WorldCat Identities

Stanford University Department of Statistics

Overview
Works: 1,965 works in 3,419 publications in 1 language and 3,513 library holdings
Genres: Periodicals 
Classifications: TA1, 620
Publication Timeline
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Most widely held works about Stanford University
 
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Most widely held works by Stanford University
Pilot study of time variability of elemental concentrations in power plant ash( Book )

1 edition published in 1983 in English and held by 12 WorldCat member libraries worldwide

Technical report by Stanford University( )

in English and Undetermined and held by 5 WorldCat member libraries worldwide

Time variability of elemental concentrations in power plant ash by L. J Holcomb( Book )

3 editions published in 1984 in English and held by 5 WorldCat member libraries worldwide

Analysis of U.S. roadside vehicle emissions and tampering survey data and evaluation of inspection and maintenance programs by Douglas R Lawson( Book )

2 editions published in 1996 in English and held by 5 WorldCat member libraries worldwide

Operational methods for space vehicle countdown planning by Sidney I Firstman( Book )

2 editions published in 1963 in English and held by 4 WorldCat member libraries worldwide

The purpose of a countdown is explored and a measure of countdown effectiveness is defined and rationalized. The countdown planning problem is formally structured through the use of a game-oriented formulation that shows the impact of operational factors upon the countdown. It is seen that several assumptions are required in order to reduce the planning problem to one that is computationally tractable. These assumptions are described in and a Markovian prediction model is developed. This model yields predictions of countdown success probability for a given countdown sequence. The problems of obtaining a feasible countdown sequence and then an acceptable sequence are considered in Sec. V, which develops several computational techniques for these planning tasks. The planning problems introduced by uncertainty concerning the actual state of nature, i.e., the actual levels of the numerous probabilities and parameters are considered, and algorithms for coping with this uncertainty are developed. Then, the countdown length problems are addressed and expressions derived for the moments of an interrupted countdown. (Author)
Recursive identification and adaptive prediction in linear stochastic systems by Stanford University( Book )

6 editions published in 1989 in English and held by 3 WorldCat member libraries worldwide

Parallel recursive algorithms in asymptotically efficient adaptive control of linear stochastic systems by T. L Lai( Book )

6 editions published in 1989 in English and held by 3 WorldCat member libraries worldwide

Multiple regression and estimation of the mean of a multivariate normal distribution by Alvin John Baranchik( Book )

2 editions published in 1964 in English and held by 3 WorldCat member libraries worldwide

Two problems are presented in this study: estimation of the mean vector of a multivariate normal random variable, and estimating the regression function in the case of one predictand and at least three predictors. Estimators are given which have strictly lower risks than the corresponding maximum likelihood estimators for the following three problems: (a) estimation of the regression function; (b) estimation of the regression coefficients; and (c) estimation of the mean of the predict and when the means of the predictor variables are known. In each of the problems it is assumed that there are at least three predictor variables. A summary of previously known results for these three problems is given. The report concludes with some elementary modifications of the estimators computed earlier in the report. The author remarks that these modified estimators will frequently be of practical use
Convergence of moments of standardized quantiles by Stanford University( Book )

4 editions published in 1980 in English and held by 3 WorldCat member libraries worldwide

A sequence of independent identically distributed random variables is considered. Necessary and sufficient conditions on the density of the distribution are given for convergence of the moments of standardized quantiles of the first n observations as n to infinity. Similar conditions are given for the convergence of the moment generating function. (Author)
An approximate characterization of optimal stopping boundaries by Peter Whittle( Book )

5 editions published in 1971 in English and held by 3 WorldCat member libraries worldwide

Goodness-of-fit for the extreme value distribution by Stanford University( Book )

3 editions published in 1977 in English and held by 3 WorldCat member libraries worldwide

This paper presents goodness-of-fit tests for the extreme value distribution, based on the EDF statistics W-squared, U-squared and A-squared. Asymptotic percentage points are given for each of the three statistics, for the three cases where one or both of the parameters of the distribution must be estimated from the data. Slight modifications of the calculated statistics are given to enable the points to be used with finite samples. (Author)
Updating subjective probability by Persi Diaconis( Book )

5 editions published between 1979 and 1982 in English and held by 3 WorldCat member libraries worldwide

This paper discusses some of the mathematical properties of Jeffrey's rule for revising a probability P to a new probability P*, connecting it with sufficient partitions, and maximum entropy updating of contingency tables. The main results concern simultaneous revision on two partitions
Distribution of a sum of weighted chi-square variables by Stanford University( Book )

3 editions published in 1977 in English and held by 3 WorldCat member libraries worldwide

This paper discusses how to obtain percentage points of the distribution of a sum of k weighted chi-square variables. A table of points is given for selected weights, for k = 6, 8, 10 (existing tables are for k <or = 5). The new points have been calculated by a technique of Imhof which gives very accurate values but is expensive in computer time. Therefore two new approximations are considered: a Pearson curve fit using four moments and a chi-square fit using three. Both give excellent results in the upper tail, the tail usually needed for practical applications; the chi-square fit appears superior to other approximations in the lower tail
Estimation of parameters of zero-one processes by interval sampling: an adaptive strategy by Mark Brown( Book )

5 editions published between 1975 and 1977 in English and held by 3 WorldCat member libraries worldwide

Processes in which one of two states is available for observation occur in a number of diverse applications. Since we can label the occurrence of one of the states by zero and the other state by one, we refer to this situation as a zero-one process. These labels can reflect a zero-one natural situation or, as is more frequent, a categorized representation of the two states. What is at issue are estimation procedrues to provide information about the two states. In this paper we consider the following specific problem although the estimation procedures we develop can be applied to a more general class of distributions
Sizes of Order Statistical Events by D Rudolph( Book )

5 editions published between 1978 and 1980 in English and held by 3 WorldCat member libraries worldwide

The problem of regions by Bradley Efron( Book )

2 editions published in 1997 in English and held by 2 WorldCat member libraries worldwide

Multivariate new better than used distributions: a survey by Stanford University( Book )

4 editions published between 1981 and 1985 in English and held by 2 WorldCat member libraries worldwide

Statistical inference for multiply truncated power series distributions by T Cacoullos( Book )

4 editions published in 1974 in English and held by 2 WorldCat member libraries worldwide

Convolutions of one-parameter power series distributions (PSD) truncated on the left at several known or unknown points are studied via exponential generating functions. The special cases of the logarithmic series, the Poisson and the binomial and negative binomial distributions lead to multiparameter Stirling numbers of the first and second type and C-numbers respectively. Minimum variance unbiased estimators are found for certain functions of the parameters, including the probability functions themselves. Some conditional distribution properties are given and it is indicated how they can be used in confidence interval estimation of the reliability of multicomponent attribute failure models
Estimating the True Probability of Correct Selection for Location and Scale Parameter Families by Ingram Olkin( Book )

4 editions published in 1976 in English and held by 2 WorldCat member libraries worldwide

The usual formulation of the problem of selecting the best of k populations has been studied from the point of view of designing an experiment that will guarantee a certain probability of making a correct selection (PCS). However, in retrospective studies the sample has already been taken and we wish to estimate the probability of making a correct selection using this data. The present study deals with obtaining a class of upper and lower bounds for the true PCS and its estimator using the methods of majorization. We also study the large sample behavior of the estimator of the PCS, which turns out to be asymptotically normal. (Author)
Computer intensive methods in statistics by Stanford University( Book )

4 editions published between 1980 and 1983 in English and held by 2 WorldCat member libraries worldwide

 
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Alternative Names

controlled identityStanford University

Department of Statistics

Stanford University. Dept. of Statistics

Languages
English (80)