We consider distributional free inference to test for positive quadrant dependence, i.e. for the probability that two variables are simultaneously small (or) large being at least as great as it would be were they dependent. Tests for its generalisation in higher dimensions, namely positive...

There are many ways to measure the dispersion of a random variable. One such method uses the concept of peakedness. If the random variable X is symmetric about a point [mu], then Birnbaum [Z.W. Birnbaum, On random variables with comparable peakedness, The Annals of Mathematical Statistics 19...

This paper discusses in detail the impact of shifts on the process variance ( σ 2 ) on the run length (RL) of modified upper one-sided EWMA charts for the process mean ( μ ) when the output is correlated. Quite apart from the relevance of a process variance change in its own right, a dilation...