Generalised beta type II distributions - emanating from a sequential process

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dc.contributor.advisor Bekker, Andriette, 1958-
dc.contributor.coadvisor Human, Schalk William
dc.contributor.coadvisor Roux, Jacobus J.J.
dc.contributor.postgraduate Adamski, Karien
dc.date.accessioned 2014-06-17T13:04:15Z
dc.date.available 2014-06-17T13:04:15Z
dc.date.created 2014-04-23
dc.date.issued 2014 en_US
dc.description Thesis (PhD)--University of Pretoria, 2014. en_US
dc.description.abstract This study focuses on the development of a generalised multivariate beta type II distribution as well as the noncentral and bimatrix counterparts with positive domain. These models emanate from a sequential quality monitoring procedure with the normal and multivariate normal distributions as the underlying process distributions. Three different scenarios are considered, namely: 1. The variance is monitored from a normal process and the mean remains unchanged; 2. The above-mentioned scenario but the known mean also encounters a sustained shift; 3. The covariance structure of a multivariate normal distribution is monitored with the known mean vector unchanged. The statistics originating from the above-mentioned scenarios considered are constructed from different dependent chi-squared or Wishart ratios. Exact expressions are derived for the probability density functions of these statistics. These new distributions contribute to the statistical discipline in the sense that it can serve as alternatives to existing probability models, and can be used in determining the performance of the quality monitoring procedure. en_US
dc.description.availability unrestricted en_US
dc.description.department Statistics en_US
dc.description.librarian gm2014 en_US
dc.identifier.citation Adamski, K 2013, Generalised beta type II distributions - emanating from a sequential process, PhD thesis, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/40233> en_US
dc.identifier.other D14/4/124/gm en_US
dc.identifier.uri http://hdl.handle.net/2263/40233
dc.language.iso en en_US
dc.publisher University of Pretoria en_ZA
dc.rights © 2013 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. en_US
dc.subject Generalised multivariate beta type II distribution en_US
dc.subject Sequential quality monitoring procedure en_US
dc.subject Density functions en_US
dc.subject Statistics en_US
dc.subject UCTD en_US
dc.title Generalised beta type II distributions - emanating from a sequential process en_US
dc.type Thesis en_US


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