiality are verified and extended.     

Statistische eigenschappen van een vlambeveiliging met behulp van een gasontladingsbuis welke gevoelig is voor ultraviolet licht

Summary The output voltage of a detector circuit containing a gas-filled tube sensitive to ultraviolet radiation can be used to indicate whether a flame is still burning or not. As long as the flame is burning the random nature of the discharges of the tube leads to random fluctuations in the output voltage, which can be considered as a Markov-process with dependent increments. The problem is to select an alarm level for the output voltage with a suitable chosen probability of exceedance while the flame is burning, in order to limit the probability of false alarm. In this article a method is given for determining upper and lower bounds for the distribution function of the output voltage at any moment, answering the question of the alarm level to be chosen. Results are given for a special circuit.     

Uncertainty in measurement and control

Summary  Controlling is intervening in a situation on the basis of measurements. The three elements occurring in this definition may each contain an uncertainty that sets a limit to the control efficiency:
The measurements may be in error owing to both inaccuracies and sluggishness of the measurements. Proper and rapid data-processing is essential therefore.
The interventions may lose part of their effect through over-determinancy or dynamically unfavourable (sluggish) responses. In either case statistical calculations disclose the average control errors that are liable to be made, and also the way in which these can be minimized.
The situation may be unclear, i.e. the static and dynamic process characteristics are insufficiently known. In such cases regression and correlation techniques may aid in finding a solution.
Following a general review, we shall discuss in more detail those aspects that are bound up with the dynamics of the phenomena. Arguments from information theory reveal that the dynamic efficiency of control actions depends on correlation functions of time series (disturbances) and response curves of the systems (processes). The effects of disturbance correlation time, disturbance variance, sampling time, sample treatment, measuring errors, measuring time, rapidity of the intervention, etc., on the efficiency are elucidated by means of some formulae, graphs and examples.     

Anchoring on Credit Spreads

This paper documents that the path of credit spreads since a firm's last loan influences the level at which it can currently borrow. If spreads have moved in the firm's favor (i.e., declined), it is charged a higher interest rate than is justified by current fundamentals, whereas if spreads have moved to the firm's detriment, it is charged a lower rate. We evaluate several possible explanations for this finding, and conclude that anchoring to past deal terms is most plausible.