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[ 1 ] - Outlier test for a group of multivariate observations
Assume that we have m independent random samples each of size n from Np(; ) and our goal is to test whether or not the ith sample is an outlier (i=1,2,…..m). To date it is well known that a test statistics exist whose null distribution is Betta and given the relationship between Betta and F distribution, an F test statistic can be used. In the statistical literature however a clear and preci...
[ 2 ] - A Moving Avarage Variation Control Chart based on Bayesian Predictive Density
Recently several control charts have been introduced in the statistical process control literature which are based on the idea of Bayesian Predictive Density (BPD). Among these charts is the variation control chart which we refer to it as VBPD chart. In this paper we add the idea of Moving Average to VBPD chart and introduce a new variation control chart which has all advantages of the ...
نویسندگان همکار