On the time to first failure in multicomponent exponential reliability systems

Consider an n-component reliability system having the property that at any time each of its components is either up (i.e., working) or down (i.e., being repaired). Each component acts independently and we suppose that each time the i^th component goes up it remains up for an exponentially distributed time having mean μ_i, and each time it goes down it remains down for an exponentially distributed time having mean υ_i. We further suppose that whether or not the system itself is up at any time depends only on which components are up at that time. We are interested in the distribution of the time of first system failure when all components are initially up at time zero. In section 2 we show that this distribution has the NBU (i.e., new better than used) property, and in Section 3 we make use of this and other results to obtain a lower bound to the mean time until first system failure.     

记录值中的随机序与年龄性质

研究记录值中的随机序与年龄性质．证明了任何通过两个分布函数的行为所定义的随机序,均可以被它们相应的记录值所保持,而两个随机变量之间的剩余财富序,可以导致其相应记录值序列的平均连续增量的序关系．也讨论了K-记录值的连续增量的年龄性质．     

On exponential scores statistics for testing against positive aging

It has been shown in this paper that a test proposed by Barlow and Doksum (1972) based on the exponential scores statistic for testing exponentiality against increasing failure rate distributions is consistent for the much wider class of harmonic new better than used in expectation distributions.     

Some Limit Theorems in Geometric Processes

Geometric process (GP) was introduced by Lam[4,5], it is defined as a stochastic process {Xn, n = 1, 2,…} for which there exists a real number a > 0, such that {an-1 Xn, n = 1,2, …} forms a renewal process (RP). In this paper, we study some limit theorems in GP. We first derive the Wald equation for GP and then obtain the limit theorems of the age, residual life and the total life at t for a GP. A general limit theorem for Sn with a > 1 is also studied. Furthermore, we make a comparison between GP and RP, including the comparison of their limit distributions of the age, residual life and the total life at t.     

Stochastic equivalence of ordered random variables with applications in reliability theory

This paper presents some conditions for stochastic equality of (univariate or multivariate) random variables under various stochastic orderings. The main results provide generalizations of several known results. Applications to stochastic equivalence and characterization problems associated with multivariate NBU (NBUE) distributions are also included.     

指数分布在概率统计教学中的纽带作用

讨论指数分布在概率统计教学中的作用.从指数分布的定义及特征出发,分五个方面提出指数分布的知识点连接教学法,以此说明指数分布在概率统计教学中的纽带作用.     

Exponential distributions on semigroups

Three fundamental characterizations of the standard exponential distribution on [0, ) are the remaining life, memoryless and constant failure properties. Analogs of these properties are studied for distributions on a class of semigroups in which the semigroup operation replaces addition, a compatible partial order replaces the ordinary order, and a left-invariant measure replaces Lebesgue measure. Partial characterizations of exponential distributions on such semigroups are obtained and the semigroup formulation provides new characterizations of certain aging properties studied in reliability-increasing failure rate, new better than used, and increasing failure rate average.     

概率分布的若干特征性质

讨论了初等概率论中有关分布的特征性质,在现行的教材中均没有重点列出,但这些性质都是非常重要的.     

Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound

Under the reliability NBU/NWU conditions, the exponential distribution is characterized by stochastic ordering properties which link the geometric compound with minimum order statistics or spacings of order statistics. This somewhat answers a question posed by Kakosyan, Klebanov and Melamed (1984,Characterization of Distributions by the Method of intensively Monotone Operators, Springer, New York). We also show the related results based on the residual life in a renewal process and on record values. Finally, some fundamental properties of the NBUC/NWUC classes of life distributions are investigated.     

On a characterization of the uniform distribution by generalized order statistics

In this paper a new variant of the Choquet-Deny theorem is obtained and used to prove a characterization of the uniform distribution based on spacings of generalized order statistics. This result extends two recent characterizations of the uniform distribution.     

二元Marshall-Olkin型指数分布的独立性和不相关性

若（X,Y）服从二元Marshall-Olkin型指数分布,则X,Y相互独立与不相关是等价的．     

On the Convergence Rates of Extreme Generalized Order Statistics

A classical result of extreme value theory yields that in case of a linear normalization three possible types of limit distributions are possible. As proved recently a similar classification of the limit distributions holds for extreme generalized order statistics which provide a general concept of ordered random variables. In this paper, we derive results for the convergence rates of the nth and (n-r+1)st generalized order statistic, respectively. It turns out that the rate is highly influenced by the choice of the normalizing sequence. Moreover, we show that a uniform bound of order 1/n holds for underlying generalized Pareto distributions, whereas for the standard normal distribution the convergence might be very slow. Similar results for ordinary order statistics are included.     

多维指数分布模型

运用 Marshall-Olkin推导二维指数分布的思路 ,提出七个相互独立冲击源的冲击模型 ,构造了三维指数分布 .鉴于该方法分析过程繁琐 ,难于推广到高维情形 .文中另辟溪径 ,利用作者已建立的多维失效率与分布密度函数间的关系 ,并结合致命冲击的含义 ,得到三维乃至一般的 n维指数分布 .     

独立指数分布卷积的矩的计算

推导了∑from i=1 to s(λir)/(π j=1 j≠i to s (λi-λj))求和公式,从而解决了独立指数分布卷积的矩的计算.     

二元Block-Basu型指数分布的独立性与不相关性

若（X,Y）服从二元Block-Basu型指数分布,则X,Y相互独立与不相关是等价的．还给出了X,Y的相关系数和尾部相关系数．     

On testing the dilation order and HNBUE alternatives

In this paper we develop a new family of tests for the dilation order based in a characterization of the dilation order. This family of tests statistics can be used for testing the exponentiality against HNBUE (HNWUE) alternatives. Asymptotic distributional results are given for both families of tests. For the HNBUE (HNWUE) we also derive the exact distribution under the null hypothesis. Supported by Ministerio de Ciencia y Tecnologia under Grant BFM2003-02497/MATE. Supported by Fundación Séneca (CARM).     

Goodness-Of-Fit Tests for the Exponential and the Normal Distribution Based on the Integrated Distribution Function

This paper presents new omnibus tests for the exponential and the normal distribution which are based on the difference between the integrated distribution function (t) = _t (1 - F(x)dx and its empirical counterpart. The procedures turn out to be serious competitors to classical tests for exponentiality and normality.     

Ruin problems for a discrete time risk model with random interest rate

In this paper, we study a discrete time risk model with random interest rate. The convergence of the discounted surplus process is proved by using martingale techniques, an expression of ruin probability is obtained, and bounds for ruin probability are included. In the second part of the paper, the distribution of surplus immediately after ruin, the distribution of surplus just before ruin, the joint distribution of the surplus immediately before and after ruin, and the distribution of ruin time are discussed.     

Monotone Empirical Bayes Test for the Exponential Distribution

We study the two-action problem in the exponential distribution via empirical Bayes (EB) approach. Based on typeⅡcensored samples, we construct an EB test rule and obtain an optimal rate of convergence which much improves the existing results in the literature.