Point and Interval Estimation of P(X < Y): The Normal Case with Common Coefficient of Variation

The problem of estimating R = P(X < Y) originated in the context of reliability where Y represents the strength subjected to a stress X. In this paper we consider the problem of estimating R when X and Y have independent normal distributions with equal coefficient of variation. The maximum likelihood estimation of R when the coefficient of variation is known and when it is unknown is studied. The asymptotic variance of the estimators are obtained and asymptotic confidence intervals are provided. An example is presented to illustrate the procedure. Finally some simulation studies are carried out to study the coverage probability and the lengths of the confidence interval. In particular, lengths of the confidence intervals are compared with and without the assumption of common coefficient of variation. It is observed that the assumption of common coefficient of variation results in considerably tighter intervals.     

Boundary Bias Correction for Nonparametric Deconvolution

In this paper we consider the deconvolution problem in nonparametric density estimation. That is, one wishes to estimate the unknown density of a random variable X, say f _X , based on the observed variables Y's, where Y = X + with being the error. Previous results on this problem have considered the estimation of f _X at interior points. Here we study the deconvolution problem for boundary points. A kernel-type estimator is proposed, and its mean squared error properties, including the rates of convergence, are investigated for supersmooth and ordinary smooth error distributions. Results of a simulation study are also presented.     

More results on perfect (3,3,6k + 4; 6k − 2)‐threshold schemes

A (2,3)‐packing on X is a pair (X, ), where is a set of 3‐subsets (called blocks) of X, such that any pair of distinct points from X occurs together in at most one block. Its leave is a graph (X,E) such that E consists of all the pairs which do not appear in any block of . In this article, we shall construct a set of 6k ? 2 disjoint (2,3)‐packings of order 6k + 4 with K_1,3 ∪ 3kK₂ or G₁ ∪ (3k ? 1)K₂ as their common leave for any integer k ≥ 1 with a few possible exceptions (G₁ is a special graph of order 6). Such a system can be used to construct perfect threshold schemes as noted by Schellenberg and Stinson ( 22 ). © 2006 Wiley Periodicals, Inc. J Combin Designs     

On the convergence rate of maximal deviation distribution for kernel regression estimates

Let (X, Y), X R^p, Y R¹ have the regression function r(x) = E(Y¦X = x). We consider the kernel nonparametric estimate r_n(x) of r(x) and obtain a sequence of distribution functions approximating the distribution of the maximal deviation with power rate. It is shown that the distribution of the maximal deviation tends to double exponent (which is a conventional form of such theorems) with logarithmic rate and this rate cannot be improved.     

More on extremal ranks of the matrix expressions A − BX ± X*B* with statistical applications

Through a Hermitian‐type (skew‐Hermitian‐type) singular value decomposition for pair of matrices (A, B) introduced by Zha (Linear Algebra Appl. 1996; 240 :199–205), where A is Hermitian (skew‐Hermitian), we show how to find a Hermitian (skew‐Hermitian) matrix X such that the matrix expressions A ? BX ± X^*B^* achieve their maximal and minimal possible ranks, respectively. For the consistent matrix equations BX ± X^*B^* = A, we give general solutions through the two kinds of generalized singular value decompositions. As applications to the general linear model {y, Xβ, σ²V}, we discuss the existence of a symmetric matrix G such that Gy is the weighted least‐squares estimator and the best linear unbiased estimator of Xβ, respectively. Copyright © 2007 John Wiley & Sons, Ltd.     

Solution of the Ulam stability problem for Euler–Lagrange–Jensen k‐quintic mappings

In this paper, we are introducing pertinent Euler–Lagrange–Jensen type k‐quintic functional equations and investigate the ‘Ulam stability’ of these new k‐quintic functional mappings f:X→Y, where X is a real normed linear space and Y a real complete normed linear space. We also solve the Ulam stability problem for Euler–Lagrange–Jensen alternative k‐quintic mappings. Copyright © 2016 John Wiley & Sons, Ltd.     

Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations

Let {X_k}_k?1 be a strictly stationary time series. For a strictly increasing sampling function g:?→? define Y_k=X_g(k) as the deterministic sub‐sampled time series. In this paper, the extreme value theory of {Y_k} is studied when X_k has representation as a moving average driven by heavy‐tailed innovations. Under mild conditions, convergence results for a sequence of point processes based on {Y_k} are proved and extremal properties of the deterministic sub‐sampled time series are derived. In particular, we obtain the limiting distribution of the maximum and the corresponding extremal index. Copyright © 2003 John Wiley & Sons, Ltd.     

On Cleft Extensions of the Tensor Product of Two Hopf Algebras

In this article, we first decompose a cleft extension for X ? Y into two cleft extensions for X and Y respectively, where X and Y are Hopf algebras on a commutative ring R. Conversely, we introduce the concept of consistent cleft Hopf extensions and prove that one can construct a cleft extension for X ? Y by two cleft extensions for X and Y if and only if these two cleft extensions are consistent. An example is also given to show an application of our main results.     

Forbidden minors for wye‐delta‐wye reducibility

A graph is Y Δ Y reducible if it can be reduced to a single vertex by a sequence of series‐parallel reductions and Y Δ Y transformations. The class of Y Δ Y reducible graphs is minor closed. We found a large number of minor minimal Y Δ Y irreducible graphs: a family of 57578 31‐edge graphs and another 40‐edge graph. It is still an open problem to characterize Y Δ Y reducible graphs in terms of a finite set of forbidden minors. © 2004 Wiley Periodicals, Inc. J Graph Theory 47: 317–321, 2004     

Weak consistency of the Support Vector Machine Quantile Regression approach when covariates are functions

This paper deals with a nonparametric estimation of conditional quantile regression when the explanatory variable X takes its values in a bounded subspace of a functional space X and the response Y takes its values in a compact of the space Y?R. The functional observations, X₁,…,X_n, are projected onto a finite dimensional subspace having a suitable orthonormal system. The X_i’s will be characterized by their coordinates in this basis. We perform the Support Vector Machine Quantile Regression approach in finite dimension with the selected coefficients. Then we establish weak consistency of this estimator. The various parameters needed for the construction of this estimator are automatically selected by data-splitting and by penalized empirical risk minimization.     

Bayesian estimation of system reliability in Brownian stress-strength models

A stress-strength system fails as soon as the applied stress,X, is at least as much as the strength,Y, of the system. Stress and strength are time-varying in many real-life systems but typical statistical models for stress-strength systems are static. In this article, the stress and strength processes are dynamically modeled as Brownian motions. The resulting stress-strength system is then governed by a time-homogeneous Markov process with an absorption barrier at O. Conjugate as well as non-informative priors are developed for the model parameters and Markov chain sampling methods are used for posterior inference of the reliability of the stress-strength system. A generalization of this model is described next where the different stress-strength systems are assumed to be exchangeable. The proposed Bayesian analyses are illustrated in two examples where we obtain posterior estimates as well as perform model checking by cross-validation.     

A semiparametric Bayesian generalized linear mixed model for the reliability of Kevlar fibers

We analyze the reliability of NASA composite pressure vessels by using a new Bayesian semiparametric model. The data set consists of lifetimes of pressure vessels, wrapped with a Kevlar fiber, grouped by spool, subject to different stress levels; 10% of the data are right censored. The model that we consider is a regression on the log‐scale for the lifetimes, with fixed (stress) and random (spool) effects. The prior of the spool parameters is nonparametric, namely they are a sample from a normalized generalized gamma process, which encompasses the well‐known Dirichlet process. The nonparametric prior is assumed to robustify inferences to misspecification of the parametric prior. Here, this choice of likelihood and prior yields a new Bayesian model in reliability analysis. Via a Bayesian hierarchical approach, it is easy to analyze the reliability of the Kevlar fiber by predicting quantiles of the failure time when a new spool is selected at random from the population of spools. Moreover, for comparative purposes, we review the most interesting frequentist and Bayesian models analyzing this data set. Our credibility intervals of the quantiles of interest for a new random spool are narrower than those derived by previous Bayesian parametric literature, although the predictive goodness‐of‐fit performances are similar. Finally, as an original feature of our model, by means of the discreteness of the random‐effects distribution, we are able to cluster the spools into three different groups. Copyright © 2012 John Wiley & Sons, Ltd.     

Rigidity and moduli space in Real Algebraic Geometry

Let R be a real closed field and let X be an affine algebraic variety over R. We say that X is universally map rigid (UMR for short) if, for each irreducible affine algebraic variety Z over R, the set of nonconstant rational maps from Z to X is finite. A bijective map from an affine algebraic variety over R to X is called weak change of the algebraic structure of X if it is regular and φ⁻¹ is a Nash map, which preserves nonsingular points. We prove the following rigidity theorem: every affine algebraic variety over R is UMR up to a weak change of its algebraic structure. Let us introduce another notion. Let Y be an affine algebraic variety over R. We say that X and Y are algebraically unfriendly if all the rational maps from X to Y and from Y to X are trivial, i.e., Zariski locally constant. From the preceding theorem, we infer that, if dim (X)≥1, then there exists a set of weak changes of the algebraic structure of X such that, for each t,s ∈ R with t≠s, and are algebraically unfriendly. This result implies the following expected fact: For each (nonsingular) affine algebraic variety X over R of positive dimension, the natural Nash structure of X does not determine the algebraic structure of X. In fact, the moduli space of birationally nonisomorphic (nonsingular) affine algebraic varieties over R, which are Nash isomorphic to X, has the same cardinality of R. This result was already known under the special assumption that R is the field of real numbers and X is compact and nonsingular. The author is a member of GNSAGA of CNR, partially supported by MURST and European Research Training Network RAAG 2002–2006 (HPRN–CT–00271).     

The controlled separable projection property for Banach spaces

Let X, Y be two Banach spaces. We say that Y is a quasi-quotient of X if there is a continuous operator R: X → Y such that its range, R(X), is dense in Y.     

Densely Continuous Forms in Vietoris Hyperspaces

For countably paracompact normal spaces X and locally compact separable metric spaces Y, a characterization is given for the closure of the set of densely continuous forms from X to Y in the hyperspace of nonempty closed subsets of X × Y under the Vietoris topology. This shows that for such X having no isolated points, every closed subset of X × R that is dense over X can be Vietoris approximated by a semicontinuous function on X.     

Tetravalent half‐edge‐transitive graphs and non‐normal Cayley graphs

Let X be a vertex‐transitive graph, that is, the automorphism group Aut(X) of X is transitive on the vertex set of X. The graph X is said to be symmetric if Aut(X) is transitive on the arc set of X. suppose that Aut(X) has two orbits of the same length on the arc set of X. Then X is said to be half‐arc‐transitive or half‐edge‐transitive if Aut(X) has one or two orbits on the edge set of X, respectively. Stabilizers of symmetric and half‐arc‐transitive graphs have been investigated by many authors. For example, see Tutte [Canad J Math 11 (1959), 621–624] and Conder and Maru?i? [J Combin Theory Ser B 88 (2003), 67–76]. It is trivial to construct connected tetravalent symmetric graphs with arbitrarily large stabilizers, and by Maru?i? [Discrete Math 299 (2005), 180–193], connected tetravalent half‐arc‐transitive graphs can have arbitrarily large stabilizers. In this article, we show that connected tetravalent half‐edge‐transitive graphs can also have arbitrarily large stabilizers. A Cayley graph Cay(G, S) on a group G is said to be normal if the right regular representation R(G) of G is normal in Aut(Cay(G, S)). There are only a few known examples of connected tetravalent non‐normal Cayley graphs on non‐abelian simple groups. In this article, we give a sufficient condition for non‐normal Cayley graphs and by using the condition, infinitely many connected tetravalent non‐normal Cayley graphs are constructed. As an application, all connected tetravalent non‐normal Cayley graphs on the alternating group A₆ are determined. © 2011 Wiley Periodicals, Inc. J Graph Theory     

Proximinality in Subspaces of c0

We say that a normed linear space X is a R(1) space if the following holds: If Y is a closed subspace of finite codimension in X and every hyperplane containing Y is proximinal in X then Y is proximinal in X. In this paper we show that any closed subspace of c₀ is a R(1) space.     

Det‐extremal cubic bipartite graphs

Let G be a connected k–regular bipartite graph with bipartition V(G) = X ∪ Y and adjacency matrix A. We say G is det‐extremal if per (A) = |det(A)|. Det–extremal k–regular bipartite graphs exist only for k = 2 or 3. McCuaig has characterized the det‐extremal 3‐connected cubic bipartite graphs. We extend McCuaig's result by determining the structure of det‐extremal cubic bipartite graphs of connectivity two. We use our results to determine which numbers can occur as orders of det‐extremal connected cubic bipartite graphs, thus solving a problem due to H. Gropp. © 2003 Wiley Periodicals, Inc. J Graph Theory 44: 50–64, 2003     

Local properties of the solution set of the operator equation in Banach spaces in a neighbourhood of a bifurcation point

In this work we study the problem of the existence of bifurcation in the solution set of the equation F(x, λ)=0, where F: X×R ^k →Y is a C ²-smooth operator, X and Y are Banach spaces such that X⊂Y. Moreover, there is given a scalar product 〈·,·〉: Y×Y→R ¹ that is continuous with respect to the norms in X and Y. We show that under some conditions there is bifurcation at a point (0, λ₀)∈X×R ^k and we describe the solution set of the studied equation in a small neighbourhood of this point.     

Stability of <Emphasis Type="Italic">C</Emphasis>-regularized Semigroups

Let T = (T(t))t≥0 be a bounded C-regularized semigroup generated by A on a Banach space X and R(C) be dense in X. We show that if there is a dense subspace Y of X such that for every x ∈ Y, σu(A, Cx), the set of all points λ ∈ iR to which (λ - A)^-1 Cx can not be extended holomorphically, is at most countable and σr(A) N iR = Ф, then T is stable. A stability result for the case of R(C) being non-dense is also given. Our results generalize the work on the stability of strongly continuous senfigroups.