可修复系统任务可靠度的 fiducial 界限

一、前言对于不可修复的系统的可靠度的置信界限的讨论已有许多文章,无论是经典法,还是Bayes 法等都有若干结果.对于可修复系统的某些统计分析文章,70年以来也逐渐增多起来,逐渐为人们所关心.Ascher 自1968年以来陆续发表了许多文章,对可修复系统提出了“坏如旧”的新概念,并提出采用非平稳 Poisson 过程的模型来描述可修复系统的失效过程.同时还有许多人对非平稳 Poisson 过程以及 Weibull 过程等的统计分析工作也得到了许多结果.本文所讨论的问题是:对可修复系统可靠度和任务可靠度给出 fiducial 严格的界限和近似的界限.本文还讨论了如何利用可修复子系统的观察数据,得到串联系统可靠度和任务可靠度的 fiducial 界限.     

两参数威布尔分布可靠度和可靠寿命的精确置信限

本文讨论两参数威布尔分布可靠度和可靠寿命的置信限。对于小样本的情况比较了可靠度的MLE和基于极值分布参数的BLIE,BLUE所得的可靠度的点估计和置信下限的优劣。给出了求可靠度置信下限的用表。     

可修复系统任务可靠度的置信界限

§1.前言近些年来,对可修复系统的统计分析的文章逐渐增多,尤其 Ascher(1968)的一系列文章中所提出的“坏如旧”的新概念以来,逐渐得到了人们的注意,对非平稳 Poisson 过程以及 Weibull 过程的统计推断的文章也逐渐增多.本文所讨论的问题是,对可修复系统任务可靠度如何给出相应的置信下限.本文仅利用观察时间内系统的失效次数,通过非平稳 Poisson 过程模型来得到系统可靠度和任务可靠度的置信下限,以利用子系统数据得到系统可靠度和任务可靠度的置信下限.     

由 Weibull 子系统数据综合的系统可靠度的置信下界限

§1.前言以往对系统可靠度的置信区间估计方法,主要是利用各个子系统的寿命试验的数据,通过系统的可靠性结构模型,进行可靠性综合的方法来得到系统可靠度的置信区间估计.关于这方面的若干情况可参阅文章[1]的概况介绍.从所查阅到的文献来看,主要是各子系统的寿命试验数据为成败型的或是指数分布类型的情况,至于各子系统的寿命分布是Weibull 分布的情况的文章较少,主要原因是,问题解决的困难和计算上产生的困难等,甚至于无法计算,不得不采用 Monte-Carlo 方法.本文中所讨论的问题,是 Weibull 子系统的情况,其方法的计算困难程度可以得到改善.     

评估系统可靠度置信下限的随机模拟方法

由已知寿命分布和测试数据的五个不同类型部件,组成一串并联系统,本文应用Monte Carlo方法,Bootstrap方法,和Double Monte Carlo方法给出该系统的可靠度置信下限.     

两部件组成的系统的可靠度的置信下限

设系统由两令部件组成，两个部件的寿命均服从指数分布．本文利用样本空间排序法，针对各部件获得定总时有替换的寿命试验数据，给出了系统可靠度的精确置信下限及其有效的计算方法．     

对于《关于极小环与域的注记》的意见

1982年7月出版的杂志《数学研究与评论》2卷3期P.1.—p.4.上,刊出了J.T.Chu(朱润祖)先生所写的《关于极小环与域的注记(英文)》一文[1])。 对于此文,我有意见如下: (一) 文[1]中p.2.上的“……,thenC_1=R(A).”,p.3.上的“……,then R(A)=R_σ(A) Contains at most 2~(2k-1)sets”的proof。这些叙述、证明是不对的。 (二) 文[1](p.2.)定理1所说的两组带有包含号的关系式是极其明显的事实。对于R(A),F(A)在[2](Ch.5.§17)、[3](Ch.I.§7;ChⅥ.§3.Ex.2.)中已有正确的、具体的表示(刻划、描述)。至于对R_σ(A),F_σ(A)而言也是已有了的,可见[4](p.26.(9));而且[4](p.23.Th.c.;p.26.(9))的方法显然适用于一切可能的情况(有限并、可数无穷并以及不可数无穷并封闭等等)。     

关于二次函数迭代的一个定理的简证

对二次函数f(x)=x2 bx c进行n次迭代,得到f[n](x),其中f[1](x)=f(x).函数f(x)有无不动点(即方程f(x)=x有无实数根)对方程f[n](x)=x解的情况有何影响?文[1]、文[2]对此进行了探讨,得到一些颇有价值的结论.其中文[2]证明了下述结果:定理设f(x)=x2 bx c,Δ0=(b-1)2-4c,若方程f(x)=     

求参数函数置信限的一般性WCF方法及其应用

该文将求参数函数置信下限的WCF方法推广到参数的估计量之间具有相关性的一般情形; 利用推广了的公式, 给出了求单个威布尔型设备及含威布尔型设备的系统可靠度置信下限的方法, 并进行了模拟研究. 模拟结果表明, 该方法优于基于渐近正态性的近似方法, 尤其是在中小样本情况.     

一种真空荧光屏的可靠性分析

基于真空荧光屏(VFD)寿命服从对数正态分布的条件,本文在逐次定数截尾样本下研究了VFD的平均寿命、失效率和可靠度的点估计及其置信下限.并利用Monte-Carlo方法对估计结果的优劣进行了分析比较,验证了结论的正确性和可行性.     

Fast computation of bounds for two-terminal network reliability

In this paper, an algorithm for the fast computation of network reliability bounds is proposed. The evaluation of the network reliability is an intractable problem for very large networks, and hence approximate solutions based on reliability bounds have assumed importance. The proposed bounds computation algorithm is based on an efficient BDD representation of the reliability graph model and a novel search technique to find important minpaths/mincuts to quickly reduce the gap between the reliability upper and lower bounds. Furthermore, our algorithm allows the control of the gap between the two bounds by controlling the overall execution time. Therefore, a trade-off between prediction accuracy and computational resources can be easily made in our approach. The numerical results are presented for large real example reliability graphs to show the efficacy of our approach.     

Reliability and expectation bounds for coherent systems with exchangeable components

Sharp upper and lower bounds are obtained for the reliability functions and the expectations of lifetimes of coherent systems based on dependent exchangeable absolutely continuous components with a given marginal distribution function, by use of the concept of Samaniego's signature. We first show that the distribution of any coherent system based on exchangeable components with absolutely continuous joint distribution is a convex combination of distributions of order statistics (equivalent to the k-out-of-n systems) with the weights identical with the values of the Samaniego signature of the system. This extends the Samaniego representation valid for the case of independent and identically distributed components. Combining the representation with optimal bounds on linear combinations of distribution functions of order statistics from dependent identically distributed samples, we derive the corresponding reliability and expectation bounds, dependent on the signature of the system and marginal distribution of dependent components. We also present the sequences of exchangeable absolutely continuous joint distributions of components which attain the bounds in limit. As an application, we obtain the reliability bounds for all the coherent systems with three and four exchangeable components, expressed in terms of the parent marginal reliability function and specify the respective expectation bounds for exchangeable exponential components, comparing them with the lifetime expectations of systems with independent and identically distributed exponential components.     

Discrete-Euclidean operations

In this paper, we study the relationship between Euclidean and discrete space. We study discrete operations based on Euclidean functions: discrete smooth scaling and discrete-continuous rotation. Conversely, we study Euclidean operations based on discrete functions: the discrete based simplification, the Euclidean-discrete union and the Euclidean-discrete co-refinement. These operations operate partly in discrete, and partly in continuous space. Especially for the discrete smooth scaling operation, we provide error bounds when such different operations are chained.     

New reliability bounds for coherent systems

In 1970, Esary and Proschan proposed simple formulae for the system reliability lower bound and system reliability upper bound. Their formulae of reliability bounds have been classic and have been incorporated into almost all recent textbooks on reliability. In this paper, we decompose a coherent system into several consecutive-k-out-of-n : F(G) systems, and then based upon their exact formulae for system reliabilities, we develop new formulae for both reliability lower bound and reliability upper bound for the coherent system. In addition, we show that the new proposed reliability bounds are superior to those of Esary and Proschan for all coherent systems when the minimal cut/path sets have elements in common. Numerical results are reported, compared and discussed for various systems.     

Balanced random interval arithmetic in market model estimation

The possibility of estimating bounds for the econometric likelihood function using balanced random interval arithmetic is experimentally investigated. The experiments on the likelihood function with data from housing starts have proved the assumption that distributions of centres and radii of evaluated balanced random intervals are normal. Balanced random interval arithmetic can therefore be used to estimate bounds for this function and global optimization algorithms based on this arithmetic are applicable to optimize it. The interval branch and bound algorithms with bounds calculated using standard and balanced random interval arithmetic were used to optimize the likelihood function. Results of the experiments show that when reliability is essential the algorithm with standard interval arithmetic should be used, but when speed of optimization is more important, the algorithm with balanced random interval arithmetic should be used which in this case finishes faster and provides good, although not always optimal, values.     

Refinements of two-sided bounds for renewal equations

Many quantities of interest in the study of renewal processes may be expressed as the solution to a special type of integral equation known as a renewal equation. The main purpose of this paper is to provide bounds for the solution of renewal equations based on various reliability classifications. Exponential and nonexponential types of inequalities are derived. In particular, two-sided bounds with specific reliability conditions become sharp. Finally, some examples including ultimate ruin for the classical Poisson model with time-dependent claim sizes, the joint distribution of the surplus prior to and at ruin, and the excess life time, are provided.     

On Solving Nonconvex Optimization Problems by Reducing The Duality Gap

Lagrangian bounds, i.e. bounds computed by Lagrangian relaxation, have been used successfully in branch and bound bound methods for solving certain classes of nonconvex optimization problems by reducing the duality gap. We discuss this method for the class of partly linear and partly convex optimization problems and, incidentally, point out incorrect results in the recent literature on this subject.     

具有均值和方差的HNBUE分布类中可靠度的下界

本文导出了具有均值和方差的ＨＮＢＵＥ分布类中可靠度的指数型下界，给出了ＮＢＵ和ＮＢＵＥ分布类中可靠度的新的下界，提供了估计这些分布类中可靠度最低限的方法。     

A dynamic bounding algorithm for approximating multi-state two-terminal reliability

This paper modifies Jane and Laih’s (2008) exact and direct algorithm to provide sequences of upper bounds and lower bounds that converge to the NP-hard multi-state two-terminal reliability. Advantages of the modified algorithm include (1) it does not require a priori the lower and/or upper boundary points of the network, (2) it derives a series of increasing lower bounds and a series of decreasing upper bounds simultaneously, guaranteed to enclose the exact reliability value, and (3) trade-off between accuracy and execution time can be made to ensure an exact difference between the upper and lower bounds within an acceptable time. Examples are analyzed to illustrate the bounding algorithm, and to compare the bounding algorithm with existing algorithms. Computational experiments on a large network are conducted to realize the performance of the bounding algorithm.     

A posteriori FE error control for p-Laplacian by gradient recovery in quasi-norm

A posteriori error estimators based on quasi-norm gradient recovery are established for the finite element approximation of the p-Laplacian on unstructured meshes. The new a posteriori error estimators provide both upper and lower bounds in the quasi-norm for the discretization error. The main tools for the proofs of reliability are approximation error estimates for a local approximation operator in the quasi-norm.