For centuries, Alfred the Great was judged to have translated several Latin texts into Old English. Many scholars, however, have expressed doubt whether Alfred could have done all of this work. With the availability of the Old English Corpus in electronic form, it is feasible to subject the...

The plant 'Heat Rate' (HR) is a measure of overall efficiency of a thermal power generating system. It depends on a large number of factors, some of which are non-measurable, while data relating to others are seldom available and recorded. However, coal quality (expressed in terms of 'effective...

The process of brewing is a complex one, in which several biological and chemical reactions occur that involve many variables and their interactions. This pilot study is an attempt to understand and to control the chemical and biological nature of the process of 'beer cooking'. Through data...

The area of marked-point processes is well developed but simulation is still a challenging problem when mark correlations are to be included. In this paper we propose the use of simulated annealing to incorporate the spatial mark correlation into the simulations of correlated marked-point...

Many economic and financial time series exhibit heteroskedasticity, where the variability changes are often based on recent past shocks, which cause large or small fluctuations to cluster together. Classical ways of modelling the changing variance include the use of Generalized Autoregressive...

In this work we propose Bayesian measures to quantify the influence of observations on the structural parameters of the simple measurement error model (MEM). Different influence measures, like those based on q-divergence between posterior distributions and Bayes risk, are studied to evaluate the...

The distribution of linear combinations of random variables arises explicitly in many areas of engineering. This has increased the need to have available the widest possible range of statistical results on linear combinations of random variables. In this note, the exact distribution of the...

Since the seminal paper of Granger & Joyeux (1980), the concept of a long memory has focused the attention of many statisticians and econometricians trying to model and measure the persistence of stationary processes. Many methods for estimating d, the long-range dependence parameter, have been...

We propose two novel diagnostic measures for the detection of influential observations for regression parameters in linear regression. Traditional diagnostic statistics focus on the effect of deletion of data points either on parameter estimates, or on predicted values. A data point is regarded...

Zhang (1999) proposed a novel test statistic Q for testing normality based on the ratio of two unbiased standard deviation estimators, q1 and q2, for the true population standard deviation σ. Mingoti & Neves (2003) discussed some properties of q1 and q2 and showed that the variance of q1...