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Sequential inspection is a technique employed to monitor product quality during the production process. For smaller batch sizes, the Acceptable Quality Limit(AQL) inspection theory is typically applied, whereas for larger batch sizes, the…

Methodology · Statistics 2024-12-17 Dihong Huang

We study the linear statistics of the circular $\beta$-ensemble with a Stein's method argument, where the exchangeable pair is generated through circular Dyson Brownian motion. This generalizes previous results obtained in such a way for…

Probability · Mathematics 2016-04-26 Christian Webb

Bayesian Poisson probability distributions for the average n can be analytically converted into equivalent chi-squared distributions. These can then be combined with other Gaussian or Bayesian Poisson distributions to make a total…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Dennis Silverman

It was recently shown how graphs can be used to provide descriptions of psychopathologies, where symptoms of, say, depression, affect each other and certain configurations determine whether someone could fall into a sudden depression. To…

Applications · Statistics 2017-04-21 Lourens J. Waldorp , Jolanda J. Kossakowski

Capital distribution curve is defined as log-log plot of normalized stock capitalizations ranked in descending order. The curve displays remarkable stability over periods of time. Theory of exchangeable distributions on set partitions,…

Mathematical Finance · Quantitative Finance 2015-07-09 Sergey Sosnovskiy

We apply the Stein-Chen method to problems from extreme value theory. On the one hand, the Stein-Chen method for Poisson approximation allows us to obtain bounds on the Kolmogorov distance between the law of the maximum of i.i.d. random…

Probability · Mathematics 2013-10-10 Anne Feidt

A Markov chain (MC) formalism is used to investigate the mean-square displacement (MSD) of a random walker on Newman-Watts (NW) networks. It leads to a precise analysis of the conditions for the emergence of anomalous sub- or…

While the hurdle Poisson regression is a popular class of models for count data with excessive zeros, the link function in the binary component may be unsuitable for highly imbalanced cases. Ordinary Poisson regression is unable to handle…

Applications · Statistics 2020-08-14 Shuang Yin , Dipak K. Dey , Emiliano A. Valdez , Xiaomeng Li

Control charts for zero-inflated processes have attracted the interest of the researchers in the recent years. In this work we investigate the performance of Shewhart-type charts for zero-inflated Poisson and zero-inflated Binomial…

Applications · Statistics 2024-01-22 Athanasios C. Rakitzis , Eftychia Mamzeridou , Petros E. Maravelakis

In this study, we considered the design and performance of control charts using neoteric ranked set sampling (NRSS) in monitoring normal distributed processes. NRSS is a recently proposed sampling design, based on the traditional ranked set…

Methodology · Statistics 2017-09-18 G. P. Silva , C. A. Taconeli , W. M. Zeviani , I. S. Guimaraes

A new method for including systematic errors in the regression with Poisson data is reviewed in this contribution, with emphasis on applications to astronomical spectra. The method consists of generalizing the usual Poisson log-likelihood,…

Instrumentation and Methods for Astrophysics · Physics 2026-04-23 M. Bonamente

To use control charts in practice, the in-control state usually has to be estimated. This estimation has a detrimental effect on the performance of control charts, which is often measured for example by the false alarm probability or the…

Methodology · Statistics 2013-07-30 Axel Gandy , Jan Terje Kvaløy

The objects of our interest are the so-called $A$-permutations, which are permutations whose cycle length lie in a fixed set $A$. They have been extensively studied with respect to the uniform or the Ewens measure. In this paper, we extend…

Probability · Mathematics 2013-02-26 Ashkan Nikeghbali , Julia Storm , Dirk Zeindler

We propose the point process model as the Poissonian-like stochastic sequence with slowly diffusing mean rate and adjust the parameters of the model to the empirical data of trading activity for 26 stocks traded on NYSE. The proposed scaled…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 V. Gontis , B. Kaulakys , J. Ruseckas

We consider a change detection problem in which the arrival rate of a Poisson process changes suddenly at some unknown and unobservable disorder time. It is assumed that the prior distribution of the disorder time is known. The objective is…

Optimization and Control · Mathematics 2007-05-23 Erhan Bayraktar , Semih Sezer

In this paper we present a general framework for Stein's method for multivariate continuous distributions. The approach gives a collection of Stein characterisations, among which we highlight score-Stein operators and kernel Stein…

Probability · Mathematics 2019-11-14 Guillaume Mijoule , Gesine Reinert , Yvik Swan

We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…

Probability · Mathematics 2020-07-07 Han L. Gan , Nathan Ross

In this paper, an alternative mixed Poisson distribution is proposed by amalgamating Poisson distribution and a modification of the Quasi Lindley distribution. Some fundamental structural properties of the new distribution, namely the shape…

Methodology · Statistics 2021-10-26 Ramajeyam Tharshan , Pushpakanthie Wijekoon

The robust Poisson method is becoming increasingly popular when estimating the association of exposures with a binary outcome. Unlike the logistic regression model, the robust Poisson method yields results that can be interpreted as risk or…

Methodology · Statistics 2022-09-14 Denis Talbot , Miceline Mésidor , Yohann Chiu , Marc Simard , Caroline Sirois

Control charts, as had been used traditionally for quality monitoring, were applied alternatively to monitor systems' reliability. In other words, they can be applied to detect changes in the failure behavior of systems. Such purpose…

Applications · Statistics 2022-10-04 Khaled Janada , Hassan Soltan , Mohamed-Sobeih Hussein , Ahmad Abdel-Shafi