Gompertz分布顺序统计量的一些随机比较

考虑两组相互独立的来自非齐次总体Gompertz分布的样本,给出了最小顺序统计量的反向失效率序、散度序以及凸变换序之间的比较和最大顺序统计量的普通随机序的比较.     

广义次序统计量间隔的多维随机排序

本文研究了附加于广义次序统计量底分布以及参数的条件, 使得人们在多维似然比序和多维通常随机序意义下对广义次序统计量的间隔向量进行比较, 同时也给出了文中主要结果的应用.     

Archimedean copula刻画的尺度比例失效率模型的极小次序统计量的随机序北大核心CSCD

在多元链式优化序下,该文研究了两组来自于不同相依尺度比例失效率分布的最小次序统计量的随机比较.在某种数学意义下,一个由尺度比例失效率分布的不同脆弱参数和尺度参数构成的矩阵变化到另一个矩阵时,该文研究了在一定的条件下,来自于第一个尺度比例失效率分布的最小次序统计量在普通随机序下小于变化到的参数矩阵对应的尺度比例失效率分布的最小次序统计量.该文也给出了一些数值例子来说明得到的结果的正确性.     

随机序下的几个不等式

本文讨论了在某些随机序下寿命分布函数之间差的界。若F为寿命分布,其均值、二阶矩分别记作μ(F),μ_2(F)。主要结果为 1)若F0常数,则 sup|F(t)-G(t)|≤((2M)~2p)~(1/3) 最后,还在特殊的一类寿命分布族中讨论了用Weibull分布作近似的界。     

相依结构样本次序统计量的随机比较及逐步删失寿命试验参数估计方法研究

对一组已知寿命分布的样本开展寿命试验,失效时刻构成一组次序统计量。本文研究带有相依结构的齐次和非齐次样本的次序统计量在通常随机序意义下的比较方法,将Ma (1997)针对独立样本的结果推广到相依样本的情形,并将推广后的结果应用到可靠性寿命试验中逐步删失次序统计量的随机比较中。最后,结合一个产品逐步删失寿命试验的案例,研究如何基于试验数据,对产品的寿命分布参数进行估计,进而研究了参数估计效果与哪些因素有关。     

一类偏向删点及顶点有限制的随机图上的相变

固定α_0∈[0,1)及β∈[0,1/2).该文引入如下随机图过程(G_t)t≥1:设在时刻1及2已存在图G_1=G_2,其中G_1的顶点为v_1,v_2且它们之间有2条边相连.当t≥3时,G_t定义如下:(i)G_(t-1)中任意顶点v不活跃的概率为α_0.顶点不活跃意味着其不能与t时刻新增加的顶点相连.此概率独立于自己以及其他顶点t-1之前的状态;(ii)以概率1-β增加一个新顶点v_t.在G_(t-1)中以概率dw(t-1)/∑vdv(t-1)选一顶点w,其中d_w(t-1)表w在G_(t-1)中的度.若w是活跃的则在v_t与w之间连1条边,否则在v_t上加个环;(iii)以概率β在G_(t-1)中删去一顶点u,其中u被选中的概率为(1-du(t-1)/∑vdv(t-1))/(n_(t-1)-1).此处,n_(t-1)是G_(t-1)的顶点个数.令N_k(t)表G_t中度为k的顶点个数.该文证明了G_t度分布的期望在2β/1-α_0=1附近存在一相变:当2β/1-α_01时,N_k(t)/t的期望是呈指数衰减的;当2β/1-α_01时,N_k(t)/t的期望是呈幂律衰减的.     

Some results on series and parallel systems of randomized components

We study the system (series/parallel) where the components are randomly chosen from two different batches. We assume that one batch is more reliable than the other in some stochastic sense. In the case of series systems we show that, under certain conditions, lifetime of one system dominates that of the other in different stochastic orders viz. hazard rate, down shifted hazard rate and likelihood ratio orders. Further, we show that the same principle holds for the reversed hazard rate and the likelihood ratio orders in the case of parallel systems.     

On a discrimination problem for a class of stochastic processes with ordered first‐passage times

Consider the Bayes problem in which one has to discriminate if the random unknown initial state of a stochastic process is distributed according to either of two preassigned distributions, on the base of the observation of the first‐passage time of the process through 0. For processes whose first‐passage times to state 0 are increasing in the initial state according to the likelihood ratio order, such problem is solved by determining the Bayes decision function and the corresponding Bayes error. The special case of fixed initial values including a family of first‐passage times with proportional reversed hazard functions is then studied. Finally, various applications to birth‐and‐death and to diffusion processes are discussed. Copyright © 2001 John Wiley & Sons, Ltd.     

On the hazard rate and reversed hazard rate orderings in two-component series systems with active redundancies

The lifetimes of two-component series systems with two active redundancies are compared using the hazard rate and the reversed hazard rate orders. We study the problem of where to allocate the spares in a system to obtain the best configuration. We compare redundancy at component level vs. system level using the likelihood ratio order. For this problem we find conditions under which there is no hazard rate ordering between the lifetimes of the systems.     

逆Weibull分布随机变量的随机比较

研究了两个相互独立的逆Weibull分布随机变量间的随机序,似然比序,危险率序以及凸序之间的相互关系,给出了两个相互独立但不同分布的随机变量满足各种随机序时其分布所含参数间的相应关系．也给出了两组相互独立但不同分布的随机变量极值间在一般随机序下的大小关系．     

逆Weibull分布随机变量的随机比较(英文)

研究了两个相互独立的逆Weibull分布随机变量间的随机序,似然比序,危险率序以及凸序之间的相互关系,给出了两个相互独立但不同分布的随机变量满足各种随机序时其分布所含参数间的相应关系.也给出了两组相互独立但不同分布的随机变量极值间在一般随机序下的大小关系.     

Ⅰ型极值分布随机变量的随机比较(英文)

研究了两个相互独立的Ⅰ型极大值分布随机变量间的随机序,似然比序,危险率序及凸序之间的相互关系,给出了两个相互独立但不同分布的随机变量满足各种随机序时其分布所含参数间的相应关系.文中也给出了两组相互独立但不同分布的随机变量极值间在一般随机序下的大小关系.     

Ⅰ型极值分布随机变量的随机比较

研究了两个相互独立的Ⅰ型极大值分布随机变量间的随机序,似然比序,危险率序及凸序之间的相互关系,给出了两个相互独立但不同分布的随机变量满足各种随机序时其分布所含参数间的相应关系．文中也给出了两组相互独立但不同分布的随机变量极值间在一般随机序下的大小关系．     

On the order of tandem queues

We consider the optimal order of servers in a tandem queueing system withm stages, an unlimited supply of customers in front of the first stage, and a service buffer of size 1 but no intermediate storage buffers between the first and second stages. Service times depend on the servers but not the customers, and the blocking mechanism at the first two stages is manufacturing blocking. Using a new characterization of reversed hazard rate order, we show that if the service times for two servers are comparable in the reversed hazard rate sense, then the departure process is stochastically earlier if the slower server is first and the faster server is second than if the reverse is true. This strengthens earlier results that considered individual departure times marginally. We show similar results for the last two stages and for other blocking mechanisms. We also show that although individual departure times for a system with servers in a given order are stochastically identical to those when the order of servers is reversed, this reversibility property does not hold for the entire departure process.     

Sequential Order Statistics: Ageing and Stochastic Orderings

Ordered random variables play an important role in statistics, reliability theory, and many applied areas. Sequential order statistics provide a unified approach to a variety of models of ordered random variables. We investigate conditions on the underlying distribution functions on which the sequential order statistics are based, to obtain stochastic comparisons of sequential order statistics given some well known stochastic orderings, such as the usual stochastic, the hazard rate and the likelihood ratio orders, among others. Also, we derive sufficient conditions under which the sequential order statistics are increasing hazard rate, increasing hazard rate average or decreasing hazard rate average. Applications of the main results involving nonhomogeneous pure birth processes are also given.     

An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions

The closure property of the up-shifted likelihood ratio order under convolutions was first proved by Shanthikumar and Yao (Stochastic Process. Appl. 23 (1986) 259) by establishing a stochastic monotonicity property of birth–death processes. Lillo et al. (Recent Advances in Reliability Theory: Methodology, Practice, and Inference. Birkhäuser, Boston, 2000, p. 85) made a slight extension of this closure property for any random variables with interval supports by using the result of Shanthikumar and Yao. A new analytic proof of the closure property is given, and the method is applied to establish another result involving the up-shifted hazard rate and reversed hazard rate orders.