Search

The article presents the author's comments on an article "Optimum Sample Size for a Problem in Choosing the Population With the Largest Mean," by statistician Paul N. Somerville, published in the June 1970 issue of "Journal of the American Statistical Association." In the article Somerville described a procedure for selecting the population with the largest mean from normal populations with unknown means and a common known variance. The author claims that his procedure gives a unique minimax solution and that the minimax is a reasonable solution to the problem. According to the author, Somerville has not made it clear that his procedure gives only the local minimax solution. This makes practical applications of his procedure severely limited for it is difficult to think of a situation in which an experimenter would like to determine a local minimax value.

This paper compares the Pearson Chi-Square and Kolmogorov goodness-of-fit tests with respect to validity under the following conditions: (1) the N independent observations are tabulated and arranged into k mutually exclusive groups that are equally probable under the hypothesis to be tested; and (2) both N and k are "small"; i.e., not greater than 50. A random sampling experiment was performed, and the results show that in general for the conditions considered, the Pearson test is more valid than the Kolmogorov test. [ABSTRACT FROM AUTHOR]

Given a population of N units, it is required to draw a sample of n distinct units in such a way that the probability for the ith unit to be in the sample is proportional to its 'size' x. From the alternative methods of achieving this we consider here only the so-called systematic method which, to the best of our knowledge, was first developed by W. G. Madow (1949): The units in the population are listed in a 'particular' order, their x, accumulated and a systematic selection of n elements from a 'random start' is then made on the accumulation. In a more recent paper (H. O. Hartley and J. N. K. Rao (1962) ) an asymptotic estimation theory (for large N) associated with this procedure was developed for the case when the order of the listed units is random. In this paper we draw attention to certain properties of Madow's estimator: We utilize the fact that with systematic sampling the total number of different samples is N (rather than ([This eq. cannot be change in char.]) as with completely random sampling). This simplification in the definition of the variance of the estimator in repeated sampling enables us to identify the exact variance of Madow's estimator with a 'between sample mean square' in a special analysis of variance (see section 4) and compare it with the variance of the pps estimator in sampling with replacement as well as in other sampling procedures. We also develop two approximate methods of variance estimation (see section 5). We pay particular attention to the case when the units are listed in the order of their size. With this particular arrangement our method can be described as 'systematic with random start' and the gain in precision that we accomplish has of course, analogues in systematic sampling with equal probabilities employing ratio estimators in which there is a relation between the ratio ri =yi/Xi and xi Compared with other methods the present procedure combines the advantage of ease of systematic sample selection with the availability of exact variance formulas for any n and N. Moreover, it usually leads to a more efficient estimate. Its shortcoming resides in the fact that the estimation of the variance is based on certain assumptions. [ABSTRACT FROM AUTHOR]

This paper describes a double sampling scheme to estimate with at least a given precision the mean of a variate whose variance has two components one of which is unknown. Although the procedure is described almost entirely in terms of a particular problem (quality control of net weight), it may be applied in a more general situation (section 5). The consequences of using either the mean square error or the range to estimate variance are investigated. [ABSTRACT FROM AUTHOR]

A method is described for assigning an observation to one of two normal populations with differing, unknown means and differing, unknown variances. The classification procedure rests on the likelihood ratio, which, for a given observation, is a function of four unknown parameters. Sample information is used to obtain a confidence region for these parameters. From this confidence region, a conservative confidence interval for the likelihood ratio is derived. Interpreting the likelihood ratio as a measure of the odds in favor of each population as the source of the observation, the interval can be used, in an obvious manner, for classification purposes. Simulation techniques are employed to examine the conservative nature of the interval Finally, as an illustration of the method, the results are applied to the determination of authorship of the disputed Federalist papers. [ABSTRACT FROM AUTHOR]

The aim of this paper is two-fold: (1) To give a unified treatment of the theory of order statistics when the parent distribution is not necessarily continuous. (2) To assess the effects of grouping on the distribution of order statistics and to indicate the convenience, under suitable conditions, of using order statistics for the estimation of parameters from grouped data with or without censoring. [ABSTRACT FROM AUTHOR]

This paper investigates the properties of the minimum variance unbiased (M.V.U) and maximum likelihood (M.L.) estimators of the reliability functions of systems composed of two subsystems connected in series. The study falls into two parts, one for the Poisson case and one for the exponential case. In each of these cases the situations are distinguished between, where the two subsystems are identical and situations subsystems are different. In the Poisson case under minimum variance unbiased estimators a system A is considered which is composed of two subsystems connected in series. Failure time points of the subsystem follow a Poisson process with intensity. An experiment is performed on n independent replicates of each of the considered subsystems over a period of length. Under the exponential case, a system A is considered, same as Poisson case which consists of two subsystems connected in series. Failure time points of the two subsystems follow a Poisson process. Independent observations are available on the interfailure time lengths; namely, the life-lengths of the subsystems.

Usually auxiliary information based on just one variate is used to improve the precision of estimators of population totals, means, etc. In this paper a method is proposed of using information on several variates to achieve higher precision. The technique of difference estimation is employed throughout. It is shown that the variances of difference estimators are comparable to those of ratio estimators. The results are extended to double sampling procedures and sampling over two occasions. [ABSTRACT FROM AUTHOR]

In certain instances a lot of items is judged to be acceptable if the variance of some measurable characteristic of the lot items is less than or equal to σ[sup 2, sub 0]. Operating characteristics of single size sampling plans are given in [1] and [2]. This paper gives a set of double-sampling plans whose operating characteristics match those of a set of single sample plans. [ABSTRACT FROM AUTHOR]