A new algorithm is developed for computing any entry of the inverse of a 5-band Toeplitz matrix. After a linear-time overhead, each entry can be computed in constant time. As an application of this algorithm, we present a way to compute the generalized cross validated smoothing spline in linear...

Process capability indices are useful for assessing the capability of manufacturing processes. Most traditional methods are obtained from the frequentist point of view. We view the problem from the Bayes and empirical Bayes approaches by using non-informative and conjugate priors, respectively.