|
| |
|
| |
|
| |
|
| |
|
|
On analysis of martingale residuals in lifetime models
Volf, Petr
Residual analysis is used commonly in statistical tests of model fit, i.e. of good correspondence between data and model. We shall recall the notion of martingale residuals de¯ned for the case of lifetime models based on failure intensities. Analysis of these residual processes has already been studied by many authors. Nevertheless, Bayes approach to this problem is just developing. We shall present a Bayes procedure of estimation in models containing nonparametric components. Further, Bayes construction of residual processes and model goodness-of-¯t assessing will be proposed and demonstrated on an example with Cox's regression model.
|
|
| |
|
|
Control charts based on Bayes approach
Michálek, Jiří
An algorithm for detecting changes in the behaviour of a random variable based on the Bayes approach is suggested in the report and then is applied to construction of control charts for averages and standard deviation
|
|
| |
|
| |
|
|
On optimal location of bins in a production line
Volf, Petr
The report deals with a particular problem of optimal production line configuration. Namely, in case that times of operations in a serial line differs, which can be caused also by random failures of devices, we study how stock bins located between operations can increase the line performance. The objective is an optimal bins selection, either by computations (precise or approximate) or by Monte Carlo method.
|
guest ::
