The purpose of this paper is to broaden the knowledge of mean difference and, in particular, of an important distribution model known as truncated normal distribution, which is widely used in applied sciences and econ...The purpose of this paper is to broaden the knowledge of mean difference and, in particular, of an important distribution model known as truncated normal distribution, which is widely used in applied sciences and economics. In this work, we obtained the general formula of mean difference, which is not yet reported in literature, for the aforementioned distribution model and also for particular truncated cases.展开更多
The reliability and reliability sensitivity （ RS ） models are presented for the engineering problem involving truncated correlated normal variables （CNV）, and in the case an adaptive radial based sampling is used ...The reliability and reliability sensitivity （ RS ） models are presented for the engineering problem involving truncated correlated normal variables （CNV）, and in the case an adaptive radial based sampling is used to analyze the reliability and the RS. In the presented models, the truncated CNV is transformed to general CNV, and the value domains of the truncated CNV are treated as multiple failure modes, then the reliability and the RS with the truncated CNV are transformed to the general cases, on which an e^cient radial based sampling is used to analyze the trans- formed reliability and RS. An adaptive strategy is employed to search for the optimal radial in the sampling, by which the robustness of the method is improved. After the model concepts and the detailed implementation are given, several examples are presented to demonstrate the feasibility of the model and the efficiency of the solutions.展开更多
Sampling from a truncated multivariate normal distribution （TMVND） constitutes the core computational module in fitting many statistical and econometric models. We propose two efficient methods, an iterative data au...Sampling from a truncated multivariate normal distribution （TMVND） constitutes the core computational module in fitting many statistical and econometric models. We propose two efficient methods, an iterative data augmentation （DA） algorithm and a non-iterative inverse Bayes formulae （IBF） sampler, to simulate TMVND and generalize them to multivariate normal distributions with linear inequality constraints. By creating a Bayesian incomplete-data structure, the posterior step of the DA Mgorithm directly generates random vector draws as opposed to single element draws, resulting obvious computational advantage and easy coding with common statistical software packages such as S-PLUS, MATLAB and GAUSS. Furthermore, the DA provides a ready structure for implementing a fast EM algorithm to identify the mode of TMVND, which has many potential applications in statistical inference of constrained parameter problems. In addition, utilizing this mode as an intermediate result, the IBF sampling provides a novel alternative to Gibbs sampling and elimi- nares problems with convergence and possible slow convergence due to the high correlation between components of a TMVND. The DA algorithm is applied to a linear regression model with constrained parameters and is illustrated with a published data set. Numerical comparisons show that the proposed DA algorithm and IBF sampler are more efficient than the Gibbs sampler and the accept-reject algorithm.展开更多
The problem of yield estimation merely from performance test data of qualified semiconductor devices is studied. An empirical formula is presented to calculate the yield directly by the sample mean and standard de- vi...The problem of yield estimation merely from performance test data of qualified semiconductor devices is studied. An empirical formula is presented to calculate the yield directly by the sample mean and standard de- viation of singly truncated normal samples based on the theoretical relation between process capability indices and the yield. Firstly, we compare four commonly used normality tests under different conditions, and simulation results show that the Shapiro-Wilk test is the most powerful test in recognizing singly truncated normal samples. Secondly, the maximum likelihood estimation method and the empirical formula are compared by Monte Carlo simulation. The results show that the simple empirical formulas can achieve almost the same accuracy as the max- imum likelihood estimation method but with a much lower amount of calculations when estimating yield from singly truncated normal samples. In addition, the empirical formula can also be used for doubly truncated normal samples when some specific conditions are met. Practical examples of yield estimation from academic and IC test data are given to verify the effectiveness of the proposed method.展开更多
The Beta Distribution is widely used in engineering and industrial applications. Goodness-of-fit procedures are revisited. Shapiro-Francia statistic is implemented in Beta distribution. A comparative study between the...The Beta Distribution is widely used in engineering and industrial applications. Goodness-of-fit procedures are revisited. Shapiro-Francia statistic is implemented in Beta distribution. A comparative study between the Anderson-Darling, Kolmogorov-Smirnov, Shapiro-Francia, and Chi-square goodness-of-fit test in testing for Beta distribution is performed using simulation.展开更多
Linear regression models for interval-valued data have been widely studied.Most literatures are to split an interval into two real numbers,i.e.,the left-and right-endpoints or the center and radius of this interval,an...Linear regression models for interval-valued data have been widely studied.Most literatures are to split an interval into two real numbers,i.e.,the left-and right-endpoints or the center and radius of this interval,and fit two separate real-valued or two dimension linear regression models.This paper is focused on the bias-corrected and heteroscedasticity-adjusted modeling by imposing order constraint to the endpoints of the response interval and weighted linear least squares with estimated covariance matrix,based on a generalized linear model for interval-valued data.A three step estimation method is proposed.Theoretical conclusions and numerical evaluations show that the proposed estimator has higher efficiency than previous estimators.展开更多
文摘The purpose of this paper is to broaden the knowledge of mean difference and, in particular, of an important distribution model known as truncated normal distribution, which is widely used in applied sciences and economics. In this work, we obtained the general formula of mean difference, which is not yet reported in literature, for the aforementioned distribution model and also for particular truncated cases.
基金support of the Natural Science Foundation of China (NSFC10572117and 50875213)Aviation Science Foundation(2007ZA53012)863 Project (2007AA04Z401)
文摘The reliability and reliability sensitivity （ RS ） models are presented for the engineering problem involving truncated correlated normal variables （CNV）, and in the case an adaptive radial based sampling is used to analyze the reliability and the RS. In the presented models, the truncated CNV is transformed to general CNV, and the value domains of the truncated CNV are treated as multiple failure modes, then the reliability and the RS with the truncated CNV are transformed to the general cases, on which an e^cient radial based sampling is used to analyze the trans- formed reliability and RS. An adaptive strategy is employed to search for the optimal radial in the sampling, by which the robustness of the method is improved. After the model concepts and the detailed implementation are given, several examples are presented to demonstrate the feasibility of the model and the efficiency of the solutions.
基金Supported by the National Social Science Foundation of China (No. 09BTJ012)Scientific Research Fund ofHunan Provincial Education Department (No. 09c390)+1 种基金supported in part by a HKUSeed Funding Program for Basic Research (Project No. 2009-1115-9042)a grant from Hong Kong ResearchGrant Council-General Research Fund (Project No. HKU779210M)
文摘Sampling from a truncated multivariate normal distribution （TMVND） constitutes the core computational module in fitting many statistical and econometric models. We propose two efficient methods, an iterative data augmentation （DA） algorithm and a non-iterative inverse Bayes formulae （IBF） sampler, to simulate TMVND and generalize them to multivariate normal distributions with linear inequality constraints. By creating a Bayesian incomplete-data structure, the posterior step of the DA Mgorithm directly generates random vector draws as opposed to single element draws, resulting obvious computational advantage and easy coding with common statistical software packages such as S-PLUS, MATLAB and GAUSS. Furthermore, the DA provides a ready structure for implementing a fast EM algorithm to identify the mode of TMVND, which has many potential applications in statistical inference of constrained parameter problems. In addition, utilizing this mode as an intermediate result, the IBF sampling provides a novel alternative to Gibbs sampling and elimi- nares problems with convergence and possible slow convergence due to the high correlation between components of a TMVND. The DA algorithm is applied to a linear regression model with constrained parameters and is illustrated with a published data set. Numerical comparisons show that the proposed DA algorithm and IBF sampler are more efficient than the Gibbs sampler and the accept-reject algorithm.
文摘The problem of yield estimation merely from performance test data of qualified semiconductor devices is studied. An empirical formula is presented to calculate the yield directly by the sample mean and standard de- viation of singly truncated normal samples based on the theoretical relation between process capability indices and the yield. Firstly, we compare four commonly used normality tests under different conditions, and simulation results show that the Shapiro-Wilk test is the most powerful test in recognizing singly truncated normal samples. Secondly, the maximum likelihood estimation method and the empirical formula are compared by Monte Carlo simulation. The results show that the simple empirical formulas can achieve almost the same accuracy as the max- imum likelihood estimation method but with a much lower amount of calculations when estimating yield from singly truncated normal samples. In addition, the empirical formula can also be used for doubly truncated normal samples when some specific conditions are met. Practical examples of yield estimation from academic and IC test data are given to verify the effectiveness of the proposed method.
文摘The Beta Distribution is widely used in engineering and industrial applications. Goodness-of-fit procedures are revisited. Shapiro-Francia statistic is implemented in Beta distribution. A comparative study between the Anderson-Darling, Kolmogorov-Smirnov, Shapiro-Francia, and Chi-square goodness-of-fit test in testing for Beta distribution is performed using simulation.
基金the National Nature Science Foundation of China under Grant Nos.11571024and 11771032the Humanities and Social Science Foundation of Ministry of Education of China under Grant No.20YJCZH245。
文摘Linear regression models for interval-valued data have been widely studied.Most literatures are to split an interval into two real numbers,i.e.,the left-and right-endpoints or the center and radius of this interval,and fit two separate real-valued or two dimension linear regression models.This paper is focused on the bias-corrected and heteroscedasticity-adjusted modeling by imposing order constraint to the endpoints of the response interval and weighted linear least squares with estimated covariance matrix,based on a generalized linear model for interval-valued data.A three step estimation method is proposed.Theoretical conclusions and numerical evaluations show that the proposed estimator has higher efficiency than previous estimators.
