Economic design of (X)over-bar charts with variable parameters: the Markov chain approach

This paper presents an economic design of (X) over bar control charts with variable sample sizes, variable sampling intervals, and variable control limits. The sample size n, the sampling interval h, and the control limit coefficient k vary between minimum and maximum values, tightening or relaxing the control. The control is relaxed when an (X) over bar value falls close to the target and is tightened when an (X) over bar value falls far from the target. A cost model is constructed that involves the cost of false alarms, the cost of finding and eliminating the assignable cause, the cost associated with production in an out-of-control state, and the cost of sampling and testing. The assumption of an exponential distribution to describe the length of time the process remains in control allows the application of the Markov chain approach for developing the cost function. A comprehensive study is performed to examine the economic advantages of varying the (X) over bar chart parameters.

NUCLEAR DENSITIES AND THE STATISTICS OF NUCLEONIC CONSTITUENTS

In the quark model of the nucleon, the Fermi statistics of the elementary constituents can influence significantly the properties of multinucleon bound systems. In the Skyrme model, on the other hand, the basic quanta are bosons, so that qualitatively different statistics effects can be expected a priori. In order to illustrate this point, we construct schematic one-dimensional quark and soliton models which yield fermionic nucleons with identical baryon densities. We then compare the baryon densities of a two-nucleon bound state in both models. Whereas in the quark model the Pauli principle for quarks leads to a depletion of the density in the central region of the nucleus, the soliton model predicts a slight increase of the density in that region, due to the bosonic statistics of the meson-field quanta.

Tsallis statistics and gradually truncated Levy flight - distribution of an economical index

Tsallis postulated a generalized form for entropy and give rise to a new statistics now known as Tsallis statistics. In the present work, we compare the Tsallis statistics with the gradually truncated Levy flight, and discuss the distribution of an economical index-the Standard and Poor's 500-using the values of standard deviation as calculated by our model. We find that both statistics give almost the same distribution. Thus we feel that gradual truncation of Levy distribution, after certain critical step size for describing complex systems, is a requirement of generalized thermodynamics or similar. The gradually truncated Levy flight is based on physical considerations and bring a better physical picture of the dynamics of the whole system. Tsallis statistics gives a theoretical support. Both statistics together can be utilized for the development of a more exact portfolio theory or to understand better the complexities in human and financial behaviors. A comparison of both statistics is made. (C) 2002 Published by Elsevier B.V. B.V.

Size limiting in Tsallis statistics

Power law scaling is observed in many physical, biological and socio-economical complex systems and is now considered an important property of these systems. In general, power law exists in the central part of the distribution. It has deviations from power law for very small and very large variable sizes. Tsallis, through non-extensive thermodynamics, explained power law distribution in many cases including deviation from the power law. In case of very large steps, the used the heuristic crossover approach. In the present we present an alternative model in which we consider that the entropy factor 9 decreases with variable size due to the softening of long range interactions or memory. We apply this model for distribution of citation index of scientists and examination scores and are able to explain the distribution for entire variable range. In the present model, we can have very sharp cut-off without interfering with power law in its central part as observed in many cases. (C) 2008 Elsevier B.V. All rights reserved.

Bayesian L-optimal exact design of experiments for biological kinetic models

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Assessment and statistics of Brazilian hydroelectric power plants: Dam areas versus installed and firm power

The Brazilian relief, predominantly composed by small mountains and plateaus, contributed to formation of rivers with high amount of falls. With exception to North-eastern Brazil, the climate of this country are rainy, which contributes to maintain water flows high. These elements are essential to a high hydroelectric potential, contributing to the choice of hydroelectric power plants as the main technology of electricity generation in Brazil. Though this is a renewable source, whose utilized resource is free, dams must to be established which generates a high environmental and social impact. The objective of this study is to evaluate the impact caused by these dams through the use of environmental indexes. These indexes are ratio formed by installed power with dam area of a hydro power plant, and ratio formed by firm power with this dam area. In this study, the greatest media values were found in South, Southeast, and Northeast regions respectively, and the smallest media values were found in North and Mid-West regions, respectively. The greatest encountered media indexes were also found in dams established in the 1950s. In the last six decades, the smallest indexes were registered by darns established in the 1980s. These indexes could be utilized as important instruments for environmental impact assessments, and could enable a dam to be established that depletes an ecosystem as less as possible.

Evaluation of survey methods for sampling anuran species richness in the neotropics.

Species richness is central to ecological theory, with practical applications in conservation, environmental management and monitoring. Several techniques are available for measuring species richness and composition of amphibians in breeding pools, but the relative efficacy of these methods for sampling high-diversity Neotropical amphibian fauna is poorly understood. I evaluated seven studies from south and south-eastern Brazil to compare the relative and combined effectiveness of two methods for measuring species richness at anuran breeding pools: acoustic surveys with visual encounter of adults and dipnet surveys of larvae. I also compared the relative efficacy of each survey method in detecting species with different reproductive modes. Results showed that both survey methods underestimated the number of species when used separately; however, a close approximation of the actual number of species in each breeding pool was obtained when the methods were combined. There was no difference between survey methods in detecting species with different reproductive modes. These results indicate that researchers should employ multiple survey methods that target both adult and larval life history stages in order to accurately assess anuran species richness at breeding pools in the Neotropics.

The carpal pad as an alternative sampling site for blood glucose testing in dogs

To investigate the feasibility and validity of sampling blood from the carpal pad in hospitalised healthy and diabetic dogs. METHODS The carpal pad was compared to the ear as a sampling site in 60 dogs (30 healthy and 30 diabetic dogs). RESULTS Lancing the pads was very well tolerated. The average glucose concentrations in blood samples obtained from the ears and carpal pads exhibited a strong positive correlation (r = 0.938) and there were no significant differences between them (P = 0.914). In addition, 98.3% of the values obtained were clinically acceptable when assessed by the error grid analysis. CLINICAL SIGNIFICANCE The carpal pad is a good alternative sampling site for home monitoring, especially in animals with a soft and/or light-coloured pad.

Near-infrared Raman spectroscopy to detect anti-Toxoplasma gondii antibody in blood sera of domestic cats: quantitative analysis based on partial least-squares multivariate statistics

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Statistics on tropical convective storms observed by radar

Convective storm rainfall is of special importance to urban hydrological studies due to its temporal and spatial variability. Although dense networks of recording rain gauges can be employed to characterize such rainfall, very few investigations of this type have been undertaken due to their prohibitive cost. This paper reports some data on characteristics of tropical convective storms obtained from radar at Bauru in the State of São Paulo, Brazil. Periods of convective precipitation were identified by exclusion of those related to frontal activity with the help of synoptic maps and the radar screen record. The occurrence and evolution of convective storms were observed in two 28 km × 28 km windows obtaining information on the life history of convective cells and the magnitude of rainfall. Frequency distributions of the time of occurrence of convective rainfall, cell size, area covered, life duration and maximum and average rainfall observed in the experimental areas are presented and discussed.

X̄ chart with variable sample size and sampling intervals

Recent theoretical studies have shown that the X̄ chart with variable sampling intervals (VSI) and the X̄ chart with variable sample size (VSS) are quicker than the traditional X̄ chart in detecting shifts in the process. This article considers the X̄ chart with variable sample size and sampling intervals (VSSI). It is assumed that the amount of time the process remains in control has exponential distribution. The properties of the VSSI X̄ chart are obtained using Markov chains. The VSSI X̄ chart is even quicker than the VSI or VSS X̄ charts in detecting moderate shifts in the process.

Joint X̄ and R Charts with Variable Sample Sizes and Sampling Intervals

Recent studies have shown that the X̄ chart with variable sampling intervals (VSI) and/or with variable sample sizes (VSS) detects process shifts faster than the traditional X̄ chart. This article extends these studies for processes that are monitored by both the X̄ and R charts. A Markov chain model is used to determine the properties of the joint X and R charts with variable sample sizes and sampling intervals (VSSI). The VSSI scheme improves the joint X̄ and R control chart performance in terms of the speed with which shifts in the process mean and/or variance are detected.

Caries and its association with infant feeding and oral health-related behaviours in 3-4-year-old Brazilian children

Objectives: To investigate the relationships between socio-demographic factors, infant feeding habits, oral hygiene and the prevalence and patterns of caries in Brazilian 3-4-year-olds. Methods: Systematic random sampling was used to select children enrolled in municipal nurseries in Araraquara, Brazil, in 1998. Clinical examinations were carried out by one examiner using dmft and dmfs indices and WHO criteria. Questionnaires for information related to the socio-demographic background, oral hygiene and dietary history of the children were completed by their mothers. Results: Caries was seen in 46% of the children; 17% of them had the more extensive pattern involving molars and incisors. Social class, mother's education, and age at which breast-feeding terminated showed statistically significant associations with caries. Feeding bottles with added sugars were still being given to 80% of the children. When the significant variables were taken into account only age at which breast-feeding terminated showed a significant relationship to the pattern of disease. Children who were never breast-fed or were breast-fed beyond the age of 24 months had a higher prevalence of the more extensive pattern of caries. Conclusions: The association between the length of time a mother breast-feeds and extensive caries should be a consideration in any local infant feeding policies or health promotion strategies. The duration for appropriate breast- or bottle-feeding should be emphasised.

Inferences about the coefficient of correlation in the standard bivariate normal distribution

The study of the association between two random variables that have a joint normal distribution is of interest in applied statistics; for example, in statistical genetics. This article, targeted to applied statisticians, addresses inferences about the coefficient of correlation (ρ) in the bivariate normal and standard bivariate normal distributions using likelihood, frequentist, and Baycsian perspectives. Some results are surprising. For instance, the maximum likelihood estimator and the posterior distribution of ρ in the standard bivariate normal distribution do not follow directly from results for a general bivariate normal distribution. An example employing bootstrap and rejection sampling procedures is used to illustrate some of the peculiarities.