逐步区间删失Weibull分布的Bayesian稳健设计

逐步区间删失是获取高可靠性产品相关信息的一种重要方法.文章研究了产品寿命服从Weibull分布,带有随机移除逐步区间删失寿命试验的最优设计问题.采用极大似然方法获取模型参数的估计及其信息矩阵.利用Bayesian方法处理模型参数未知情况下设计准则对模型参数的依赖问题,获得了模型参数估计的Bayesian稳健设计准则.在考虑试验费用有限制的条件下,给出了获得最优稳健设计非线性混合整数算法.同时对先验选取及约束参数设定的敏感性做了分析.数值结果表明文章提出的方法是有效可行的.     

Optimum life testing plans in presence of hybrid censoring: A cost function approach

Hybrid censoring scheme is a combination of Type‐I and Type‐II censoring schemes. Determination of optimum hybrid censoring scheme is an important practical issue in designing life testing experiments to enhance the information on reliability of the product. In this work, we consider determination of optimum life testing plans under hybrid censoring scheme by minimizing the total cost associated with the experiment. It is shown that the proposed cost function is scale invariant for some selected distributions. Optimum solution cannot be obtained analytically. We propose a method for obtaining the optimum solution and consider Weibull distribution for illustration. We also studied the sensitivity of the optimal solution to the misspecification of parameter values and cost components through a well‐designed sensitivity analysis. Copyright © 2013 John Wiley & Sons, Ltd.     

roperties and Applications of Alpha Power Gamma Distribution

In this paper, the gamma distribution has been extended by adding an extra shape parameter, we refer to the new distribution as alpha power gamma distribution. It is found that the distribution has a relatively flexible hazard rate function. The properties of the new distribution are studied, including explicit expressions for the $s^{\text{th}}$ raw moments, moment generating function and distributions of order statistics are derived. Also, the integral expressions for the entropy, mean residual life and mean waiting time are obtained. The maximum likelihood estimators of the distribution parameters under complete sample are discussed, the Fisher information matrix is derived. Then, the estimation of the parameters under the general progressive type-II censoring is studied. Finally, the real data set is used to illustrate the practicality of the proposed distribution.     

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??In this paper, the gamma distribution has been extended by adding an extra shape parameter, we refer to the new distribution as alpha power gamma distribution. It is found that the distribution has a relatively flexible hazard rate function. The properties of the new distribution are studied, including explicit expressions for the $s^{\text{th}}$ raw moments, moment generating function and distributions of order statistics are derived. Also, the integral expressions for the entropy, mean residual life and mean waiting time are obtained. The maximum likelihood estimators of the distribution parameters under complete sample are discussed, the Fisher information matrix is derived. Then, the estimation of the parameters under the general progressive type-II censoring is studied. Finally, the real data set is used to illustrate the practicality of the proposed distribution.     

(h, Φ)-entropy differential metric

Burbea and Rao (1982a, 1982b) gave some general methods for constructing quadratic differential metrics on probability spaces. Using these methods, they obtained the Fisher information metric as a particular case. In this paper we apply the method based on entropy measures to obtain a Riemannian metric based on (h, )-entropy measures (Salicrú et al., 1993). The geodesic distances based on that information metric have been computed for a number of parametric families of distributions. The use of geodesic distances in testing statistical hypotheses is illustrated by an example within the Pareto family. We obtain the asymptotic distribution of the information matrices associated with the metric when the parameter is replaced by its maximum likelihood estimator. The relation between the information matrices and the Cramér-Rao inequality is also obtained.     

自由Fisher信息量与合并自由

在算子值非交换概率空间中引入算子值自由Fisher信息量的概念,这一定义是对D.Voiculescu在有迹的von Neumann代数上定义的自由Fisher信息量的推广．证明了算子值自由Fisher信息量与合并自由性是密切相关的,即证明了若干个算子值随机变量的自由Fisher信息量的可加性等价于这些随机变量的合并自由性．并且也类似地得到了Cramer-Rao不等式．     

Random weighting method for Cox’s proportional hazards model

Variance of parameter estimate in Cox’s proportional hazards model is based on asymptotic variance. When sample size is small, variance can be estimated by bootstrap method. However, if censoring rate in a survival data set is high, bootstrap method may fail to work properly. This is because bootstrap samples may be even more heavily censored due to repeated sampling of the censored observations. This paper proposes a random weighting method for variance estimation and confidence interval estimation for proportional hazards model. This method, unlike the bootstrap method, does not lead to more severe censoring than the original sample does. Its large sample properties are studied and the consistency and asymptotic normality are proved under mild conditions. Simulation studies show that the random weighting method is not as sensitive to heavy censoring as bootstrap method is and can produce good variance estimates or confidence intervals.     

删失数据中删失指标随机缺失下回归函数的非参数估计

本文在删失数据中删失指标随机缺失的情况下,运用非参数方法给出了回归函数的两种估计量,给出了估计量的一致收敛速度以及渐近分布,并进一步通过数值模拟验证了所提方法在有限样本下的性质.     

Aggregation in ARCH Models

The paper studies a new class of nonnegative random coefficient ARCH() models. Conditions for the stationarity of the underlying random parameter process as well as of the aggregated processes, which are given by Volterra'type series, are established. We prove that, under weak assumptions, which link the distributional properties of the random coefficients and of the noise, the covariance function of the aggregated process is absolutely summable. In the case of GARCH (1,1) model, an exact form of the covariance function is established and an example where the coefficients are beta'distributed is studied.     

M/G/∞ with alternating renewal breakdowns

We consider an M/G/ queue where the service station is subject to occasional interruptions which form an alternating renewal process ofup anddown periods. We show that under some natural conditions the random measure process associated with the residual service times of the customers is regenerative in the strict sense, and study its steady state characteristics. In particular we show that the steady state distribution of this random measure is a convolution of two distributions of (independent) random measures, one of which is associated with a standard M/G/ queue.     

Strong Laws and Summability for φ-Mixing Sequences of Random Variables

In this note the almost sure convergence of stationary, -mixing sequences of random variables according to summability methods is linked to the fulfillment of a certain integrability condition generalizing and extending the results for i.i.d. sequences. Furthermore we give via Baum-Katz type results an estimate for the rate of convergence in these laws.     

Statistical inferences based on INID progressively type II censored order statistics

Suppose that the failure times of the units placed on a life-testing experiment are independent but nonidentically distributed random variables. Under progressively type II censoring scheme, distributional properties of the proposed random variables are presented and some inferences are made. Assuming that the random variables come from a proportional hazard rate model, the formulas are simplified and also the amount of Fisher information about the common parameters of this family is calculated. The results are also extended to a fixed covariates model. The performance of the proposed procedure is investigated via a real data set. Some numerical computations are also presented to study the effect of the proportionality rates in view of the Fisher information criterion. Finally, some concluding remarks are stated.     

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本文研究的是一类特殊的步进应力加速寿命试验,即在试验过程中会有部分未失效产品移去(退出试验),我们称这种试验为{\kaishu\,逐次截尾加速寿命试验}.本文在两种最优准则下分别研究了$k$个加速应力下定时与定数逐次截尾步加试验的最优设计问题.     

Some Information Theoretic Ideas Useful in Statistical Inference

In this paper we discuss four information theoretic ideas and present their implications to statistical inference: (1) Fisher information and divergence generating functions, (2) information optimum unbiased estimators, (3) information content of various statistics, (4) characterizations based on Fisher information. This paper was written while the first author was visiting the University of Cyprus, Department of Mathematics and Statistics.     

OPERATOR-VALUED FREE FISHER INFORMATION OF RANDOM MATRICES

The free Fisher information of an operator random matrix is studied. When the covariance of a random matrix is a conditional expectation, the free Fisher information of such a matrix is the double of this conditional expectation’s Watatani index.     

Some inequalities related to the Stam inequality

Zamir showed in 1998 that the Stam classical inequality for the Fisher information (about a location parameter)

A Strong Law for Mixing Random Variables

A sharp almost sure bound is derived for limit points of average sum of weakly dependent random variables, which ensures strong laws of large numbers for and -mixing random variables, without assumptions on rate of tending to zero of and -mixing parameters _n and _n.     

CONSISTENCY OF MLE OF THE PARAMETER OF EXPONENTIAL LIFETIME DISTRIBUTION FOR RANDOM CENSORING MODEL WITH INCOMPLETE INFORMATION

In this paper, we have discussed a random censoring test with incomplete information, and proved that the maximum likelihood estimator (MLE) of the parameter based on the randomly censored data with incomplete information in the case of the exponential distribution has the strong consistency.     

On some classes of modules

The aim of this paper is to investigate quasi-corational, comonoform, copolyform and -(co)atomic modules. It is proved that for an ordinal a right R-module M is -atomic if and only if it is -coatomic. And it is also shown that an -atomic module M is quasi-projective if and only if M is quasi-corationally complete. Some other results are developed.     

Metric and Complete Metric σ-Frames

A -frame is a lattice in which countable joins exist and binary meets distribute over countable joins. In this paper, the category MFrm, of metric -frames, is introduced, and it is shown to be equivalent to the category MLFrm _u, of metric Lindelöf frames.Finally, it is shown that the complete metric -frames are exactly the cozero parts of complete metric Lindelöf frames.