Stochastic Models最新文献_第6页

A new mixed δ-shock model and associated reliability properties 一种新的混合δ-冲击模型及其可靠性特性

IF 0.7 4区数学

Stochastic Models Pub Date : 2023-01-23 DOI: 10.1080/15326349.2023.2166962

R. Roozegar, Marjan Entezari, N. Balakrishnan, Saraleean Nadarajah

引用次数: 1

Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution 广义逆指数分布多组分系统应力强度可靠性的估计

IF 0.7 4区数学

Stochastic Models Pub Date : 2023-01-12 DOI: 10.1080/15326349.2022.2162545

Liang Wang, Shuo‐Jye Wu, S. Dey, Y. Tripathi, Song Mao

{"title":"Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution","authors":"Liang Wang, Shuo‐Jye Wu, S. Dey, Y. Tripathi, Song Mao","doi":"10.1080/15326349.2022.2162545","DOIUrl":"https://doi.org/10.1080/15326349.2022.2162545","url":null,"abstract":"Abstract Reliability analysis for a multicomponent stress-strength (MSS) model is discussed in this paper. When strength and stress variables follow generalized inverted exponential distributions (GIEDs) with common scale parameters, maximum likelihood estimate of MSS reliability is established along with associated existence and uniqueness, and approximate confidence interval is also obtained in consequence. Additionally, alternative generalized estimates are proposed for MSS reliability based on constructed pivotal quantities, and associated Monte-Carlo sampling is provided for computation. Further, classical and generalized estimates are also established under unequal strength and stress parameter case. For comparison, bootstrap confidence intervals are also provided under different cases. To compare the equivalence of the strength and stress parameters, likelihood ratio testing is presented as a complement. Finally, extensive simulation studies are carried out to assess the performance of the proposed methods, and a real data example is presented for application. The numerical results indicate that the proposed generalized methods perform better than conventional likelihood results.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48109093","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications 行m负相关随机变量阵列的完全f矩收敛及其统计应用

IF 0.7 4区数学

Stochastic Models Pub Date : 2023-01-09 DOI: 10.1080/15326349.2022.2149554

Miaomiao Wang, Min Wang, Xuejun Wang, Fei Zhang

引用次数: 2

The estimation in Pólya–Eggenberger urn model with a delay 具有延迟的Pólya–Eggenberger-urn模型的估计

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-12-29 DOI: 10.1080/15326349.2022.2155194

B. Jamshidi, Parisa Torkaman

{"title":"The estimation in Pólya–Eggenberger urn model with a delay","authors":"B. Jamshidi, Parisa Torkaman","doi":"10.1080/15326349.2022.2155194","DOIUrl":"https://doi.org/10.1080/15326349.2022.2155194","url":null,"abstract":"Abstract In this article, we introduce a new model derived from Pólya–Eggenberger urn model. This model is defined by considering a delay in collecting information. The mathematical formulation of this model is done through four parameters; the number of balls in the first structure (N 0), the number of white balls in the first structure (W 0), the number of rewarded balls of the color of the ball withdrawn (a), and the length of the delay (i). As the first attempt to deal with point estimation in this model, we consider at any time one of the parameters separately as unknown conditioned to knowing the other three parameters, and find its estimation. Accordingly, we introduce a sufficient estimator for this model, and found on it, obtain the maximum likelihood estimators for each of the four parameters. In addition, moment estimators for N 0 and W 0 are calculated. Also, for the other parameters, we obtain estimators based on the correlation coefficient of consecutive withdrawals. To evaluate the performance of the obtained estimators and compare their accuracy, we apply five simulations of the delayed Pólya urn model. The simulations have been done with the software Matlab R2015b. According to the simulation study, the estimators obtained from the method of moments are preferable to maximum likelihood estimators.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"39 1","pages":"662 - 684"},"PeriodicalIF":0.7,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41693803","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A stochastic delayed SIS epidemic model with Holling type II incidence rate 具有HollingⅡ型发病率的随机延迟SIS流行病模型

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-12-22 DOI: 10.1080/15326349.2022.2155666

Wenxu Dong, Jia-ning Zhou, Biteng Xu

引用次数: 0

Maintenance effort expense modeling based on cyclic Wiener processes of two types for edge OSS computing 边缘OSS计算中基于两种循环Wiener过程的维护费用建模

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-12-07 DOI: 10.1080/15326349.2022.2149555

Y. Tamura, S. Yamada

引用次数: 0

Periodic review inventory models with multiclass demands and fixed order costs 定期审查具有多类别需求和固定订单成本的库存模型

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-11-21 DOI: 10.1080/15326349.2022.2144377

V. Kulkarni, Li Xiao, Hanqin Zhang

引用次数: 0

Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources 来自不同来源的激励事件同时发生的多变量Hawkes过程

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-11-18 DOI: 10.1080/15326349.2022.2134896

T. Bielecki, J. Jakubowski, Mariusz Niewęgłowski

引用次数: 0

Preface of the special issue on Branching Processes and Applications (IWBPA2021) 《分支过程与应用》（IWBPA2021）特刊前言

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-11-07 DOI: 10.1080/15326349.2022.2139271

M. González, M. Molina, I. D. del Puerto

{"title":"Preface of the special issue on Branching Processes and Applications (IWBPA2021)","authors":"M. González, M. Molina, I. D. del Puerto","doi":"10.1080/15326349.2022.2139271","DOIUrl":"https://doi.org/10.1080/15326349.2022.2139271","url":null,"abstract":"The 5th International Workshop on Branching Processes and their Applications (IWBPA2021) was held on 6th, 8th, 13th, 15th, 20th and 22nd April 2021. It was the last in a series of meetings held every three years in Badajoz (Spain). Due to the COVID-19 pandemic, the IWBPA2021 took place virtually using video conferencing tools. The 2021 year’s conference continued the tradition of the previous meetings in facilitating the exchange of research ideas in this field and related processes. The IWBPA2021 meeting was the fifth in the series of IWBPAs promoted and organized since 2009 by the research group Branching Processes and their Applications at the Department of Mathematics of the University of Extremadura, Spain, and scientifically sponsored by the Spanish Society for Statistics and Operations Research (Sociedad de Estad ıstica e Investigaci on Operativa) and the Institute of Advanced Scientific Computation of Extremadura (Instituto de Computaci on Cient ıfica Avanzada de Extremadura). There were 145 participants and 58 speakers from 22 countries who contributed to the success of the workshop. The presentations at the workshop maintained a healthy balance between the theoretical and practical aspects of branching processes. The speakers articulated the fact that this research area is very active and produces interesting results. The conference program and talks are available on the website (https://sites.google.com/view/iwbpa21-branching-unex). The Proceedings consist of 15 selected papers whose topics have been classified into the following parts:","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"39 1","pages":"1 - 4"},"PeriodicalIF":0.7,"publicationDate":"2022-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45036407","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Complete q-th moment convergence for the maximum of partial sums of -negatively associated random variables and its application to the EV regression model* 负相关随机变量部分和最大值的完全q矩收敛性及其在EV回归模型中的应用*

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-09-16 DOI: 10.1080/15326349.2022.2112604

Fen Jiang, Miaomiao Wang, Xuejun Wang

引用次数: 0