Nonanticipating estimation applied to sequential analysis and changepoint detection

Suppose a process yields independent observations whose distributions belong to a family parameterized by \theta\in\Theta. When the process is in control, the observations are i.i.d. with a known parameter value \theta_0. When the process is out of control, the parameter changes. We apply an idea of Robbins and Siegmund [Proc. Sixth Berkeley Symp. Math. Statist. Probab. 4 (1972) 37-41] to construct a class of sequential tests and detection schemes whereby the unknown post-change parameters are estimated. This approach is especially useful in situations where the parametric space is intricate and mixture-type rules are operationally or conceptually difficult to formulate. We exemplify our approach by applying it to the problem of detecting a change in the shape parameter of a Gamma distribution, in both a univariate and a multivariate setting.Comment: Published at http://dx.doi.org/10.1214/009053605000000183 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Deep Space Station (DSS-13) automation demonstration

The data base collected during a six month demonstration of an automated Deep Space Station (DSS 13) run unattended and remotely controlled is summarized. During this period, DSS 13 received spacecraft telemetry data from Voyager, Pioneers 10 and 11, and Helios projects. Corrective and preventive maintenance are reported by subsystem including the traditional subsystems and those subsystems added for the automation demonstration. Operations and maintenance data for a comparable manned Deep Space Station (DSS 11) are also presented for comparison. The data suggests that unattended operations may reduce maintenance manhours in addition to reducing operator manhours. Corrective maintenance for the unmanned station was about one third of the manned station, and preventive maintenance was about one half

Node Synchronization for the Viterbi Decoder

Motivated by the needs of NASA's Voyager 2 mission, in this paper we describe an algorithm which detects and corrects losses of node synchronization in convolutionally encoded data. This algorithm, which would be implemented as a hardware device external to a Viterbi decoder, makes statistical decisions about node synch based on the hard-quantized undecoded data stream. We will show that in a worst-case Voyager environment, our method will detect and correct a true loss of synch (thought to be a very rare event) within several hundred bits; many of the resulting outages will be corrected by the outer Reed-Solomon code. At the same time, the mean time between false alarms is on the order of several years, independent of the signal-to-noise ratio

Henri Temianka Correspondence; (lorden)

https://digitalcommons.chapman.edu/temianka_correspondence/2326/thumbnail.jp

Integrated risk of asymptotically bayes sequential tests

For general multiple-decision testing problems, and even two-decision problems involving more than two states of nature, how to construct sequential procedures which are optimal (e.g. minimax, Bayes, or even admissible) is an open question. In the absence of optimality results, many procedures have been proposed for problems in this category. Among these are the procedures studied in Wald and Sobel (1949), DonnellY. (1957), Anderson (1960), and Schwarz (1962), all of which are discussed in the introduction of the paper by Kiefer and Sacks (1963) along with investigations in sequential design of experiments (notably those of Chernoff (1959) and Albert (1961)) which can be regarded as considering, inter alia, the (non-design) sequential testing problem. The present investigation concerns certain procedures which are asymptotically Bayes as the cost per observation, c, approaches zero and are definable by a simple rule: continue sampling until the a posteriori risk of stopping is less than Qc (where Q is a fixed positive number), and choose a terminal decision having minimum a posteriori risk. This rule, with Q = 1, was first considered by Schwarz and was shown to be asymptotically Bayes, under mild assumptions, by Kiefer and Sacks (whose results easily extend to the case of arbitrary Q > 0). Given an a priori distribution, F, and cost per observation, c, we shall use δ_F( Qc) to denote the procedure defined by this rule and δ_F * (c) to denote a Bayes solution with respect to F and c. The result of Kiefer and Sacks, for Q = 1, states that rc(F, δF(c)),....., r_c(F, δ_F*(c)) as c ~ 0, where rc(F, δ) is the integrated risk of δ when F is the a priori distribution and c is the cost per observation. The principal aim of the present work is to construct upper bounds (valid for all c > 0) on the difference r_c(F, δF(Qc)) - rc(F, δF*(c)), so that one can determine values of c (or the probabilities of error) small enough to insure that simple asymptotically optimum procedures are reasonably efficient

The Law of Unintended Consequences: The Far-Reaching Effects of Same-Sex Marriage Ban Amendments

In 2004, thirteen states passed same-sex marriage ban amendments in response to a Massachusetts ruling from the previous year that sanctioned marriage for gay couples. Most of the amendments contained two prongs that defined marriage and also prohibited legal recognition of unmarried relationships in an attempt to avoid marriage substitutes, such as civil unions. These amendments not only blatantly discriminate against same-sex couples by barring them from marriage, but the amendments also insidiously cause further damage by using undefined and ambiguous language capable of discriminating against gays and lesbians in ways not admitted by the proponents and not intended by the voters. One such unintended consequence is occurring in the State of Ohio where the Amendment is being interpreted to exclude both homosexual and heterosexual unmarried couples from the state’s domestic violence laws. Several state courts have held that the domestic violence laws conflict with the recently-enacted Amendment by unlawfully recognizing a legal status for unmarried couples. This Note will address the duplicity of marriage amendments and discuss the aftermath as it is unfolding for domestic violence victims in Ohio. While the courts are unlikely to allow this unintended consequence affecting domestic violence victims to proceed, it is unfortunate that the intended consequence of intolerance towards gays will continue

The balanced scorecard framework-A case study of patient and employee satisfaction: What happens when it does not work as planned?

Background: The successful utilization of the balanced scorecard (BSC) framework in health care has been demonstrated in the literature. Given these successes, a financially struggling hospital implemented a BSC framework intervention which attempted a culture change centered upon patient satisfaction which it hoped would translate to improved financial stability. Despite the evidence of BSC successes, the intervention, entitled Route 99, did not succeed in this hospital. Purpose: This case study was conducted to identify learnable lessons and confounding factors associated with the successes and failures of Route 99. Metrics for patient satisfaction and employee satisfaction were examined as reflections of the intervention, the BSC framework, and the confounding financial condition of the hospital. Methodology: Through case study methodology, mean quarterly patient satisfaction scores tabulated by an outside vendor for inpatient and outpatient services were divided into four time intervals and compared through analysis of variance. Employee satisfaction was measured through a hospital-provided 12-question employee survey, administered through convenience sampling at the beginning and 7 months into Route 99. Each question utilized a 5-point Likert scale and generated two samples which were verified for sample independence through chi-square analysis. Mann-Whitney U test was used for comparison. Findings: Inpatient patient satisfaction scores exhibited a nonsignificant upward trend. However, the analysis of variance demonstrated a significant rise in outpatient patient satisfaction (p \u3c .05). An interesting finding was that employee satisfaction declined (p \u3c .05) significantly for supervisors and directors in three areas. The inverse relationship between patient satisfaction and employee satisfaction is in contrast to that found in the literature by the authors. Practice Implications: Examination of the BSC framework, the hospital\u27s financial standing, and the metrics for patient satisfaction and employee satisfaction illuminated the importance of management transparency, leadership support, appropriate metric selection, and the strength of the BSC under turbulent circumstances

2-SPRT'S and the modified Kiefer-Weiss problem of minimizing an expected sample size

A simple combination of one-sided sequential probability ratio tests, called a 2-SPRT, is shown to approximately minimize the expected sample size at a given point θ0 among all tests with error probabilities controlled at two other points, θ1 and θ2. In the symmetric normal and binomial testing problems, this result applies directly to the Kiefer-Weiss problem of minimizing the maximum over θ of the expected sample size. Extensive computer calculations for the normal case indicate that 2-SPRT's have efficiencies greater than 99% regardless of the size of the error probabilities. Accurate approximations to the error probabilities and expected sample sizes of these tests are given