In this paper four estimation methods are derived for the location of a jump point. The methods are applied to a practical problem in medicine. Some simulation examples are given to compare some descriptive statistical properties of the estimators.

An attractive nonparametric method to detect change-points sequentially is to apply control charts based on kernel smoothers. Recently, the strong convergence of the associated normed delay associated with such a sequential stopping rule has been studied under sequences of out-of-control models....

This paper deals with time series of categorical or ordinal variables, which are combined with time varying covariates. The conditional expectations (probabilities) are modelled as a regression model in a GLM-type manner, its parameters are estimated using a (partial) likelihood-approach....

We consider a piecewise constant hazard function with exactly one jump point, say τ. It uniquely determines an Exponential distribution whose density features a discontinuity of the first kind at the change point τ. Assuming that τ is the unknown parameter of interest, the maximum likelihood...

This paper deals with the modelling of failure-repair processes, particularly with parameter estimation problems and Bayesian predictions of future jump time points. Bayesian estimation methods are applied to determine the values of process parameters and based on results on failure time...

Murthy and Sarma (Assam Statistical Review 12: 1–5, 1998) proposed and studied two biased estimators for the expectation of the normal distribution N(μ, σ 2) when the coefficient of variation is known and is given by . Their estimators for small samples were found to be erroneous on account...

In this paper, a modification is proposed to the tightened three level continuous sampling plan. The tightened three level plan is one of the three tightened multi-level continuous sampling plans of Derman et. al. (Annals of Mathematical Statistics 28: 395-404, 1957) with three sampling levels...

To run a production processes an appropriate target for the process mean has to be fixed, for presenting process capability a suitable target for a process capability index has to be selected. Generally, the two targets are fixed independently. This paper presents a method which combines both...

This case study is concerned with the determination of the specifications of tensile strengths of castings. Thus far, the company has relied on the tensile strength of the test bars as certified by the foundries. Recently, it has bought a tensometer. This machine requires small specimen, which...

Many researches have shown that the adaptive control charts are more effective than the traditional static ones in detecting process shifts. This paper develops an algorithm for the optimization designs of the Variable Sample Size (VSS) np chart and the Variable Sampling Intervals (VSI) np chart...