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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.     

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Letbe a sequence of real-valued randomvariables and be other random variables which are independentof the form sequence. Suppose that are pairwise generalized negativelyorthant dependent with heavy tails under the condition that areindependent or associated, some asymptotic formulas are established.     

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In this paper, for a kind of risk models with heavy-tailed and delayed claims, we derive the asymptotics of the infinite-time ruin probability and the uniform asymptotics of the finite-time ruin probability. The numerical simulation results are also presented. The results of theoretical analysis and numerical simulationshow that the influence of the delay for the claim payment is nearly negligible to the ruin probability when the initial capital and running-time are all large.     

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This paper investigates the pricing of CatEPuts under a Markovian regime-switching jump-diffusion model. The parameters of this model, including the risk-free interest rate, the appreciation rate and the volatility of the clients' equity, are modulated by a continuous-time, finite-state, observable Markov chain. An equivalent martingale measure is selected by employing the regime-switching Esscher transform. The fast Fourier transform (FFT) technique is applied to price the CatEPuts. In a two-state Markov chain case, numerical example is presented to illustrate the practical implementation of the model.     

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In this paper, we investigate a competing risks model based on exponentiated Weibull distribution under Type-I progressively hybrid censoring scheme. To estimate the unknown parameters and reliability function, the maximum likelihood estimators and asymptotic confidence intervals are derived. Since Bayesian posterior density functions cannot be given in closed forms, we adopt Markov chain Monte Carlo method to calculate approximate Bayes estimators and highest posterior density credible intervals. To illustrate the estimation methods, a simulation study is carried out with numerical results. It is concluded that the maximum likelihood estimation and Bayesian estimation can be used for statistical inference in competing risks model under Type-I progressively hybrid censoring scheme.     

基于线性ν-支持向量回归机的异常数据检测

讨论了线性v-支持向量回归机中参数v的意义,并给出了严格的理论证明。利用v-支持向量回归机中ε-不敏感损失函数及参数v的意义,提出一种回归数据中的异常值检测方法。采用线性模型使得该方法不仅速度快而且能处理大规模数据。数值实验证明其具有可行性和有效性。     

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本文讨论了相互独立且寿命服从单参数 指数分布的两产品在定时截尾寿命试验中的平均寿命比估计, 并给出了该估计量的渐近正态性和置信区间. 如果某一种(或某一类)产品与另一种(或某一类)产品平均寿命比率显著大于1, 那么该种产品就具有耐用优势, 这在投资决策中有重大意义. 通过数值模拟还进一步验证了该比估计量和估计方法的有效性.     

简单自反DTS(ν,λ)的存在谱

一个Directed三元系DTS(ν,λ)=(X,B)是自反的,如果它与它的逆(X,B^-1)同构,其中B^-1={(z,y,x);(x,y,z)∈B}.继已给出SCDTS(ν,λ)的存在谱之后,又给出简单SCDTS(ν,λ)的存在谱.     

Eigenvalue inequalities for the clamped plate problem of Lν2 operator

The ■ operator is introduced by Xin(2015), which is an important extrinsic elliptic differential operator of divergence type and has profound geometric meaning. In this paper, we extend the ■ operator to a more general elliptic differential operator ■, and investigate the clamped plate problem of the bi-■ operator,which is denoted by ■ on the complete Riemannian manifolds. A general formula of eigenvalues for the ■ operator is established. Applying this formula, we estimate the eigenvalues on the Riemannian manifolds. As some further applications, we establish some eigenvalue inequalities for this operator on the translating solitons with respect to the mean curvature flows, submanifolds of the Euclidean spaces, unit spheres and projective spaces. In particular, for the case of translating solitons, all of the eigenvalue inequalities are universal.     

具有β-中点性质的非β-凸集(0<β<1)

首先给出具有中点性质1/2x+1/2y∈A,x,y∈A的开集或者闭集均是凸集的完整证明,接着通过给出满足β-中点性质1/(2~(1/β))x+1/(2~(1/β))y∈A,x,y∈A(0β1),但非β-凸集的开集与闭集的例子各一个,从中点性质是否蕴涵相应凸性的角度揭示了集合的β-凸性与通常凸性之间的另一显著差异.     

指数分布场合下双应力步加试验的设计

本文利用指数分布场合下双应力无交互作用时定时步进应力加速寿命试验~(简称步加试验) 的非退化试验设计与退化试验设计的关系,将双应力试验设计转化成单应力试验设计, 在``使得工作应力下产品对数分位寿命的极大似然估计的渐近方差最小'的最优准则下, 给出双应力无交互作用时定时步加试验的设计方法, 同时证明该设计也是D-最优的.     

基于广义逆理论的步进应力加速寿命试验的最优设计

步进应力加速寿命试验的最优设计问题早在20世纪60年代就已提出.本文在应力个数和未知参数个数不相等的情况下,以MLE渐近方差最小为准则,运用广义加号逆的理论,解决指数分布时定数截尾寿命试验和定时截尾寿命试验的最优设计问题.通过理论推导,得出定数截尾寿命试验时的不同应力下失效产品数的安排,以及定时截尾寿命试验时的最优应力变换点.并且,对每一种情况进行了数据模拟,结果显示,这些理论和方法在实际运用中是可行的和有效的.     

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.     

定数截尾试验下两参数Weibull分布尺度参数的最优稳健Bayes估计

以Г-后验期望损失作为标准,研究了定数截尾试验下两参数W e ibu ll分布尺度参数θ的最优稳健Bayes估计问题.假设尺度参数θ的先验分布在分布族Г上变化,形状参数β已知时,在0-1损失下,得到了θ的最优稳健区间估计,在均方损失下得到θ的最优稳健点估计及区间估计;β未知时,得到了θ的最优稳健点估计及区间估计.最后给出了数值例子,说明了方法的有效性.     

自适应逐步II型混合截尾恒加寿命试验下广义指数分布的统计分析

在自适应逐步II型混合截尾恒定应力加速寿命试验下,讨论了两参数广义指数分布的统计分析。利用EM算法和最小二乘法相结合的新方法推导出未知参数与可靠度函数的点估计,通过信息缺失原则得到了观测Fisher信息阵和尺度参数的渐近无偏估计。利用估计的渐近正态性和参数bootstrap方法构造了参数的置信区间。最后运用Monte-Carlo方法分别对得到的点估计和区间估计的精度进行研究,结果表明尺度参数的渐近无偏估计优于相应的两步估计, Boot-p置信区间比相应的渐近置信区间更精确。     

Optimal Robust Design of Step Stress Accelerated Life Test Scheme under Weibull Distribution

The traditional accelerated life test scheme is necessary to give the rough values of some model parameters in advance, but the influence of fluctuation on the stability of test scheme is irregulared. Based on the prior life test information, this paper aims to minimize the mean and variance of asymptotic variance of $p$-quantile life estimate under normal test stress level, using maximum likelihood estimation theory and Nelson cumulative failure principle, the optimal robust design mathematical model of step stress accelerated life test scheme with uncertainty parameters under Weibull distribution is established. The results of optimal robust design of step stress accelerated life test scheme for electrical connectors show that: comparing with the optimal design of step stress test scheme in the literature, the optimal robust design scheme is not sensitive to the uncertainty of model parameters when the asymptotic variance of median life estimate is basically the same; Comparing with the optimal design of constant accelerated life test scheme, when the statistical accuracy of test data is basically the same, the number of samples required can be reduced by 1/5, and the test time can be reduced by about 1/4.     

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.     

定数截尾恒定应力加速寿命试验的最优设计

本文讨论了在指数分布下K个应力情况满足条件（3．3）的恒加试验，并给出它的最优设计。     

Minimum Ellipsiod and Optim alDesign

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