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PES volume 36 issue 1 Cover and Back matter PES第36卷第1期封面和封底
IF 1.1 3区 工程技术
Probability in the Engineering and Informational Sciences Pub Date : 2022-01-01 DOI: 10.1017/s0269964822000067
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引用次数: 0
Likelihood ratio comparisons and logconvexity properties of p-spacings from generalized order statistics 广义阶统计量p-间隔的似然比比较和对数凸性
IF 1.1 3区 工程技术
Probability in the Engineering and Informational Sciences Pub Date : 2021-11-25 DOI: 10.1017/S0269964821000498
Mahdi Alimohammadi, M. Esna-Ashari, J. Navarro
{"title":"Likelihood ratio comparisons and logconvexity properties of p-spacings from generalized order statistics","authors":"Mahdi Alimohammadi, M. Esna-Ashari, J. Navarro","doi":"10.1017/S0269964821000498","DOIUrl":"https://doi.org/10.1017/S0269964821000498","url":null,"abstract":"Due to the importance of generalized order statistics (GOS) in many branches of Statistics, a wide interest has been shown in investigating stochastic comparisons of GOS. In this article, we study the likelihood ratio ordering of $p$-spacings of GOS, establishing some flexible and applicable results. We also settle certain unresolved related problems by providing some useful lemmas. Since we do not impose restrictions on the model parameters (as previous studies did), our findings yield new results for comparison of various useful models of ordered random variables including order statistics, sequential order statistics, $k$-record values, Pfeifer's record values, and progressive Type-II censored order statistics with arbitrary censoring plans. Some results on preservation of logconvexity properties among spacings are provided as well.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2021-11-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91055267","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Covariances in Pólya urn schemes Pólya - urn方案的协方差
IF 1.1 3区 工程技术
Probability in the Engineering and Informational Sciences Pub Date : 2021-10-08 DOI: 10.1017/S0269964821000450
H. Mahmoud
{"title":"Covariances in Pólya urn schemes","authors":"H. Mahmoud","doi":"10.1017/S0269964821000450","DOIUrl":"https://doi.org/10.1017/S0269964821000450","url":null,"abstract":"Abstract By now there is a solid theory for Polya urns. Finding the covariances is somewhat laborious. While these papers are “structural,” our purpose here is “computational.” We propose a practicable method for building the asymptotic covariance matrix in tenable balanced urn schemes, whereupon the asymptotic covariance matrix is obtained by solving a linear system of equations. We demonstrate the use of the method in growing tenable balanced irreducible schemes with a small index and in critical urns. In the critical case, the solution to the linear system of equations is explicit in terms of an eigenvector of the scheme.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2021-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88694567","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
ALGEBRAIC RELIABILITY OF MULTI-STATE k-OUT-OF-n SYSTEMS—CORRIGENDUM 多状态k- out -n系统的代数可靠度-勘误
IF 1.1 3区 工程技术
Probability in the Engineering and Informational Sciences Pub Date : 2021-10-01 DOI: 10.1017/s0269964820000455
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引用次数: 0
PES volume 35 issue 4 Cover and Front matter PES第35卷第4期封面和封面问题
IF 1.1 3区 工程技术
Probability in the Engineering and Informational Sciences Pub Date : 2021-10-01 DOI: 10.1017/s0269964821000474
{"title":"PES volume 35 issue 4 Cover and Front matter","authors":"","doi":"10.1017/s0269964821000474","DOIUrl":"https://doi.org/10.1017/s0269964821000474","url":null,"abstract":"","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2021-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89170912","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
PES volume 35 issue 4 Cover and Back matter PES第35卷第4期封面和封底
IF 1.1 3区 工程技术
Probability in the Engineering and Informational Sciences Pub Date : 2021-10-01 DOI: 10.1017/s0269964821000462
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引用次数: 0
Star-shaped order for distributions characterized by several parameters and some applications 若干参数特征分布的星形序及其一些应用
IF 1.1 3区 工程技术
Probability in the Engineering and Informational Sciences Pub Date : 2021-09-28 DOI: 10.1017/S0269964821000449
Idir Arab, M. Hadjikyriakou, P. E. Oliveira, Beatriz Santos
{"title":"Star-shaped order for distributions characterized by several parameters and some applications","authors":"Idir Arab, M. Hadjikyriakou, P. E. Oliveira, Beatriz Santos","doi":"10.1017/S0269964821000449","DOIUrl":"https://doi.org/10.1017/S0269964821000449","url":null,"abstract":"Abstract The star-shaped ordering between probability distributions is a common way to express aging properties. A well-known criterion was proposed by Saunders and Moran [(1978). On the quantiles of the gamma and F distributions. Journal of Applied Probability 15(2): 426–432], to order families of distributions depending on one real parameter. However, the lifetime of complex systems usually depends on several parameters, especially when considering heterogeneous components. We extend the Saunders and Moran criterion characterizing the star-shaped order when the multidimensional parameter moves along a given direction. A few applications to the lifetime of complex models, namely parallel and series models assuming different individual components behavior, are discussed.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2021-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85108956","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal allocation of a coherent system with statistical dependent subsystems 具有统计相关子系统的相干系统的最优分配
IF 1.1 3区 工程技术
Probability in the Engineering and Informational Sciences Pub Date : 2021-09-24 DOI: 10.1017/S0269964821000437
Bin Lu, Jiandong Zhang, Rongfang Yan
{"title":"Optimal allocation of a coherent system with statistical dependent subsystems","authors":"Bin Lu, Jiandong Zhang, Rongfang Yan","doi":"10.1017/S0269964821000437","DOIUrl":"https://doi.org/10.1017/S0269964821000437","url":null,"abstract":"Abstract This paper studies the optimal allocation policy of a coherent system with independent heterogeneous components and dependent subsystems, the systems are assumed to consist of two groups of components whose lifetimes follow proportional hazard (PH) or proportional reversed hazard (PRH) models. We investigate the optimal allocation strategy by finding out the number $k$ of components coming from Group A in the up-series system. First, some sufficient conditions are provided in the sense of the usual stochastic order to compare the lifetimes of two-parallel–series systems with dependent subsystems, and we obtain the hazard rate and reversed hazard rate orders when two subsystems have independent lifetimes. Second, similar results are also obtained for two-series–parallel systems under certain conditions. Finally, we generalize the corresponding results to parallel–series and series–parallel systems with multiple subsystems in the viewpoint of the minimal path and the minimal cut sets, respectively. Some numerical examples are presented to illustrate the theoretical findings.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2021-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89375837","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Ordering and aging properties of systems with dependent components governed by the Archimedean copula 由阿基米德联结控制的依赖成分系统的有序和老化性质
IF 1.1 3区 工程技术
Probability in the Engineering and Informational Sciences Pub Date : 2021-09-17 DOI: 10.1017/S0269964821000425
T. Sahoo, Nil Kamal Hazra
{"title":"Ordering and aging properties of systems with dependent components governed by the Archimedean copula","authors":"T. Sahoo, Nil Kamal Hazra","doi":"10.1017/S0269964821000425","DOIUrl":"https://doi.org/10.1017/S0269964821000425","url":null,"abstract":"Abstract Copula is one of the widely used techniques to describe the dependency structure between components of a system. Among all existing copulas, the family of Archimedean copulas is the popular one due to its wide range of capturing the dependency structures. In this paper, we consider the systems that are formed by dependent and identically distributed components, where the dependency structures are described by Archimedean copulas. We study some stochastic comparisons results for series, parallel, and general $r$-out-of-$n$ systems. Furthermore, we investigate whether a system of used components performs better than a used system with respect to different stochastic orders. Furthermore, some aging properties of these systems have been studied. Finally, some numerical examples are given to illustrate the proposed results.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2021-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81292810","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Orderings of component level versus system level at active redundancies for coherent systems with dependent components 具有相关组件的相干系统的主动冗余中组件级与系统级的排序
IF 1.1 3区 工程技术
Probability in the Engineering and Informational Sciences Pub Date : 2021-09-10 DOI: 10.1017/S0269964821000401
Rongfang Yan, Junrui Wang, Bin Lu
{"title":"Orderings of component level versus system level at active redundancies for coherent systems with dependent components","authors":"Rongfang Yan, Junrui Wang, Bin Lu","doi":"10.1017/S0269964821000401","DOIUrl":"https://doi.org/10.1017/S0269964821000401","url":null,"abstract":"This paper investigates the issue of stochastic comparison of multi-active redundancies at the component level versus the system level. Based on the assumption that all components are statistically dependent, in the case of complete matching and nonmatching spares, we present some interesting comparison results in the sense of the hazard rate, reversed hazard rate and likelihood ratio orders, respectively. And we also obtain two comparison results between relative agings of resulting systems at the component level and the system level. Several numerical examples are provided to illustrate the theoretical results.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":null,"pages":null},"PeriodicalIF":1.1,"publicationDate":"2021-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73711767","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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