Showing 1 - 7 of 7
In many practical situations bivariate probability distributions are used whose marginals are of the same form. Sometimes however, in cases of a not too good fit, one of the marginals appears to describe the corresponding observed data exceptionally well while the other provides a rather poor...
Persistent link: https://www.econbiz.de/10005836428
The EWMA control chart is used to detect small shifts in a process. It has been shown that, for certain values of the smoothing parameter, the EWMA chart for the mean is robust to non normality. In this article, we examine the case of non normality in the EWMA charts for the dispersion. It is...
Persistent link: https://www.econbiz.de/10005837256
Two interesting results encountered in the literature concerning the Poisson and the negative binomial distributions are due to MORAN (1952) and PATIL & SESHADRI (1964), respectively. MORAN's result provided a fundamental property of the Poisson distribution. Roughly speaking, he has shown that...
Persistent link: https://www.econbiz.de/10005789484
Let X, Y be two discrete random variables with finite support and X≥Y. Suppose that the conditional distribution of Y given X can be factorized in a certain way. This paper provides a method of deriving the unique form of the marginal distribution of X (and hence the joint distribution of (X,...
Persistent link: https://www.econbiz.de/10005790187
Ιt is known that mere knowledge of the conditional distribution of two random variables is not sufficient to specify uniquely the marginal distributions. Some additional information is necessary. This is usually provided in some form of independence between functions of the two random variables...
Persistent link: https://www.econbiz.de/10005617122
Measurement error is a usually met distortion factor in real-world applications that influences the outcome of a process. In this paper, we examine the effect of measurement error on the ability of the EWMA control chart to detect out-of-control situations. The model used is the one involving...
Persistent link: https://www.econbiz.de/10005621235
This paper studies the relationship between the unconditional and conditional distribution of the same random variable, say Y, when the distribution of the conditioning random variable X is of a known form. The problem is tackled in the general case where the distribution of Y and Y given X are...
Persistent link: https://www.econbiz.de/10005626826