Estimation of the Reliability of a Stress–Strength System from Poisson Half Logistic Distribution

This paper discussed the estimation of stress-strength reliability parameter R=P(Y<X) based on complete samples when the stress-strength are two independent Poisson half logistic random variables (PHLD). We have addressed the estimation of R in the general case and when the scale parameter is common. The classical and Bayesian estimation (BE) techniques of R are studied. The maximum likelihood estimator (MLE) and its asymptotic distributions are obtained; an approximate asymptotic confidence interval of R is computed using the asymptotic distribution. The non-parametric percentile bootstrap and student’s bootstrap confidence interval of R are discussed. The Bayes estimators of R are computed using a gamma prior and discussed under various loss functions such as the square error loss function (SEL), absolute error loss function (AEL), linear exponential error loss function (LINEX), generalized entropy error loss function (GEL) and maximum a posteriori (MAP). The Metropolis–Hastings algorithm is used to estimate the posterior distributions of the estimators of R. The highest posterior density (HPD) credible interval is constructed based on the SEL. Monte Carlo simulations are used to numerically analyze the performance of the MLE and Bayes estimators, the results were quite satisfactory based on their mean square error (MSE) and confidence interval. Finally, we used two real data studies to demonstrate the performance of the proposed estimation techniques in practice and to illustrate how PHLD is a good candidate in reliability studies.     

Bayesian and Frequentist Inferences on a Type I Half-Logistic Odd Weibull Generator with Applications in Engineering

In this article, we have proposed a new generalization of the odd Weibull-G family by consolidating two notable families of distributions. We have derived various mathematical properties of the proposed family, including quantile function, skewness, kurtosis, moments, incomplete moments, mean deviation, Bonferroni and Lorenz curves, probability weighted moments, moments of (reversed) residual lifetime, entropy and order statistics. After producing the general class, two of the corresponding parametric statistical models are outlined. The hazard rate function of the sub-models can take a variety of shapes such as increasing, decreasing, unimodal, and Bathtub shaped, for different values of the parameters. Furthermore, the sub-models of the introduced family are also capable of modelling symmetric and skewed data. The parameter estimation of the special models are discussed by numerous methods, namely, the maximum likelihood, simple least squares, weighted least squares, Cramér-von Mises, and Bayesian estimation. Under the Bayesian framework, we have used informative and non-informative priors to obtain Bayes estimates of unknown parameters with the squared error and generalized entropy loss functions. An extensive Monte Carlo simulation is conducted to assess the effectiveness of these estimation techniques. The applicability of two sub-models of the proposed family is illustrated by means of two real data sets.     

Statistical Inference of Inverted Exponentiated Rayleigh Distribution under Joint Progressively Type-II Censoring

Inverted exponentiated Rayleigh distribution is a widely used and important continuous lifetime distribution, which plays a key role in lifetime research. The joint progressively type-II censoring scheme is an effective method used in the quality evaluation of products from different assembly lines. In this paper, we study the statistical inference of inverted exponentiated Rayleigh distribution based on joint progressively type-II censored data. The likelihood function and maximum likelihood estimates are obtained firstly by adopting Expectation-Maximization algorithm. Then, we calculate the observed information matrix based on the missing value principle. Bootstrap-p and Bootstrap-t methods are applied to get confidence intervals. Bayesian approaches under square loss function and linex loss function are provided respectively to derive the estimates, during which the importance sampling method is introduced. Finally, the Monte Carlo simulation and real data analysis are performed for further study.     

Reliability Analysis of the New Exponential Inverted Topp–Leone Distribution with Applications

The inverted Topp–Leone distribution is a new, appealing model for reliability analysis. In this paper, a new distribution, named new exponential inverted Topp–Leone (NEITL) is presented, which adds an extra shape parameter to the inverted Topp–Leone distribution. The graphical representations of its density, survival, and hazard rate functions are provided. The following properties are explored: quantile function, mixture representation, entropies, moments, and stress–strength reliability. We plotted the skewness and kurtosis measures of the proposed model based on the quantiles. Three different estimation procedures are suggested to estimate the distribution parameters, reliability, and hazard rate functions, along with their confidence intervals. Additionally, stress–strength reliability estimators for the NEITL model were obtained. To illustrate the findings of the paper, two real datasets on engineering and medical fields have been analyzed.     

Classical and Bayesian Inference of an Exponentiated Half-Logistic Distribution under Adaptive Type II Progressive Censoring

The point and interval estimations for the unknown parameters of an exponentiated half-logistic distribution based on adaptive type II progressive censoring are obtained in this article. At the beginning, the maximum likelihood estimators are derived. Afterward, the observed and expected Fisher’s information matrix are obtained to construct the asymptotic confidence intervals. Meanwhile, the percentile bootstrap method and the bootstrap-t method are put forward for the establishment of confidence intervals. With respect to Bayesian estimation, the Lindley method is used under three different loss functions. The importance sampling method is also applied to calculate Bayesian estimates and construct corresponding highest posterior density (HPD) credible intervals. Finally, numerous simulation studies are conducted on the basis of Markov Chain Monte Carlo (MCMC) samples to contrast the performance of the estimations, and an authentic data set is analyzed for exemplifying intention.     

Bayesian and Classical Inference under Type-II Censored Samples of the Extended Inverse Gompertz Distribution with Engineering Applications

In this article, we introduce a new three-parameter distribution called the extended inverse-Gompertz (EIGo) distribution. The implementation of three parameters provides a good reconstruction for some applications. The EIGo distribution can be seen as an extension of the inverted exponential, inverse Gompertz, and generalized inverted exponential distributions. Its failure rate function has an upside-down bathtub shape. Various statistical and reliability properties of the EIGo distribution are discussed. The model parameters are estimated by the maximum-likelihood and Bayesian methods under Type-II censored samples, where the parameters are explained using gamma priors. The performance of the proposed approaches is examined using simulation results. Finally, two real-life engineering data sets are analyzed to illustrate the applicability of the EIGo distribution, showing that it provides better fits than competing inverted models such as inverse-Gompertz, inverse-Weibull, inverse-gamma, generalized inverse-Weibull, exponentiated inverted-Weibull, generalized inverted half-logistic, inverted-Kumaraswamy, inverted Nadarajah–Haghighi, and alpha-power inverse-Weibull distributions.     

Statistical Inference of Truncated Normal Distribution Based on the Generalized Progressive Hybrid Censoring

In this paper, the parameter estimation problem of a truncated normal distribution is discussed based on the generalized progressive hybrid censored data. The desired maximum likelihood estimates of unknown quantities are firstly derived through the Newton–Raphson algorithm and the expectation maximization algorithm. Based on the asymptotic normality of the maximum likelihood estimators, we develop the asymptotic confidence intervals. The percentile bootstrap method is also employed in the case of the small sample size. Further, the Bayes estimates are evaluated under various loss functions like squared error, general entropy, and linex loss functions. Tierney and Kadane approximation, as well as the importance sampling approach, is applied to obtain the Bayesian estimates under proper prior distributions. The associated Bayesian credible intervals are constructed in the meantime. Extensive numerical simulations are implemented to compare the performance of different estimation methods. Finally, an authentic example is analyzed to illustrate the inference approaches.     

气体开关自击穿概率的分析方法比较

利用实测的多间隙气体开关自击穿电压,比较了高斯正态函数和威布尔函数在分析气体开关自击穿概率方面的异同。检验了自击穿电压的正态性和威布尔性,通过参数估计分别确定了自击穿电压的正态分布和威布尔分布函数。计算表明:两种概率分布得出的概率分析结果基本一致,在相同电压下放电概率差别一般不大于1%,最大为2%（当放电概率大于90%时）;在电压高于威布尔分布的阈值参数时,两种方法在相同概率下的放电电压计算结果差别不超过0.3%。     

ECM and SAGE based joint estimation of timing and frequency offset for DMIMO–OFDM system

Distributed multiple-input multiple-output (DMIMO) technology is a key enabler of coverage extension and enhancement of link reliability in wireless networks through distributed spatial diversity. DMIMO employs classic relay channels in between the source and the destination to opportunistically form a virtual antenna array (VAA) for emulating cooperative diversity. Use of multiple antennas at the relays further increases capacity and reliability of the relay–destination channel through multiplexing and diversity of MIMO antennas respectively. In such network, the signal received at the destination is characterized by multiple timing offsets (MTO) due to different propagation delay and multiple carrier frequency offsets (MCFO) due to independent oscillators of the relays. Hence, synchronization becomes a crucial issue in DMIMO in order to realize the distributed coherence. In this paper, we address joint estimation of MCFO and MTO in DMIMO orthogonal frequency division multiplexing (OFDM) with MIMO configuration at the relays for estimate-and-forward (EF) relaying protocol. Two iterative algorithms, based on expectation conditional maximization (ECM) and space alternating generalized expectation–maximization (SAGE) are proposed for joint estimation in presence of inter carrier interference (ICI). The robustness of both the estimators to ICI is evaluated by mathematical analysis and supported by extensive simulations. The performance of the proposed estimators is assessed in terms of mean square error (MSE) and bit error rate (BER). The theoretical Cramer–Rao lower bound (CRLB) of estimator error variance is also derived.     

On stochastic parameter estimation using data assimilation

Data assimilation-based parameter estimation can be used to deterministically tune forecast models. This work demonstrates that it can also be used to provide parameter distributions for use by stochastic parameterization schemes. While parameter estimation is (theoretically) straightforward to perform, it is not clear how one should physically interpret the parameter values obtained. Structural model inadequacy implies that one should not search for a deterministic “best” set of parameter values, but rather allow the parameter values to change as a function of state; different parameter values will be needed to compensate for the state-dependent variations of realistic model inadequacy. Over time, a distribution of parameter values will be generated and this distribution can be sampled during forecasts. The current work addresses the ability of ensemble-based parameter estimation techniques utilizing a deterministic model to estimate the moments of stochastic parameters. It is shown that when the system of interest is stochastic the expected variability of a stochastic parameter is biased when a deterministic model is employed for parameter estimation. However, this bias is ameliorated through application of the Central Limit Theorem, and good estimates of both the first and second moments of the stochastic parameter can be obtained. It is also shown that the biased variability information can be utilized to construct a hybrid stochastic/deterministic integration scheme that is able to accurately approximate the evolution of the true stochastic system.     

基于最大似然的单通道交叠激光微多普勒信号参数分离估计

利用激光对目标微弱振动进行探测有利于获得明显的微多普勒效应,这为精确估计目标微动特征参数,实现对目标的分类和精细识别提供了可能.但对于多散射点或多目标激光探测,信号为单通道多分量微动混合的形式,而且补偿目标主体运动后,数值上相近的微动参数还会导致信号在时频域存在严重的交叠.为从这类混合信号中精确估计各分量的微动参数,本文提出了基于最大似然框架的参数分离估计方法.利用精细化扫描的奇异值比谱法从混合信号中获得目标微动频率,并得到各分量的幅值比信息.推导了微动参数最大似然估计的解析表达形式,根据激光微多普勒信号的特点从频谱能量分布的角度重新设计了似然函数,解决了传统似然函数在激光微动信号中出现的高度非线性问题,降低了初始化的要求,提高了抗噪性能,并采用马尔可夫-蒙特卡罗方法具体实现了参数的估计.在微动参数得到估计的基础上给出了信号的幅值和初相的估计方法.用本文方法对仿真和实验数据进行处理,得到了接近克拉美罗下界的估计结果,验证了方法的有效性.与传统非参数化估计方法的对比结果体现了所提方法对混合微动参数精确估计上的优势.     

Precise estimation of cosmological parameters using a more accurate likelihood function

The estimation of cosmological parameters from a given data set requires a construction of a likelihood function which, in general, has a complicated functional form. We adopt a Gaussian copula and constructed a copula likelihood function for the convergence power spectrum from a weak lensing survey. We show that the parameter estimation based on the Gaussian likelihood erroneously introduces a systematic shift in the confidence region, in particular, for a parameter of the dark energy equation of state w. Thus, the copula likelihood should be used in future cosmological observations.     

多边形单元平均值插值的误差估计及应用

对多边形单元上平均值插值的误差进行分析,利用平均值插值形函数的性质和二元函数的Taylor展开式,证明平均值插值的误差估计不等式.给出平均值插值应用于凸域温度分布插值近似的算例,数值算例表明平均值插值能够表现出区域温度分布的特征.     

Inference for Inverse Power Lomax Distribution with Progressive First-Failure Censoring

This paper investigates the statistical inference of inverse power Lomax distribution parameters under progressive first-failure censored samples. The maximum likelihood estimates (MLEs) and the asymptotic confidence intervals are derived based on the iterative procedure and asymptotic normality theory of MLEs, respectively. Bayesian estimates of the parameters under squared error loss and generalized entropy loss function are obtained using independent gamma priors. For Bayesian computation, Tierney–Kadane’s approximation method is used. In addition, the highest posterior credible intervals of the parameters are constructed based on the importance sampling procedure. A Monte Carlo simulation study is carried out to compare the behavior of various estimates developed in this paper. Finally, a real data set is analyzed for illustration purposes.     

几率分布指数律与间歇现象

本文举例指出,落入快度区间的概率本身具有某种分布,并不一定能导致阶乘矩随区间长度变化的指数律,因此,不是导致Intermittency行为的充分条件.     

Scaling in the distribution of intertrade durations of Chinese stocks

The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. A scaling pattern is observed in the distributions of intertrade durations, where the empirical density functions of the normalized intertrade durations of all 23 stocks collapse onto a single curve. The scaling pattern is also observed in the intertrade duration distributions for filled and partially filled trades and in the conditional distributions. The ensemble distributions for all stocks are modeled by the Weibull and the Tsallis q-exponential distributions. Maximum likelihood estimation shows that the Weibull distribution outperforms the q-exponential for not-too-large intertrade durations which account for more than 98.5% of the data. Alternatively, nonlinear least-squares estimation selects the q-exponential as a better model, in which the optimization is conducted on the distance between empirical and theoretical values of the logarithmic probability densities. The distribution of intertrade durations is Weibull followed by a power-law tail with an asymptotic tail exponent close to 3.     

基于改进粒子群优化算法的混沌系统参数估计方法

估计混沌系统的未知参数是混沌控制与同步中必须解决的关键问题.利用群集智能的新进展粒子群优化算法(PSO)的全局搜索能力，从初始粒子群的产生、目标函数的处理的角度改进PSO，将改进的PSO引入混沌系统参数估计和在线估计.仿真试验表明，改进算法具有良好的适应性、较高的收敛可靠性及精度，对信号叠加噪声的情形也具有较高的鲁棒性，是混沌系统参数估计的一种成功算法. 关键词： 混沌系统 参数估计 在线估计 粒子群优化算法     

Estimation of spatially distributed processes using mobile sensor networks with missing measurements

This paper investigates the estimation problem for a spatially distributed process described by a partial differential equation with missing measurements.The randomly missing measurements are introduced in order to better reflect the reality in the sensor network.To improve the estimation performance for the spatially distributed process,a network of sensors which are allowed to move within the spatial domain is used.We aim to design an estimator which is used to approximate the distributed process and the mobile trajectories for sensors such that,for all possible missing measurements,the estimation error system is globally asymptotically stable in the mean square sense.By constructing Lyapunov functionals and using inequality analysis,the guidance scheme of every sensor and the convergence of the estimation error system are obtained.Finally,a numerical example is given to verify the effectiveness of the proposed estimator utilizing the proposed guidance scheme for sensors.     

Bayesian and E-Bayesian Estimations of Bathtub-Shaped Distribution under Generalized Type-I Hybrid Censoring

For the purpose of improving the statistical efficiency of estimators in life-testing experiments, generalized Type-I hybrid censoring has lately been implemented by guaranteeing that experiments only terminate after a certain number of failures appear. With the wide applications of bathtub-shaped distribution in engineering areas and the recently introduced generalized Type-I hybrid censoring scheme, considering that there is no work coalescing this certain type of censoring model with a bathtub-shaped distribution, we consider the parameter inference under generalized Type-I hybrid censoring. First, estimations of the unknown scale parameter and the reliability function are obtained under the Bayesian method based on LINEX and squared error loss functions with a conjugate gamma prior. The comparison of estimations under the E-Bayesian method for different prior distributions and loss functions is analyzed. Additionally, Bayesian and E-Bayesian estimations with two unknown parameters are introduced. Furthermore, to verify the robustness of the estimations above, the Monte Carlo method is introduced for the simulation study. Finally, the application of the discussed inference in practice is illustrated by analyzing a real data set.     

Statistical-mechanical analysis of multiuser channel capacity with imperfect channel state information

In this paper, the effect of imperfect channel state information at the receiver, which is caused by noise and other interference, on the multi-access channel capacity is analysed through a statistical-mechanical approach. Replica analyses focus on analytically studying how the minimum mean square error （MMSE） channel estimation error appears in a multiuser channel capacity formula. And the relevant mathematical expressions are derived. At the same time, numerical simulation results are demonstrated to validate the Replica analyses. The simulation results show how the system parameters, such as channel estimation error, system load and signal-to-noise ratio, affect the channel capacity.