任意序贯样本下指数分布均值置信限

给出了在任意序贯试验情形下指数分布均值置信限的一般构造方法, 这种序贯试验可以是有替换试验也可以是无替换试验. 特别是给出了无失效情形下的最好的置信限的显式表达式.     

计数型最小样本量截尾值的序贯检验

对具有"高成本、破坏性"计数型产品的可靠性验收试验,序贯检验方案的样本量截尾值对试验的成本预算起着决定性作用.为降低试验的成本预算,本文对最小样本量截尾值序贯检验(minimum truncated sample size sequential test, MTST)进行研究,给出MTST的定义、性质及求解方法.通过与目前广泛采用的国际标准IEC1123及序贯网图检验进行比较,结果表明MTST显著地减少了样本量截尾值.为进一步减少序贯检验的样本量截尾值,当已知产品质量的先验信息时,本文研究了Bayes最小样本量截尾值序贯检验方案(Bayesian minimum truncated sample size sequential test, BMTST),与MTST的比较表明, BMTST极大地减少了序贯检验的样本量截尾值及平均试验次数,能更好地缩减"高成本、破坏性"产品的试验成本预算及平均试验费用.     

基于测试数据的装备贮存可靠性评估

针对无失效数据情形下装备贮存可靠性估计问题,提出了一种利用性能测试数据进行估计的方法.首先利用测试数据估计装备在不同测试时的失效概率,然后利用配分布曲线法估计装备贮存寿命分布函数中的未知参数.由于方法充分利用了装备性能测试数据中所隐含的可靠性变化趋势,使其估计结果具有一定的可信性.     

关于序贯检验的Bayes分析

本文将充分利用验前信息的Ｂａｙｅｓ方法与序贯检验相结合,推导出了Ｂａｙｅｓ序贯检验方法。文章从表面形式上的决策方案推导到实质上真正的决策方案;并对飞行器落点密集度进行了模拟计算的具体分析,最后得出结论,Ｂａｙｅｓ序贯检验方法对具有昂贵成本的产品试验和我国航天试验有较大的应用价值．     

卫星遥测数据的波动特征提取及应用

目前基于遥测数据的卫星在轨状态监测和异常检测,主要通过频谱分析等信号处理方法提取遥测特征,难以适应卫星遥测数据离散取值、数据量大、异常和噪声复杂等特点,所提取的特征量特点不突出,难以满足遥测数据异常检测要求.提出基于波动特征的卫星遥测数据特征提取方法,以遥测数据变化频数或累积变化次数作为卫星遥测数据特征,具有实现简单、快速高效、对异常数据不敏感等特点.基于所提取的波动特征,提出一种基于序贯概率比检验(SPRT)的卫星在轨异常检测方法.实例分析结果表明,所提取的特征量能够较好地识别卫星异常,具有较高的计算效率和较好的检测性能.     

左删失右截断数据的分位数的固定宽度序贯置信区间估计

基于左截断右删失数据下的乘积限估计构造了分位数固定宽度序贯置信区间及其估计，研究了序贯置信区间估计的渐近性质。作为副产品，获得了分位数估计近邻点的Bahadur表示定理。这个表示定理是推导分位数固定宽度序贯置信区间估计渐近性质的重要基础。同时，在文中，进行了一些计算机模拟试验，证明了左截断右删失数据下分位数估计的序贯方法是效的和精确的。     

参数模型下的时间序贯检验方案

本文研究参数模型下的序贯检验方案 .而以往的序贯检验方案往往采取非参数模型 .由于参数模型在生产实践中是常见的形式 .所以这个检验方案对于产品的检验具有指导意义 .     

几何分布的一类贝叶斯停止判决法则

1 引言 以节约样本为目的序贯方法在数理统计中占有重要地位.从实际工作的角度出发,人们往往更强调时间的价值,希望当有足够的证据做出推断时应尽早停止试验,这样就提出了时间序贯计划.近年来,时间序贯方法得到了迅速发展(见[1—6]).[3]和[6]讨论了指数分布的时间序贯检验问题. [5]讨论了单试验平台情形,几何分布的时间序贯检验问题,适合于受试样品比较昂贵的情形.本文讨论多试验平台,受试品比较廉价而试验时间(次数)比较宝贵情形的几何分布的检验问题.     

计数型二次序贯网图检验

序贯概率比检验(SPRT)是应用非常广泛的抽样检验方法, 序贯网图检验在控制最大样本量方面很好地改进了SPRT, 但其结果还有进一步改进的余地, 为此, 我们建立了二次序贯网图检验, 计算结果表明, 它比原先的计数序贯网图检验有更好的效果.     

DIASYS R/S 2003尿沉渣分析的截尾序贯检验

尿沉渣中红/白细胞的定量分析是尿常规检查中的重要检测指标,检查结果对肾和泌尿系统疾病诊断和鉴别诊断,病情严重程度,疗效观察和预后估计都有极其重要的价值.采用截尾序贯检验分析方法,对Diasys R/S 2003尿沉渣定量分析的传统计数方式进行了改进.计算机模拟结果表明,在假阳性率与假阴性率低于一定水平时,截尾序贯检验分析方法相比传统的检测方式极大地减少了尿沉渣检测的计数工作量.     

Extended optimal inspection policies for a system in storage

A system such as missiles and spare parts of aircraft has to perform a normal operation in a severe environment at any time when it is used. However, the system is in storage for a long time from the delivery to the usage and its reliability goes down with time. Thus, a system in storage should be inspected and maintained at periodic times to hold a higher reliability than is prespecified.The following inspection model is considered: A system has three types of units, where unit 1 is maintained, unit 21 is not maintained but is replaced and unit 22 is neither maintained nor replaced. The system is overhauled if its reliability becomes lower than a prespecified probability. The number of replacements and time until overhaul are derived. Using these results, the average cost is obtained and both an optimal inspection time and an optimal replacement time to minimize it are numerically discussed.     

Hybrid block replacement and inspection policies for a multi-component system with heterogeneous component lives

Novel replacement policies that are hybrids of inspection maintenance and block replacement are developed for an n identical component series system in which the component parts used at successive replacements arise from a heterogeneous population. The heterogeneous nature of components implies a mixed distribution for time to failure. In these circumstances, a hybrid policy comprising two phases, an early inspection phase and a later wear-out replacement phase, may be appropriate. The policy has some similarity to burn-in maintenance. The simplest policy described is such a hybrid and comprises a block-type or periodic replacement policy with an embedded block or periodic inspection policy. We use a three state failure model, in which a component may be good, defective or failed, in order to consider inspection maintenance. Hybrid block replacement and age-based inspection, and opportunistic hybrid policies will also arise naturally in these circumstances and these are briefly investigated. For the simplest policy, an approximation is used to determine the long-run cost and the system reliability. The policies have the interesting property that the system reliability may be a maximum when the long-run cost is close to its minimum. The failure model implies that the effect of maintenance is heterogeneous. The policies themselves imply that maintenance is carried out more prudently to newer than to older systems. The maintenance of traction motor bearings on underground trains is used to illustrate the ideas in the paper.     

Optimal inspection policies for a storage system with degradation at periodic tests

A system such as missiles and spare parts of aircrafts is in storage for a long time from transportation to usage. The reliability of a system in storage will go down with time, and so, it should be inspected and maintained at suitable times to hold a high reliability. However, we do not wish to inspect a system too often because each inspection involves a cost and sometimes might degrade some parts of a system during the test interval.This paper considers a periodic inspection policy for a storage system which has to hold a higher reliability. A system has two types of units, where Unit 1 is maintained at each test, however, Unit 2 is degraded with time and at each test. A system is also overhauled, if the reliability becomes lower than a prespecified value q. The reliability of a system is derived, and using this result, the time and the average cost until overhaul is obtained. The optimal policies which maximize the time to overhaul and minimize the average cost are discussed. Finally, numerical examples are given.     

A two-phase inspection policy with imperfect testing

This paper presents an inspection policy to detect failures of a single component system that remain hidden otherwise. Inspection reveals whether the unit is in good or failed state. The possibility of non perfect testing is assumed, thus, successive inspections may fail detecting a failure or result in a false alarm. The occurrence of false alarms is reported in optical fire detectors and inspection of printing circuit boards which are on the basis of electronic systems. A two-phase inspection schedule takes into account the changes in component’s aging. The system may undergo different inspection frequencies to detect both early failures or those due to the natural deterioration in the system as time goes by. The examples reveal the advantages of a two-phase inspection when comparing with the unique interval inspection.     

Optimal inspection policy for three-state systems monitored by control charts

This paper presents the formulations of the expected long-run cost per time unit for a system monitored by a static control chart and by an adaptive control chart respectively. The static chart has a fixed sampling interval and a fixed sample size. The adaptive chart has a fixed sample size but variable sampling intervals. The system is supposed to have three states, normal working state, failure delay time state, and failed state. Two levels of repair are used to maintain the system. A minor repair is used to restore the system if a detectable defect is confirmed by an inspection. A major repair will be performed if the system fails. The expected cost per time unit for maintaining such a system is obtained. The objective of such analysis is to find an optimal sampling policy for the inspection process. An artificially generated data example and a real data example are used to compare the expected cost per time unit for both the static and adaptive control charts.     

Distributing inspections in space and time – Proposed solution of a difficult problem

There are several identical facilities in which precious or dangerous material is processed or stored. Since parts of this material may be diverted by some manager or employee of these facilities or since failures in the processing of the material may occur, an authorized organization inspects these facilities regularly at the beginning and at the end of some reference time interval. In order to shorten the time required for detecting such an illegal activity or failures, in addition some interim inspections are performed in these facilities during the reference time interval. The optimal distribution of these interim inspections in space and time poses considerable analytical problems since adversary strategies have to be taken into account. So far only special cases have been analysed successfully, but these results lead to a conjecture for the solution of the general case which is surprisingly simple in view of the complexity of this inspection problem.     

Economic off-line quality control strategy with two types of inspection errors

A commonly used quality control method is to inspect products to identify their quality and to perform the related disposition of acceptance, salvage or rejection based on the findings. While the issue of finding the most economical inspection/disposition policy has been studied for a batch of units produced from an unreliable system, previous studies assumed the inspections to be perfect. In this study, we further extend the inspection/disposition model to consider two types of inspection errors in order to facilitate the adaptation of this economic inspection/disposition model to real world applications. We first describe an inspection/disposition policy for the two types of inspection errors and then obtain the related mathematical formulae. An algorithm is presented for determining the optimal inspection/disposition policy. Finally, numerical examples are given to illustrate the effect of inspection errors on the optimal inspection/disposition policy under the following three quality control policies: cost minimizing, zero-defects and perfect information policy.     

The reliability analysis of probabilistic and interval hybrid structural system

The aim of this paper is to evaluate the reliability of probabilistic and interval hybrid structural system. The hybrid structural system includes two kinds of uncertain parameters—probabilistic parameters and interval parameters. Based on the interval reliability model and probabilistic operation, a new probabilistic and interval hybrid reliability model is proposed. Firstly, we use the interval reliability model to analyze the performance function, and then sum up reliability of all regions divided by the failure plane. Based on the presented optimal criterion enumerating the main failure modes of hybrid structural system and the relationship of failure modes, the reliability of structure system can be obtained. By means of the numerical examples, the hybrid reliability model and the traditional probabilistic reliability model are critically contrasted. The results indicate the presented reliability model is more suitable for analysis and design of these structural systems and it can ensure the security of system well, and it only needs less uncertain information.     

Inspection scheduling for imperfect production processes under free repair warranty contract

The paper considers scheduling of inspections for imperfect production processes where the process shift time from an ‘in-control’ state to an ‘out-of-control’ state is assumed to follow an arbitrary probability distribution with an increasing failure (hazard) rate and the products are sold with a free repair warranty (FRW) contract. During each production run, the process is monitored through inspections to assess its state. If at any inspection the process is found in ‘out-of-control’ state, then restoration is performed. The model is formulated under two different inspection policies: (i) no action is taken during a production run unless the system is discovered in an ‘out-of-control’ state by inspection and (ii) preventive repair action is undertaken once the ‘in-control’ state of the process is detected by inspection. The expected sum of pre-sale and post-sale costs per unit item is taken as a criterion of optimality. We propose a computational algorithm to determine the optimal inspection policy numerically, as it is quite hard to derive analytically. To ease the computational difficulties, we further employ an approximate method which determines a suboptimal inspection policy. A comparison between the optimal and suboptimal inspection policies is made and the impact of FRW on the optimal inspection policy is investigated in a numerical example.