Performance and properties of Q‐Statistic monitoring schemes

In this article, we study the Shewhart chart of Q statistics proposed for the detection of process mean shifts in start‐up processes and short runs. Exact expressions for the run‐length distribution of this chart are derived and evaluated using an efficient computational procedure. The procedure can be considerably faster than using direct simulation. We extend our work to analyze the practice of requiring multiple signals from the chart before responding, a practice sometimes followed with Shewhart charts. The results show that waiting to receive multiple signals severely reduces the probability of quickly detecting shifts in certain cases, and therefore may be considered a risky practice. Operational guidelines for practitioners implementing the chart are discussed. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

Joint determination of optimum variable and attribute target means

This article considers the problem of joint control of attribute and variable quality characteristics of a given product. Items are acceptable if they meet the specifications for both types of quality characteristics at the same time. Otherwise, the items are sold as scrap at reduced prices. The objective is to determine simultaneously the target values for each characteristic so as to maximize the expected profit per item. Several item-by-item quality-inspection plans are formulated on the basis of various inspection strategies. These strategies are defined in terms of whether the inspection is to be carried out simultaneously for both characteristics, or sequentially, or whether inspection for one of the characteristics is to be ignored. All these plans are shown to differ in terms of their profitability. However, they all yield equivalent quality standards. A numerical example is provided to illustrate the application of these models.     

Estimating a survival curve when new is better than used with respect to a distinguished set

Hollander, Park, and Proschan define a survival function S of a positive random variable X to be new better than used at age t₀ (NBU-{t₀}) if S satisfies $ \begin{array}{*{20}c} {\frac{{S(x + t_0)}}{{S\left({t_0} \right)}} \le S\left(x \right),} & {{\rm for}\,{\rm all}\,x\, \ge \,0,} \\ \end{array}$ where S(x) = P(X > x). The NBU-{t₀} class is a special case of the NBU-A family of survival distributions, where A is a subset of [0, ∞). These families introduce a variety of modeling possibilities for use in reliability studies. We treat problems of nonparametric estimation of survival functions from these classes by estimators which are themselves members of the classes of interest. For a number of such classes, a recursive estimation technique is shown to produce closed-form estimators which are strongly consistent and converge to the true survival distribution at optimal rates. For other classes, additional assumptions are required to guarantee the consistency of recursive estimators. As an example of the latter case, we demonstrate the consistency of a recursive estimator for S ∈ NBU-[t₀, ∞) based on lifetime data from items surviving a preliminary “burn-in” test. The relative precision of the empirical survival curve and several recursive estimators of S are investigated via simulation; the results provide support for the claim that recursive estimators are superior to the empirical survival curve in restricted nonparametric estimation problems of the type studied here.     

Contents and Author Index,Volume 19, 2012

The U.S. Congress, charged with overseeing U.S. nuclear weapons policy and programs, usually addresses such policies and programs through the annual authorization and appropriations process, focusing mostly on questions of how many and what types of weapons the United States should deploy, with little attention paid to questions about nuclear weapons strategy, doctrine, and policy. The oversight process has brought about some significant changes in the plans for U.S. nuclear weapons, including the elimination of funding for the Robust Nuclear Earth Penetrator study and the shift of that funding into a study of the Reliable Replacement Warhead. But with the focus on authorizations and appropriations, along with the divided jurisdiction over nuclear weapons policy and programs in congressional committees, Congress has not, either recently or during the Cold War and post–Cold War eras, conducted a more comprehensive review of U.S. nuclear weapons strategy, policy, or force structure. Changes in committee jurisdictions could affect the oversight process, but as long as nuclear weapons policy and programs remain a relatively low priority for most members of Congress, and the country at large, it is unlikely that Congress will pursue such a comprehensive debate.     

The complementary use of regression diagnostics and robust estimators

Regression modeling for prediction or forecasting purposes is critically dependent on the quality of the data which are used to estimate the model parameters. Extreme response or predictor-variable values can substantially influence least-squares estimates and disproportionately affect predictions. Robust alternatives to least-squares are less sensitive to extreme observations and can provide more precise predictions. In this article diagnostic displays are used to identify extreme observations and to assess the sensitivity of least-squares parameter estimates and predictions to the inclusion of these observations in a data set. The displays are shown to aid in the interpretation of weights which robust estimators assign to influential observations.     

An extremal problem in subconnectivity

The connectivity of a subgraph of a graph can exceed the connectivity of the graph. We call the largest of the connectivities of all subgraphs the subconnectivity. We then give the exact solution to the extremal problem of determining the maximum number of lines in a p-point graph of subconnectivity two.     

Localization of optimal strategies in certain games

Assume the payoffs of a matrix game are concave in the index of the maximizing player. That player is shown to have an optimal strategy which uses at most two consecutive pure strategies, identifiable through approximate solution of a related continuous game. Generalizations are given, and the results are applied to a motivating hidden-target model due to Shapley. © 1994 John Wiley & Sons, Inc.     

Approximations and empirics for stochastic war equations

The article develops a theorem which shows that the Lanchester linear war equations are not in general equal to the Kolmogorov linear war equations. The latter are time‐consuming to solve, and speed is important when a large number of simulations must be run to examine a large parameter space. Run times are provided, where time is a scarce factor in warfare. Four time efficient approximations are presented in the form of ordinary differential equations for the expected sizes and variances of each group, and the covariance, accounting for reinforcement and withdrawal of forces. The approximations are compared with “exact” Monte Carlo simulations and empirics from the WWII Ardennes campaign. The band spanned out by plus versus minus the incremented standard deviations captures some of the scatter in the empirics, but not all. With stochastically varying combat effectiveness coefficients, a substantial part of the scatter in the empirics is contained. The model is used to forecast possible futures. The implications of increasing the combat effectiveness coefficient governing the size of the Allied force, and injecting reinforcement to the German force during the Campaign, are evaluated, with variance assessments. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.