Class Of Non-normal Distributions Research Articles

Comparisons of Shewhart-type rank based control charts for monitoring location parameters of univariate processes

The nonparametric (distribution-free) control charts are robust alternatives to the conventional parametric control charts when the form of underlying process distribution is unknown or complicated. In this paper, we consider two new nonparametric control charts based on the Hogg–Fisher–Randle (HFR) statistic and the Savage rank statistic. These are popular statistics for testing location shifts, especially in right-skewed densities. Nevertheless, the control charts based on these statistics are not studied in quality control literature. In the current context, we study phase-II Shewhart-type charts based on the HFR and Savage statistics. We compare these charts with the Wilcoxon rank-sum chart in terms of false alarm rate, out-of-control average run-length and other run length properties. Implementation procedures and some illustrations of these charts are also provided. Numerical results based on Monte Carlo analysis show that the new charts are superior to the Wilcoxon rank-sum chart for a class of non-normal distributions in detecting location shift. New charts also provide better control over false alarm when reference sample size is small.

Process Capability Evaluation for Square Bumps with Mean Shift

Abstract Process capability indices have been widely used in manufacturing industries to provide numerical measures of process potential and performance. In in-plant applications, some inevitable process mean shift may be undetected when the statistical process control charts are applied, particularly, in the bumping process for square bumps. Bothe in 2002 provided a statistical reason for considering such a shift in the process mean to accommodate the undetected mean shifts for normally distributed processes when evaluating process capability. In this paper, we consider a bumping process for square bumps in which the data can be formulated as a non-central chi-square distribution, a class of non-normal distributions. To evaluate the popular yield-based process capability Cpk more accurately, we accommodate the magnitudes of undetected mean shifts using the modified capability evaluation formula and tabulate the detection powers under various subgroup sizes and non-central chi-square parameters. Based on the modified process capability evaluation, we can provide a more reliable process capability evaluation of capability index Cpk for square bumps and make more correct decisions. For illustration purpose, a real application in a bumping factory which is located on the Science-based Industrial Park in Hsinchu, Taiwan, is presented.

Identifying Variables Responsible for Data not Missing at Random

When data are not missing at random (NMAR), maximum likelihood (ML) procedure will not generate consistent parameter estimates unless the missing data mechanism is correctly modeled. Understanding NMAR mechanism in a data set would allow one to better use the ML methodology. A survey or questionnaire may contain many items; certain items may be responsible for NMAR values in other items. The paper develops statistical procedures to identify the responsible items. By comparing ML estimates (MLE), statistics are developed to test whether the MLEs are changed when excluding items. The items that cause a significant change of the MLEs are responsible for the NMAR mechanism. Normal distribution is used for obtaining the MLEs; a sandwich-type covariance matrix is used to account for distribution violations. The class of nonnormal distributions within which the procedure is valid is provided. Both saturated and structural models are considered. Effect sizes are also defined and studied. The results indicate that more missing data in a sample does not necessarily imply more significant test statistics due to smaller effect sizes. Knowing the true population means and covariances or the parameter values in structural equation models may not make things easier either.

Inferences on Correlation Coefficients in Some Classes of Nonnormal Distributions

Correlation coefficients have many applications for studying the relationship among multivariate observations. Classical inferences on correlation coefficients are mainly based on the normality assumption. This assumption is hardly realistic in the real world, which implies that the procedures on correlation coefficients used in many statistical software packages may not be relevant to most data sets in practice. However, we show that the classical procedures, possibly after simple corrections, are also valid in classes of distributions with large skewnesses and heterogeneous marginal kurtoses. A useful class of nonnormal distributions is identified for each of several types of correlation coefficients. The marginals of these distributions may include a variety of univariate distributions with different shapes. The results generalize the classical procedures to much larger classes of distributions than previously known and give a better understanding of the historical controversy regarding the behavior of the sample correlation coefficient. An implication is that one need not be worried so much by the nonnormality of data sets when using these classical procedures, providing simple corrections are evaluated and possibly undertaken.

Statistical Methodologies for the Market Risk Measurement

This paper classifies statistical methodologies available for the marketrisk measurement. With the help of the weighted likelihood, a broad class ofnon-normal distributions, which are not generally considered so far, areapplied to possibly hetero-scedastic financial variables. The approach is compared with popular procedures such as GARCH and J. P. Morgan's using daily dataof 12 financial variables.

Dispersion models and longitudinal data analysis.

Dispersion models provide a flexible class of non-normal distributions with many potential applications in biostatistics, accommodating a wide range of continuous, discrete and mixed data. Starting with Liang and Zeger's generalized estimating equation method, we review some recent applications of dispersion models in longitudinal data analysis, including state space models based on the Tweedie class of exponential dispersion models. In medical applications the latent process of a state space model may often be interpreted as an unobserved potential morbidity process, which is modelled as a function of time varying covariates. By allowing a multivariate response vector of 'symptoms', the model integrates several response variables of mixed types into a single model. For growth curve models, the latent process reflects the 'true' growth.

Comparison of Some Two-Sample Location Tests for Non-Normal Alternatives

Summary Small to moderate sample size performance of the two-sample χ2, Kolmogorov–Smirnov, Wilcoxon and F-tests of location is investigated in a class of non-normal distributions through Monte Carlo sampling. The class of distributions is that of mixtures of two normal distributions with different means and/or variances. The cases of mixtures considered represent part of the regions for types I, II, IV, VI and VII of the Pearson system of continuous distributions. The mixture distributions from which the samples are drawn differ only in means, and possess varying degrees of skewness and kurtosis. Based on the Monte Carlo results, the Wilcoxon and Kolmogorov–Smirnov tests generally have higher power than the F-test, except for near normal underlying distributions where the F-test is optimal. The power of the χ2 test is less than optimal except when the sample size is large.

Corrections: Order Statistics from a Class of Non-Normal Distributions

Corrections: Order Statistics from a Class of Non-Normal Distributions

Order Statistics from a Class of Non-Normal Distributions

Order Statistics from a Class of Non-Normal Distributions

Order statistics from a class of non-normal distributions

In this paper we consider the distribution of the order statistics from teh non-normal population with the probability denaity function Where λ3, λ4, ø(x) and Hj(x) have their usual meanings. By using some results established for the normal case, we determine the exact moments and the asymplotic moments of the non-normal order statistics. The joint distribution of the orderstatistics is studied and an expression for the product moment of the extreme order statistics is given.