Variance Estimation Using Linear Combination of Tri-mean and Quartile Average

Using linear mean and variance technique to evaluate the pattering in random winding process

A Self-starting Control Chart for Simultaneous Monitoring of Mean and Variance of Simple Linear Profiles

In many processes in real practice at the start-up stages the process parameters are not known a priori and there are no initial samples or data for executing Phase I monitoring and estimating the process parameters. In addition, the practitioners are interested in using one control chart instead of two or more for monitoring location and variability of processes. In this paper, we consider a s...

Estimation of Time - Average Variance Constants

For statistical inference of means of stationary processes, one needs to estimate their time-average variance constants (TAVC) or long-run variances. For a stationary process, its TAVC is the sum of all its covariances and it is a multiple of the spectral density at zero. The classical TAVC estimate which is based on batched means does not allow recursive updates and the required memory complex...

Recursive Estimation of Time - Average Variance Constants

For statistical inference of means of stationary processes, one needs to estimate their time-average variance constants (TAVC) or long-run variances. For a stationary process, its TAVC is the sum of all its covariances and it is a multiple of the spectral density at zero. The classical TAVC estimate which is based on batched means does not allow recursive updates and the required memory complex...

Mean and variance estimation by kriging

The aim of the paper is to derive the numerical least-squares esti-mator for mean and variance of random variable. In order to do so the following questions have to be answered: (i) what is the statistical model for the estimation procedure? (ii) what are the properties of the estimator, like optimality (in which class) or asymptotic properties? (iii) how does the estimator work in practice, ho...