Nonparametric Estimation of the Average Availability

The average availability of a repairable system is the expected proportion of time that the system is operating in the interval [0, t]. The present article discusses the nonparametric estimation of the average availability when (i) the data on 'n' complete cycles of system operation are available, (ii) the data are subject to right censorship, and (iii) the process is observed upto a specified time 'T'. In each case, a nonparametric confidence interval for the average availability is also constructed. Simulations are conducted to assess the performance of the estimators.

Nonparametric Estimation of Survivor Function in Bivariate Competing Risk Models’

So far, in the bivariate set up, the analysis of lifetime (failure time) data with multiple causes of failure is done by treating each cause of failure separately. with failures from other causes considered as independent censoring. This approach is unrealistic in many situations. For example, in the analysis of mortality data on married couples one would be interested to compare the hazards for the same cause of death as well as to check whether death due to one cause is more important for the partners’ risk of death from other causes. In reliability analysis. one often has systems with more than one component and many systems. subsystems and components have more than one cause of failure. Design of high-reliability systems generally requires that the individual system components have extremely high reliability even after long periods of time. Knowledge of the failure behaviour of a component can lead to savings in its cost of production and maintenance and. in some cases, to the preservation of human life. For the purpose of improving reliability. it is necessary to identify the cause of failure down to the component level. By treating each cause of failure separately with failures from other causes considered as independent censoring, the analysis of lifetime data would be incomplete. Motivated by this. we introduce a new approach for the analysis of bivariate competing risk data using the bivariate vector hazard rate of Johnson and Kotz (1975).

Extension of spherical nonparametric estimators to nonisotropic kernels: An oceanographic application

In a recently published paper. spherical nonparametric estimators were applied to feature-track ensembles to determine a range of statistics for the atmospheric features considered. This approach obviates the types of bias normally introduced with traditional estimators. New spherical isotropic kernels with local support were introduced. Ln this paper the extension to spherical nonisotropic kernels with local support is introduced, together with a means of obtaining the shape and smoothing parameters in an objective way. The usefulness of spherical nonparametric estimators based on nonisotropic kernels is demonstrated with an application to an oceanographic feature-track ensemble.

EEG data classification using wavelet features selected by Wilcoxon statistics

This paper introduces a method to classify EEG signals using features extracted by an integration of wavelet transform and the nonparametric Wilcoxon test. Orthogonal Haar wavelet coefficients are ranked based on the Wilcoxon test’s statistics. The most prominent discriminant wavelets are assembled to form a feature set that serves as inputs to the naïve Bayes classifier. Two benchmark datasets, named Ia and Ib, downloaded from the brain–computer interface (BCI) competition II are employed for the experiments. Classification performance is evaluated using accuracy, mutual information, Gini coefficient and F-measure. Widely used classifiers, including feedforward neural network, support vector machine, k-nearest neighbours, ensemble learning Adaboost and adaptive neuro-fuzzy inference system, are also implemented for comparisons. The proposed combination of Haar wavelet features and naïve Bayes classifier considerably dominates the competitive classification approaches and outperforms the best performance on the Ia and Ib datasets reported in the BCI competition II. Application of naïve Bayes also provides a low computational cost approach that promotes the implementation of a potential real-time BCI system.

Improved combinations of parametric and nonparametric Regression estimators

This paper provides a systematic and unified treatment of the developments in the area of kernel estimation in econometrics and statistics. Both the estimation and hypothesis testing issues are discussed for the nonparametric and semiparametric regression models. A discussion on the choice of windowwidth is also presented.

A Bayesian nonparametric model for Taguchi's on-line quality monitoring procedure for attributes

A Bayesian nonparametric model for Taguchi's on-line quality monitoring procedure for attributes is introduced. The proposed model may accommodate the original single shift setting to the more realistic situation of gradual quality deterioration and allows the incorporation of an expert's opinion on the production process. Based on the number of inspections to be carried out until a defective item is found, the Bayesian operation for the distribution function that represents the increasing sequence of defective fractions during a cycle considering a mixture of Dirichlet processes as prior distribution is performed. Bayes estimates for relevant quantities are also obtained. (C) 2012 Elsevier B.V. All rights reserved.

A connection between two nonparametric tests for perfect ranking in balanced ranked set sampling

In this note, we show that an extension of a test for perfect ranking in a balanced ranked set sample given by Li and Balakrishnan (2008) to the multi-cycle case turns out to be equivalent to the test statistic proposed by Frey et al. (2007). This provides an alternative interpretation and motivation for their test statistic.

A nonparametric method of comparing the partial areas under two correlated receiver operating characteristic curves

A non-parametric method was developed and tested to compare the partial areas under two correlated Receiver Operating Characteristic curves. Based on the theory of generalized U-statistics the mathematical formulas have been derived for computing ROC area, and the variance and covariance between the portions of two ROC curves. A practical SAS application also has been developed to facilitate the calculations. The accuracy of the non-parametric method was evaluated by comparing it to other methods. By applying our method to the data from a published ROC analysis of CT image, our results are very close to theirs. A hypothetical example was used to demonstrate the effects of two crossed ROC curves. The two ROC areas are the same. However each portion of the area between two ROC curves were found to be significantly different by the partial ROC curve analysis. For computation of ROC curves with large scales, such as a logistic regression model, we applied our method to the breast cancer study with Medicare claims data. It yielded the same ROC area computation as the SAS Logistic procedure. Our method also provides an alternative to the global summary of ROC area comparison by directly comparing the true-positive rates for two regression models and by determining the range of false-positive values where the models differ. ^

Directional statistics: introduction

In many of the natural and physical sciences, measurements are directions, either in two or three dimensions. The analysis of directional data relies on specific statistical models and procedures, which differ from the usual models and methodologies of Cartesian data. This chapter briefly introduces statistical models and inference for this type of data. The basic von Mises-Fisher distribution is introduced and nonparametric methods such as goodness-of-fit tests are presented. Further references are given for exploring related topics such as correlation and regression.

Constrained nonparametric estimation of input distance function

This paper proposes a constrained nonparametric method of estimating an input distance function. A regression function is estimated via kernel methods without functional form assumptions. To guarantee that the estimated input distance function satisfies its properties, monotonicity constraints are imposed on the regression surface via the constraint weighted bootstrapping method borrowed from statistics literature. The first, second, and cross partial analytical derivatives of the estimated input distance function are derived, and thus the elasticities measuring input substitutability can be computed from them. The method is then applied to a cross-section of 3,249 Norwegian timber producers.

Krylov subspace methods for approximating functions of symmetric positive definite matrices with applications to applied statistics and anomalous diffusion

Matrix function approximation is a current focus of worldwide interest and finds application in a variety of areas of applied mathematics and statistics. In this thesis we focus on the approximation of A^(-α/2)b, where A ∈ ℝ^(n×n) is a large, sparse symmetric positive definite matrix and b ∈ ℝ^n is a vector. In particular, we will focus on matrix function techniques for sampling from Gaussian Markov random fields in applied statistics and the solution of fractional-in-space partial differential equations. Gaussian Markov random fields (GMRFs) are multivariate normal random variables characterised by a sparse precision (inverse covariance) matrix. GMRFs are popular models in computational spatial statistics as the sparse structure can be exploited, typically through the use of the sparse Cholesky decomposition, to construct fast sampling methods. It is well known, however, that for sufficiently large problems, iterative methods for solving linear systems outperform direct methods. Fractional-in-space partial differential equations arise in models of processes undergoing anomalous diffusion. Unfortunately, as the fractional Laplacian is a non-local operator, numerical methods based on the direct discretisation of these equations typically requires the solution of dense linear systems, which is impractical for fine discretisations. In this thesis, novel applications of Krylov subspace approximations to matrix functions for both of these problems are investigated. Matrix functions arise when sampling from a GMRF by noting that the Cholesky decomposition A = LL^T is, essentially, a `square root' of the precision matrix A. Therefore, we can replace the usual sampling method, which forms x = L^(-T)z, with x = A^(-1/2)z, where z is a vector of independent and identically distributed standard normal random variables. Similarly, the matrix transfer technique can be used to build solutions to the fractional Poisson equation of the form ϕn = A^(-α/2)b, where A is the finite difference approximation to the Laplacian. Hence both applications require the approximation of f(A)b, where f(t) = t^(-α/2) and A is sparse. In this thesis we will compare the Lanczos approximation, the shift-and-invert Lanczos approximation, the extended Krylov subspace method, rational approximations and the restarted Lanczos approximation for approximating matrix functions of this form. A number of new and novel results are presented in this thesis. Firstly, we prove the convergence of the matrix transfer technique for the solution of the fractional Poisson equation and we give conditions by which the finite difference discretisation can be replaced by other methods for discretising the Laplacian. We then investigate a number of methods for approximating matrix functions of the form A^(-α/2)b and investigate stopping criteria for these methods. In particular, we derive a new method for restarting the Lanczos approximation to f(A)b. We then apply these techniques to the problem of sampling from a GMRF and construct a full suite of methods for sampling conditioned on linear constraints and approximating the likelihood. Finally, we consider the problem of sampling from a generalised Matern random field, which combines our techniques for solving fractional-in-space partial differential equations with our method for sampling from GMRFs.