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.     

On likelihood ratio ordering of parallel systems with exponential components

Let T(λ₁,...,λ _n ) be the lifetime of a parallel system consisting of exponential components with hazard rates λ₁,...,λ _n , respectively. For systems with only two components, Dykstra et. al. (1997) showed that if (λ₁, λ₂) majorizes (γ₁, γ₂), then, T(λ₁, λ₂) is larger than T(γ₁, γ₂) in likelihood ratio order. In this paper, we extend this theorem to general parallel systems. We introduce a new partial order, the so-called d-larger order, and show that if (λ₁,...,λ _n ) is d-larger than (γ₁,...,γ _n ), then T(λ₁,...,λ _n ) is larger than T(γ₁,...,γ _n ) in likelihood ratio order.     

The likelihood ratio for densities with singularities

Let t_n be the Bayesian estimator of the parameter constructed from independent observations in the case of infinite information and probability distribution density with some singularities. It is shown that under certain conditions on the behavior of the densities near their singularities, the normalizing factor (n) ensuring that _n=(n) (t_n-) has a nontriviallimiting distribution for n is regularly varying in Karamata's sense. The limiting distribution of _n is determined.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 74, pp. 66–82, 1977.I would like to acknowledge the guidance of I. A. Ibragimov in the course of this research.     

Optimum preventive maintenance policies maximizing the mean time to the first system failure for a two-unit standby redundant system

A two-unit standby redundant system with repair and preventive maintenance is considered under the following assumptions: (I) the inspection of an operative unit is made only if the other unit is in standby; and (II) an operative unit, which forfeited inspection due to assumption (I), undergoes inspection just upon repair completion of the failed unit (or inspection completion). We derive the Laplace-Stieltjes transform of the cumulative distribution function of the time to the first system failure and the mean time to the first system failure. Further, we obtain the necessary and sufficient conditions for an optimum preventive maintenance policy to exist with respect to the mean time to the first system failure. More importantly, under certain conditions, we find the analytical form of an optimum inspection time maximizing the mean time to the first system failure. A numerical example is presented.The work reported in this article was supported by the National Institutes of Health under Grant No. GM-16197-05. The authors would like to express their appreciation to Professor D. L. Jaquette and Professor R. Vasudevan, University of Southern California, for their advice and encouragement.     

The likelihood ratio and its applications in sequential analysis

The likelihood ratio is treated as a generalized Radon-Nikodym derivative for measures which need not be absolutely continuous. It is shown that a wide variety of identities and inequalities in sequential analysis follow directly from simple properties of likelihood ratios.     

Reliability analysis of a three unit warm standby redundant system with repair

Two-unit warm standby redundant systems have been investigated extensively in the past. The most general model is the one in which both the lifetime and repair time distributions of the units are arbitrary. However the study of standby systems with more than two units, though very important, has received much less attention, possibly because of the built-in difficulties in analyzing them. Such systems have been studied only when either the lifetime or the repair time is exponentially distributed. When both these distributions are general, the problem appears to be intractable even in the case of cold standby systems. The present contribution is an improvement in the state of art in the sense that a three unit warm standby system is shown to be capable of comprehensive analysis. In particular we show that there are imbedded renewal points that render the analysis possible. Using these imbedded renewal points we obtain the reliability and availability functions. Emeritus Deceased 23rd December 2003.     

The distribution of the likelihood ratio for additive processes

Let {X(t), 0 ≤ t ≤ T} and {Y(t), 0 ≤ t ≤ T} be two additive processes over the interval [0, T] which, as measures over D[0, T], are absolutely continuous with respect to each other. Let μ_X and μ_Y be the measures over D[0, T] determined by the two processes. The characteristic function of $\text{ln}\text{(}\text{dμ}{}_{\mathrm{X}}\text{dμ}{}_{\mathrm{Y}}\text{)}$ with respect to μ_Y is obtained in terms of the determining parameters of the two processes.     

Likelihood ratio orderings of spacings of heterogeneous exponential random variables

Let X₁,X₂,…,X_n be independent exponential random variables such that X_i has failure rate λ for i=1,…,p and X_j has failure rate λ^* for j=p+1,…,n, where p≥1 and q=n-p≥1. Denote by D_i:n(p,q)=X_i:n-X_i-1:n the ith spacing of the order statistics , where X_0:n≡0. It is shown that D_i:n(p,q)?_lrD_i+1:n(p,q) for i=1,…,n-1, and that if λ?λ^* then , and for i=1,…,n, where ?_lr denotes the likelihood ratio order. The main results are used to establish the dispersive orderings between spacings.     

A summary of optimum preventive maintenance policies for a two-unit standby redundant system

Summary Optimum preventive maintenance policies for a two-unit standby redundant system are reviewed. Under the assumptions that all distributions are arbitrary, the first-passage time distributions, the transition probabilities, and the expected numbers of visits to a certain state are derived. Using the probabilistic quantities above, we discuss the optimum preventive maintenance policies maximizing or minimizing some criteria. We show that under suitable conditions there exist the optimum preventive maintenance policies which are given by the unique solutions of the equations. This paper concludes with numerical examples of such optimum preventive maintenance policies.

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Zusammenfassung In diesem Aufsatz werden optimale Strategien zur vorbeugenden Instandhaltung für ein System mit zwei Maschinen besprochen, wobei eine Maschine die Ersatzmaschine darstellt. Unter der Annahme willkürlicher Verteilungen werden die Verteilung der Zeit für den ersten Durchgang, die übergangswahrscheinlichkeiten und die erwartete Zahl des Erreichens eines bestimmten Zustandes abgeleitet. Anhand der oben erwähnten Wahrscheinlichkeitswerte werden optimale Strategien zur vorbeugenden Instandhaltung besprochen, die bestimmte Kriterien maximieren oder minimieren. Es wird gezeigt, daß bei entsprechenden Bedingungen optimale Strategien zur vorbeugenden Instandhaltung existieren, die man als eindeutige Lösung eines Gleichungssystems erhält. Am Ende des Aufsatzes werden numerische Beispiele für optimale Strategien gegeben.

     

The likelihood ratio criterion and the asymptotic expansion of its distribution

Summary Asymptotic expansion of the distribution of the likelihood ratio criterion (LRC) for testing a composite hypothesis is derived under null hypothesis and a correction factor ρ which makes the term of order 1/n in the asymptotic expansion of the distribution of it vanish is obtained. The problem is extended to the case of a general composite hypothesis and of Pitman's local alternatives. The asymptotic distribution of LRC for a simple hypothesis is studied under a fixed alternative. The Institute of Statistical Mathematics     

BAYESIAN ANALYSIS, LIKELIHOOD RATIO AND INFORMATION

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The likelihood ratio tests for the dimensionality of regression coefficients

In this paper we give a unified derivation of the likelihood ratio (LR) statistics for testing the hypothesis on the dimensionality of regression coefficients under a usual MANOVA model. We also derive the LR statistics under a general MANOVA model and study their asymptotic null and nonnull distributions. Further it is shown that the test statistic used by Bartlett [4] for testing the hypothesis that the last p?k canonical correlations are all zero is the LR statistic.     

The likelihood ratio test for homogeneity in bivariate normal mixtures

This paper investigates the asymptotic properties of the likelihood ratio statistic for testing homogeneity in a bivariate normal mixture model with known covariance. The asymptotic null distributions of the likelihood ratio statistic and a modified likelihood ratio statistic are obtained in explicit form. The distributions are identical. The results of a small simulation study to approximate the null distribution are presented.     

Robustness and exponentiality in redundant repairable systems

A redundant system of independent repairable components with general failure time and repair time distributions is considered. It is shown that the system failure time has an expectation dependent only on the mean failure times and mean repair times of the components and not on their distributions. An intuitive argument is provided, based on the time of onset of the quasi-stationary distribution on the set of working states, to show that for highly reliable systems, the system failure time is exponentially distributed to good approximation. The argument also justifies a simple figure of merit for the quality of the exponential approximation. A key ingredient in the analysis is the system relaxation time, an informal review of which is provided.     

APPROXIMATING ANALYSIS OF A KIND OF REPAIRABLE STANDBY SYSTEMS

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