Optimization designs and performance comparison of two CUSUM schemes for monitoring process shifts in mean and variance

In statistical process control (SPC), when dealing with a quality characteristic x that is a variable, it is usually necessary to monitor both the mean value and variability. This article proposes an optimization algorithm (called the holistic algorithm) to design the CUSUM charts for this purpose. It facilitates the determination of the charting parameters of the CUSUM charts and considerably or significantly increases their overall detection effectiveness. A single CUSUM chart (called the ABS CUSUM chart) has been developed by the holistic algorithm and fully investigated. This chart is able to detect two-sided mean shifts and increasing variance shifts by inspecting the absolute value of sample mean shift. The results of performance studies show that the overall performance of the ABS CUSUM chart is nearly as good as an optimal 3-CUSUM scheme (a scheme incorporating three individual CUSUM charts). However, since the ABS CUSUM chart is easier for implementation and design, it may be more suitable for many SPC applications in which both mean and variance of a variable have to be monitored.     

Well-posedness of a degenernate parabolic equation issuing from two-dimensional perfect fluid dynamics

A degenerate parabolic equation of convection-diffusion type has been proposed by Robert and Sommeria in [12] to describe the relaxation towards statistical equilibrium states in 2D incompressible perfect fluid dynamics. The paper is concerned with the Cauchy problem for this equation. The local existence of a variational soluation is obtained in using the decrease of the (negative) mixing entropy and Schauder theorem. A smoothing effect is used when proving the uniqueness of the variational solutions by youdovitch's method. Finally, global existence of solutions and their asymptotic convergence towards Gibbs states are shown for a large class of initial data.     

Guiding Data Analysts with Visual Statistical Strategies

Abstract

The concept of statistical strategy is introduced and used to develop a structured graphical user interface for guiding data analysis. The interface visually represents statistical strategies that are designed by expert data analysts to guide novices. The representation is an abstraction of the expert's concepts of the essence of a data analysis. We argue that an environment that visually guides and structures data analysis will improve data analysis productivity, accuracy, accessibility, and satisfaction in comparison to an environment without such aids, especially for novice data analysts. Our concepts are based on notions from cognitive science, and can be empirically evaluated. The interface consists of two interacting windows—the guidemap and the workmap. Each window contains a graph that has nodes and edges. The guidemap graph represents the statistical strategy for a specific statistical task (such as describing data). Nodes represent potential data analysis actions that can be taken by the system. Edges represent potential actions that can be taken by the analyst. The guidemap graph exists prior to the data analysis session, having been created by an expert. The workmap graph represents the complete history of all steps taken by the data analyst. It is constructed during the data analysis session as a result of the analyst's actions. Workmap nodes represent data sets, data models, or data analysis procedures that have been created or used by the analyst. Workmap edges represent the chronological sequence of the analyst's actions. One workmap node is highlighted to indicate which statistical object is the focus of the strategy. We illustrate our concepts with ViSta, the Visual Statistics system that we have developed.     

Framed! Reproducing and Revisiting 150-Year-Old Charts

The Statistical Atlases published by the Census Bureau in the late 1800s utilized a number of novel methods for displaying data. In this paper, we examine the use of framed spine and mosaic plots used in two plates of the Statistical Atlas of 1870. We use forensic statistics to recreate the data using available census information, and then use that data to create framed charts using modern plotting methods. We then examine the effectiveness of the framed charts compared to other alternatives with a user study. The data and code for this study are available online.     

Users,Programmers, and Statistical Software

Abstract

Statistical software provides essential support for statisticians and others who are analyzing data or doing research on new statistical techniques. Those supported typically regard themselves as “users” of the software, but as soon as they need to express their own ideas computationally, they in fact become “programmers.” Nothing is more important for the success of statistical software than enabling this transition from user to programmer, and on to gradually more ambitious software design. What does the user need? How can the design of statistical software help? This article presents a number of suggestions based on past experience and current research. The evolution of the S system reflects some of these opinions. Work on the Omegahat software provides a promising direction for future systems that reflect similar motivations.     

Comparison of Methods for the Computation of Multivariate t Probabilities

This article compares methods for the numerical computation of multivariate t probabilities for hyper-rectangular integration regions. Methods based on acceptance-rejection, spherical-radial transformations, and separation-of-variables transformations are considered. Tests using randomly chosen problems show that the most efficient numerical methods use a transformation developed by Genz for multivariate normal probabilities. These methods allow moderately accurate multivariate t probabilities to be quickly computed for problems with as many as 20 variables. Methods for the noncentral multivariate t distribution are also described.     

Reply to Comment on “Towards a large deviation theory for strongly correlated systems”

The computational study commented by Touchette opens the door to a desirable generalization of standard large deviation theory for special, though ubiquitous, correlations. We focus on three inter-related aspects: (i) numerical results strongly suggest that the standard exponential probability law is asymptotically replaced by a power-law dominant term; (ii) a subdominant term appears to reinforce the thermodynamically extensive entropic nature of q-generalized rate function; (iii) the correlations we discussed, correspond to Q-Gaussian distributions, differing from Lévy?s, except in the case of Cauchy–Lorentz distributions. Touchette has agreeably discussed point (i), but, unfortunately, points (ii) and (iii) escaped to his analysis. Claiming the absence of connection with q-exponentials is unjustified.     

On the lifetime behavior of a discrete time shock model

In this article, we study a shock model in which the shocks occur according to a binomial process, i.e. the interarrival times between successive shocks follow a geometric distribution with mean 1/p$1/p$. According to the model, the system fails when the time between two consecutive shocks is less than a prespecified level. This is the discrete time version of the so-called δ$\delta$-shock model which has been previously studied for the continuous case. We obtain the probability mass function and probability generating function of the system’s lifetime. We also present an extension of the results to the case where the shock occurrences are dependent in a Markovian fashion.     

Fission and ternary cluster decay of hyper-deformed 56Ni

Coincidences between two heavy fragments have been measured from the fission of ⁵⁶Ni compound nuclei formed in the ³²S + ²⁴Mg reaction at E _lab( ^32S ) = 165.4 MeV. A unique experimental set-up consisting of two large-area position-sensitive (x, y) gas detector telescopes has been used allowing the complete determination of the observed fragments and their momentum vectors. In addition to binary fission events with subsequent particle evaporation, narrow out-of-plane correlations are observed for two fragments emitted in purely binary events and in events with a missing charge consisting of 2α - and 3α -particles (¹²C). These events are interpreted as ternary cluster decay from ⁵⁶Ni nuclei at high angular momenta through hyper-deformed shapes.     

Non-equilibrium phase transition of the fully frustrated square lattice Coulomb gas model

The non-equilibrium phase transitions of the fullyfrustrated (f = 1/2) square lattice Coulomb gas (CG) modeldriven by external electrical fields are studied in the frameworkof the short-time dynamic scaling approach. The criticaltemperature T_c, the static and dynamic critical exponents2β/ν, ν, and z are obtained for several smalldriving fields. The results show that T_c decreases with theincrease of electric field, and 2β/ν and z arestrongly dependent on the external electric field. Interestingly,contrary to the equilibrium case, in the presence of smallelectric field, the calculated exponent ν is close to that inpure 2D Ising model, which provides numerical evidence thatexternal electric field may change the universality class of thef = 1/2 CG system.