Modified exponentially weighted moving average (EWMA) control chart for an analytical process data

Size: px
Start display at page:

Download "Modified exponentially weighted moving average (EWMA) control chart for an analytical process data"

Transcription

1 Joural of Chemical Egieerig ad Materials Sciece Vol. (), pp. -, Jauary Available olie at ISSN Academic Jourals Full Legth Research Paper Modified expoetially weighted movig average (EWMA) cotrol chart for a aalytical process data Alpabe K. Patel * ad Jyoti Divecha Directorate of Ecoomics ad Statistics, Sector-8, Gadhiagar-389, Idia. Departmet of Statistics, Sardar Patel Uiversity, Vallabh Vidyaagar, 388, Idia. Accepted 6 December, This article itroduces modified expoetially weighted movig average (modified EWMA) cotrol chart. The modified EWMA cotrol chart is very effective i detectig small ad abrupt shifts i moitorig process mea. This chart is based o modified EWMA cotrol chart statistic, which is a correctio of EWMA chart statistic ad it is free from iertia problem. The advatage of usig modified EWMA chart is its good performace for observatios that are autocorrelated or idepedetly ormal distributed. The performaces of Modified EWMA chart are illustrated alog with EWMA chart for the two types of aalytical process data. The average ru legth (ARL) properties of modified EWMA scheme are derived usig Markov Chai approach. Key words: Abrupt chage, autocorrelated, average ru legth, expoetially weighted movig average (EWMA), modified. INTRODUCTION The cotrol charts amely, Shewart chart (Shewhart, 94), EWMA chart (Roberts, 959) ad CUSUM chart (Page, 954) are ofte used for detectig shifts i a sequece of idepedet ormal observatios with commo variace comig from a particular process. The usefuless of a chart is determied from the timely detectio of shifts as they occur. The literature o evaluatio of properties of these three charts idicates that Shewhart chart detect all sigle large shifts, CUSUM chart detects shifts by accumulatig chages i a directio, while EWMA chart detects shifts through chages accumulated uder expoetial smoothig. I geeral, these three cotrol charts will fail to detect shift i oe case, either the large shift or the small shift i the process. Moreover, these charts caot be used directly i chemical ad pharmaceutical idustries because the observatios from processes i these idustries are frequetly autocorrelated. This autocorrelatio has a large impact o the cotrol charts developed uder the idepedece assumptio. A typical effect of autocorrelatio is to decrease the i-cotrol average ru legth (ARL) leadig to a higher false alarm rate tha for a idepedet process. Moreover, the autocorrelated *Correspodig author. alpakip@yahoo.co.i. processes may also have abrupt chages. Both the situatios are bothersome for these idustries. I particular, i most of the idustrial processes, temperature is a essetial process variable ad the process is sesitive to the cumulative small chages as well as some abrupt chages i temperature values. A abrupt chage is the upredictable large shift occurrig i the process beig moitored for small shifts. Recetly, research efforts have bee put for the process subject to abrupt chages. EWMA chart has received more attetio as it also provides a estimate of forecast of process mea. Yaschi (995) have discussed estimatio of curret process mea i a process subject to small chages, as well as abrupt chages o the basis of EWMA. Capizzi ad Masarotto (3) have provided a class of ew cotrol charts, AEWMA charts o the basis of EWMA to detect shifts of all types for idepedet data. Reyolds ad Stoumbos (6) suggested usig two EWMA cotrols simultaeously, oe for process mea ad aother for process variace to tackle detectio of small shifts with abrupt chages. Woodall ad Mahmoud (5) have proposed a measure of iertia, the sigal resistace, ad show that EWMA suffers from iertia problem more tha the CUSUM. O the other had, several authors have discussed process cotrol methods for autocorrelated observatios. Motgomery ad Mastragelo (99) preseted method

2 Patel ad Divecha 3 that cosists of modelig the autocorrelative structure i the origial data usig EWMA ad applyig Shewhart cotrol charts to the idepedet ormal residuals. Their paper led to discussio, ad oe of the reviewers: Rya (99) stated that, residual chart for AR() will perform poorly uless autoregressive (AR) parameter is egative or extremely close to ad that the derivatio of ARL properties was uclear because most of the time, the true state of autocorrelatio i the process is ot kow. Falti ad Woodall (99) appreciated their method for the virtue of simplicity i the iterest of operators ad egieers. Cox (96) have show that the EWMA is ot a useful predictor for a AR() process havig a autoregressive parameter less tha/3. It is foud that for ARMA (,) processes, the EWMA is useful as a predictor provided that, the AR term sufficietly domiates the movig average (MA) compoet. Harris ad Ross (99) studied the impact of traditioal cotrol charts based o residuals uder several correlatio structures of process ad cocluded that the traditioal EWMA, CUSUM chartig techiques perform poorly i the presece of serial correlatio ad the use of residuals i Shewhart chart is ot effective for detectig small shifts whe the observatios are highly positively correlated. Lu ad Reyolds (999) cosidered the problem of moitorig the mea of a process i which the observatios ca be modeled as a AR() process plus a radom error. They have suggested EWMA cotrol chart based o the residuals from the forecast values of the model usig a itegral equatio method. They showed that whe the level of autocorrelatio is low or moderate, the EWMA chart for residuals ad the EWMA chart for origial observatios require about the same amout of time to detect various shifts; but for high levels of autocorrelatio ad large shifts, the EWMA chart of the residuals is faster a little. I all the efforts, a easy solutio to cotrol chartig is missig. Cotrol charts are effective tools for improvig process quality ad productivity ad simplicity is always demaded by the users. I this article, we itroduce a Modified EWMA (Modified EWMA) chart that combies the features of a Shewhart chart ad a EWMA chart i a simple way ad has the ability to detect small, as well as large shift as soo as possible as required by some idustrial processes with high level of first order autocorrelatio. Modified EWMA cotrol statistic gives weight to the past observatios i slightly differet way tha EWMA ad each curret chage is cosidered with full weight. This corrects EWMA statistic for sufferig from iertia problem. The uderlyig idea is to adapt the weight of the past observatios, past chages, the curret observatio ad the curret chage. Ulike AEWMA cotrol chart which corrects EWMA statistic by cosiderig the differece betwee process value ad cotrol statistic value as the error =Y -X - to detect shifts of differet sizes, Modified EWMA cotrol chart does it by measurig the curret fluctuatio cotaied i EWMA cotrol statistics, as Y - Y -, the differece betwee two cosecutive process values to detect abrupt chages. This is a ew approach ad does ot require cosideratio of score fuctio (error fuctio) ad separate detectio limits; hece it is simpler to operate i compariso to AEWMA chart. We feel that just like EWMA, AEWMA should be applicable to autocorrelated processes, wheever EWMA is apt. The Modified EWMA cotrol statistic is defied as: X = (-)X - Y (Y - Y - ), <. Note that X is the geometric sum of past observatios, past chages, curret observatio ad the curret chage i the process. This make Modified EWMA scheme perform like a EWMA scheme for small shifts ad at the same time detect abrupt chages alike Shewhart scheme. EXPONENTIAL WEIGHT BASED QUALITY CONTROL CHARTS Let Y, =,, be a sequece of first order autocorrelated or idepedet ormal observatios with the process target mea as ad a commo variace, such as sigle measuremets of the process. EWMA cotrol chart A EWMA cotrol chart is based o the statistic: X = (-)X - Y, () where is a suitable costat, such that <, X is th statistic ad Y is th observatio. The quatity X represets the startig value, ofte the target value. This schemes sigals whe X value exceeds specified cotrol limit. I geeral upper ad lower cotrol limits of EWMA Chart are: UCL = L CL = LCL= -L λ ( λ. () ( L is suitable i cotrol width limit, ad is the process stadard deviatio. The detailed discussio o EWMA cotrol schemes ca be foud i Motgomery (996). Adaptive EWMA cotrol chart EWMA cotrol chart caot detect abrupt chage/s, ad thus fail i worst-case situatio. To overcome this

3 4 J. Chem. Eg. Mater. Sci. problem, Capizzi ad Masarotto (3) desiged Adaptive EWMA (AEWMA) cotrol charts. Their class of cotrol charts cosiders the followig statistic: X = X - (e ), X = (3) Where e = Y - X - ad (e ) is a score fuctio. A alarm is raised whe X -µ > h, where deotes the target value of the process mea ad h is a suitable threshold. The h value is maily determied by esurig that the desired mea time betwee false alarms is large. They have desiged AEWMA schemes for three score fuctios, each based o expoetial weight parameter ad specified values of oe or two costats. The AEWMA scheme is effective i detectig shifts of differet sizes, but the moitorig scheme is ot simple. Modified EWMA (Modified EWMA) cotrol chart The desirable properties of a cotrol chart are that it is easy to implemet ad is effective for detectig shifts of all sizes as per techical specificatios. The Modified EWMA chart that we itroduce cosiders past observatios similar to EWMA scheme ad additioally cosiders past chages, as well as latest chage i the process. A Modified EWMA cotrol chart is based o the statistic: X = (-)X - Y (Y - Y - ), (4) where, =,, < is a costat ad the startig value is, X = µ = Y. The mea ad variace of cotrol statistic X are λ respectively, the process mea ad ( λ ( λ ) for autocorrelated process (Appedix ( λ ) ), based o ρ, the first order autocorrelatio coefficiet, ad correlatio structure of the process observatios ad process fluctuatios. Therefore, the upper ad lower cotrol limits of Modified EWMA chart are: UCL = L CL = LCL = -L λ λ ( λ ) λ λ λ λ( λ λ Where is the target mea, is the process variace, (5) ad L are suitable Modified EWMA scheme costats represetig expoetial weight ad i cotrol width limit. This chart reduces to Shewhart chart for highly autocorrelated process for =, L=3. Modified EWMA chart is capable for capturig sigals of small shift i the process, as well as abrupt chages i a autocorrelated process. The process is i cotrol, as log as the values are plotted withi the cotrol limits. A poit plots outside the cotrol limits is iterpreted as evidece that the process is out of cotrol, ad actio are required to fid ad elimiate the assigable causes resposible for this behavior. We kow that EWMA chart suffer from iertia problem because of error i EWMA statistic. Modified EWMA statistic is a corrected EWMA statistic ad EWMA is the best predictor i the class of liear predictors (Yashchi, 993). Hece Modified EWMA is the best predictor of process mea; its mea square error (MSE) is il for autocorrelated process with early oe autocorrelatio (Appedix ). It forecasts the process mea state accurately. This makes Modified EWMA chart free from iertia problem. Now we apply Modified EWMA cotrol scheme moitorig alog with EWMA scheme o temperature data ad capsule weight data from a aalytical process. Applicatio: Modified EWMA chart for highly autocorrelated ormal process Table displays the part of measuremets o temperature colum take every miute from a chemical process that is workig i cotrol ad out of cotrol situatios, abrupt chages ad small shifts occur. The target mea is.468 C, ad the process stadard deviatio is =.3 C ( =.79) (Table ). Here, EWMA (=., L=.84, UCL=.98, LCL=9.738, CL=.468) cotrol scheme could ot detect two abrupt chages at st ad 8 th observatios, ad the small shifts were detected from 7 st observatio. Modified EWMA (=., L=.683, UCL =.99, LCL=9.737) detects those two abrupt chages ad desired small shifts early, timely i 6 st ru. I Modified EWMA statistic, the smaller the value of, the larger is the effect of past history of the process. Therefore, if we select =., the L=.683 is automatically fixed through ARL. Applicatio : Modified EWMA chart for idepedet ormal process The data i Table are part of the measuremets (i grams) take every 3 s from a maufacturig process that is workig i cotrol ad a out of cotrol situatio,

4 Patel ad Divecha 5 Table. Moitorig performace of EWMA ad modified EWMA for the chemical process temperature data. *Shift. No. Y AR() EWMA Modified EWMA =. L =.84 L = * * * * * *.47 * * 3.68* Table. Moitorig performace of EWMA ad Modified EWMA for the pharmaceutical process capsule weight data. *Shift. No. Y EWMA Modified EWMA =.4 L =.477 L = * * * * * * * * abrupt chage occurs. The target mea is 5 g, ad the process stadard deviatio is =.3 g. Data were adapted from Capazzi ad Masarotto (3). Here, EWMA (=.4, L=.477, UCL= 5.6, LCL=4.894, CL=5) cotrol scheme could ot detect ay chages i observatios. Modified EWMA ( =.4, L=.43, UCL = 5.4, LCL=4.896) detects upper shifts at st, 3 rd to 5 th, 7 th to 9 th, ad lower shift at th observatios. From Figure, we ca see that EWMA chart could ot detect ay Shift. O the other had Modified EWMA chart detects all type of shifts as show i Figure.

5 6 J. Chem. Eg. Mater. Sci. EWMA statistic Figure. Plot of EWMA cotrol chart. Modified EWMA statistic Figure. Plot of modified EWMA cotrol chart. PROPERTIES OF MODIFIED EWMA SCHEME AND COMPARISONS WITH EWMA SCHEME ARL properties All the ARL computatios were carried out usig Markovchai approach described i Appedix. ARL properties of Modified EWMA scheme have bee derived for differet choices of {, L} ad i cotrol ARL to be 5 for detectio of small shift oly, because the abrupt chages are detected as they occur. The Modified EWMA scheme itroduced i this article is a modificatio of EWMA scheme for detectig small shifts alog with abrupt shifts. Here, we have compared the ARL values for Modified EWMA scheme with ARL values of EWMA scheme over a wide rage of parameter

6 Patel ad Divecha 7 Table 3. Average ru legths of modified EWMA schemes. Modified EWMA ARL = 5 L Abrupt Shift > > > > > > >.5 > Table 4. Average ru legths of EWMA scheme (Lucas ad Saccucci, 99). EWMA ARL = 5 Shift =.75, L = =.5, L = =., L = =.4, L = values. I Table 3, the ARL values of Modified EWMA for all choices of are smaller tha those for EWMA scheme. ARL values for EWMA schemes as per Markov Chai approach are show i Table 4 for the sake of easy comparisos. Thus, detectio of small, as well as large shifts by a sigle Modified EWMA chart is possible with proper choice of ad kowledge of AR() parameter ad/or correlatio structure of the process observatios ad the process fluctuatios. It should be clear that, the process fluctuatio variace would be smaller for process beig cotrolled for small shifts ad few large abrupt chages. Iertia (Sigal resistace) properties Woodall ad Mahmoud (5) proposed a measure of iertia, the sigal resistace, to be the largest stadard deviatio from target ot leadig to a immediate out-ofcotrol sigal. They defie a simple measure of iertia that they called "sigal resistace". I physics, "iertia" refers to the state of resistace a object has to a chage i its state of motio. Similarly, i statistical process cotrol, "iertia" ca refer to a measure of the resistace of a chart to sigalig a particular process shift. For the EWMA chart, the sigal resistace is: SR(EWMA) = [ h (-) w ] / (6) Where w is the value of the EWMA statistic, h = L λ (. The asymptotic cotrol limits for the EWMA chart are ±h. The sigal resistace for a EWMA cotrol chart i cojuctio with Shewhart cotrol limits is: SR (EWMA Shewhart) = L if h w < ( h λ L) / ( λ ) (7) [ h ( λ ) w]/ λ if ( h λ L) / ( λ ) w h Where L is the value of the multiplier used to obtai the Shewhart limit ad w is the value of the EWMA statistic. Obviously, i this case, the sigal resistace caot exceed the value of the multiplier used to obtai the Shewhart limit, that is, L. The sigal resistace for Modified EWMA cotrol chart is:

7 8 J. Chem. Eg. Mater. Sci. SR(Modified EWMA) = [ h ( λ ) w ]/ λ if h w h (8) Where w is the value of the Modified EWMA statistic, h = L limit. Coclusio λ λ ( λ) is the Modified EWMA decisio λ λ A simple cotrol chart for moitorig small, as well as large shifts i highly autocorrelated or idepedet ormally distributed observatios, such as aalytical processes are give. I additio, the Modified EWMA chart ca also be used to forecast the observatio i the ext period, which ca help aalysts take prevetive actios before process departures to the out-of-cotrol state. REFERENCES Brook D, Evas DA (97). A Approach to the Probability Distributio of CUSUM Ru Legths, Biometrika, 59: Capizzi G, Masarotto G (3). A Adaptive Expoetially Weighted Movig Average Cotrol Chart. Techometrics, 45: Cox DR (96). Predictio by Expoetially Weighted Movig Averages ad Related Methods. J. Roy. Stat. Soc., 3: Crosier RB (986). A New Two-Sided Cumulative Sum Quality Cotrol Scheme. Techometrics, 8: Harris TJ, Ross WH (99). Statistical Process Cotrol Procedures for Correlated Observatios. The Ca. J. Chem. Eg., 69: Lu CW, Reyolds MR Jr. (999). EWMA Cotrol charts for Moitorig the Mea of Autocorrelated Processes. J. Qual. Tech., 3(): Lucas JM, Saccucci MS (99). Expoetially Weighted Movig Average Cotrol Schemes: Properties ad Ehacemets. Techometrics, 3: -. Motgomery DC, Mastraglo CM (99). Some Statistical Process Cotrol Methods for Autocorrelated Data. J. Qual. Tech., 3(3): Motgomery DC (996). Itroductio to Statistical Quality Cotrol., 3 rd Ed, Wiley, p. 9 Reyolds MR Jr, Stoumbos ZG (6). Comparisos of Some Expoetially weighted Movig Average Cotrol Charts for Moitorig the Process Mea ad Variace. Techometrics, 48(4): Page ES (954). Cotiuous Ispectio Schemes. Biometrika, (4): -5. Roberts SW (959). Cotrol chart tests Based o Geometric Movig Averages. Techometrics, : R Laguage: Copyright 4, The R Foudatio for Statistical Computig Versio.. (4--5), ISBN Wardell DG, Moskowitz H, Plate RD (994). Ru Legth Distributios of Special-Cause Cotrol Charts for Correlated Processes. Techometrics, (36): 3-7. Woodall WH, Mahmoud (5). The Iertial Properties of Quality Cotrol Charts. Techometrics, 47: 4. Yashchi E (995). Estimatig the Curret Mea of a Process Subject to Abrupt Chages. Techometrics, 37: 3-33.

8 Patel ad Divecha 9 APPENDIX Appedix : Mea ad variace of modified EWMA cotrol statistic Let {Y, } are first order auto correlated ( ρ ) process observatios followig ormal distributio with mea ad variace. For mea ad variace, cosider expadig Modified EWMA statistic: X = Y (-) X - (Y - Y - ) = Y (-) [Y - (-) X - (Y - - Y - )] (Y - Y - ) = Y (-)Y - (-) X - (-) (Y - - Y - ) (Y - Y ) = Y (-)Y - (-) [Y - (-) X -3 (Y - - Y - 3)] (-) (Y - - Y - ) (Y - Y - ) = Y (-)Y - (-) Y - (-) 3 X -3 (-) (Y - - Y -3 ) (-) (Y - - Y - ) (-) (Y - Y - ) Ad cotiuig like this recursively for X -j, j =, 3,...,, we obtai: X = Here, (-) j Y -j (-) X (-) j (Y -j -Y -j- ). (-) j (Y -j -Y -j- ) accouts for sum of the past ad latest chage/fluctuatios i the process; the uaccouted curret fluctuatios accumulated to time i EWMA statistic: Let X = (-) j Y -j (-) Y Takig expectatio o both side: E(X ) = Y -j- ) (-) j E(Y -j ) (-) E(Y ) (-) j (Y -j -Y -j- ) (-) j E(Y -j - j λ [ ( λ ) ] But λ ( λ ) = = [ ( λ ) ] [ ( λ )] j = E(X ) = [ ( ] µ ( µ = The startig value of process is, X = µ = Y ad < is a costat. The mea is: E(X ) = E((-)X - Y (Y - Y - )) = µ. The variace of Modified EWMA cotrol statistic X is: (i) V (X ) = V( (-) j Y -j ) V((-) Y ) V( Y -j- )) V (X ) = (-) V(Y ) j = (-) j (Y -j - j j λ ( λ ) V ( Y j ) λ ( λ ) Cov ( Y j, Y j ) j j j ( λ ) V( Y j Y ) ( ) [( ),( )] j λ CovY j Y j Y j Y j λ( λ) Cov j ( Y j,( Y j Y j ) ) λ( λ) CovY ( j,( Y j Y j ) ) Sice Y s are autocorrelated ormal with variace, the variace of (Y -Y - ) () is: σ = σ ρσ = ( ρ) σ (small whe ). The weights (-) j decrease geometrically with the age of sample mea. Suppose Y s are correlated to the forward fluctuatio (Y -Y - ) () with commo correlatio ad correlated to the backward fluctuatio (Y -Y ), () with commo correlatio, ad forward fluctuatio (Y -Y - ) are correlated to the backward fluctuatio (Y -Y ), () with commo correlatio 3, the asymptotic variace for large is give as: V( X ) = λ λ( σ ( 4ρ 3 ( ρ )( λ ) σ λ ( λ ) ρσ ( ρ ) σ ( λ ( λ ) ρ ( ρ ) σ ( λ ) ρ ρ σ (ii) ( λ ) ( λ ) I ormal autocorrelated process (a) with ρ3 early egative half ad ρ, ρ early equal ad opposite i sig ad beig moitored for small shifts, (b) with autocorrelatio ρ early oe, the aforemetioed expressio (ii), reduces to: V ( X ) = λ λ( σ ρσ ( ( (iii) λ( ) Let λ ρσ ( λ) be a small value for high value of ρ ad small λ, sometimes eve egligibly small such that

9 J. Chem. Eg. Mater. Sci. Modified EWMA limits equal EWMA limits. Therefore: V(X ) = λ ( λ( (. (iv) The upper-lower cotrol limits for Modified EWMA chart are: ± L λ λ( λ). (v) ( λ) ( λ) Appedix : Cyclical steady state average ru legths of modified EWMA scheme usig Markovchai approach The use of Markov chais to approximate ARL of CUSUM schemes was discussed by Brook ad Evas (97). Crosier (986) modified their Markov chai approach to compute coditioal ad cyclical steady state ARLs for CUSUM scheme. Further, Lucas ad Saccucci (99) customized their approach for ARL properties of EWMA scheme. They evaluated the properties of the cotiuous state Markov chai by discretizig the ifiite state trasitio probability matrix. This procedure ivolves dividig the iterval betwee the upper ad lower cotrol limits ito t = m subitervals of width. The cotrol statistic, X, is said to be i trasiet state i at time, if S i - < X S i for i = -m,- m,..., m, where S i represet the midpoit of the i th iterval. For example, whe the LCL = to UCL = distace is divided ito 5 sub-itervals each of width ( =.9), , ,-.95,.95, , ; the S i s are -.565,-.58,.,.58,.565. approximated by assumig that the cotrol statistic is equal to S i wheever it is i state (i), i = -m, -m,, m. Let Y, =, deote the sequece of process observatios, which are first order autocorrelated ormal with mea ad variace. The the trasiet chage occurrig i state of Modified EWMA cotrol statistic is X -(-) X -, which is equivalet to Y (Y -Y - ). The trasitio i Modified EWMA cotrol chart statistic has the followig mea ad variace: E(S S - ) = E [Y (Y -Y - )] = µ, ad V(S S - ) = V[ Y (Y -Y - )] = V(Y ) V(Y -Y - ) cov{ Y, (Y -Y - )} = (- ρ ) (- ρ ) ρ = where variace, is a small value for early values ρ. The the i cotrol trasitio probabilities are approximated as: P i j = Pr(goig to S j i S i ) Pr [( λ) - {(S j - )-(- )S i } < Y ( λ ) - {(S j )-(- )S i }], i, j = -m, -m,, m. (m = imply t = 5), where represets the stadard ormal distributio fuctio. Appedix 3: Algorithm ad R program for ARL computatio of modified EWMA Step-: Choose the parameter costat, target mea, stadard deviatio, Limit L. Step -: Compute UCL= L λ λ(, ( ( The trasitio probability matrix (t.p.m.), represeted i partitioed matrix form, is give by: LCL= -L λ λ(. ( ( ( ) P=, T where the sub matrix R cotais the probabilities of goig from oe trasiet state to aother, is the idetity matrix, ad is a colum vector of oes. Hece P ij represets the probability that the cotrol statistic goes from state (i) to state (j) i oe step. We have derived algorithm for calculatig cyclical steady state ARL of Modified EWMA scheme usig the Markov chai approach followig Crosier (986) ad Lucas ad Saccuscci (99). The trasitio probabilities i R are Step-3: Choose umber of sub-itervals (states), t = m. Step-4: Compute width w = (UCL - LCL)/t, shift = w/. Step-5: Compute the values of S i i = -m, -m,, m for each sub-iterval. Step-6: Compute the trasitio probability matrix (t. p. m.). Compute R, R = [( λ) - { (S j ) ( - ) S i µ }] - [( λ) - { (S j - ) ( - ) S i µ }] Step-7: Adjust the t. p.m. such that row sums are uity. Step-8: Compute u = [I - R] - Step-9: Compute q = R * I Step-: ARL = q * u, OR ARL = q'[i - R] -

COMPARISON OF THE EFFICIENCY OF S-CONTROL CHART AND EWMA-S 2 CONTROL CHART FOR THE CHANGES IN A PROCESS

COMPARISON OF THE EFFICIENCY OF S-CONTROL CHART AND EWMA-S 2 CONTROL CHART FOR THE CHANGES IN A PROCESS COMPARISON OF THE EFFICIENCY OF S-CONTROL CHART AND EWMA-S CONTROL CHART FOR THE CHANGES IN A PROCESS Supraee Lisawadi Departmet of Mathematics ad Statistics, Faculty of Sciece ad Techoology, Thammasat

More information

I. Chi-squared Distributions

I. Chi-squared Distributions 1 M 358K Supplemet to Chapter 23: CHI-SQUARED DISTRIBUTIONS, T-DISTRIBUTIONS, AND DEGREES OF FREEDOM To uderstad t-distributios, we first eed to look at aother family of distributios, the chi-squared distributios.

More information

Confidence Intervals for One Mean

Confidence Intervals for One Mean Chapter 420 Cofidece Itervals for Oe Mea Itroductio This routie calculates the sample size ecessary to achieve a specified distace from the mea to the cofidece limit(s) at a stated cofidece level for a

More information

Output Analysis (2, Chapters 10 &11 Law)

Output Analysis (2, Chapters 10 &11 Law) B. Maddah ENMG 6 Simulatio 05/0/07 Output Aalysis (, Chapters 10 &11 Law) Comparig alterative system cofiguratio Sice the output of a simulatio is radom, the comparig differet systems via simulatio should

More information

CONTROL CHART BASED ON A MULTIPLICATIVE-BINOMIAL DISTRIBUTION

CONTROL CHART BASED ON A MULTIPLICATIVE-BINOMIAL DISTRIBUTION www.arpapress.com/volumes/vol8issue2/ijrras_8_2_04.pdf CONTROL CHART BASED ON A MULTIPLICATIVE-BINOMIAL DISTRIBUTION Elsayed A. E. Habib Departmet of Statistics ad Mathematics, Faculty of Commerce, Beha

More information

Incremental calculation of weighted mean and variance

Incremental calculation of weighted mean and variance Icremetal calculatio of weighted mea ad variace Toy Fich faf@cam.ac.uk dot@dotat.at Uiversity of Cambridge Computig Service February 009 Abstract I these otes I eplai how to derive formulae for umerically

More information

The following example will help us understand The Sampling Distribution of the Mean. C1 C2 C3 C4 C5 50 miles 84 miles 38 miles 120 miles 48 miles

The following example will help us understand The Sampling Distribution of the Mean. C1 C2 C3 C4 C5 50 miles 84 miles 38 miles 120 miles 48 miles The followig eample will help us uderstad The Samplig Distributio of the Mea Review: The populatio is the etire collectio of all idividuals or objects of iterest The sample is the portio of the populatio

More information

Modified Line Search Method for Global Optimization

Modified Line Search Method for Global Optimization Modified Lie Search Method for Global Optimizatio Cria Grosa ad Ajith Abraham Ceter of Excellece for Quatifiable Quality of Service Norwegia Uiversity of Sciece ad Techology Trodheim, Norway {cria, ajith}@q2s.tu.o

More information

Chapter 6: Variance, the law of large numbers and the Monte-Carlo method

Chapter 6: Variance, the law of large numbers and the Monte-Carlo method Chapter 6: Variace, the law of large umbers ad the Mote-Carlo method Expected value, variace, ad Chebyshev iequality. If X is a radom variable recall that the expected value of X, E[X] is the average value

More information

A probabilistic proof of a binomial identity

A probabilistic proof of a binomial identity A probabilistic proof of a biomial idetity Joatho Peterso Abstract We give a elemetary probabilistic proof of a biomial idetity. The proof is obtaied by computig the probability of a certai evet i two

More information

University of California, Los Angeles Department of Statistics. Distributions related to the normal distribution

University of California, Los Angeles Department of Statistics. Distributions related to the normal distribution Uiversity of Califoria, Los Ageles Departmet of Statistics Statistics 100B Istructor: Nicolas Christou Three importat distributios: Distributios related to the ormal distributio Chi-square (χ ) distributio.

More information

Properties of MLE: consistency, asymptotic normality. Fisher information.

Properties of MLE: consistency, asymptotic normality. Fisher information. Lecture 3 Properties of MLE: cosistecy, asymptotic ormality. Fisher iformatio. I this sectio we will try to uderstad why MLEs are good. Let us recall two facts from probability that we be used ofte throughout

More information

SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES

SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES Read Sectio 1.5 (pages 5 9) Overview I Sectio 1.5 we lear to work with summatio otatio ad formulas. We will also itroduce a brief overview of sequeces,

More information

In nite Sequences. Dr. Philippe B. Laval Kennesaw State University. October 9, 2008

In nite Sequences. Dr. Philippe B. Laval Kennesaw State University. October 9, 2008 I ite Sequeces Dr. Philippe B. Laval Keesaw State Uiversity October 9, 2008 Abstract This had out is a itroductio to i ite sequeces. mai de itios ad presets some elemetary results. It gives the I ite Sequeces

More information

Chapter 7 Methods of Finding Estimators

Chapter 7 Methods of Finding Estimators Chapter 7 for BST 695: Special Topics i Statistical Theory. Kui Zhag, 011 Chapter 7 Methods of Fidig Estimators Sectio 7.1 Itroductio Defiitio 7.1.1 A poit estimator is ay fuctio W( X) W( X1, X,, X ) of

More information

Hypothesis testing. Null and alternative hypotheses

Hypothesis testing. Null and alternative hypotheses Hypothesis testig Aother importat use of samplig distributios is to test hypotheses about populatio parameters, e.g. mea, proportio, regressio coefficiets, etc. For example, it is possible to stipulate

More information

Institute of Actuaries of India Subject CT1 Financial Mathematics

Institute of Actuaries of India Subject CT1 Financial Mathematics Istitute of Actuaries of Idia Subject CT1 Fiacial Mathematics For 2014 Examiatios Subject CT1 Fiacial Mathematics Core Techical Aim The aim of the Fiacial Mathematics subject is to provide a groudig i

More information

1 Computing the Standard Deviation of Sample Means

1 Computing the Standard Deviation of Sample Means Computig the Stadard Deviatio of Sample Meas Quality cotrol charts are based o sample meas ot o idividual values withi a sample. A sample is a group of items, which are cosidered all together for our aalysis.

More information

SPC for Software Reliability: Imperfect Software Debugging Model

SPC for Software Reliability: Imperfect Software Debugging Model IJCSI Iteratioal Joural of Computer Sciece Issues, Vol. 8, Issue 3, o., May 0 ISS (Olie: 694-084 www.ijcsi.org 9 SPC for Software Reliability: Imperfect Software Debuggig Model Dr. Satya Prasad Ravi,.Supriya

More information

Department of Computer Science, University of Otago

Department of Computer Science, University of Otago Departmet of Computer Sciece, Uiversity of Otago Techical Report OUCS-2006-09 Permutatios Cotaiig May Patters Authors: M.H. Albert Departmet of Computer Sciece, Uiversity of Otago Micah Colema, Rya Fly

More information

Asymptotic Growth of Functions

Asymptotic Growth of Functions CMPS Itroductio to Aalysis of Algorithms Fall 3 Asymptotic Growth of Fuctios We itroduce several types of asymptotic otatio which are used to compare the performace ad efficiecy of algorithms As we ll

More information

UC Berkeley Department of Electrical Engineering and Computer Science. EE 126: Probablity and Random Processes. Solutions 9 Spring 2006

UC Berkeley Department of Electrical Engineering and Computer Science. EE 126: Probablity and Random Processes. Solutions 9 Spring 2006 Exam format UC Bereley Departmet of Electrical Egieerig ad Computer Sciece EE 6: Probablity ad Radom Processes Solutios 9 Sprig 006 The secod midterm will be held o Wedesday May 7; CHECK the fial exam

More information

CHAPTER 7: Central Limit Theorem: CLT for Averages (Means)

CHAPTER 7: Central Limit Theorem: CLT for Averages (Means) CHAPTER 7: Cetral Limit Theorem: CLT for Averages (Meas) X = the umber obtaied whe rollig oe six sided die oce. If we roll a six sided die oce, the mea of the probability distributio is X P(X = x) Simulatio:

More information

This document contains a collection of formulas and constants useful for SPC chart construction. It assumes you are already familiar with SPC.

This document contains a collection of formulas and constants useful for SPC chart construction. It assumes you are already familiar with SPC. SPC Formulas ad Tables 1 This documet cotais a collectio of formulas ad costats useful for SPC chart costructio. It assumes you are already familiar with SPC. Termiology Geerally, a bar draw over a symbol

More information

Normal Distribution.

Normal Distribution. Normal Distributio www.icrf.l Normal distributio I probability theory, the ormal or Gaussia distributio, is a cotiuous probability distributio that is ofte used as a first approimatio to describe realvalued

More information

Statistical inference: example 1. Inferential Statistics

Statistical inference: example 1. Inferential Statistics Statistical iferece: example 1 Iferetial Statistics POPULATION SAMPLE A clothig store chai regularly buys from a supplier large quatities of a certai piece of clothig. Each item ca be classified either

More information

, a Wishart distribution with n -1 degrees of freedom and scale matrix.

, a Wishart distribution with n -1 degrees of freedom and scale matrix. UMEÅ UNIVERSITET Matematisk-statistiska istitutioe Multivariat dataaalys D MSTD79 PA TENTAMEN 004-0-9 LÖSNINGSFÖRSLAG TILL TENTAMEN I MATEMATISK STATISTIK Multivariat dataaalys D, 5 poäg.. Assume that

More information

Week 3 Conditional probabilities, Bayes formula, WEEK 3 page 1 Expected value of a random variable

Week 3 Conditional probabilities, Bayes formula, WEEK 3 page 1 Expected value of a random variable Week 3 Coditioal probabilities, Bayes formula, WEEK 3 page 1 Expected value of a radom variable We recall our discussio of 5 card poker hads. Example 13 : a) What is the probability of evet A that a 5

More information

GCSE STATISTICS. 4) How to calculate the range: The difference between the biggest number and the smallest number.

GCSE STATISTICS. 4) How to calculate the range: The difference between the biggest number and the smallest number. GCSE STATISTICS You should kow: 1) How to draw a frequecy diagram: e.g. NUMBER TALLY FREQUENCY 1 3 5 ) How to draw a bar chart, a pictogram, ad a pie chart. 3) How to use averages: a) Mea - add up all

More information

Soving Recurrence Relations

Soving Recurrence Relations Sovig Recurrece Relatios Part 1. Homogeeous liear 2d degree relatios with costat coefficiets. Cosider the recurrece relatio ( ) T () + at ( 1) + bt ( 2) = 0 This is called a homogeeous liear 2d degree

More information

MEI Structured Mathematics. Module Summary Sheets. Statistics 2 (Version B: reference to new book)

MEI Structured Mathematics. Module Summary Sheets. Statistics 2 (Version B: reference to new book) MEI Mathematics i Educatio ad Idustry MEI Structured Mathematics Module Summary Sheets Statistics (Versio B: referece to ew book) Topic : The Poisso Distributio Topic : The Normal Distributio Topic 3:

More information

Tradigms of Astundithi and Toyota

Tradigms of Astundithi and Toyota Tradig the radomess - Desigig a optimal tradig strategy uder a drifted radom walk price model Yuao Wu Math 20 Project Paper Professor Zachary Hamaker Abstract: I this paper the author iteds to explore

More information

THE REGRESSION MODEL IN MATRIX FORM. For simple linear regression, meaning one predictor, the model is. for i = 1, 2, 3,, n

THE REGRESSION MODEL IN MATRIX FORM. For simple linear regression, meaning one predictor, the model is. for i = 1, 2, 3,, n We will cosider the liear regressio model i matrix form. For simple liear regressio, meaig oe predictor, the model is i = + x i + ε i for i =,,,, This model icludes the assumptio that the ε i s are a sample

More information

Lesson 17 Pearson s Correlation Coefficient

Lesson 17 Pearson s Correlation Coefficient Outlie Measures of Relatioships Pearso s Correlatio Coefficiet (r) -types of data -scatter plots -measure of directio -measure of stregth Computatio -covariatio of X ad Y -uique variatio i X ad Y -measurig

More information

5: Introduction to Estimation

5: Introduction to Estimation 5: Itroductio to Estimatio Cotets Acroyms ad symbols... 1 Statistical iferece... Estimatig µ with cofidece... 3 Samplig distributio of the mea... 3 Cofidece Iterval for μ whe σ is kow before had... 4 Sample

More information

Z-TEST / Z-STATISTIC: used to test hypotheses about. µ when the population standard deviation is unknown

Z-TEST / Z-STATISTIC: used to test hypotheses about. µ when the population standard deviation is unknown Z-TEST / Z-STATISTIC: used to test hypotheses about µ whe the populatio stadard deviatio is kow ad populatio distributio is ormal or sample size is large T-TEST / T-STATISTIC: used to test hypotheses about

More information

Overview of some probability distributions.

Overview of some probability distributions. Lecture Overview of some probability distributios. I this lecture we will review several commo distributios that will be used ofte throughtout the class. Each distributio is usually described by its probability

More information

W. Sandmann, O. Bober University of Bamberg, Germany

W. Sandmann, O. Bober University of Bamberg, Germany STOCHASTIC MODELS FOR INTERMITTENT DEMANDS FORECASTING AND STOCK CONTROL W. Sadma, O. Bober Uiversity of Bamberg, Germay Correspodig author: W. Sadma Uiversity of Bamberg, Dep. Iformatio Systems ad Applied

More information

The analysis of the Cournot oligopoly model considering the subjective motive in the strategy selection

The analysis of the Cournot oligopoly model considering the subjective motive in the strategy selection The aalysis of the Courot oligopoly model cosiderig the subjective motive i the strategy selectio Shigehito Furuyama Teruhisa Nakai Departmet of Systems Maagemet Egieerig Faculty of Egieerig Kasai Uiversity

More information

Approximating Area under a curve with rectangles. To find the area under a curve we approximate the area using rectangles and then use limits to find

Approximating Area under a curve with rectangles. To find the area under a curve we approximate the area using rectangles and then use limits to find 1.8 Approximatig Area uder a curve with rectagles 1.6 To fid the area uder a curve we approximate the area usig rectagles ad the use limits to fid 1.4 the area. Example 1 Suppose we wat to estimate 1.

More information

Research Article Sign Data Derivative Recovery

Research Article Sign Data Derivative Recovery Iteratioal Scholarly Research Network ISRN Applied Mathematics Volume 0, Article ID 63070, 7 pages doi:0.540/0/63070 Research Article Sig Data Derivative Recovery L. M. Housto, G. A. Glass, ad A. D. Dymikov

More information

0.7 0.6 0.2 0 0 96 96.5 97 97.5 98 98.5 99 99.5 100 100.5 96.5 97 97.5 98 98.5 99 99.5 100 100.5

0.7 0.6 0.2 0 0 96 96.5 97 97.5 98 98.5 99 99.5 100 100.5 96.5 97 97.5 98 98.5 99 99.5 100 100.5 Sectio 13 Kolmogorov-Smirov test. Suppose that we have a i.i.d. sample X 1,..., X with some ukow distributio P ad we would like to test the hypothesis that P is equal to a particular distributio P 0, i.e.

More information

Convexity, Inequalities, and Norms

Convexity, Inequalities, and Norms Covexity, Iequalities, ad Norms Covex Fuctios You are probably familiar with the otio of cocavity of fuctios. Give a twicedifferetiable fuctio ϕ: R R, We say that ϕ is covex (or cocave up) if ϕ (x) 0 for

More information

PSYCHOLOGICAL STATISTICS

PSYCHOLOGICAL STATISTICS UNIVERSITY OF CALICUT SCHOOL OF DISTANCE EDUCATION B Sc. Cousellig Psychology (0 Adm.) IV SEMESTER COMPLEMENTARY COURSE PSYCHOLOGICAL STATISTICS QUESTION BANK. Iferetial statistics is the brach of statistics

More information

CHAPTER 3 DIGITAL CODING OF SIGNALS

CHAPTER 3 DIGITAL CODING OF SIGNALS CHAPTER 3 DIGITAL CODING OF SIGNALS Computers are ofte used to automate the recordig of measuremets. The trasducers ad sigal coditioig circuits produce a voltage sigal that is proportioal to a quatity

More information

Basic Elements of Arithmetic Sequences and Series

Basic Elements of Arithmetic Sequences and Series MA40S PRE-CALCULUS UNIT G GEOMETRIC SEQUENCES CLASS NOTES (COMPLETED NO NEED TO COPY NOTES FROM OVERHEAD) Basic Elemets of Arithmetic Sequeces ad Series Objective: To establish basic elemets of arithmetic

More information

Systems Design Project: Indoor Location of Wireless Devices

Systems Design Project: Indoor Location of Wireless Devices Systems Desig Project: Idoor Locatio of Wireless Devices Prepared By: Bria Murphy Seior Systems Sciece ad Egieerig Washigto Uiversity i St. Louis Phoe: (805) 698-5295 Email: bcm1@cec.wustl.edu Supervised

More information

Lesson 15 ANOVA (analysis of variance)

Lesson 15 ANOVA (analysis of variance) Outlie Variability -betwee group variability -withi group variability -total variability -F-ratio Computatio -sums of squares (betwee/withi/total -degrees of freedom (betwee/withi/total -mea square (betwee/withi

More information

Case Study. Normal and t Distributions. Density Plot. Normal Distributions

Case Study. Normal and t Distributions. Density Plot. Normal Distributions Case Study Normal ad t Distributios Bret Halo ad Bret Larget Departmet of Statistics Uiversity of Wiscosi Madiso October 11 13, 2011 Case Study Body temperature varies withi idividuals over time (it ca

More information

Analyzing Longitudinal Data from Complex Surveys Using SUDAAN

Analyzing Longitudinal Data from Complex Surveys Using SUDAAN Aalyzig Logitudial Data from Complex Surveys Usig SUDAAN Darryl Creel Statistics ad Epidemiology, RTI Iteratioal, 312 Trotter Farm Drive, Rockville, MD, 20850 Abstract SUDAAN: Software for the Statistical

More information

INVESTMENT PERFORMANCE COUNCIL (IPC)

INVESTMENT PERFORMANCE COUNCIL (IPC) INVESTMENT PEFOMANCE COUNCIL (IPC) INVITATION TO COMMENT: Global Ivestmet Performace Stadards (GIPS ) Guidace Statemet o Calculatio Methodology The Associatio for Ivestmet Maagemet ad esearch (AIM) seeks

More information

SPC on Ungrouped Data: Power Law Process Model

SPC on Ungrouped Data: Power Law Process Model Iteratioal Joural of Software Egieerig. ISSN 0974-3162 Volume 5, 1 (2014), pp. 7-16 Iteratioal Research Publicatio House http://www.irphouse.com SPC o Ugrouped Data: Power Law Process Model DR. R. Satya

More information

Chapter 5 Unit 1. IET 350 Engineering Economics. Learning Objectives Chapter 5. Learning Objectives Unit 1. Annual Amount and Gradient Functions

Chapter 5 Unit 1. IET 350 Engineering Economics. Learning Objectives Chapter 5. Learning Objectives Unit 1. Annual Amount and Gradient Functions Chapter 5 Uit Aual Amout ad Gradiet Fuctios IET 350 Egieerig Ecoomics Learig Objectives Chapter 5 Upo completio of this chapter you should uderstad: Calculatig future values from aual amouts. Calculatig

More information

.04. This means $1000 is multiplied by 1.02 five times, once for each of the remaining sixmonth

.04. This means $1000 is multiplied by 1.02 five times, once for each of the remaining sixmonth Questio 1: What is a ordiary auity? Let s look at a ordiary auity that is certai ad simple. By this, we mea a auity over a fixed term whose paymet period matches the iterest coversio period. Additioally,

More information

Sequences and Series

Sequences and Series CHAPTER 9 Sequeces ad Series 9.. Covergece: Defiitio ad Examples Sequeces The purpose of this chapter is to itroduce a particular way of geeratig algorithms for fidig the values of fuctios defied by their

More information

Chapter 7: Confidence Interval and Sample Size

Chapter 7: Confidence Interval and Sample Size Chapter 7: Cofidece Iterval ad Sample Size Learig Objectives Upo successful completio of Chapter 7, you will be able to: Fid the cofidece iterval for the mea, proportio, ad variace. Determie the miimum

More information

THE HEIGHT OF q-binary SEARCH TREES

THE HEIGHT OF q-binary SEARCH TREES THE HEIGHT OF q-binary SEARCH TREES MICHAEL DRMOTA AND HELMUT PRODINGER Abstract. q biary search trees are obtaied from words, equipped with the geometric distributio istead of permutatios. The average

More information

Estimating Probability Distributions by Observing Betting Practices

Estimating Probability Distributions by Observing Betting Practices 5th Iteratioal Symposium o Imprecise Probability: Theories ad Applicatios, Prague, Czech Republic, 007 Estimatig Probability Distributios by Observig Bettig Practices Dr C Lych Natioal Uiversity of Irelad,

More information

Vladimir N. Burkov, Dmitri A. Novikov MODELS AND METHODS OF MULTIPROJECTS MANAGEMENT

Vladimir N. Burkov, Dmitri A. Novikov MODELS AND METHODS OF MULTIPROJECTS MANAGEMENT Keywords: project maagemet, resource allocatio, etwork plaig Vladimir N Burkov, Dmitri A Novikov MODELS AND METHODS OF MULTIPROJECTS MANAGEMENT The paper deals with the problems of resource allocatio betwee

More information

Section 11.3: The Integral Test

Section 11.3: The Integral Test Sectio.3: The Itegral Test Most of the series we have looked at have either diverged or have coverged ad we have bee able to fid what they coverge to. I geeral however, the problem is much more difficult

More information

Confidence Intervals. CI for a population mean (σ is known and n > 30 or the variable is normally distributed in the.

Confidence Intervals. CI for a population mean (σ is known and n > 30 or the variable is normally distributed in the. Cofidece Itervals A cofidece iterval is a iterval whose purpose is to estimate a parameter (a umber that could, i theory, be calculated from the populatio, if measuremets were available for the whole populatio).

More information

PROCEEDINGS OF THE YEREVAN STATE UNIVERSITY AN ALTERNATIVE MODEL FOR BONUS-MALUS SYSTEM

PROCEEDINGS OF THE YEREVAN STATE UNIVERSITY AN ALTERNATIVE MODEL FOR BONUS-MALUS SYSTEM PROCEEDINGS OF THE YEREVAN STATE UNIVERSITY Physical ad Mathematical Scieces 2015, 1, p. 15 19 M a t h e m a t i c s AN ALTERNATIVE MODEL FOR BONUS-MALUS SYSTEM A. G. GULYAN Chair of Actuarial Mathematics

More information

Using Four Types Of Notches For Comparison Between Chezy s Constant(C) And Manning s Constant (N)

Using Four Types Of Notches For Comparison Between Chezy s Constant(C) And Manning s Constant (N) INTERNATIONAL JOURNAL OF SCIENTIFIC & TECHNOLOGY RESEARCH OLUME, ISSUE, OCTOBER ISSN - Usig Four Types Of Notches For Compariso Betwee Chezy s Costat(C) Ad Maig s Costat (N) Joyce Edwi Bategeleza, Deepak

More information

Math C067 Sampling Distributions

Math C067 Sampling Distributions Math C067 Samplig Distributios Sample Mea ad Sample Proportio Richard Beigel Some time betwee April 16, 2007 ad April 16, 2007 Examples of Samplig A pollster may try to estimate the proportio of voters

More information

Definition. A variable X that takes on values X 1, X 2, X 3,...X k with respective frequencies f 1, f 2, f 3,...f k has mean

Definition. A variable X that takes on values X 1, X 2, X 3,...X k with respective frequencies f 1, f 2, f 3,...f k has mean 1 Social Studies 201 October 13, 2004 Note: The examples i these otes may be differet tha used i class. However, the examples are similar ad the methods used are idetical to what was preseted i class.

More information

1. C. The formula for the confidence interval for a population mean is: x t, which was

1. C. The formula for the confidence interval for a population mean is: x t, which was s 1. C. The formula for the cofidece iterval for a populatio mea is: x t, which was based o the sample Mea. So, x is guarateed to be i the iterval you form.. D. Use the rule : p-value

More information

5 Boolean Decision Trees (February 11)

5 Boolean Decision Trees (February 11) 5 Boolea Decisio Trees (February 11) 5.1 Graph Coectivity Suppose we are give a udirected graph G, represeted as a boolea adjacecy matrix = (a ij ), where a ij = 1 if ad oly if vertices i ad j are coected

More information

where: T = number of years of cash flow in investment's life n = the year in which the cash flow X n i = IRR = the internal rate of return

where: T = number of years of cash flow in investment's life n = the year in which the cash flow X n i = IRR = the internal rate of return EVALUATING ALTERNATIVE CAPITAL INVESTMENT PROGRAMS By Ke D. Duft, Extesio Ecoomist I the March 98 issue of this publicatio we reviewed the procedure by which a capital ivestmet project was assessed. The

More information

FIBONACCI NUMBERS: AN APPLICATION OF LINEAR ALGEBRA. 1. Powers of a matrix

FIBONACCI NUMBERS: AN APPLICATION OF LINEAR ALGEBRA. 1. Powers of a matrix FIBONACCI NUMBERS: AN APPLICATION OF LINEAR ALGEBRA. Powers of a matrix We begi with a propositio which illustrates the usefuless of the diagoalizatio. Recall that a square matrix A is diogaalizable if

More information

hp calculators HP 12C Statistics - average and standard deviation Average and standard deviation concepts HP12C average and standard deviation

hp calculators HP 12C Statistics - average and standard deviation Average and standard deviation concepts HP12C average and standard deviation HP 1C Statistics - average ad stadard deviatio Average ad stadard deviatio cocepts HP1C average ad stadard deviatio Practice calculatig averages ad stadard deviatios with oe or two variables HP 1C Statistics

More information

Your organization has a Class B IP address of 166.144.0.0 Before you implement subnetting, the Network ID and Host ID are divided as follows:

Your organization has a Class B IP address of 166.144.0.0 Before you implement subnetting, the Network ID and Host ID are divided as follows: Subettig Subettig is used to subdivide a sigle class of etwork i to multiple smaller etworks. Example: Your orgaizatio has a Class B IP address of 166.144.0.0 Before you implemet subettig, the Network

More information

CME 302: NUMERICAL LINEAR ALGEBRA FALL 2005/06 LECTURE 8

CME 302: NUMERICAL LINEAR ALGEBRA FALL 2005/06 LECTURE 8 CME 30: NUMERICAL LINEAR ALGEBRA FALL 005/06 LECTURE 8 GENE H GOLUB 1 Positive Defiite Matrices A matrix A is positive defiite if x Ax > 0 for all ozero x A positive defiite matrix has real ad positive

More information

Taking DCOP to the Real World: Efficient Complete Solutions for Distributed Multi-Event Scheduling

Taking DCOP to the Real World: Efficient Complete Solutions for Distributed Multi-Event Scheduling Taig DCOP to the Real World: Efficiet Complete Solutios for Distributed Multi-Evet Schedulig Rajiv T. Maheswara, Milid Tambe, Emma Bowrig, Joatha P. Pearce, ad Pradeep araatham Uiversity of Souther Califoria

More information

Forecasting. Forecasting Application. Practical Forecasting. Chapter 7 OVERVIEW KEY CONCEPTS. Chapter 7. Chapter 7

Forecasting. Forecasting Application. Practical Forecasting. Chapter 7 OVERVIEW KEY CONCEPTS. Chapter 7. Chapter 7 Forecastig Chapter 7 Chapter 7 OVERVIEW Forecastig Applicatios Qualitative Aalysis Tred Aalysis ad Projectio Busiess Cycle Expoetial Smoothig Ecoometric Forecastig Judgig Forecast Reliability Choosig the

More information

One-sample test of proportions

One-sample test of proportions Oe-sample test of proportios The Settig: Idividuals i some populatio ca be classified ito oe of two categories. You wat to make iferece about the proportio i each category, so you draw a sample. Examples:

More information

Theorems About Power Series

Theorems About Power Series Physics 6A Witer 20 Theorems About Power Series Cosider a power series, f(x) = a x, () where the a are real coefficiets ad x is a real variable. There exists a real o-egative umber R, called the radius

More information

Quadrat Sampling in Population Ecology

Quadrat Sampling in Population Ecology Quadrat Samplig i Populatio Ecology Backgroud Estimatig the abudace of orgaisms. Ecology is ofte referred to as the "study of distributio ad abudace". This beig true, we would ofte like to kow how may

More information

SAMPLE QUESTIONS FOR FINAL EXAM. (1) (2) (3) (4) Find the following using the definition of the Riemann integral: (2x + 1)dx

SAMPLE QUESTIONS FOR FINAL EXAM. (1) (2) (3) (4) Find the following using the definition of the Riemann integral: (2x + 1)dx SAMPLE QUESTIONS FOR FINAL EXAM REAL ANALYSIS I FALL 006 3 4 Fid the followig usig the defiitio of the Riema itegral: a 0 x + dx 3 Cosider the partitio P x 0 3, x 3 +, x 3 +,......, x 3 3 + 3 of the iterval

More information

CHAPTER 3 THE TIME VALUE OF MONEY

CHAPTER 3 THE TIME VALUE OF MONEY CHAPTER 3 THE TIME VALUE OF MONEY OVERVIEW A dollar i the had today is worth more tha a dollar to be received i the future because, if you had it ow, you could ivest that dollar ad ear iterest. Of all

More information

Chapter 5: Inner Product Spaces

Chapter 5: Inner Product Spaces Chapter 5: Ier Product Spaces Chapter 5: Ier Product Spaces SECION A Itroductio to Ier Product Spaces By the ed of this sectio you will be able to uderstad what is meat by a ier product space give examples

More information

Chapter 7 - Sampling Distributions. 1 Introduction. What is statistics? It consist of three major areas:

Chapter 7 - Sampling Distributions. 1 Introduction. What is statistics? It consist of three major areas: Chapter 7 - Samplig Distributios 1 Itroductio What is statistics? It cosist of three major areas: Data Collectio: samplig plas ad experimetal desigs Descriptive Statistics: umerical ad graphical summaries

More information

INVESTMENT PERFORMANCE COUNCIL (IPC) Guidance Statement on Calculation Methodology

INVESTMENT PERFORMANCE COUNCIL (IPC) Guidance Statement on Calculation Methodology Adoptio Date: 4 March 2004 Effective Date: 1 Jue 2004 Retroactive Applicatio: No Public Commet Period: Aug Nov 2002 INVESTMENT PERFORMANCE COUNCIL (IPC) Preface Guidace Statemet o Calculatio Methodology

More information

Characterizing End-to-End Packet Delay and Loss in the Internet

Characterizing End-to-End Packet Delay and Loss in the Internet Characterizig Ed-to-Ed Packet Delay ad Loss i the Iteret Jea-Chrysostome Bolot Xiyu Sog Preseted by Swaroop Sigh Layout Itroductio Data Collectio Data Aalysis Strategy Aalysis of packet delay Aalysis of

More information

15.075 Exam 3. Instructor: Cynthia Rudin TA: Dimitrios Bisias. November 22, 2011

15.075 Exam 3. Instructor: Cynthia Rudin TA: Dimitrios Bisias. November 22, 2011 15.075 Exam 3 Istructor: Cythia Rudi TA: Dimitrios Bisias November 22, 2011 Gradig is based o demostratio of coceptual uderstadig, so you eed to show all of your work. Problem 1 A compay makes high-defiitio

More information

Inference on Proportion. Chapter 8 Tests of Statistical Hypotheses. Sampling Distribution of Sample Proportion. Confidence Interval

Inference on Proportion. Chapter 8 Tests of Statistical Hypotheses. Sampling Distribution of Sample Proportion. Confidence Interval Chapter 8 Tests of Statistical Hypotheses 8. Tests about Proportios HT - Iferece o Proportio Parameter: Populatio Proportio p (or π) (Percetage of people has o health isurace) x Statistic: Sample Proportio

More information

HCL Dynamic Spiking Protocol

HCL Dynamic Spiking Protocol ELI LILLY AND COMPANY TIPPECANOE LABORATORIES LAFAYETTE, IN Revisio 2.0 TABLE OF CONTENTS REVISION HISTORY... 2. REVISION.0... 2.2 REVISION 2.0... 2 2 OVERVIEW... 3 3 DEFINITIONS... 5 4 EQUIPMENT... 7

More information

A Recursive Formula for Moments of a Binomial Distribution

A Recursive Formula for Moments of a Binomial Distribution A Recursive Formula for Momets of a Biomial Distributio Árpád Béyi beyi@mathumassedu, Uiversity of Massachusetts, Amherst, MA 01003 ad Saverio M Maago smmaago@psavymil Naval Postgraduate School, Moterey,

More information

1 Correlation and Regression Analysis

1 Correlation and Regression Analysis 1 Correlatio ad Regressio Aalysis I this sectio we will be ivestigatig the relatioship betwee two cotiuous variable, such as height ad weight, the cocetratio of a ijected drug ad heart rate, or the cosumptio

More information

Solutions to Selected Problems In: Pattern Classification by Duda, Hart, Stork

Solutions to Selected Problems In: Pattern Classification by Duda, Hart, Stork Solutios to Selected Problems I: Patter Classificatio by Duda, Hart, Stork Joh L. Weatherwax February 4, 008 Problem Solutios Chapter Bayesia Decisio Theory Problem radomized rules Part a: Let Rx be the

More information

Data Analysis and Statistical Behaviors of Stock Market Fluctuations

Data Analysis and Statistical Behaviors of Stock Market Fluctuations 44 JOURNAL OF COMPUTERS, VOL. 3, NO. 0, OCTOBER 2008 Data Aalysis ad Statistical Behaviors of Stock Market Fluctuatios Ju Wag Departmet of Mathematics, Beijig Jiaotog Uiversity, Beijig 00044, Chia Email:

More information

Determining the sample size

Determining the sample size Determiig the sample size Oe of the most commo questios ay statisticia gets asked is How large a sample size do I eed? Researchers are ofte surprised to fid out that the aswer depeds o a umber of factors

More information

BASIC STATISTICS. f(x 1,x 2,..., x n )=f(x 1 )f(x 2 ) f(x n )= f(x i ) (1)

BASIC STATISTICS. f(x 1,x 2,..., x n )=f(x 1 )f(x 2 ) f(x n )= f(x i ) (1) BASIC STATISTICS. SAMPLES, RANDOM SAMPLING AND SAMPLE STATISTICS.. Radom Sample. The radom variables X,X 2,..., X are called a radom sample of size from the populatio f(x if X,X 2,..., X are mutually idepedet

More information

BENEFIT-COST ANALYSIS Financial and Economic Appraisal using Spreadsheets

BENEFIT-COST ANALYSIS Financial and Economic Appraisal using Spreadsheets BENEIT-CST ANALYSIS iacial ad Ecoomic Appraisal usig Spreadsheets Ch. 2: Ivestmet Appraisal - Priciples Harry Campbell & Richard Brow School of Ecoomics The Uiversity of Queeslad Review of basic cocepts

More information

Example 2 Find the square root of 0. The only square root of 0 is 0 (since 0 is not positive or negative, so those choices don t exist here).

Example 2 Find the square root of 0. The only square root of 0 is 0 (since 0 is not positive or negative, so those choices don t exist here). BEGINNING ALGEBRA Roots ad Radicals (revised summer, 00 Olso) Packet to Supplemet the Curret Textbook - Part Review of Square Roots & Irratioals (This portio ca be ay time before Part ad should mostly

More information

The Stable Marriage Problem

The Stable Marriage Problem The Stable Marriage Problem William Hut Lae Departmet of Computer Sciece ad Electrical Egieerig, West Virgiia Uiversity, Morgatow, WV William.Hut@mail.wvu.edu 1 Itroductio Imagie you are a matchmaker,

More information

Mathematical goals. Starting points. Materials required. Time needed

Mathematical goals. Starting points. Materials required. Time needed Level A1 of challege: C A1 Mathematical goals Startig poits Materials required Time eeded Iterpretig algebraic expressios To help learers to: traslate betwee words, symbols, tables, ad area represetatios

More information

Measures of Spread and Boxplots Discrete Math, Section 9.4

Measures of Spread and Boxplots Discrete Math, Section 9.4 Measures of Spread ad Boxplots Discrete Math, Sectio 9.4 We start with a example: Example 1: Comparig Mea ad Media Compute the mea ad media of each data set: S 1 = {4, 6, 8, 10, 1, 14, 16} S = {4, 7, 9,

More information

Annuities Under Random Rates of Interest II By Abraham Zaks. Technion I.I.T. Haifa ISRAEL and Haifa University Haifa ISRAEL.

Annuities Under Random Rates of Interest II By Abraham Zaks. Technion I.I.T. Haifa ISRAEL and Haifa University Haifa ISRAEL. Auities Uder Radom Rates of Iterest II By Abraham Zas Techio I.I.T. Haifa ISRAEL ad Haifa Uiversity Haifa ISRAEL Departmet of Mathematics, Techio - Israel Istitute of Techology, 3000, Haifa, Israel I memory

More information

A Mathematical Perspective on Gambling

A Mathematical Perspective on Gambling A Mathematical Perspective o Gamblig Molly Maxwell Abstract. This paper presets some basic topics i probability ad statistics, icludig sample spaces, probabilistic evets, expectatios, the biomial ad ormal

More information

A Faster Clause-Shortening Algorithm for SAT with No Restriction on Clause Length

A Faster Clause-Shortening Algorithm for SAT with No Restriction on Clause Length Joural o Satisfiability, Boolea Modelig ad Computatio 1 2005) 49-60 A Faster Clause-Shorteig Algorithm for SAT with No Restrictio o Clause Legth Evgey Datsi Alexader Wolpert Departmet of Computer Sciece

More information