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Displaying 161 –
180 of
182
Recently the order preserving property of estimators has been intensively studied, e.g. by Gan and Balakrishnan and collaborators. In this paper we prove the stochastic monotonicity of moment estimators of gamma distribution parameters using the standard coupling method and majorization theory. We also give some properties of the moment estimator of the shape parameter and derive an approximate confidence interval for this parameter.
The stress-strength model is proposed based on the -generalized order statistics and the corresponding concomitant. For the dependency between -generalized order statistics and its concomitant, a bivariate copula expansion is considered and the stress-strength model is obtained for two special cases of order statistics and upper record values. In the particular case of copula function, the generalized Farlie-Gumbel-Morgenstern bivariate distribution function is considered with proportional reversed...
En este trabajo consideramos estimaciones no paramétricas de las funciones de razón de fallo y supervivencia en fiabilidad haciendo uso de suavizaciones no paramétricas de la función de distribución empírica (datos no censurados) y de la distribución de Kaplan-Meier (datos censurados). Se obtienen sesgos, varianzas y distribuciones asintóticas de los estimadores aquí propuestos probándose mediante técnicas de expansiones de segundo orden la eficiencia de éstos respecto de otras estimaciones introducidas...
A model of a heterogeneous population partitioned into a finite number of classes according an exchangeable equivalence relation is studied. With this motivation the properties of exchangeable equivalence relations are investigated and, in particular, the structure of its equivalence classes is characterized.
The paper presents some connections between two tail orderings of distributions and the total time on test transform. The procedure for testing the pure-tail ordering is proposed.
A sub-exponential Weibull random variable may be expressed as a quotient of a unit exponential to an independent strictly positive stable random variable. Based on this property, we propose a test for exponentiality which is consistent against Weibull and Gamma distributions with shape parameter less than unity. A comparison with other procedures is also included.
The paper concentrates on modeling the data that can be described by a homogeneous or non-homogeneous Poisson process. The goal is to decide whether the intensity of the process is constant or not. In technical practice, e.g., it means to decide whether the reliability of the system remains the same or if it is improving or deteriorating. We assume two situations. First, when only the counts of events are known and, second, when the times between the events are available. Several statistical tests...
In this paper, we consider a repair-cost limit replacement problem with imperfect repair and develop a graphical method to determine the optimal repair-cost limit which minimizes the expected cost per unit time in the steady-state, using the Lorenz transform of the underlying repair-cost distribution function. The method proposed can be applied to an estimation problem of the optimal repair-cost limit from empirical repair-cost data. Numerical examples are devoted to examine asymptotic properties...
In this paper, we consider a repair-cost limit replacement problem
with imperfect repair and develop a graphical method to determine
the optimal repair-cost limit which minimizes the expected cost
per unit time in the steady-state, using the Lorenz transform of
the underlying repair-cost distribution function. The method
proposed can be applied to an estimation problem of the optimal
repair-cost limit from empirical repair-cost data. Numerical
examples are devoted to examine asymptotic properties...
The moving average (MA) chart, the exponentially weighted moving average (EWMA) chart and the cumulative sum (CUSUM) chart are the most popular schemes for detecting shifts in a relevant process parameter. Any control chart system of span is specified by a partition of the space into three disjoint parts. We call this partition as the control chart frame of span A shift in the process parameter is signalled at time by having the vector of the last sample characteristics fall out of the...
Although the total time on test (TTT) transform is not a newly discovered concept, it has many applications in various fields. On the other hand, weighted distributions are extensively developed by the statisticians to tackle the insufficiency of the standard statistical distributions in modeling the arising data from real-world problems in the contexts like medicine, ecology, and reliability engineering. This paper develops the TTT transform for the weighted random variables and investigates the...
En este trabajo se desarrolla un método de comparación de experimentos con datos censurados. Dicho método se basa en la evaluación de la pérdida de información que se produce en estudios de supervivencia y fiabilidad cuando los tiempos de vida se censuran aleatoriamente por la derecha. Se supone que la distribución del tiempo de vida depende de un parámetro k-variante desconocido θ; y se usa la matriz de Fisher como medida de información apropiada acerca de θ. Se propone una medida matricial de...
The problem considered is that of unbiased estimation for a two-parameter exponential distribution under time censored sampling. We obtain a necessary form of an unbiasedly estimable parametric function and prove that there does not exist any unbiased estimator of the parameters and the mean of the distribution. For reliability estimation at a specified time point, we give a necessary and sufficient condition for the existence of an unbiased estimator and suggest an unbiased estimator based on a...
The problem considered is that of unbiased estimation of reliability for a two-parameter exponential distribution under time censored sampling. We give necessary and sufficient conditions for the existence of uniformly minimum variance unbiased estimator and also provide a characterization of a complete class of unbiased estimators in situations where unbiased estimators exist.
We use weighted distributions with a weight function being a ratio of two densities to obtain some results of interest concerning life and residual life distributions. Our theorems are corollaries from results of Jain et al. (1989) and Bartoszewicz and Skolimowska (2006).
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