20 January 2009, Volume 25 Issue 1

    

• Select all
  |

学术论文
• Select
  Reliability Analysis for $k/n(G)$ System under Poisson Shock

  Wang Guanjun, Zhang Yuanlin

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(1): 1-11.

  Abstract ( ) Download PDF ( ) Knowledge map Save

  In this paper, a $k/n(G)$ system (i.e. $k$-out-of-$n$: $G$ system) under Poisson shock is studied. Assume that the number of the shock arrivals forms a Poisson process with parameter $\lambda$, and the shock value submits to certain distribution. When a shock arrives, all working components in this system will independently produce a random effect. Assume further that the failure probability of the working component under the shock is the function of the shock value, and each shock will independently produce the system loss until the system failure happen when the number of working components in this system is less than $k$. Under these assumptions, we can obtain the system
  reliability function and the system average working time. Further, if the system is repairable, and there is a repairman in this system. We can assume that repair rule is "first in first out", and each failure component after repair can be "as good as new". When the time of repairs is an exponential distribution, the state transfer of the system submits to Markov process. Thereafter, we can
  establish the state transfer equations of the system, and obtain some reliability indices such as the system availability and the system average working time, the system average stopping time and the system failure frequency under the steady state. Finally, a simple example is given to illustrate the model proposed.

• Select
  Testing for Homogeneity of Variance and Correlation Coefficients in Uniform Correlation Models Based on Longitudinal Data

  Fan Junhua, Lin Jinguan, Wei Bocheng

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(1): 12-26.

  Abstract ( ) Download PDF ( ) Knowledge map Save

  In longitudinal data analysis, homogeneity of variance is a basic assumption. However, this assumption is not necessarily appropriate. Lin and Wei^[1] considered the tests for homogeneity of within-individual variances and between-individual autocorrelation coefficients in nonlinear models with AR(1) errors based on longitudinal data. This paper discusses the tests for homogeneity of variances and correlation coefficients in longitudinal data model with uniform correlation covariance structure and obtains several score test statistics. The glucose data is used to illustrate our results. Power simulations of the proposed tests are given in this paper.
• Select
  Some Results on the Generalized TTT Transform Order for Order Statistics

  Wang Fengxiao

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(1): 27-37.

  Abstract ( ) Download PDF ( ) Knowledge map Save

  The objective of this paper is to investigate the generalized total time on test (TTT) transform order and the excess wealth order of order statistics. Preservation property of order statistics for NBUT aging property is studied as well.
• Select
  Ruin Problems for the Discrete Time Risk Model under Stochastic Rates of Interest

  Yu Xueli,Xiao Gangjing

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(1): 38-46.

  Abstract ( ) Download PDF ( ) Knowledge map Save

  The discrete time risk model under stochastic rates of interest is discussed in this paper. The distribution of the sustainable period of ruin, the distribution of surplus immediately when surplus turns back positive, the distribution of supreme surplus before ruin, the joint distribution of surplus before ruin and deficit at ruin and supreme surplus before ruin, the time that the surplus process reach a given level $x$ for the first time are derived in this paper.
• Select
  The Statistical Analysis of Gompertz Distribution Based on Tampered Failure Rate Model under Multi-step Stress Accelerated Life Testing

  Wang Ronghua,Xu Xiaoling,Shi Hongwei

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(1): 47-59.

  Abstract ( ) Download PDF ( ) Knowledge map Save

  We get the maximum likelihood estimator and simulated moment estimator of Gompertz distribution based on
  tampered failure rate model under multi-step stress accelerated life
  testing. Afterwards we show the feasibility of our method through
  simulation examples. Finally, the interval estimators of parameters
  are obtained as well in the present paper.
• Select
  The Operating Characteristic Functions for Sampling Inspection by Attributes Based on the Grouping Method

  Pan Shenyuan,Yang Zhonghang,Lu Xiaojun

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(1): 60-66.

  Abstract ( ) Download PDF ( ) Knowledge map Save

  Several operating characteristic (OC) functions and the according algorithm for single and double sampling
  inspection by attributes based on the grouping method are provided
  in this paper. The validity of the OC functions is proved by
  comparing with the foregoing approximate algorithm and computer
  simulation. The property and application of the OC functions are
  simply discussed at last.
• Select
  The Covariances of Quadratic Forms of Random Variables and Their Applications in Linear Mixed Models

  Ma Tiefeng,Wang Songgui ,Yin Suju

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(1): 67-76.

  Abstract ( ) Download PDF ( ) Knowledge map Save

  An improved ANOVA estimator is obtained in this paper. For the linear mixed model, the improved estimator can be obtained by this idea and dominates ANOVA estimator. For random effects model of one-way classification, the estimator considered by Kelly and Mathew^[1] is a special case. This idea is also used to improve spectral decomposition estimator. This paper applys a simple property of variance-covariance to prove that the spectral decomposition estimator uniformly dominates ANOVA estimator for random effects model with one variance component when the covariance matrix of random effects only has one eigenvalue. Finally, this result is extended and we obtain a better feasible generalized spectral decomposition estimator.
• Select
  Testing Ratios of Means to Standard Deviations from Normal Populations under Order Restrictions with Generalized p Values

  Li Shuyou, Shi Ningzhong,Zhang Baoxue,

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(1): 77-85.

  Abstract ( ) Download PDF ( ) Knowledge map Save

  A procedure for testing ratios of means to standard deviations from normal populations under semi-order restriction and tree order restriction is developed. The testing is performed on the basis of the generalized $p$ value approach and U-I test and involves a one-dimensional numerical integration. The problem is always encountered in biology, medication, business investment, telecommunication, and so on. We propose the generalized test variable and obtain the generalized $p$ values of the testing problem. Finally, simulation results are given.
• Select
  A Modified Likelihood Ratio Test for Homogeneity in Normal Mixtures of Two Samples with an Unknown Variance

  Lei Qingzhu,Qin Yongsong

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(1): 86-94.

  Abstract ( ) Download PDF ( ) Knowledge map Save

  This paper investigates the asymptotic properties of a modified likelihood ratio statistics for testing homogeneity in normal mixture models of two samples with an unknownstructural parameter. The asymptotic null distribution of the
  modified likelihood ratio test statistic is found to be $\chi^2_{(1)}$.
• Select
  Comparison of Simultaneous Intervals for the Mean of a Multivariate Normal Distribution

  Meng Xianhua, Wang Jinglong,Wu Xianyi

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(1): 95-101.

  Abstract ( ) Download PDF ( ) Knowledge map Save

  In this paper, we give an analytical comparison between Bonferroni and Scheff\'{e} simultaneous confidence intervals for themean of a multivariate normal distribution, which concludes that the Bonferroni intervals are shorter than the Scheff\'{e} intervals when the dimension of the mean vector is between 2 and 12.
24卷总目录
• Select
  Contents of Vol. 24

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(1): 109-112.

  Abstract ( ) Download PDF ( ) Knowledge map Save