This paper details a new control-variate splitting scheme yielding an unbiased esti-mator of the mean response and an unbiased estimator of the variance of the first estimator. This scheme also yields an asymptotically exact confidence interval for the mean response. We present analytical and empirical performance comparisons of this scheme versus other control-variate procedures.

In this paper we estimate R = PfX < Yg when X and Y are independent random variables following the Peng-Yan extended Weibull distribution. We find maximum likelihood estimator of its asymptotic This distribution is used to construct confidence intervals. case equal shape parameters, derive exact intervals, too. A procedure for deriving bootstrap-p intervals presented. The UMVUE variance deri...

The paper studies the properties of a sequential maximum likelihood estimator of the drift parameter in a one dimensional reflected Ornstein-Uhlenbeck process. We observe the process until the observed Fisher information reaches a specified precision level. We derive the explicit formulas for the sequential estimator and its mean squared error. The estimator is shown to be unbiased and uniforml...

Abstract: This paper deals with the problem of estimating a density based on observations which are contaminated by a normally distributed error whose variance is unknown. In the case of a completely unknown error variance, the impossibility of a uniformly consistent estimation is shown; however, a semi-uniformly consistent estimator is constructed under nonparametric smoothness conditions on t...

This paper studies an optimal state estimation (Kalman filtering) problem under the assumption that output measurements are subject to random time delays caused by network transmissions without time stamping. We first propose a random time delay model which mimics many practical digital network systems. We then study the so-called unbiased, uniformly bounded linear state estimators and show tha...

Vibrations of blade and tower have important impact for wind turbine. This paper presents a active controller design to suppress blade edgewise vibrations under aerodynamic load and gravitational load.Treating the sum of aerodynamic load input in edgewise direction and gravitational load as unknown disturbance input,a stochastic disturbance accommodating control(SDAC) approach is proposed to de...

Imputation is one of the most common methods to reduce item non_response effects. Imputation results in a complete data set, and then it is possible to use naϊve estimators. After using most of common imputation methods, mean and total (imputation estimators) are still unbiased. However their variances (imputation variances) are underestimated by naϊve variance estimators. Sampling mechanism an...

The probability of false alarm (Pfa) in active sonar systems is an important system performance measure. This measure is typically estimated by the proportion of alarms to opportunities over some finite window, essentially forming the sample exceedance distribution function (EDF). It is common for sonar systems to be ‘over-sampled’; that is, to have a sampling rate higher than the minimum requi...