In this paper, we propose the calibration procedure for the variance reduction of the stratified Warner’s randomized response estimators, which suggested by Hong et al. (1994) and Kim and Warde (2004), using auxiliary information at the population level. It is shown that the proposed calibration estimators are more efficient than the ordinary Warner’s estimators.

The use of the Allan variance for the characterization of the jitter timebase error in waveform digitizers is proposed. With this aim, the Allan variance is shown to be a sound basis for defining and measuring a suitable figure of merit, diagnosing the jitter noise type, and including a jitter error block into a previously proposed digitizer model. Experimental results highlighting the effectiv...

Problem: To simplify the computation of the variance in before-after studies, it is generally assumed that the observed crash data for each entity (or observation) are Poisson distributed. Given the characteristics of this distribution, the observed value ( i x ) for each entity is implicitly made equal to its variance. However, the variance should be estimated using the conditional properties ...

We consider inference about the causal effect of a treatment or exposure in the presence of interference, i.e., when one individual's treatment affects the outcome of another individual. In the observational setting where the treatment assignment mechanism is not known, inverse probability-weighted estimators have been proposed when individuals can be partitioned into groups such that there is ...

The strongly interacting matter under extreme conditions of temperature for the conjectured deconfined phase of the quark-gluon plasma is investigated. A systematic study of the form of the thermal ratio of the disorder deviation (TRDD) is presented with the emphasis on the degree of deviation of the TRDD-function from unity. The space-time evolution of quarks and gluons is studied in the frame...

In this paper, we focus on introducing the Variance Swap and estimating the portfolios. The portfolios of the Variance Swap are optimized based on maximizing the distorted expectation given the index of acceptability. The variance strike is calculated from the option surface calibration. The realized variance is constructed through Hardy-Littlewood transform considering the highly correlated au...

In a previous paper we introduced a new variance-reduction technique for regenerative simulations based on permuting regeneration cycles. In this paper we apply this idea to new classes of estimators. In particular, we derive permuted versions of likelihood-ratio derivative estimators for steady-state performance measures, importance-sampling estimators of the mean cumulative reward until hitti...

In this paper, our objective is to come up with a sound methodology to design supply chains with outstanding delivery performance. As the first step towards this objective, we consider supply chains with a linear workflow, which we call pipelined supply chains. We define a new index of delivery performance called delivery sharpness which measures the precision as well as the accuracy with which...