This paper provides a unified approach to estimate the probability of joint default under classical models in the bottom up approach. Starting from a toy model defined on the Gaussian random variable in one dimension, we develop an importance sampling scheme and consider it variance approximation problem with a small scale. By means of the large deviation principle, the importance sampling is p...

three k-tree distance and fixed-sized plot designs were used for estimating tree density in sparse oak forests. these forests cover the main part of the zagros mountain area in western iran. they are non-timber-oriented forest but important for protection purposes. the main objective was to investigate the statistical performance of k-tree distance and fixed-sized plot designs in the estimation...

The CCC-r chart is developed based on cumulative count of a conforming (CCC) control chart that considers the cumulative number of items inspected until observing r nonconforming ones. Typically, the samples obtained from the process are analyzed through 100% inspection to exploit the CCC-r chart. However, considering the inspection cost and time would limit its implementation. In this paper, w...

Many factors affect the use of point counts for monitoring bird populations, including sampling strategies, variation in detection rates, and independence of sample points. The most commonly used sampling plans are stratified sampling, cluster sampling, and systematic sampling. Each of these might be most useful for different objectives or field situations. Variation in detection probabilities ...

We introduce a method for solving the variable coefficient Poisson equation on fully adaptive Cartesian grids that yields second order accuracy for the solutions and their gradients. We employ quadtree (in 2D) and octree (in 3D) data structures as an efficient means to represent the Cartesian grid, allowing for constraint-free grid generation. The schemes take advantage of sampling the solution...

We consider the problem of reliably selecting an optimal subset of fixed size from a given set of choice alternatives, based on noisy information about the quality of these alternatives. Problems of similar kind have been tackled by means of adaptive sampling schemes called racing algorithms. However, in contrast to existing approaches, we do not assume that each alternative is characterized by...

Along with the widespread use of Taguchi methods in product design, deenition of the loss function has been integrated with numerous models which require quality cost estimation. In this paper, the economic-statistical design of a variable sampling X-bar control chart is extended using the Taguchi loss function to improve chart eeectiveness from a quality cost point of view. The eeectiveness of...

Abstract: This paper introduces an unequal probability sampling without replacement scheme with inclusion probability proportional to size. This new scheme possesses some desirable properties with regard to πi and πij , and provides a non-negative variance estimator of the Horvitz and Thompson estimator, when the values of the auxiliary variable fulfill some restrictions. On comparing the sugge...