Search results for " Beta distribution"
showing 4 items of 4 documents
Unit Interval Time and Magnitude Monitoring Using Beta and Unit Gamma Distributions
2022
Quick detection of an assignable cause is necessary for process accuracy with respect to the specifications. The aim of this study is to monitor the time and magnitude processes based on unit-interval data. To this end, maximum exponentially weighted moving average (Max-EWMA) control chart for simultaneous monitoring time and magnitude of an event is proposed. To be precise, beta and unit gamma distributions are considered to develop the Max-EWMA chart. The chart’s performance is accessed using average run length (ARL), the standard deviation of run length (SDRL), and different quantiles of the run length distribution through extensive Monte Carlo simulations. Besides a comprehensive simula…
Moments for Some Kumaraswamy Generalized Distributions
2014
Explicit expansions for the moments of some Kumaraswamy generalized (Kw-G) distributions (Cordeiro and de Castro, 2011) are derived using special functions. We explore the Kw-normal, Kw-gamma, Kw-beta, Kw-t, and Kw-F distributions. These expressions are given as infinite weighted linear combinations of well-known special functions for which numerical routines are readily available.
Generalized Bayesian pursuit: A novel scheme for multi-armed Bernoulli bandit problems
2011
Published version of a chapter in the book: IFIP Advances in Information and Communication Technology. Also available from the publisher at: http;//dx.doi.org/10.1007/978-3-642-23960-1_16 In the last decades, a myriad of approaches to the multi-armed bandit problem have appeared in several different fields. The current top performing algorithms from the field of Learning Automata reside in the Pursuit family, while UCB-Tuned and the ε -greedy class of algorithms can be seen as state-of-the-art regret minimizing algorithms. Recently, however, the Bayesian Learning Automaton (BLA) outperformed all of these, and other schemes, in a wide range of experiments. Although seemingly incompatible, in…
The Bayesian Pursuit Algorithm: A New Family of Estimator Learning Automata
2011
Published version of a chapter in the book: Modern Approaches in Applied Intelligence. Also available from the publisher at http://dx.doi.org/10.1007/978-3-642-21827-9_53 The fastest Learning Automata (LA) algorithms currently available come from the family of estimator algorithms. The Pursuit algorithm (PST), a pioneering scheme in the estimator family, obtains its superior learning speed by using Maximum Likelihood (ML) estimates to pursue the action currently perceived as being optimal. Recently, a Bayesian LA (BLA) was introduced, and empirical results that demonstrated its advantages over established top performers, including the PST scheme, were reported. The BLA scheme is inherently …