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An estimator of f T a is constructed which is the most stable (most model-robust) to changes of the kurtosis of the original distributions


Academic year: 2021

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A. Grzy bow ski

Minimax decisions in some problems of control with many sources of disturbances

In the paper, a stochastic system with many sources of disturbances is considered. These disturbances have distributions belonging to the exponen- tial family with some unknown parameters. Moreover, it is assumed that a control is disturbed too. A horizon of control is a random variable with a known distribution.

Under some additional assumptions the problem of Bayes and minimax control of such system is solved.

W. Zie li ń sk i

Robust estimation of variance components

In gaussian linear models y = Xp + e with Covy = £ o f Th - known matrices, the problem of robust estimation of a given linear function f Ta = Yufial variance components is considered. An estimator of f T a is

constructed which is the most stable (most model-robust) to changes of the kurtosis of the original distributions.

H. Br ze sk w in ie w ic z

E-optimality of PBB designs with two associate classes In this paper, the sufficient condition for the E-optimality of PBB designs with two associate classes is given.


182 Summaries

This condition is expressed in terms of the parameters of design and their incidence matrix. In particular, the £-optimality criterion for equireplicated designs with binary incidence matrix is given. In this case, we can express the

£-optimality criterion in terms of parameters of design only. Finally, we characterized the contrasts of treatment which determine the F-optimality of design.

H. Br ze s k w in ie w ic z, W. Wa g n er

Investigation on the normal distribution of random errors in a two-factor split-plot design

We suggest in this paper a method for assessing the validity of the assumption of normal distribution of random errors in a two-factor split-plot design. The vector observation is transformed into residual vector and then the residual vector is tranformed into an adjusted residual vector from the least squares method by linear transformation. Since the components of the adjusted residual vector satisfy the conditions for a simple sample, therefore the appropriately chosen adjusted residual vector can be used for testing of normality.

W. Niem ir o

L1-optimal Statistical Discrimination Procedures and their Asymptotic Properties

We consider the generalized Z^-norm optimization problem of the form Eil/a(W— Ydj ć X 1-»min! (with respect to c°, c1, ..., c**),

i — 0

where if/x(t) = |f|/2 — (a —1/2)f, assuming that the joint probability distri- bution of random variables W, X°, X 1, ..., X dis unknown. The solution to the problem has, therefore, to be estimated from a sample. We examine a natural estimator and show its strong consistency and asymptotic normality under quite general assumptions.


Summaries 183

Certain discrimination and screening problems, formalized in decision- theoretical manner, can be solved using Z^-norm minimization procedures.

We derive asymptotic expansions of risk corresponding to estimated solu- tions.

A. Kieł ba si ń sk i

Iterative refinement of least squares solutions computed from normal equations

It is shown that iterative refinement (using normal equations and exclusi- vely standard floating point arithmetic with relative precision v) yields almost full accuracy of computed solution to regular linear least squares problem Ax ~ b, A e R mn, rank(A)=n<m, provided the condition of the form vmnx2 < 1 is fulfilled, where x = ||T|| ||A*||.

A. Kie łb a si ń sk i

Stability of the Gaussian elimination for special classes of matrices. Part I

Part I contains rounding-error analysis of Gaussian elimination for the triangular factorization and for solving linear systems in the case of tridiag- onal symmetric definite matrix.

T. Re g iń s k a

Approximate solving of ill posed problems

The paper has a form of review article. The aim of the paper is to explain the meaning of solution of ill posed problem. Moreover, it is shown that by using an appropriate method the ill posed problem can be reasonably solved also in the case of incexact data. The regularization method and, especially, certin methods of constructing regularization operators are discussed. The method of approximate solving of ill posed problems is illustrated by an example of the 1st kind Fredholm equation.


184 Summaries.

Z. Leyk

H ^Galerkin-collocation method with quadratures for two point boundary value problems

In the paper, the H~ ^Galerkin-collocation method with quadratures (instead of integrals) for two point boundary value problems is considered.

Approximate solution is a piecewise polynomial of degree < r. It is proved that the method is stable and the error in L2-norm is of order 0(hr+1) if the used quadrature is exact for polynomial of degree not greater than r+1.


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