Browsing by Author "12950149 - Lombard, Frederick"

Now showing items 1-13 of 13

    • Another look at the Grubbs estimators 

      Lombard, F.; Potgieter, C.J. (Elsevier, 2012)
      We consider estimation of the precision of a measuring instrument without the benefit of replicate observations on heterogeneous sampling units. Grubbs (1948) proposed an estimator which involves the use of a second measuring ...

    • Comparing two mass size distributions 

      Lombard, F.; Lyman, G. J. (SAIMM, 2012)
      We consider in this paper the use of a modified version of Hotelling’s statistic in the analysis of particle size distributions. The statistic can be adversely affected by the presence of outliers among the data. We ...

    • Cusum control for data following the Von Mises distribution 

      Hawkins, Douglas M.; Lombard, F. (Taylor & Francis, 2017)
      The von Mises distribution is widely used for modeling angular data. When such data are seen in a quality control setting, there may be interest in checking whether the values are in statistical control or have gone out ...

    • A cusum procedure to detect deviations from uniformity in angular data 

      Lombard, F.; Maxwell, R.K. (Taylor & Francis, 2012)
      We propose a sequential cumulative sum procedure to detect deviations from uniformity in angular data. The method is motivated by a problem in high-energy astrophysics and is illustrated by an application to data.

    • A multivariate rank test for comparing mass size distributions 

      Lombard, F.; Potgieter, C.J. (Taylor & Francis, 2012)
      Particle size analyses of a raw material are commonplace in the mineral processing industry. Knowledge of particle size distributions is crucial in planning milling operations to enable an optimum degree of liberation of ...

    • A new approach to function-based hypothesis testing in location-scale families 

      Hall, Peter; Lombard, Fred; Potgieter, Cornelis J. (Taylor & Francis, 2013)
      Motivated by two applications in the mining industry, we introduce a new approach to testing the hypothesis that two-sampled distributions are simply location and scale changes of one another. The test, applicable to both ...

    • Nonparametric estimation of location and scale parameters 

      Potgieter, C.J.; Lombard, F. (Elsevier, 2012)
      Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ ...

    • On maximum likelihood estimation of the long-memory parameter in fractional Gaussian noise 

      Robbertse, Wickes; Lombard, Fred (Taylor & Francis, 2014)
      Approximate normality and unbiasedness of the maximum likelihood estimate (MLE) of the long-memory parameter H of a fractional Brownian motion hold reasonably well for sample sizes as small as 20 if the mean and scale ...

    • Segmentation of circular data 

      Hawkins, Douglas M.; Lombard, F. (Taylor & Francis, 2015)
      Circular data – data whose values lie in the interval [0,2π) – are important in a number of application areas. In some, there is a suspicion that a sequence of circular readings may contain two or more segments following ...

    • Sequential rank CUSUM charts for angular data 

      Lombard, F.; Hawkins, Douglas M.; Potgieter, Cornelis J. (Elsevier, 2017)
      A cumulative sum (CUSUM) control chart has desirable properties for checking whether a distribution has changed from an in-control to an out-of-control setting. Distribution-free CUSUMs based on sequential ranks to detect ...

    • Sequential rank CUSUMs for location and dispersion 

      Van Zyl, C.; Lombard, F. (SASA, 2018)
      We develop CUSUMs based on sequential ranks of the observations to detect changes over time in the location and dispersion of a distribution. The CUSUMs are distribution free in the sense that the appropriate control ...

    • Signed sequential rank CUSUMs 

      Lombard, F.; Van Zyl, C. (Elsevier, 2018)
      CUSUMs based on the signed sequential ranks of observations are developed for detecting location and scale changes in symmetric distributions. The CUSUMs are distribution-free and fully self-starting: given a specified ...

    • Testing constancy of the Hurst exponent of some long memory stationary Gaussian time series 

      Lombard, F.; Robbertse, J.L. (SASA, 2012)
      Long-range dependence is often observed in stationary time series. The Hurst exponent then characterizes the long term features of the data, which implies that changes in its value could have implications for the long ...