Book Description
The classic reference on the theory and application of random data analysis-now expanded and revised. This eagerly awaited new edition of the bestselling random data analysis book continues to provide first-rate, practical tools for scientists and engineers who investigate dynamic data as well as those who use statistical methods to solve engineering problems. It is fully updated, covering new procedures developed since 1986 and extending the discussion to a remarkably broad range of applied fields, from aerospace and automotive industries to biomedical research. Comprehensive and self-contained, this new edition also greatly expands coverage of the theory, including derivations of key relationships in probability and random process theory not usually found in books of this kind. Special features of Random Data: Analysis and Measurement Procedures, Third Edition include:
* Basic probability functions for level crossings and peak values of random data
* Complete derivations of both old and new practical formulas for statistical error analysis of computed estimates
* The latest methods for data acquisition and processing as well as nonstationary data analysis
* Additional techniques on digital data analysis procedures
* New material on the analysis of multiple-input/multiple-output linear systems
* Numerous new examples and problem sets
* Hundreds of updated illustrations and references
*An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.
Customer Reviews:
Random data and Coherent content.......2000-03-28
My major is meteorology and deal with time series data, which have huge amount of data number. This book is very helpful to me. I have to determine the statistical significance of my data and check up the assumptions both in time and frequency domain, before deciding the statistical tests. I read a few this kinds of books but they were only concentrated on the explanation of simple statistics theory and then came to stop after showing only a few simple examples. So it is difficult to apply to my raw data because the assumptions that were applied to the theory were invalid in real situation. For example, ¡°Introduction to probability and statistics for engineers and scientist, by Sheldon M. Ross¡± is too theoretical to me and the application of theories is biased to the persons who are interested in small data set. Additionally, many books assumed the normal distribution and did not refer how we could test these assumptions. In analyzing the time series, not only is important the data analysis in time domain, but also the analysis in frequency domain. ¡°Applied Statistical time series analysis by Shumway¡± dealt with it. However, ¡°Random data by Bendat and Piersol¡± more will be helpful to the people who deal with time series, want to design statistical filters and to do the statistical tests and need more profound and systematic theories and understanding.
Book Description
Modelling with the Itô integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory.
This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black-Scholes option pricing formula is derived. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Itô calculus and/or stochastic finance.
Customer Reviews:
Not a finance book, but one hell of an applied math book..........2007-10-17
First of all, and most importantly, this is a math book with some finance in it, not the other way around, so you need to know some math before tackling it! If you find Newtonian Calculus complicated, Stochastic Calculus (which, in the realm of mathematics, is not the easiest of topics to start with) is not for you.
The aim of the book is not to present mathematical finance theory, such as option pricing or the Black and Scholes framework, etc... but simply to provide a little formalism and a lot of intuition allowing to better understand random processes and how they can be built at the infinitesimal level from Brownian Motion and previsible functions, and the macro properties that follow from there. Yes, random processes are at the heart of structured finance, but the goal of the author is simply to provide the tools necessary to better grasp financial applications... elsewhere. Therefore, Mikosh opted for an intuitive and rather informal approach presented in a mere 200 pages, which is quite refreshing in a field dominated by very technical and formal 500 page snoozers.
Given the scope and objectives of the book, there is no doubt that this is one of the best (and most affordable) reference available to simply and quickly gain an applied understanding of basic Stochastic Calculus. It can be used as an introduction to the topic before tackling more difficult and thorough books on SDE, or simply as a means of getting familiar with the ideas of Stochastic Calculus without bothering too much with the details of the proofs and move on to finance applications.
Being a strong believer that, at first, ideas are more important than the complex intricacies of formal proofs, this book allowed me to quickly gain a sound footing in SDE... Kudos to the author...
Great Introduction.......2007-09-01
This book provides an excellent mild introduction of stochastic calculus and stochastic differential equations to someone like me who do not have a first mathematics degree (haven't done measure theories). Although the final chapter on application to finance is not as good as other financial maths books such as Joshi's Concepts and Baxter&Rennie's Financial Calculus. Overall, this book sets some firm grounds for further studies on stochastic calculus & financial maths. In addition, the price is low for this book with a hardcover.
Not for beginners or intermediates.......2007-03-04
This book may be fine if you have at least an undergraduate degree in math. I have an engineering degree with a minor in math, have read many books on quantitative finance, read math books and work math problems for furn, have several years' work experience in analyzing and hedging with derivatives, am taking a course in quantitative finance, and have worked many problems in stochastic calculus. I was actually MORE confused AFTER reading this book (I'm not exaggerating). This book should definitely not have "elementary" in the title.
But whatever your level, there are other books that cover the topic much more clearly and comprehensively. Start with Nefti's Intro to the Mathematics of Financial Derivatives; it's the best. Then read Joshi's Concepts and Practices of Mathematical Finance. Then you may be able to understand Steele's Stochastic Calculus and Financial Applications. Steele doesn't pretend to be a book for beginners, but it is actually more comprehensible to beginners than Mikosch's book.
But if you are more comfortable with reams of mathematical notation and do not require much explanation of that notation, Mikosch may be just what you want.
A well organised and high standard little book.......2007-01-17
It is amazing that the author can expose the difficult topics step-by-step clearly in such a little book of less than 200 pages. Mikosch starts the book by introducing basic probability theories and stochastic processes which are prerequisite for the development of stochastic integrals, techniques for solving stochastic differential equations and applications in modern finance. However, reader should be aware that although the book is recommended for those without "deep" mathematical background, it is not suitable for average advanced undergraduates and practitioners without serious statistics and advanced claculus trainings. In my opinion, this book is suitable for those whos have finished the book like Financial Calculus by Baxter and Rennie and are looking for more formal details of the subject matter.
Best introduction.......2007-01-08
if you're looking for an introduction to stochastic calculus that uses english and pictures instead of mathematical symbols, this is the place to start. only problem is that it doesn't cover very much, just the very basics. much easier than oksendel. i wish it covered as much.
Average customer rating:
- Blatant Commercialism
- Great book for practical applications
- An Introduction to More Effective Experimentation
- Must have for Quality Control Professionals and Educators
- User friendly
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Design of Experiments Using The Taguchi Approach: 16 Steps to Product and Process Improvement
Ranjit K. Roy
Manufacturer: Wiley-Interscience
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Similar Items:
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A Primer on the Taguchi Method
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Design and Analysis of Experiments
-
Taguchi's Quality Engineering Handbook
-
Doe Simplified 2E: Practical Tools for Effective Experimentation
-
An Introduction to Design of Experiments: A Simplified Approach
ASIN: 0471361011 |
Book Description
Fulfill the practical potential of DOE-with a powerful, 16-step approach for applying the Taguchi method
Over the past decade, Design of Experiments (DOE) has undergone great advances through the work of the Japanese management guru Genechi Taguchi. Yet, until now, books on the Taguchi method have been steeped in theory and complicated statistical analysis. Now this trailblazing work translates the Taguchi method into an easy-to-implement 16-step system.
Based on Ranjit Roy's successful Taguchi training course, this extensively illustrated book/CD-ROM package gives readers the knowledge and skills necessary to understand and apply the Taguchi method to engineering projects-from theory and applications to hands-on analysis of the data. It is suitable for managers and technicians without a college-level engineering or statistical background, and its self-study pace-with exercises included in each chapter-helps readers start using Taguchi DOE tools on the job quickly. Special features include:
- An accompanying CD-ROM of Qualitek-4 software, which performs calculations and features all example experiments described in the book
- Problem-solving exercises relevant to actual engineering situations, with solutions included at the end of the text
- Coverage of two-, three-, and four-level factors, analysis of variance, robust designs, combination designs, and more
Engineers and technical personnel working in process and product design-as well as other professionals interested in the Taguchi method-will find this book/CD-ROM a tremendously important and useful asset for making the most of DOE in their work.
Customer Reviews:
Blatant Commercialism.......2007-05-07
I found this book to be noting but a thinly disquised sales pitch for software, training and consulting services. A real rip off.
Great book for practical applications.......2002-03-29
I bought this book hoping to learn DOE using Taguchi Methods and apply what I learned to real life problems in my work. It was very helpful. Not only did it help me learn the methods I needed to perform my testing at work but I did it in only 8 days of reading. The book was very easy to read and the examples helped me understand everything I needed to know to apply this method to real situations. A great buy for anyone looking to learn Taguchi Methods.
An Introduction to More Effective Experimentation.......2002-02-20
The challenge that all research directors and senior scientists face is that virtually all scientists are originally trained to believe that the only proper way to conduct an experiment is to vary only one factor at a time while holding all other variables fixed. This belief, which can be shown mathematically to be totally incorrect, has been a drag on the scientific community for decades, causing experimental science to be much less productive than it should be. In fact, by properly designing experiments in which several factors are varied in a carefully thought out, predetermined pattern, much more information can be obtained with far fewer experiments.
What Dr. Roy has achieved in his book on experimental design is to clearly explain why this is so and to provide the tools which allows his readers to overcome their ingrained beliefs and adopt a more effective method of designing their own experimental programs.
Of particular interest is his discussion of experimental design using orthogonal arrays (Chapter 4) for it is in this part of the book that the full power of modern approaches to experimentation become most evident. Here, he illustrates how a set of as few as eight experiments can be used to determine how three presumable independent factors, such as time, temperature and concentration, can be studied to obtain detailed information not only on how each factor individually effects the quality of the final product, but also on the extent to which the factors interact.
Historically, learning this type of technique for designing experiments has been a daunting task since somewhat tedious mathematically manipulations are required for both the design of the experiment and the analyses of the resulting data. However, included with Dr. Roy's book is complete software which eliminates the need for the experimenter to either manually solve the handful of equations needed to extract the results in useful form, or to develop custom spreadsheets in an attempt to automate the process. The software is easy to use and includes all of the tables and data which are used in the book to illustrate the principles of experimental design. The software is also capable of assisting the experimenter in designing sets of up to eight concurrent experiments, rapidly analyzing the data and generating graphical and tabular presentations which greatly aid in the interpretation of the results.
This is an extremely useful book which can have a major beneficial effect on the productivity of any laboratory engaged in experimental process research such as crystal growth, chemical synthesis or manufacturing. By allowing the reader to overcome his innate aversion to varying more than one experimental factor at a time, the book makes it possible for the reader to become a much more productive scientist or engineer and become a role model for his coworkers to emulate.
Must have for Quality Control Professionals and Educators.......2002-02-05
First, I completely agree with all the good things mentioned in the other reviews, but wish to add the following comments:
1. The discussion group (usenet) hosted by Dr Roy is fantastic. If by chance you don't "get it" from reading the book, a simple question posted to the usenet frequently gets you an answer, often within a few hours (its a vocal crowd!!). Many times, the author himself responds to usenet questions. And, on at least one instance, after I repeatdly asked my question, he began exchanging emails with me, which then led to some pleasant phone disscussions.
2. User friendly software and support. See above.
3. Taguichi is frequently attacked by full blown Design of Experiments statistical types who miss the whole point. I strongly encourage all professionals interested in gauging quality control to try out his books and the free software downloads....
An excellent book with powerful software and support......
Reads like a winner, looks like a winner, performs likes a winner....... need I say more...
Auburn Alabama
User friendly.......2002-02-05
Dr.Roy's book is amazing. He has covered almost everything you need to know about the Taguchi method - even meticulous things. This book will suite both for beginners as well as for experts. The CD which comes along with this book is very helpful in understanding the concept behind the analysis with more than 50 examples. If at all you are looking for a book about Taguchi design of Experiments - I highly recommend one and all to buy Dr.Roy's book and benefit through his work.
I started as a beginner and now Iam an expert in Taguchi analysis - and the credit goes to Dr.Roy - he also helps personally in answering your questions.
Thank you very much Dr.Roy.
Three CHEERS to Dr.Roy!
Book Description
This important book provides information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces the reader to the main concepts, notions and results of stochastic financial mathematics; and develops applications of these results to various kinds of calculations required in financial engineering. It also answers the requests of teachers of financial mathematics and engineering by making a bias towards probabilistic and statistical ideas and the methods of stochastic calculus in the analysis of market risks.
Customer Reviews:
Shiryaev knows his stuff!.......2006-09-13
This book is typical of Shiryaev, who is a representative of the Russian school of probability theory. Not only the book explains the technical details clearly, but also it explains the "bigger picture" as to why this particular mathematical set-up makes sense and it is a good approximation of reality. The book reflects the (admirable) Russian style of teaching: explain the origins of theory, which are usually some specific problem; then carefully develop a mathematical theory tailor-made for the given problem; finally, disclose the essence of the problem and produce a beautiful result.
Before reading this book, I have been quite familiar with stochastic calculus and semi-martingale theory. What interests me most (sometimes puzzles me most) is the way how theory is applied to financial math problems, esp. the justification of certain "conventions" (e.g. we always start with discounted process, play with martingale measures, and do certain standard "rituals" in pricing and hedging). Sometimes people abuse those conventions when the theory's set-up is not quite appropriate. Shiryaev's book shows the justification and limitation of theory, by clearly explaining the origins and specific contexts of theory. This is especially helpful to getting a true understanding of the subject. I would say after reading his book, my mind has achieved a harmony.
I read Shiryaev's book on probability (GTM 95) many years ago. It was a pleasant experience. Now I'm happy to have this kind of experience again. From lines of the book, you can see the author's passion and deep understanding of financial math.
I only regret I didn't read this book much earlier.
Excellent Monograph.......2005-07-21
This monograph starts from the very basics and develops as it progresses. Its historical notes found all over the book makes it unique and entertaining. As a mathematician aspiring to break through the STREET, I found it very accessible and comprehensive. If you have Brownian Motion and Stochastic Calculus at Shever/Kaaze's (how ever you spell their name) level, you will skim through this book with in weeks. But if you don't, don't panic, you will still be fine with some introductory level measure theoretic probability course.
You will enjoy it as I did.
Bravo.......2001-11-14
The Essentials of Stochastic Finance: Facts, Models, Theory by Albert N. Shiriaev, et al offers a clear treatment of both theoretical and emperical Finance. Shiryaev presents not only the essentials of probability as it is applied to finance,but he also covers recent develpoments in Mathematical Finance. It is very well written and it can be covered in one year (depending on the audience). Each topic moves from the specific to the general, beginning with one or more examples to lead into the theoretical results. This is the most comprehensive book out there. It covers Mathematical Finance, Martingale, Markov Thoery... to Econometric ARCH GARCH FGARCH ...to theory of Finance CAPM APT... PART II of the book requires a good knowledge of Stochastic Calculus at Karatzas and Shreve level...
Outstanding...
Book Description
This book provides a broad introduction to the fascinating subject of environmental space-time processes; addressing the role of uncertainty. Within that context, it covers a spectrum of technical matters from measurement to environmental epidemiology to risk assessment. It showcases non-stationary vector-valued processes, while treating stationarity as a special case. The contents reflect the authors’ cumulative knowledge gained over many years of consulting and research collaboration. In particular, with members of their research group, they developed within a hierarchical Bayesian framework, the new statistical approaches presented in the book for analyzing, modeling, and monitoring environmental spatio-temporal processes. Furthermore they indicate new directions for development.
This book contains technical and non-technical material and it is written for statistical scientists as well as consultants, subject area researchers and students in related fields. Novel chapters present the authors’ hierarchical Bayesian approaches to:
- spatially interpolating environmental processes
- designing networks to monitor environmental processes
- multivariate extreme value theory
- incorporating risk assessment
In addition, they present a comprehensive and critical survey of other approaches, highlighting deficiencies that their method seeks to overcome. Special sections marked by an asterisk provide rigorous development for readers with a strong technical background. Alternatively readers can go straight to the tutorials supplied in chapter 14 and learn how to apply the free, downloadable modeling and design software that the authors and their research partners have developed.
Customer Reviews:
Analysis techniques for spatially distributed data.......2007-04-23
This is a chatty discussion of mathematical techniques for analyzing sampled spatially distributed data.
I found it quite accessible. It included advances in classical techniques occurring since I last studied geostatistics. The issue of estimating extremes is openly discussed if not completely laid to rest.
Bottom line: I liked it and found it useful.
Average customer rating:
- Impressive work from a highly productive group in China
|
Mathematical Theory of Nonequilibrium Steady States
Da-Quan Jiang ,
Min Qian , and
Ming-Ping Qian
Manufacturer: Springer
ProductGroup: Book
Binding: Paperback
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ASIN: 3540206116 |
Book Description
This volume provides a systematic mathematical exposition of the conceptual problems of nonequilibrium statistical physics, such as entropy production, irreversibility, and ordered phenomena. Markov chains, diffusion processes, and hyperbolic dynamical systems are used as mathematical models of physical systems. A measure-theoretic definition of entropy production rate and its formulae in various cases are given. It vanishes if and only if the stationary system is reversible and in equilibrium. Moreover, in the cases of Markov chains and diffusion processes on manifolds, it can be expressed in terms of circulations on directed cycles. Regarding entropy production fluctuations, the Gallavotti-Cohen fluctuation theorem is rigorously proved.
Customer Reviews:
Impressive work from a highly productive group in China.......2006-06-26
I really enjoy reading many chapters from this book.
This book is unusual in a sense that it is written by
two probabilists and one applied mathematician on important physics and dynamical problems. There is very good coverage on
Markov chain theory, especially reversibility and information theory. The statistical physics theory is also very well presented, as well as statistical theory on dynamical systems. The authors are teachers at China's prestigous Peking University Math Sci School. The first author is a student of the senior second and third author, who are a brother-sister team, highly accomplished and very seasoned researchers in the subject area. I think this monograph will benefit researchers as well as students who first get into this very active research area.
Book Description
The use of Bayesian methods for the analysis of data has grown substantially in areas as diverse as applied statistics, psychology, economics and medical science. Bayesian Methods for Categorical Data sets out to demystify modern Bayesian methods, making them accessible to students and researchers alike. Emphasizing the use of statistical computing and applied data analysis, this book provides a comprehensive introduction to Bayesian methods of categorical outcomes.
* Reviews recent Bayesian methodology for categorical outcomes (binary, count and multinomial data).
* Considers missing data models techniques and non-standard models (ZIP and negative binomial).
* Evaluates time series and spatio-temporal models for discrete data.
* Features discussion of univariate and multivariate techniques.
* Provides a set of downloadable worked examples with documented WinBUGS code, available from an ftp site.
The author's previous 2 bestselling titles provided a comprehensive introduction to the theory and application of Bayesian models. Bayesian Models for Categorical Data continues to build upon this foundation by developing their application to categorical, or discrete data - one of the most common types of data available. The author's clear and logical approach makes the book accessible to a wide range of students and practitioners, including those dealing with categorical data in medicine, sociology, psychology and epidemiology.
Download Description
The use of Bayesian methods for the analysis of data has grown substantially in areas as diverse as applied statistics, psychology, economics and medical science. Bayesian Methods for Categorical Data sets out to demystify modern Bayesian methods, making them accessible to students and researchers alike. Emphasizing the use of statistical computing and applied data analysis, this book provides a comprehensive introduction to Bayesian methods of categorical outcomes. Reviews recent Bayesian methodology for categorical outcomes (binary, count and multinomial data). Considers missing data models techniques and non-standard models (ZIP and negative binomial). Evaluates time series and spatio-temporal models for discrete data. Features discussion of univariate and multivariate techniques. Provides a set of downloadable worked examples with documented WinBUGS code, available from an ftp site. The author's previous 2 bestselling titles provided a comprehensive introduction to the theory and application of Bayesian models. Bayesian Models for Categorical Data continues to build upon this foundation by developing their application to categorical, or discrete data & one of the most common types of data available. The author's clear and logical approach makes the book accessible to a wide range of students and practitioners, including those dealing with categorical data in medicine, sociology, psychology and epidemiology.
Book Description
This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: The stochastic dominance approach; the mean-variance approach; and the non-expected utility approach, focusing on prospect theory and its modified version, cumulative prospect theory.
These approaches are discussed and compared in this book. In addition, this volume examines cases in which stochastic dominance rules coincide with the mean-variance rule and cases in which contradictions between these two approaches may occur. It then discusses the relationship between stochastic dominance rules and prospect theory, and establishes a new investment decision rule which combines the two and which we call prospect stochastic dominance. Although all three approaches are discussed, most of the book is devoted to the stochastic dominance paradigm.
Book Description
The first and only guide to using MVT as a breakthrough management tool
MVT(TM) (Multivariable Testing) has been heralded as a breakthrough business tool in major publications such as Forbes, the Wall Street Journal, The Economist, and Business-Week. Although MVT could become one of the most widely used management tools and has been applied by leading companies in every industry to create billions of dollars of value-no book on it has been published, until now.
In Breakthrough Business Results with MVT, MVT creator and guru Charles Holland shows managers how multivariable testing-an advanced mathematical method that allows simultaneous testing of up to 40 variables-can dramatically improve efficiency and profits in any organization. MVT reveals to managers precisely which factors have a positive impact on any important business decision or process, which have a negative impact, and which have no impact at all. Very often the results are radically counterintuitive. MVT identifies quickly the best ways for a company to make major improvements, such as boosting sales, reducing waste, increasing production, enhancing advertising strategies, or optimizing service levels. Faster and cheaper than other quality improvement methodologies such as Six Sigma, MVT is a natural tool for any organization that wants to reduce the amount of guesswork and politics when making crucial business decisions. In Breakthrough Business Results with MVT, Holland reveals the dramatic benefits that have made true believers of top executives in such companies as Lowe's, Ameritech, Williams-Sonoma, DuPont, Pacific Bell, and Boise, among others.
Charles Holland, PhD (Knoxville, TN), is principal and founder of QualPro, Inc., the leading MVT consultancy in the world. QualPro's work has been celebrated in most major business publications, and they have consulted to senior executives at many Fortune 500 companies. QualPro regularly conducts seminars on MVT, and their work has been widely publicized. *MVT is a trademark of QualPro, Inc.
Download Description
The first and only guide to using MVT as a breakthrough management tool MVT(TM) (Multivariable Testing) has been heralded as a breakthrough business tool in major publications such as Forbes, the Wall Street Journal, The Economist, and Business-Week. Although MVT could become one of the most widely used management tools and has been applied by leading companies in every industry to create billions of dollars of value-no book on it has been published, until now. In Breakthrough Business Results with MVT, MVT creator and guru Charles Holland shows managers how multivariable testing-an advanced mathematical method that allows simultaneous testing of up to 40 variables-can dramatically improve efficiency and profits in any organization. MVT reveals to managers precisely which factors have a positive impact on any important business decision or process, which have a negative impact, and which have no impact at all. Very often the results are radically counterintuitive. MVT identifies quickly the best ways for a company to make major improvements, such as boosting sales, reducing waste, increasing production, enhancing advertising strategies, or optimizing service levels. Faster and cheaper than other quality improvement methodologies such as Six Sigma, MVT is a natural tool for any organization that wants to reduce the amount of guesswork and politics when making crucial business decisions. In Breakthrough Business Results with MVT, Holland reveals the dramatic benefits that have made true believers of top executives in such companies as Lowe's, Ameritech, Williams-Sonoma, DuPont, Pacific Bell, and Boise, among others. Charles Holland, PhD (Knoxville, TN), is principal and founder of QualPro, Inc., the leading MVT consultancy in the world. QualPro's work has been celebrated in most major business publications, and they have consulted to senior executives at many Fortune 500 companies. QualPro regularly conducts seminars on MVT, and their work has been widely publicized. *MVT is a trademark of QualPro, Inc.
Customer Reviews:
Process Improvement Hit.......2007-10-22
I was recently in a position to review the quality processes for my department in an organization. I looked no further than reading this book for inspiration. I had read many articles on MVT (multivariable testing) recently in the newspaper and professional magazines, touting the superior results as compared with other and older process improvement methods. I have spoken to the professional folks within Dr. Holland's company, QualPro, Inc. We have undertaken a project to help my department significantly increase productivity and profitablity. I am looking forward to the fantasic results I read about in this book. It's a terrific and informative read!
Kudos to Dr. Holland.......2007-10-18
Breakthrough Business Results by Dr. Holland seemed to be a relatively straightforward read. Of course, they had to protect methodologies and techniques to maintain their competitive edge, so the book lacked some of the formulaic insights some would have wanted to see. However, having read this book, I am surprised you don't hear of more companies utilizing MVT. If I could eliminate doubt as to which ideas were good for my company, and implement only those, I would certainly do it. MVT seems like the ideal way to effectively stop wasting time and money on useless initiatives. Kudos to Holland and Cochran. MVT is the wave of the future.
Breakthrough is such a strong word.......2007-08-24
"Breakthrough" is a strong word so I was skeptical that the book could live up to the cover. I've read a lot of books. This is not a book... it's a process that every company should be using. How many important decisions are made every day based on a senior manager's gut? Granted, a lot of gut decisions are made by very experienced and intelligent people. But who wouldn't want to base their decisions on good science and test results rather than "plan for the worst and hope for the best"... especially when you actually make a phenomenal return on the cost of the process???!!!
MVT Results Made Believable.......2007-04-16
I loved what this book demonstrates. QualPro and MVT provide clear, concise, verifiable, reliable ways to improve any process in a multitude of industries. It is truly unbelievable that this methodology is not more widely encompassed in businesses around the world. I had attended QualPro's annual symposium in Atlanta for the last two years and was really impressed with the success stories but wasn't sure this was the firm I wanted to use. The book clarifies how this process may be used to improve the bottom line and increase shareholder satisfaction.
Do the math, 30 Improvment Ideas is > 1 Billion Combinations!.......2007-02-24
Do you have 30 ideas to improve your key performance metrics? Of course you do - now ask, what is the process by which those would be tested? What is the probability of finding the optimal combination of those ideas, which represent over a billion combinations, with your current process and internal experts - even if you have a team of Six Sigma black-belts, your results will be sub-optimal and the return on investment of time and money will be disappointing at best.
Holland and Cochran offer a seminal treatment of MVT (multivariable testing) as it relates to real world business cases and bottom-line performance improvement. The 12-step MVT process delivers insights into what makes any business...a better business. Knowledge is power and the MVT process yields the knowledge that affords decisive action by corporate executives to drive their businesses forward. The business cases cited and examples of breakthrough results are real. Anyone reading this book can relate to what these managers faced - imagine their fate had they not employed MVT!
Clearly, MVT is the best tool available for obtaining value-added information quickly for making executive decisions and achieving breakthough results.
Average customer rating:
- Excellent Information Planning Experiments
- review of design of experiments
- review of design of experiments
- Understandable Design of Experiments and Quality Application
|
Design of Experiments for Process Improvement and Quality Assurance (Engineers in Business Series)
Robert F. Brewer
Manufacturer: Engineering & Management Press
ProductGroup: Book
Binding: Paperback
Quality Control
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| Business & Investing
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Total Quality Management
| Management & Leadership
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| Professional & Technical
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General
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ASIN: 0898061652 |
Customer Reviews:
Excellent Information Planning Experiments.......2001-06-14
This book is for someone that has identified problems, and wants to use sound experiments to solve those problems. The book provides some good guidelines, and some good forms for preparing experiments (some of which I use). They emphasize graphical/visual approaches, and avoid statistics, which I missed somewhat. When I travel to different plants to solve problems, I use this book as a reference.
review of design of experiments.......1999-12-26
this book makes statistics understandable! i love the graphics!
review of design of experiments.......1999-12-26
this book makes statistics understandable. i like the graphics!
Understandable Design of Experiments and Quality Application.......1999-01-20
Robert Brewer has written a book that allows you to understand statistical process control techniques without being a mathematician. He uses graphs were ever possible to point out how to tell if a process is working as it should. He also explains ideas like process capability, process improvment and analysis of variance of properties in a straighforward, readable and understandable fashion.
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