Abstract. One-sided cumulative sum control charts are constructed for controlling the parameters of a random variable with doubly truncated binomial distribution. It is observed that the average run length (ARL) of the resulting control charts change considerably for a slight shift in the...

Abstract. This paper considers the problem of estimating the population mean of the study variable Y using systematic sampling in presence of an auxiliary variable X . A class of estimators is proposed and its properties are studied under large sample approximation. It is shown that the proposed...

Abstract In this paper a cold standby system consisting of two identical components (first component in working state and second one in the cold standby state) and one repairman is studied. A replacement policy is considered which is based on the number of down times in a renewal cycle. The...

Abstract We apply the banded matrix inversion theorem given by Kavcic and Moura [IEEE Trans. Inf. Theory 46: 1495–1509, 2000] to symmetric Toeplitz matrices. If the inverse is banded with bandwidth smaller than its size, there is a gain in arithmetic complexity compared to the current methods...

Abstract In this paper mixed sampling plans for acceptance sampling of second quality lots are proposed. Mixed sampling plans combine process control and lot control aiming at increasing the reliability and/or the efficiency of acceptance sampling plans. The process control part refers to a...

Abstract Companies in business and industry often make very different demands on statistical software packages, like flexibility concerning customized solutions, possibility of integrating non-standard stochastic approaches, use to validated applications, user-friendly interface, moderate costs,...

Abstract This paper investigates a more general transient shared load k -out-of- n : G system subject to multiple failure modes and repair facilities, with overhauling service (preventive maintenance) of the system. Expressions for the reliability function, the failure density function and...

Abstract The method to measure the market risk (which stocks are exposed) by the slope coefficient of a linear regression model (that relates the returns of the asset and the returns of a market index) is known as Market Model. When applying this method it is extremely important to check the...

Abstract Anis and Pandey [Economic Quality Control 18: 83–90, 2003] have pointed out that the bias and mean squared error expressions of the estimators of the mean μ of a normally distributed random variable envisaged by Murthy and Sarma [Assam Statistical Review 12: 1–5, 1998] for small...