bluuebunny/crossref_metadata_2025_split huggingface dataset:
On estimating the scale parameter of the exponential distribution with a known linear relation between the location and the scale parameter
Authors: Joshi Suneeta , Sathe Y. S. 
Published: May 2007

AbstractIn this article we study the estimation of the average excess life θ in a two‐parameter exponential distribution with a known linear relationship between α (the minimum life) and θ of the form α = aθ, where a is known and positive. A comparison of the efficiencies of estimators which are linear combinations of the smallest sample value and the sample sum of deviations from the smallest sample value and the maximum likelihood estimators is made for various sample sizes and different values of a. It is shown that these estimators are dominated in the risk by the minimum‐risk scale equivariant estimator based on sufficient statistics. A class of Bayes estimators for inverted gamma priors is constructed and shown to include a minimum‐risk scale equivariant estimator in it. All the members of this class can be computed easily.
IFR results for repairable systems
Authors: Chaganty Narasinga R. 
Published: May 2007

AbstractConsider a k‐out‐of‐n system with independent repairable components. Assume that the repair and failure distributions are exponential with parameters {μ1, ⃛,μn} and {λ1, ⃛,λn}, respectively. In this article we show that if λi – μi = Δ for all i then the life distribution of the system is increasing failure rate (IFR).
TTT transforms and age replacements with discounted costs
Authors: Bergman Bo , Klefsjö Bengt 
Published: May 2007

AbstractThe ordinary age replacement problem consists of finding an optimal age at which a unit, needed in a continuous production process, should be replaced in order to minimize the average long‐run cost per unit time. Bergman introduced a graphical procedure based on the total‐time‐on‐test (TTT) concept for the analysis of the age replacement problem. In this article, that idea is generalized to the situation of discounted costs. We also study a more general age replacement problem in which we have a form of imperfect repair.
A new approach for dealing with the startup problem in discrete event simulation
Authors: Kelton W. David , Law Averill M. 
Published: May 2007

AbstractThis article proposes a practical, data‐based statistical procedure which can be used to reduce or remove bias owing to artificial startup conditions in simulations aimed at estimating steady‐state means. We discuss results of experiments designed to choose good parameter values for this procedure, and present results of extensive testing of the procedure on a variety of stochastic models for which partial analytical results are available. The article closes with two illustrations of the application of the procedure to more complex statistical problems which are more representative of the kinds of purposes for which real‐world steady‐state simulation studies might be undertaken.
Mean hazard rate and its application to the normal approximation of the weibull distribution
Authors: Makino Toji 
Published: May 2007

AbstractIt is important for applied statisticians to know if data that can be described by the Weibull distribution can also be described by the normal distribution. Some investigations have been published on this subject. In this article, we review the results in papers related to the above problem. Next, we define the mean hazard rate. We then investigate the properties of the mean hazard rate for the Weibull distribution and the normal distribution, respectively. Finally, we discuss the method of approximating the normal distribution by the Weibull distribution using the mean hazard rate.
Inference on a future reliability parameter with the weibull process model
Authors: Miller Grady 
Published: May 2007

AbstractAn inferential procedure is presented which provides confidence intervals for a future reliability parameter when reliability growth testing is only partially completed. Hypothesis tests based on this method are uniformly most powerful unbiased. These results are applicable if (1) the system failure rate can be modeled as the intensity function of a Weibull process and (2) efforts to improve reliability are assumed to continue at a steady rate throughout the intervening period of testing. The usefulness of this methodology is illustrated by evaluating the risk of not reaching some future reliability milestone. If such risk is unacceptably high, program management may have time to identify problem areas and take corrective action before testing has ended. As a consequence, a more reliable system may be developed without incurring overruns in the scheduling or cost of the development program.
Allocation policies and cost approximations for multilocation inventory systems
Authors: Federgruen Awi , Zipkin Paul 
Published: May 2007

AbstractConsider a central depot that supplies several locations experiencing random demands. Periodically, the depot may place an order for exogenous supply. Orders arrive after a fixed leadtime, and are then allocated among the several locations. Each allocation reaches its destination after a further delay. We consider the special case where the penalty‐cost/holding‐cost ratio is constant over the locations. Several approaches are given to approximate the dynamic program describing the problem. Each approach provides both a near‐optimal order policy and an approximation of the optimal cost of the original problem. In addition, simple but effective allocation policies are discussed.
Coordinating order cycles under joint replenishments of multi‐item inventories
Authors: Aggarwal Vijay 
Published: May 2007

AbstractA recent work obtained closed‐form expressions for the problem of optimal partitioning multi‐item inventories into a given number of groups, where each group has a common order cycle for all the items in the group, and a Pareto function characterizes the distributions by value of the inventory. The optimal order points so obtained for the groups may have no synchronization among themselves at all. This note extends the closed‐form analysis to the requirement that the order cycles be coordinated so that each cycle is an integral multiple of the shortest order cycle. The extent of suboptimality which thus follows is investigated. Several alternatives to achieve integrality have been considered and compared through an illustrative example within the framework of the Pareto function.
A load‐sharing model: The linear breakdown rule
Authors: Schechner Zvi 
Published: May 2007

AbstractAn n‐component parallel system is subjected to a known load program. As time passes, components fail in a random manner, which depends on their individual load histories. At any time, the surviving components share the total load according to some rule. The system's life distribution is studied under the linear breakdown rule and it is shown that if the load program is increasing, the system lifetime is IFR. Using the notion of Schur convexity, a stochastic comparison of different systems is obtained. It is also shown that the system failure time is asymptotically normally distributed as the number of components grows large. All these results hold under various load‐sharing rules; in fact, we show that the system lifetime distribution is invariant under different load‐sharing rules.
A generalization of the entropy model for brand purchase behavior
Authors: Kapur J. N. , Bector C. R. , Kumar Uma 
Published: May 2007

AbstractHemiter's entropy model for brand purchase behavior has been generalized for Renyi's measure of entropy which is a more general concept than Shannon's measure of entropy used by Herniter and which includes Shannon's measure as a limiting case. The generalized model considered here is more flexible than Herniter's model since it can give different marketing statistics for different products and it can give these statistics even when only some of the brands are considered.
The capital supply curve in capacity expansion models: Some economic and algorithmic aspects
Authors: Sen S. , Saraf S. K. , Soyster A. L. , Murphy F. H. 
Published: May 2007

AbstractCapacity expansion models typically minimize the discounted cost of acquisition and operation over a given planning horizon. In this article we generalize this idea to one in which a capital supply curve replaces the usual discount rate. A capital supply curve is a means to model financial outlook, investment limits, and risk. We show that when such a curve is included in a capacity expansion model, it will, under certain conditions, provide a less capital intensive solution than one which incorporates a discount rate. In this article, we also provide an algorithm that solves capacity expansion models that incorporate a capital supply curve. The attractive feature of this algorithm is that it provides a means to utilize the “discount rate” models efficiently. Throughout, we give applications in power generation planning and computational experience for this application is also presented.
Limit laws in the best of 2n ‐ 1 bernoulli trials
Authors: Groeneveld Richard A. , Arnold Barry C. 
Published: May 2007

AbstractA series of independent Bernoulli trials is considered in which either an outcome of type A or type B occurs at each trial. The series terminates when n outcomes of one type have occurred. Two observable random variables of interest are the total number of outcomes in the series and the number of outcomes of the “losing kind.” Two methods of approximation of the expectations of these random variables for large n are obtained and compared. The limiting distribution of the number of outcomes of the “losing kind” is considered when a beta distribution is assigned to p.
An analysis of constrained robust regression estimators
Authors: Askin Ronald G. , Montgomery Douglas C. 
Published: May 2007

AbstractMulticollinearity and nonnormal errors are problems often encountered in the application of linear regression. Estimators are proposed for dealing with the simultaneous occurrence of both multicollinearity and nonnormality. These estimators are developed by combining biased estimation techniques with certain robust criteria. An iteratively reweighted least‐squares procedure is used to compute the estimates. The performance of the combined estimators is studied empirically through Monte Carlo experiments structured according to factorial designs. With respect to a mean‐squared‐error criterion, the combined estimators are superior to ordinary least‐squares, pure biased estimators, and pure robust estimators when multicollinearity and nonnormality are present. The loss in efficiency for the combined estimators relative to least squares is small when these problems do not occur. Some guidelines for the use of these combined estimators are given.
Reliability interpretations of some concepts from economics
Authors: Klefsjö Bengt 
Published: May 2007

AbstractIn a recent article, Chandra and Singpurwalla have pointed out the close relationship between the Lorenz curve, which is frequently used when illustrating income distributions in economics, and the total‐time‐on‐test transform (TTT transform), which has proved to be a very useful tool in reliability. They also presented some characterizations of aging properties by using the Lorenz curve. The purpose of this article is to point out some further results in the same area and to give reliability interpretations of some common measures of income inequality.
The two‐on‐one stochastic duel
Authors: Gafarian A. V. , Ancker C. J. 
Published: May 2007

AbstractThe one‐on‐one stochastic duel is extended to the general two‐on‐one duel for the first time. The state equations, win probabilities, mean value, and variance functions are derived. The case where one side has Erlang (2) firing times and the other is negative exponential is compared with the corresponding “Stochastic Lanchester” and Lanchester models to demonstrate their nonequivalence.
Minimizing the sum of absolute lateness in single‐machine and multimachine scheduling
Authors: Sundararaghavan P. S. , Ahmed Mesbah U. 
Published: May 2007

AbstractKanet addressed the problem of scheduling n jobs on one machine so as to minimize the sum of absolute lateness under a restrictive assumption on their common due date. This article extends the results to the problem of scheduling n jobs on m parallel identical processors in order to minimize the sum of absolute lateness. Also, a heuristic algorithm for a more general version with no restriction on the common due date, for the problem of n‐job single‐machine scheduling is presented and its performance is reported.
A note on a model for evasive vehicle movement along a fixed path
Authors: Turner Danny W. , Holmes Paul T. 
Published: May 2007

AbstractA model for a vehicle moving evasively along a fixed path is defined in terms of a two‐ state semi‐Markov process. An important feature of this model is the continuous movement of the vehicle as a function of time. One potential application of this model is the development of a strategy for the deployment of long‐range missiles on long underground tracks.
Multiechelon repairable‐item provisioning in a time‐varying environment using the randomization technique
Authors: Gross Donald , Miller Douglas R. 
Published: May 2007

AbstractMultiechelon repairable‐item provisioning systems are considered under a time‐varying environment. Such conditions could arise, for example, in a military context where a shift from peacetime operation to wartime operation takes place; or, in a civilian setting where a public transit system decides to increase its hours of operation or frequency of service. Exact Markovian models, incorporating a finite population of repairable components and limited repair capacity (nonample service), are treated, with transient solutions obtained using the randomization technique. The exact models are compared with the approximate Dyna‐METRIC model which assumes an infinite population of components and ample repair capacity.
Optimal arrangement of systems
Authors: Boland Philip J. , Proschan Frank 
Published: May 2007

AbstractTo location Li we are to allocate a “generator” and ni “machines” for i = 1, …,k, where n1 … n1 ≧ … ≧ nk. Although the generators and machines function independently of one another, a machine is operable only if it and the generator at its location are functioning. The problem we consider is that of finding the arrangement or allocation optimizing the number of operable machines. We show that if the objective is to maximize the expected number of operable machines at some future time, then it is best to allocate the best generator and the n1 best machines to location L1, the second‐best generator and the n2‐next‐best machines to location L2, etc. However, this arrangement is not always stochastically optimal. For the case of two generators we give a necessary and sufficient condition that this arrangement is stochastically best, and illustrate the result with several examples.
A simple Markov model for the analysis of multiple air combat
Authors: Feigin P. D. , Pinkas O. , Shinar J. 
Published: May 2007

AbstractIt is proposed to describe multiple air‐to‐air combat having a moderate number of participants with the aid of a stochastic process based on end‐game duels. A simple model describing the dominant features of air combat leads to a continuous time discrete‐state Markov process. Solution of the forward Kolmogorov equations enables one to investigate the influence of initial force levels and performance parameters on the outcome probabilities of the multiple engagement. As is illustrated, such results may be useful in the decision‐making process for aircraft and weapon system development planning. Some comparisons are made with Lanchester models as well as with a semi‐Markov model.
An efficient heuristic for the multi‐item newsboy problem with a single constraint
Authors: Nahmias Steven , Schmidt Charles P. 
Published: May 2007

AbstractThis article treats the problem of determining optimal and approximately optimal order quantities for a multiple‐item inventory system subject to a single constraint on space or budget. Although this problem can be solved by the usual method of Lagrange multipliers, we wish to consider a more efficient scheme that requires fewer computations. We provide calculations that compare and contrast four approximation techniques. In particular, we have discovered a method that yields a direct algebraic expression of the problem parameters for allocation and achieves an expected profit within 90% of the optimal in about 90% of the cases tested.
An acceptance life test for high‐reliability products
Authors: Angus John E. , Schafer Ray E. , Rutemiller Herbert C. 
Published: May 2007

AbstractThis article introduces a replacement life‐test procedure for the exponential failure rate: Failure‐free operation of a unit for at least tk consecutive time units is designated a “success”; the acceptance test is passed if and only if the first success is encountered before k unit failures have been recorded. Test plans are presented and the test is compared with the usual time‐truncated test and to the truncated sequential probability ratio test. It is shown that this new test has smaller expected test time than the time truncated test when the true failure rate is small relative to the null hypothesized failure rate. Consistency and unbiasedness are proved and methods for making inferences on failure rate are described.
A method for estimating the parameters of reliability models
Authors: Naik D. N. 
Published: May 2007

AbstractThe maximum likelihood estimates (MLE) of transition rates in a finite‐state continuous‐time Markov process with an absorbing state are obtained, when there are a number of independent realizations of the process. This process is explained as a model for deteriorating systems of reliability theory through example. The asymptotic properties of MLES as the observed number of realizations tend to infinity are studied. Extension of these results to semi‐Markov processes is discussed.
Approximations for departure processes and queues in series
Authors: Whitt Ward 
Published: May 2007

AbstractMethods are developed for approximately characterizing the departure process from a single‐server queue and calculating approximate congestion measures for several single‐server queues in series. These methods are modifications of the previously described asymptotic method and stationary‐interval method for approximating a stochastic point process. The approximations are evaluated by comparing approximate congestion measures for queues in series with previous simulation results.
Cost analysis of warranty policies
Authors: Nguyen D. G. , Murthy D. N. P. 
Published: May 2007

AbstractThis article analyzes two general warranty policies involving an initial free replacement period, followed by a pro rata period. We examine the short‐run total costs and longrun average costs under these policies. Formulas for both consumer costs and manufacturer profits under warranty are derived. We also study the expected number of purchases over the product life cycle under both policies. Bounds for the expected total costs and expected number of purchases are obtained for the case where the failure distribution of the item is new better than used.
Stochastically minimizing the makespan in flow shops
Authors: Foley R. D. , Suresh S. 
Published: May 2007

AbstractIn this article, we are concerned with scheduling stochastic jobs in a flowshop with m machines and zero intermediate storage. We assume that there are n ‐ 2 identically distributed and 2 fast stochastic jobs. Roughly, the main result states that the makespan is stochastically minimized by placing one of the fast jobs first and the other last.
Estimation for a weibull accelerated life testing model
Authors: Glaser Ronald E. 
Published: May 2007

AbstractIt is sometimes reasonable to assume that the lifetime distribution of an item belongs to a certain parametric family, and that actual parameter values depend upon the testing environment of the item. In the two‐parameter Weibull family setting, suppose both the shape and scale parameters are expressible as functions of the testing environment. For various models of functional dependency on environment, maximum likelihood methods are used to estimate characteristics of interest at specified environmental levels. The methodology presented handles exact, censored, and grouped data. A detailed accelerated life testing analysis of stress‐rupture data for Kevlar/epoxy composites is given.
Finite Markov chain models skip‐free in one direction
Authors: Latouche G. , Jacobs P. A. , Gaver D. P. 
Published: May 2007

AbstractFinite Markov processes are considered, with bidimensional state space, such that transitions from state (n, i) to state (m, j) are possible only if m ≤ n + 1. The analysis leads to efficient computational algorithms, to determine the stationary probability distribution, and moments of first passage times.
Sample sizes for β‐expectation tolerance limits which control both tails of the normal distribution
Authors: Chou Youn‐Min 
Published: May 2007

AbstractSample sizes for tolerance limits are given on a normal distribution. β‐Expectation tolerance intervals are defined and constructed to control the proportion in each tail of the normal distribution. We also require with a high probability that the proportion in each tail is close to its corresponding expected coverage. Under these conditions. we dctcrniine a minimum sample size and its accompanying tolerance limits. Graphs of minimum sample sizes for the tolerance limits are provided. The computation for minimum samplc sizes is based on the bivariate noncentral t distribution. Examples are given to illustrate the use of the graphs.
Testing goodness of fit to the increasing failure rate family with censored data
Authors: Santner Thomas , Tenga Robert 
Published: May 2007

AbstractOne important thrust in the reliability literature is the development of statistical procedures under various “restricted family” model assumptions such as the increasing failure rate (IFR) and decreasing failure rate (DFR) distributions. However, relatively little work has been done on the problem of testing fit to such families as a null hypothesis. Barlow and Campo proposed graphical methods for assessing goodness of fit to the IFR model in single‐sample problems. For the same problem with complete data, Tenga and Santner studied several analytic tests of the null hypothesis that the common underlying distribution is IFR versus the alternative that it is not IFR for complete data. This article considers the same problem for the case of four types of censored data: (i) Type I (time) censoring, (ii) Type I1 (order statistic) censoring, (iii) a hybrid of Type I and Type I1 censoring, and (iv) random censorship. The least favorable distributions of several intuitive test statistics are derived for each of the four types of censoring so that valid small‐sample‐size α tests can be constructed from them. Properties of these tests are investigated.
New ANSI versions of MIL‐STD‐414 and MIL‐STD‐105D
Authors: Schilling E. G. 
Published: May 2007

AbstractWhen acceptance sampling plans are applied to measurement characteristics, a choice between application of a variables or an attributes sampling plan must be made. With the recent revision by the American Society for Quality Control for the American National Standards Institute of the ANSI/ASQC Z1.9 variables system and the ANSI/ASQC Z1.4 attributes system, the standards have now been matched so that it is possible to move between them. This article will discuss exploitation of the resulting synergistic relationship to achieve more rational and more effective acceptance sampling.