The Analysis of Variance.

https://www.bmj.com/content/bmj/1/4175/63.6.full.pdf

Methods of Statistics

https://link.springer.com/content/pdf/10.1057%2Fjors.1963.32.pdf

Introduction to the Theory of Queues

Abstract We consider a deteriorating installation, which supplies input to a subsequent production system. The installation is provided with a buffer to cope with unexpected failures of the installation, which may cause interruptions of the production process. By preventive maintenance on the installation a further improvement of the production process can be obtained. In this paper we consider a preventive maintenance policy, which is based not only on the information about the age of the installation but also on the content of the subsequent buffer. For this integrated maintenance-production problem, we analyse a class of control limit policies which are nearly optimal and easy to implement. The analysis is based on the embedding technique from Markov decision theory. In addition, we provide a characterization of the overall optimal policy and report on numerical comparisons of the best control limit policy with the overall optimal policy and other reference policies.

Maintenance optimization of a production system with buffercapacity

This paper considers the regression model y = Xβ+e with all the classical assumptions (including normality) but one, viz. it is assumed that the covariance matrix of the disturbances depends upon a finite number of unknown parameters θ1 … θm. The paper gives a method to derive simultaneously the maximum likelihood estimates of β and θ. Also the information matrix is presented. It is proved that β is unbiased if its mean exists. Conditions are given under which the maximum likelihood estimates are consistent, asymptotically normal, and asymptotically efficient. Finally, applications are given to the autocorrelated errors model and to Zellner-type regressions.

Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix

An important task of auditors is to check whether recorded values are correct. From the number (or total) of the errors found in a sample, upper confidence limits for the fraction (or total) of the errors in the population are calculated by standard methods.



Even auditors are human, however, and may make mistakes: errors may remain unnoticed. As administrative rules and regulations are becoming more and more complicated, this kind of auditors' mistakes tends to occur more frequently. Hence, there is an increasing need to check the auditing process itself. This can be achieved by checking a subsample of audited values a second time, now by an error-free supervisor.



This paper investigates the consequences of the (possible) occurrence of errors in this subsample. A simple and analytically attractive model is presented for the number of errors found in this double inspection scheme. Maximum likelihood estimators are derived for the population fraction of errors and the probability of an error remaining unnoticed. Based on that, an exact upper confidence limit for the population fraction of errors is calculated, treating the probability of an unnoticed error as a nuisance parameter. Our method was originally developed during a recent Dutch case study: in a subsample of already audited values one additional error was found by the supervisor. It is shown that, as a consequence, the upper confidence limit is increased very sizeably.

Repeated Audit Controls

An interesting aspect of games is the relative extent to which a player can positively influence his results by making appropriate strategic choices. This question is closely related to the issue of how to distinguish between games of skill and games of chance. The distinction between these two types of games is definitely interesting from a juridical point of view. Borm and Van der Genugten (2001) presented a method to measure the skill level of a game. In principle, their measure can serve as a juridical tool for the classification of games with respect to skill. In this paper we present a modification of the measure. The main difference is that this new definition does not automatically classify incomplete information games without chance moves as games of skill. We use a coin game and a simplified version of standard drawpoker as an illustration.

A New Relative Skill Measure for Games with Chance Elements

An aspect of casino games that in general leads to discussions among both participants and spectators, is the relative extent to which a player can positively influence his results by making appropriate strategic choices. This question is closely related to the issue of how to distinguish between games of skill and games of chance. This is an issue that is interesting from a juridical point of view too, since in many countries the legitimacy of exploiting a specific game depends on the category to which it belongs. This paper summarizes recent developments concerning the measurement of skill in games. It points out the elements in the definitions that need closer attention, it illustrates the analysis with examples and it discusses further possibilities. Copyright Springer-Verlag 2004 (This abstract was borrowed from another version of this item.)

B.B. van der Genugten

Papers

Repeated Audit Controls

A New Relative Skill Measure for Games with Chance Elements

Measuring skill in games: Several approaches discussed

Testing in the restricted linear model using canonical partitions

A weak law of large numbers for m-dependent random variables with unbounded M