A Group Acceptance Sampling Plans Based on Truncated Life Tests for Type-II Generalized Log-Logistic Distribution

Size: px
Start display at page:

Download "A Group Acceptance Sampling Plans Based on Truncated Life Tests for Type-II Generalized Log-Logistic Distribution"

Transcription

1 ProbSa Forum, Volume 09, July 2016, Pages ISSN ProbSa Forum is an e-journal. For deails please visi A Group Accepance Sampling Plans Based on Truncaed Life Tess for Type-II Generalized Log-Logisic Disribuion K Rosaiah a, G S Rao b, S V S V S V Prasad c a Deparmen of Saisics, Acharya Nagarjuna Universiy, Gunur , India. b Deparmen of Saisics, The Universiy of Dodoma, Dodoma, PO. Box: 259, Tanzania. c Deparmen of Saisics, Acharya Nagarjuna Universiy, Gunur , India. Absrac. In his paper, we have developed a group accepance sampling plan for runcaed life ess when he lifeime of iems follows he Type-II generalized log logisic disribuion (TGLLD). A a specified level of consumer risk and a he predefined es erminaion ime, derived he minimum number of groups reuired for a given group size and he accepance number. The values of operaing characerisic (OC) funcion according o various ualiy levels are derived and he minimum raios of rue average life o he specified life a given producers risk are obained. The resuls are illusraed wih example. 1. Inroducion Saisical ualiy conrol refers o he user of saisical mehods in monioring and mainaining of he ualiy of producs and services. One mehod, referred o as accepance sampling, can be used when a decision mus be made o accep or rejec a group of pars or iems based on he ualiy found in a sample. Accepance Sampling is an imporan field of saisical ualiy conrol ha popularized by Dodge and Roming and originally applied by he U.S. miliary o he esing of bulles during World War II. Accepance sampling is a saisical mehod of inspecing a sample of goods and deciding wheher o accep he enire lo based on he resuls. The accepance sampling plans for runcaed life ess are freuenly used o deermine he sample size fromalo under consideraion. Forusualsamplingplan, i is assumeha onlyasingleiem is pu in aeser. Tesers accommodaing muliple number of iems a a ime in order o save he ime and cos. For his ype of esing he number of iems o be euipped in a eser is given by he specificaion. The accepance sampling plan under his ype of esers will be called group accepance sampling plan (GASP). If GASP is used in conjuncion wih runcaed life ess, i is called a GASP based on runcaed life es assuming ha he lifeime of produc follows a cerain probabiliy disribuion. For such a es he deerminaion of sample size is euivalen o deermine he number of groups. Many auhors have discussed accepance sampling plans based on runcaed life ess of single iem groups for various disribuions. Kanam and Rosaiah (1998), Kanam e al. (2001), Rosaiah e al. (2006), Aslam and Jun (2009), Rao (2009, 2010, 2011), Aslam and Jun (2009a), Aslam e al. (2011), Ramaswamy 2010 Mahemaics Subjec Classificaion. 62N05, 90B25, 62P30 Keywords. Type-II generalized log-logisic disribuion, group accepance sampling, Consumer risk, producer risk, operaing characerisic, runcaed life es. Received: 26 Sepember 2015; Acceped: 28 July addresses: rosaiah1959@gmail.com (K Rosaiah), gaddesrao@gmail.com (G S Rao), svsvsvprasad@gmail.com (S V S V S V Prasad)

2 Rosaiah, Rao and Prasad / ProbSa Forum, Volume 09, July 2016, Pages and Anburajan (2012) and Rao e al. (2014). The main aim of his sudy is o develop a GASP based on runcaed life ess assuming he life ime disribuion of he producs follows TGLLD. Rao e al. (2012, 2013) have discussed reliabiliy es plans for TGLLD and also developed Economic reliabiliy es plans for TGLLD. The res of he paper is arranged in he following way, inroducion of TGLLD is given in Secion 2 and he proposed GASP is discussed in Secion 3. Descripion of he proposed mehodology wih real life daa is given in Secion 4 and finally, some conclusions are esablished in Secion Type-II Generalized Log Logisic Disribuion Log logisic disribuion(lld) has proven is imporance in ualiy conrol. Differen ypes of accepance sampling plans are developed for LLD. The cumulaive disribuion funcion (cdf) of he log-logisic disribuion (LLD) is ( λ F() = ) 1+ ( ) λ ]; > 0, > 0, λ > 1 (1) Rosaiah e al. (2008) inroduced a generalizaion of LLD and called as Type-II generalized log logisic disribuion (TGLLD), is cumulaive disribuion funcion (cdf) is F(;λ,,θ) = 1 1+ ( ) ] λ θ ; > 0,,θ > 0, λ > 1 (2) I can be seen ha his is he failure probabiliy funcion of series sysem of θ componens, where life imes of he componens are independenly and idenically disribued wih he log logisic disribuion given by (1) as a common model. I may be noed ha he disribuion given in (2) is defined hrough he reliabiliy oriened generalizaion of log-logisic disribuion. In shor we call his as he Type-II generalized log logisic disribuion Type-I generalized (exponeniaed) log logisic disribuion is deal wih by Rosaiah e al. (2006)]. The corresponding probabiliy densiy funcion (pdf) is given by f(t;θ,λ,) = λθ ( ) λ 1 1+ ( ) ] λ θ+1 ; > 0,,θ > 0, λ > 1 (3) where is he scale parameer, λ and θ are shape parameers and θ akes an ineger values. The 100 h percenile of he TGLLD is given by ] = (1 p) 1 1 λ θ 1 = η (4) where η = ] (1 p) 1 1 λ θ 1 Hence, for fixed values of θ = θ 0 andλ = λ 0, he uanile in euaion (4) is he funcion of scale parameer = 0 i.e., 0 0 where 0 = ( 0 η ) (5) I may be noed ha 0 depends on θ 0 and λ 0 o draw he accepance sampling plans for TGLLD.

3 Rosaiah, Rao and Prasad / ProbSa Forum, Volume 09, July 2016, Pages Design of he proposed Sampling Plan We prefer o use he percenile poin as he ualiy parameer insead of mean and i is denoed by. According o he accepance sampling plans he hypohesis H 0 : 0 is esed based on he number of observed failures from a sample in a pre-fixed ime. The number of producs n in he lo o be esed and is divided ino eual sized groups subjec o he availabiliy of he number of esers. I is assumed ha he experimenal ime and number of producs in each group are fixed in advance. Since n = rg deermining n is euivalen o deermining g. The following group accepance sampling plan on he runcaed life es is proposed. i Selec a random sample of n producs and allocae r iems o each of g groups so ha n = rg ii Fix an accepance number c and he pre-specified es erminaion ime 0 iii Accep he lo if he number of failures from all groups is less han or eual o c. iv Terminae he experimen if more han c failures observed from all groups before he erminaion 0. The probabiliy of acceping lo for group sampling plan based on he number of failures from all groups under a runcaed life es before he prefixed ime 0 is given by ( ) rg F(p) = p i (1 p) rg i (6) i where g is number of groups, c is he accepance number, r is he group size and p is he probabiliy of geing a failure wihin he es erminaion ime 0. Since he lifeime of he produc follows TGLLD, we have p = F( 0 ). Since i is convenien o se he erminaion ime as muliple of he argeed 100 h lifeime percenile, 0 and a consan δ. Le be he rue 100 h lifeime percenile. Then p can be rewrien as p = 1 1+ ( ) ] λ θ 0 In order o find he design parameers of he proposed group accepance sampling plan, we prefer he approach based on wo poins on he curve by considering he producers and consumers risk. In his approach he ualiy level is measured hrough he raio of is percenile lifeime o he rue lifeime, 0.To ensure and improve he ualiy of he producs, producer may use he percenile raios. Producer prefers ha he probabiliy of lo accepance shall be a leas 1 α a he accepable reliabiliy level(arl), p 1. Hence he producer wans ha he lo o be acceped a differen values of percenile raios, say for he values of 0 = 2,4,6,8 given in (7). In view of he consumer he lo rejecion probabiliy shall no be exceed a he lo olerance reliabiliy level (LTRL), p 2. Hence, consumer may rejec he lo if 0 =1 according o he euaion (7). c i=0 c i=0 ( ) rg p i 1 (1 p 1 ) rg i 1 α (8) i ( ) rg p i 2 (1 p 2 ) rg i i where p 1 and p 2 are given by p 1 = 1 1+ η δ 0 ( ) 0 λ θ and p 2 = 1 1+ ( η δ) 0 λ ] θ (10) Esimaes of he parameers of he proposed plan for differen values of shape parameers are obained. i.e., a he given values of λ = 2, θ = 2, producers risk α = 0.05 and es erminaion ime 0 = δ 0 wih δ (7) (9)

4 Rosaiah, Rao and Prasad / ProbSa Forum, Volume 09, July 2016, Pages = 0.5 or 1.0, he parameers of he proposed GASP are esimaed for 10 h and 50 h perceniles a differen confidence levels =0.25, 0.10, 0.05, The plan parameers are presened in Tables 1 and 2 for λ=2, θ=2 a 10 h and 50 h perceniles respecively. Tables 3 and 4 are consruced using ML esimaes ˆθ = and ˆλ= a 10 h and 50 h perceniles respecively. We noiced from Tables 1 o 4, as percenile raio increases, he number of groups g decreases. Similarly, as r increases from 5 o 10, he number of groups reduces. 4. Descripion of he Proposed Mehodology wih Real Daa Example In his secion, we use a real daa se o show ha he ype-ii generalized log logisic disribuion can be a suiable model. Folks & Chhikara (1978) presened several ses of daa o describe he Birnbaum-Saunders disribuion.one of he daa se gives he runoff amouns a Jug Bridge, Maryland. For ready reference his daa se is reproduced as follows: 0.17, 0.23, 0.33, 0.39, 0.39, 0.40, 0.45, 0.52, 0.56, 0.59, 0.64, 0.66, 0.70, 0.76, 0.77, 0.78, 0.95, 0.97, 1.02, 1.12, 1.19, 1.24, 1.59, 1.74 and We show a rough indicaion of he goodness of fi for our model by ploing he superimposed for he daa shows ha he TGLLD is a good fi in Figure 1 and also goodness of fi is emphasized wih Q-Q plo, displayed in Figure 1. The maximum likelihood esimaes of he hree parameer TGLLD for he runoff amouns are ˆ=0.7616, ˆλ= and ˆθ = and using he Kolmogorov-Smirnov es, i is found ha he maximum disance beween he daa and he fied of he TGLLD is wih p-value is Meanwhile, he maximum likelihood esimaes of he wo-parameer TGLLD for he runoff amouns are ˆλ= and ˆθ= and he Kolmogorov-Smirnov es and found ha he maximum disance beween he daa and he fied of he TGLLD is wih p-value is Therefore, he wo-parameer TGLLD is also provides reasonable good fi for he runoff amouns. Le us consider he life ime of a produc is known o follow a TGLLD wih index parameers ˆθ= and shape ˆλ = Suppose ha i is desired o develop he group accepance sampling plan o saisfy ha he 50 h percenile lifeime is greaer han runoff amouns 0.35 hrough he experimen o be compleed by runoff amouns 0.35 using eser aking wih five producs each. Le us fix ha he consumer s risk is a 25%when he rue 50 h percenile is runoff amouns 0.35 and he producer s risk is 5% when he rue 50 h percenile is runoff amouns Since ˆθ= and ˆλ=2.3381, he consumer s risk is 25%, r = 5, δ 0=0.5 and 0 =2, he minimum number of groups and accepance number given by g = 2 and c = 3 from Table 4. Thus he design can be implemened as follows: selec a oal of 10 producs are needed and ha wo iems will be allocaed o each of he five esers. We can accep he lo when no more han hree failures occurs before runoff amouns 0.35 from wo groups. According o his plan, he runoff amouns could have been acceped because here are only hree failure before he erminaion ime, runoff amouns Conclusions In his aricle, a group sampling plan o ensure he specified produc lifeime percenile has been developed for he Type-II generalized log logisic disribuion. The design parameers c and g of he proposed sampling plan are deermined by he wo-poin mehod. Exensive ables have been provided for he indusrial use according o various parameers and percenile values. I was observed ha he number of groups reuired increases as he consumers confidence increases, rue ualiy decreases and as r increases he number of groups reduces. A comparison beween he proposed group sampling plan and he ordinary group sampling plan has also been discussed. I has been noiced ha he proposed plan reuires a smaller sample size han he ordinary group sampling plan does. The mehodology illusraed wih real daa se. References 1] Aslam, M., and Jun, C.-H., (2009a). Group accepance sampling plans for runcaed life ess based on he inverse Rayleigh disribuion and log-logisic disribuion, Pakisan Journal of Saisics, 25,

5 Rosaiah, Rao and Prasad / ProbSa Forum, Volume 09, July 2016, Pages Figure 1: The densiy plo and Q-Q plo of he fied ype-ii generalized log logisic disribuion for he runoff amouns daa 2] Aslam, M. and Jun, C.-H. (2009b). A group accepance sampling plan for runcaed life es having Weibull disribuion, Journal of Applied Saisics, 39, ] Aslam, M., and Jun, C.-H. (2009). A group accepance sampling plans for runcaed life ess based on he inverse Rayleigh and log-logisic disribuions, Pakisan Journal of saisics, 25(2), ] Aslam, M., Debasis Kundu., Jun, C.H., and Ahmad, M. (2011). Time runcaed group accepance sampling plans for generalized exponenial disribuion,journal of Tesing and Evaluaion, 39(4), ] Aslam, M., Jun, C.H., Ahmad, M., and Rasool, M. (2011). Group accepance sampling plans for resubmied los under Burr-ype XII disribuions, Chinese Inuiion of Indusrial Engineers, 28(8), ] Ferig, F.W. and Mann, N.R. (1980). Life-es sampling plans for wo-parameer Weibull populaions, Technomerics, 22, ] Kanam, R.R.L. and Rosaiah, K. (1998). Half logisic disribuion in accepance sampling based on life ess, IAPQR Transacions, 23(2), ] Kanam, R. R. L., Rosaiah, K. and Rao, G. S. (2001). Accepance sampling based on life ess: log-logisic models, J. Appl. Sais., 28, ] Ramaswamy, A.R.S. and Anburajan. P. (2012). Group accepance sampling plans using weighed binomial on runcaed life ess for inverse Rayleigh and Log-logisic disribuions, IOSR Journal of Mahemaics, 2(3), ] Rosaiah, K., and Kanam, R.R.L. and Sanosh Kumar, Ch. (2006). Reliabiliy es plans for exponeniaed log-logisic disribuion, Economic Qualiy Conrol, 21(2), ] Rosaiah, K., and Kanam, R.R.L. and Sanosh Kumar, Ch. (2007). Exponeniaed log-logisic disribuion-an economic reliabiliy es plan, Pakisan Journal of Saisics, 23 (2), ] Rosaiah. K., Kanam. R.R.L., Prasad, S.V.S.V.S.V. and Praap Reddy. J. (2008). Reliabiliy Esimaion in Type-II Generalized Log-Logisic Disribuion, In. J. Agricul. Sa. Sci., 4(2), ] Rao, B., Srinivas Kumar, CH. and Rosaiah, K. (2014). Group accepance sampling plans for life ess based on Half Normal disribuion, Sri Lankan Journal of Applied Saisics, 15(3), ] Rao, G.S. (2009). A group accepance sampling plans for lifeimes following a generalized exponenial disribuion, Economic Qualiy Conrol, 24(1), ] Rao, G.S. (2010). A group accepance sampling plans for runcaed life ess for Marshall-Olkin exended Lomax disribuion, Elecron. J. Applied Sa. Anal., 3, ] Rao, G.S. (2011). A hybrid group accepance sampling plans for lifeimes based on log-logisic disribuion, Journal of Reliabiliy and Saisical sudies, 4(1), ] Rao, G.S. (2011). A group accepance sampling plans for Lifeimes following a Marshall-Olkin exended Exponenial disribuion, Applicaion and applied Mahemaics: An Inernaional Journal (AAM), 6(2), ] Rao, G.S., R.R.L. Kanam., Rosaiah. K and Prasad, S.V.S.V.S.V. (2012). Reliabiliy Tes Plans for Type-II Generalized Log-Logisic disribuion, JRSS, 5(1), ] Rao, G.S., R.R.L. Kanam, Rosaiah. K and Prasad, S.V.S.V.S.V.(2013). An Economic Reliabiliy Tes Plan for Generalized Log-Logisic Disribuion, Inernaional Journal of Engineering and Applied Sciences, 3,

6 Rosaiah, Rao and Prasad / ProbSa Forum, Volume 09, July 2016, Pages Table 1: Proposed plan for TGLLD wih θ=2 andλ=2 for 10 h percenile δ = 0.5 δ =1.0 δ =0.5 δ = Table 2: Proposed plan for TGLLD wih θ=2 andλ=2 for 50 h percenile δ =0.5 δ =1.0 δ =0.5 δ =

7 Rosaiah, Rao and Prasad / ProbSa Forum, Volume 09, July 2016, Pages Table 3: Proposed plan for TGLLD wih ˆθ= and ˆλ= for 10 h percenile δ 0 =0.5 δ =1.0 δ =0.5 δ = Table 4: Proposed plan for TGLLD wih ˆθ= and ˆλ= for 50 h percenile δ 0 =0.5 δ =1.0 δ =0.5 δ =

GENERAL INTRODUCTION AND SURVEY OF LITERATURE

GENERAL INTRODUCTION AND SURVEY OF LITERATURE CHAPTER 1 GENERAL INTRODUCTION AND SURVEY OF LITERATURE 1.1 Inroducion In reliabiliy and survival sudies, many life disribuions are characerized by monoonic failure rae. Trayer (1964) inroduced he inverse

More information

A new flexible Weibull distribution

A new flexible Weibull distribution Communicaions for Saisical Applicaions and Mehods 2016, Vol. 23, No. 5, 399 409 hp://dx.doi.org/10.5351/csam.2016.23.5.399 Prin ISSN 2287-7843 / Online ISSN 2383-4757 A new flexible Weibull disribuion

More information

Reliability of Technical Systems

Reliability of Technical Systems eliabiliy of Technical Sysems Main Topics Inroducion, Key erms, framing he problem eliabiliy parameers: Failure ae, Failure Probabiliy, Availabiliy, ec. Some imporan reliabiliy disribuions Componen reliabiliy

More information

A TWO-STAGE GROUP SAMPLING PLAN BASED ON TRUNCATED LIFE TESTS FOR A EXPONENTIATED FRÉCHET DISTRIBUTION

A TWO-STAGE GROUP SAMPLING PLAN BASED ON TRUNCATED LIFE TESTS FOR A EXPONENTIATED FRÉCHET DISTRIBUTION A TWO-STAGE GROUP SAMPLING PLAN BASED ON TRUNCATED LIFE TESTS FOR A EXPONENTIATED FRÉCHET DISTRIBUTION G. Srinivasa Rao Department of Statistics, The University of Dodoma, Dodoma, Tanzania K. Rosaiah M.

More information

Introduction to Probability and Statistics Slides 4 Chapter 4

Introduction to Probability and Statistics Slides 4 Chapter 4 Inroducion o Probabiliy and Saisics Slides 4 Chaper 4 Ammar M. Sarhan, asarhan@mahsa.dal.ca Deparmen of Mahemaics and Saisics, Dalhousie Universiy Fall Semeser 8 Dr. Ammar Sarhan Chaper 4 Coninuous Random

More information

STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN

STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN Inernaional Journal of Applied Economerics and Quaniaive Sudies. Vol.1-3(004) STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN 001-004 OBARA, Takashi * Absrac The

More information

Chapter 2. Models, Censoring, and Likelihood for Failure-Time Data

Chapter 2. Models, Censoring, and Likelihood for Failure-Time Data Chaper 2 Models, Censoring, and Likelihood for Failure-Time Daa William Q. Meeker and Luis A. Escobar Iowa Sae Universiy and Louisiana Sae Universiy Copyrigh 1998-2008 W. Q. Meeker and L. A. Escobar. Based

More information

Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Capacity Constraints

Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Capacity Constraints IJCSI Inernaional Journal of Compuer Science Issues, Vol 9, Issue 1, No 1, January 2012 wwwijcsiorg 18 Applying Geneic Algorihms for Invenory Lo-Sizing Problem wih Supplier Selecion under Sorage Capaciy

More information

Comparing Means: t-tests for One Sample & Two Related Samples

Comparing Means: t-tests for One Sample & Two Related Samples Comparing Means: -Tess for One Sample & Two Relaed Samples Using he z-tes: Assumpions -Tess for One Sample & Two Relaed Samples The z-es (of a sample mean agains a populaion mean) is based on he assumpion

More information

Exponentially Weighted Moving Average (EWMA) Chart Based on Six Delta Initiatives

Exponentially Weighted Moving Average (EWMA) Chart Based on Six Delta Initiatives hps://doi.org/0.545/mjis.08.600 Exponenially Weighed Moving Average (EWMA) Char Based on Six Dela Iniiaives KALPESH S. TAILOR Deparmen of Saisics, M. K. Bhavnagar Universiy, Bhavnagar-36400 E-mail: kalpesh_lr@yahoo.co.in

More information

20. Applications of the Genetic-Drift Model

20. Applications of the Genetic-Drift Model 0. Applicaions of he Geneic-Drif Model 1) Deermining he probabiliy of forming any paricular combinaion of genoypes in he nex generaion: Example: If he parenal allele frequencies are p 0 = 0.35 and q 0

More information

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits DOI: 0.545/mjis.07.5009 Exponenial Weighed Moving Average (EWMA) Char Under The Assumpion of Moderaeness And Is 3 Conrol Limis KALPESH S TAILOR Assisan Professor, Deparmen of Saisics, M. K. Bhavnagar Universiy,

More information

Vehicle Arrival Models : Headway

Vehicle Arrival Models : Headway Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where

More information

Shiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran

Shiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran Curren Trends in Technology and Science ISSN : 79-055 8hSASTech 04 Symposium on Advances in Science & Technology-Commission-IV Mashhad, Iran A New for Sofware Reliabiliy Evaluaion Based on NHPP wih Imperfec

More information

Evaluation of Mean Time to System Failure of a Repairable 3-out-of-4 System with Online Preventive Maintenance

Evaluation of Mean Time to System Failure of a Repairable 3-out-of-4 System with Online Preventive Maintenance American Journal of Applied Mahemaics and Saisics, 0, Vol., No., 9- Available online a hp://pubs.sciepub.com/ajams/// Science and Educaion Publishing DOI:0.69/ajams--- Evaluaion of Mean Time o Sysem Failure

More information

Inventory Control of Perishable Items in a Two-Echelon Supply Chain

Inventory Control of Perishable Items in a Two-Echelon Supply Chain Journal of Indusrial Engineering, Universiy of ehran, Special Issue,, PP. 69-77 69 Invenory Conrol of Perishable Iems in a wo-echelon Supply Chain Fariborz Jolai *, Elmira Gheisariha and Farnaz Nojavan

More information

ACE 564 Spring Lecture 7. Extensions of The Multiple Regression Model: Dummy Independent Variables. by Professor Scott H.

ACE 564 Spring Lecture 7. Extensions of The Multiple Regression Model: Dummy Independent Variables. by Professor Scott H. ACE 564 Spring 2006 Lecure 7 Exensions of The Muliple Regression Model: Dumm Independen Variables b Professor Sco H. Irwin Readings: Griffihs, Hill and Judge. "Dumm Variables and Varing Coefficien Models

More information

A Specification Test for Linear Dynamic Stochastic General Equilibrium Models

A Specification Test for Linear Dynamic Stochastic General Equilibrium Models Journal of Saisical and Economeric Mehods, vol.1, no.2, 2012, 65-70 ISSN: 2241-0384 (prin), 2241-0376 (online) Scienpress Ld, 2012 A Specificaion Tes for Linear Dynamic Sochasic General Equilibrium Models

More information

A unit root test based on smooth transitions and nonlinear adjustment

A unit root test based on smooth transitions and nonlinear adjustment MPRA Munich Personal RePEc Archive A uni roo es based on smooh ransiions and nonlinear adjusmen Aycan Hepsag Isanbul Universiy 5 Ocober 2017 Online a hps://mpra.ub.uni-muenchen.de/81788/ MPRA Paper No.

More information

Appendix to Creating Work Breaks From Available Idleness

Appendix to Creating Work Breaks From Available Idleness Appendix o Creaing Work Breaks From Available Idleness Xu Sun and Ward Whi Deparmen of Indusrial Engineering and Operaions Research, Columbia Universiy, New York, NY, 127; {xs2235,ww24}@columbia.edu Sepember

More information

Chapter 4. Location-Scale-Based Parametric Distributions. William Q. Meeker and Luis A. Escobar Iowa State University and Louisiana State University

Chapter 4. Location-Scale-Based Parametric Distributions. William Q. Meeker and Luis A. Escobar Iowa State University and Louisiana State University Chaper 4 Locaion-Scale-Based Parameric Disribuions William Q. Meeker and Luis A. Escobar Iowa Sae Universiy and Louisiana Sae Universiy Copyrigh 1998-2008 W. Q. Meeker and L. A. Escobar. Based on he auhors

More information

Diagnostic tests for frailty

Diagnostic tests for frailty Diagnosic ess for fraily P. Economou and C. Caroni Deparmen of Mahemaics School of Applied Mahemaics and Physical Sciences Naional Technical Universiy of Ahens 9 Iroon Polyechniou, Zografou 155 80 Ahens,

More information

Semi-Competing Risks on A Trivariate Weibull Survival Model

Semi-Competing Risks on A Trivariate Weibull Survival Model Semi-Compeing Risks on A Trivariae Weibull Survival Model Jenq-Daw Lee Graduae Insiue of Poliical Economy Naional Cheng Kung Universiy Tainan Taiwan 70101 ROC Cheng K. Lee Loss Forecasing Home Loans &

More information

A Generalized Poisson-Akash Distribution: Properties and Applications

A Generalized Poisson-Akash Distribution: Properties and Applications Inernaional Journal of Saisics and Applicaions 08, 8(5): 49-58 DOI: 059/jsaisics0808050 A Generalized Poisson-Akash Disribuion: Properies and Applicaions Rama Shanker,*, Kamlesh Kumar Shukla, Tekie Asehun

More information

Reliability Estimate using Degradation Data

Reliability Estimate using Degradation Data Reliabiliy Esimae using Degradaion Daa G. EGHBALI and E. A. ELSAYED Deparmen of Indusrial Engineering Rugers Universiy 96 Frelinghuysen Road Piscaaway, NJ 8854-88 USA Absrac:-The use of degradaion daa

More information

The General Linear Test in the Ridge Regression

The General Linear Test in the Ridge Regression ommunicaions for Saisical Applicaions Mehods 2014, Vol. 21, No. 4, 297 307 DOI: hp://dx.doi.org/10.5351/sam.2014.21.4.297 Prin ISSN 2287-7843 / Online ISSN 2383-4757 The General Linear Tes in he Ridge

More information

Stochastic Model for Cancer Cell Growth through Single Forward Mutation

Stochastic Model for Cancer Cell Growth through Single Forward Mutation Journal of Modern Applied Saisical Mehods Volume 16 Issue 1 Aricle 31 5-1-2017 Sochasic Model for Cancer Cell Growh hrough Single Forward Muaion Jayabharahiraj Jayabalan Pondicherry Universiy, jayabharahi8@gmail.com

More information

Stochastic Reliability Analysis of Two Identical Cold Standby Units with Geometric Failure & Repair Rates

Stochastic Reliability Analysis of Two Identical Cold Standby Units with Geometric Failure & Repair Rates DOI: 0.545/mjis.07.500 Socasic Reliabiliy Analysis of Two Idenical Cold Sandby Unis wi Geomeric Failure & Repair Raes NITIN BHARDWAJ AND BHUPENDER PARASHAR Email: niinbardwaj@jssaen.ac.in; parasar_b@jssaen.ac.in

More information

Mathematical Theory and Modeling ISSN (Paper) ISSN (Online) Vol 3, No.3, 2013

Mathematical Theory and Modeling ISSN (Paper) ISSN (Online) Vol 3, No.3, 2013 Mahemaical Theory and Modeling ISSN -580 (Paper) ISSN 5-05 (Online) Vol, No., 0 www.iise.org The ffec of Inverse Transformaion on he Uni Mean and Consan Variance Assumpions of a Muliplicaive rror Model

More information

SOFTWARE RELIABILITY GROWTH MODEL WITH LOGISTIC TESTING-EFFORT FUNCTION CONSIDERING LOG-LOGISTIC TESTING-EFFORT AND IMPERFECT DEBUGGING

SOFTWARE RELIABILITY GROWTH MODEL WITH LOGISTIC TESTING-EFFORT FUNCTION CONSIDERING LOG-LOGISTIC TESTING-EFFORT AND IMPERFECT DEBUGGING Inernaional Journal of Compuer Science and Communicaion Vol. 2, No. 2, July-December 2011, pp. 605-609 SOFTWARE RELIABILITY GROWTH MODEL WITH LOGISTIC TESTING-EFFORT FUNCTION CONSIDERING LOG-LOGISTIC TESTING-EFFORT

More information

Innova Junior College H2 Mathematics JC2 Preliminary Examinations Paper 2 Solutions 0 (*)

Innova Junior College H2 Mathematics JC2 Preliminary Examinations Paper 2 Solutions 0 (*) Soluion 3 x 4x3 x 3 x 0 4x3 x 4x3 x 4x3 x 4x3 x x 3x 3 4x3 x Innova Junior College H Mahemaics JC Preliminary Examinaions Paper Soluions 3x 3 4x 3x 0 4x 3 4x 3 0 (*) 0 0 + + + - 3 3 4 3 3 3 3 Hence x or

More information

Article from. Predictive Analytics and Futurism. July 2016 Issue 13

Article from. Predictive Analytics and Futurism. July 2016 Issue 13 Aricle from Predicive Analyics and Fuurism July 6 Issue An Inroducion o Incremenal Learning By Qiang Wu and Dave Snell Machine learning provides useful ools for predicive analyics The ypical machine learning

More information

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Kriging Models Predicing Arazine Concenraions in Surface Waer Draining Agriculural Waersheds Paul L. Mosquin, Jeremy Aldworh, Wenlin Chen Supplemenal Maerial Number

More information

Inverse Maxwell Distribution as a Survival Model, Genesis and Parameter Estimation

Inverse Maxwell Distribution as a Survival Model, Genesis and Parameter Estimation Research Journal of Mahemaical and Saisical Sciences ISSN 232 647 Inverse Maxwell Disribuion as a Survival Model, Genesis and Parameer Esimaion Absrac Kusum Laa Singh and R.S. Srivasava Deparmen of Mahemaics

More information

in Engineering Prof. Dr. Michael Havbro Faber ETH Zurich, Switzerland Swiss Federal Institute of Technology

in Engineering Prof. Dr. Michael Havbro Faber ETH Zurich, Switzerland Swiss Federal Institute of Technology Risk and Saey in Engineering Pro. Dr. Michael Havbro Faber ETH Zurich, Swizerland Conens o Today's Lecure Inroducion o ime varian reliabiliy analysis The Poisson process The ormal process Assessmen o he

More information

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H.

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H. ACE 56 Fall 005 Lecure 5: he Simple Linear Regression Model: Sampling Properies of he Leas Squares Esimaors by Professor Sco H. Irwin Required Reading: Griffihs, Hill and Judge. "Inference in he Simple

More information

Stability and Bifurcation in a Neural Network Model with Two Delays

Stability and Bifurcation in a Neural Network Model with Two Delays Inernaional Mahemaical Forum, Vol. 6, 11, no. 35, 175-1731 Sabiliy and Bifurcaion in a Neural Nework Model wih Two Delays GuangPing Hu and XiaoLing Li School of Mahemaics and Physics, Nanjing Universiy

More information

Solutions to Odd Number Exercises in Chapter 6

Solutions to Odd Number Exercises in Chapter 6 1 Soluions o Odd Number Exercises in 6.1 R y eˆ 1.7151 y 6.3 From eˆ ( T K) ˆ R 1 1 SST SST SST (1 R ) 55.36(1.7911) we have, ˆ 6.414 T K ( ) 6.5 y ye ye y e 1 1 Consider he erms e and xe b b x e y e b

More information

Single-Pass-Based Heuristic Algorithms for Group Flexible Flow-shop Scheduling Problems

Single-Pass-Based Heuristic Algorithms for Group Flexible Flow-shop Scheduling Problems Single-Pass-Based Heurisic Algorihms for Group Flexible Flow-shop Scheduling Problems PEI-YING HUANG, TZUNG-PEI HONG 2 and CHENG-YAN KAO, 3 Deparmen of Compuer Science and Informaion Engineering Naional

More information

Matlab and Python programming: how to get started

Matlab and Python programming: how to get started Malab and Pyhon programming: how o ge sared Equipping readers he skills o wrie programs o explore complex sysems and discover ineresing paerns from big daa is one of he main goals of his book. In his chaper,

More information

Air Traffic Forecast Empirical Research Based on the MCMC Method

Air Traffic Forecast Empirical Research Based on the MCMC Method Compuer and Informaion Science; Vol. 5, No. 5; 0 ISSN 93-8989 E-ISSN 93-8997 Published by Canadian Cener of Science and Educaion Air Traffic Forecas Empirical Research Based on he MCMC Mehod Jian-bo Wang,

More information

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance

More information

Time series Decomposition method

Time series Decomposition method Time series Decomposiion mehod A ime series is described using a mulifacor model such as = f (rend, cyclical, seasonal, error) = f (T, C, S, e) Long- Iner-mediaed Seasonal Irregular erm erm effec, effec,

More information

Robust estimation based on the first- and third-moment restrictions of the power transformation model

Robust estimation based on the first- and third-moment restrictions of the power transformation model h Inernaional Congress on Modelling and Simulaion, Adelaide, Ausralia, 6 December 3 www.mssanz.org.au/modsim3 Robus esimaion based on he firs- and hird-momen resricions of he power ransformaion Nawaa,

More information

Keywords: thermal stress; thermal fatigue; inverse analysis; heat conduction; regularization

Keywords: thermal stress; thermal fatigue; inverse analysis; heat conduction; regularization Proceedings Inverse Analysis for Esimaing Temperaure and Residual Sress Disribuions in a Pipe from Ouer Surface Temperaure Measuremen and Is Regularizaion Shiro Kubo * and Shoki Taguwa Deparmen of Mechanical

More information

CHERNOFF DISTANCE AND AFFINITY FOR TRUNCATED DISTRIBUTIONS *

CHERNOFF DISTANCE AND AFFINITY FOR TRUNCATED DISTRIBUTIONS * haper 5 HERNOFF DISTANE AND AFFINITY FOR TRUNATED DISTRIBUTIONS * 5. Inroducion In he case of disribuions ha saisfy he regulariy condiions, he ramer- Rao inequaliy holds and he maximum likelihood esimaor

More information

Outline. lse-logo. Outline. Outline. 1 Wald Test. 2 The Likelihood Ratio Test. 3 Lagrange Multiplier Tests

Outline. lse-logo. Outline. Outline. 1 Wald Test. 2 The Likelihood Ratio Test. 3 Lagrange Multiplier Tests Ouline Ouline Hypohesis Tes wihin he Maximum Likelihood Framework There are hree main frequenis approaches o inference wihin he Maximum Likelihood framework: he Wald es, he Likelihood Raio es and he Lagrange

More information

Christos Papadimitriou & Luca Trevisan November 22, 2016

Christos Papadimitriou & Luca Trevisan November 22, 2016 U.C. Bereley CS170: Algorihms Handou LN-11-22 Chrisos Papadimiriou & Luca Trevisan November 22, 2016 Sreaming algorihms In his lecure and he nex one we sudy memory-efficien algorihms ha process a sream

More information

Chapter 2 Basic Reliability Mathematics

Chapter 2 Basic Reliability Mathematics Chaper Basic Reliabiliy Mahemaics The basics of mahemaical heory ha are relevan o he sudy of reliabiliy and safey engineering are discussed in his chaper. The basic conceps of se heory and probabiliy heory

More information

Bias in Conditional and Unconditional Fixed Effects Logit Estimation: a Correction * Tom Coupé

Bias in Conditional and Unconditional Fixed Effects Logit Estimation: a Correction * Tom Coupé Bias in Condiional and Uncondiional Fixed Effecs Logi Esimaion: a Correcion * Tom Coupé Economics Educaion and Research Consorium, Naional Universiy of Kyiv Mohyla Academy Address: Vul Voloska 10, 04070

More information

The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite

The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite American Journal of Operaions Research, 08, 8, 8-9 hp://wwwscirporg/journal/ajor ISSN Online: 60-8849 ISSN Prin: 60-8830 The Opimal Sopping Time for Selling an Asse When I Is Uncerain Wheher he Price Process

More information

Sliding Mode Controller for Unstable Systems

Sliding Mode Controller for Unstable Systems S. SIVARAMAKRISHNAN e al., Sliding Mode Conroller for Unsable Sysems, Chem. Biochem. Eng. Q. 22 (1) 41 47 (28) 41 Sliding Mode Conroller for Unsable Sysems S. Sivaramakrishnan, A. K. Tangirala, and M.

More information

How to Deal with Structural Breaks in Practical Cointegration Analysis

How to Deal with Structural Breaks in Practical Cointegration Analysis How o Deal wih Srucural Breaks in Pracical Coinegraion Analysis Roselyne Joyeux * School of Economic and Financial Sudies Macquarie Universiy December 00 ABSTRACT In his noe we consider he reamen of srucural

More information

A Note on the Equivalence of Fractional Relaxation Equations to Differential Equations with Varying Coefficients

A Note on the Equivalence of Fractional Relaxation Equations to Differential Equations with Varying Coefficients mahemaics Aricle A Noe on he Equivalence of Fracional Relaxaion Equaions o Differenial Equaions wih Varying Coefficiens Francesco Mainardi Deparmen of Physics and Asronomy, Universiy of Bologna, and he

More information

Hypothesis Testing in the Classical Normal Linear Regression Model. 1. Components of Hypothesis Tests

Hypothesis Testing in the Classical Normal Linear Regression Model. 1. Components of Hypothesis Tests ECONOMICS 35* -- NOTE 8 M.G. Abbo ECON 35* -- NOTE 8 Hypohesis Tesing in he Classical Normal Linear Regression Model. Componens of Hypohesis Tess. A esable hypohesis, which consiss of wo pars: Par : a

More information

On Two Integrability Methods of Improper Integrals

On Two Integrability Methods of Improper Integrals Inernaional Journal of Mahemaics and Compuer Science, 13(218), no. 1, 45 5 M CS On Two Inegrabiliy Mehods of Improper Inegrals H. N. ÖZGEN Mahemaics Deparmen Faculy of Educaion Mersin Universiy, TR-33169

More information

A New Unit Root Test against Asymmetric ESTAR Nonlinearity with Smooth Breaks

A New Unit Root Test against Asymmetric ESTAR Nonlinearity with Smooth Breaks Iran. Econ. Rev. Vol., No., 08. pp. 5-6 A New Uni Roo es agains Asymmeric ESAR Nonlineariy wih Smooh Breaks Omid Ranjbar*, sangyao Chang, Zahra (Mila) Elmi 3, Chien-Chiang Lee 4 Received: December 7, 06

More information

Double system parts optimization: static and dynamic model

Double system parts optimization: static and dynamic model Double sysem pars opmizaon: sac and dynamic model 1 Inroducon Jan Pelikán 1, Jiří Henzler 2 Absrac. A proposed opmizaon model deals wih he problem of reserves for he funconal componens-pars of mechanism

More information

GINI MEAN DIFFERENCE AND EWMA CHARTS. Muhammad Riaz, Department of Statistics, Quaid-e-Azam University Islamabad,

GINI MEAN DIFFERENCE AND EWMA CHARTS. Muhammad Riaz, Department of Statistics, Quaid-e-Azam University Islamabad, GINI MEAN DIFFEENCE AND EWMA CHATS Muhammad iaz, Deparmen of Saisics, Quaid-e-Azam Universiy Islamabad, Pakisan. E-Mail: riaz76qau@yahoo.com Saddam Akbar Abbasi, Deparmen of Saisics, Quaid-e-Azam Universiy

More information

A Robust Exponentially Weighted Moving Average Control Chart for the Process Mean

A Robust Exponentially Weighted Moving Average Control Chart for the Process Mean Journal of Modern Applied Saisical Mehods Volume 5 Issue Aricle --005 A Robus Exponenially Weighed Moving Average Conrol Char for he Process Mean Michael B. C. Khoo Universii Sains, Malaysia, mkbc@usm.my

More information

R t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t

R t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t Exercise 7 C P = α + β R P + u C = αp + βr + v (a) (b) C R = α P R + β + w (c) Assumpions abou he disurbances u, v, w : Classical assumions on he disurbance of one of he equaions, eg. on (b): E(v v s P,

More information

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing Applicaion of a Sochasic-Fuzzy Approach o Modeling Opimal Discree Time Dynamical Sysems by Using Large Scale Daa Processing AA WALASZE-BABISZEWSA Deparmen of Compuer Engineering Opole Universiy of Technology

More information

Variational Iteration Method for Solving System of Fractional Order Ordinary Differential Equations

Variational Iteration Method for Solving System of Fractional Order Ordinary Differential Equations IOSR Journal of Mahemaics (IOSR-JM) e-issn: 2278-5728, p-issn: 2319-765X. Volume 1, Issue 6 Ver. II (Nov - Dec. 214), PP 48-54 Variaional Ieraion Mehod for Solving Sysem of Fracional Order Ordinary Differenial

More information

Probabilistic Models for Reliability Analysis of a System with Three Consecutive Stages of Deterioration

Probabilistic Models for Reliability Analysis of a System with Three Consecutive Stages of Deterioration Yusuf I., Gaawa R.I. Volume, December 206 Probabilisic Models for Reliabiliy Analysis of a Sysem wih Three Consecuive Sages of Deerioraion Ibrahim Yusuf Deparmen of Mahemaical Sciences, Bayero Universiy,

More information

Two Coupled Oscillators / Normal Modes

Two Coupled Oscillators / Normal Modes Lecure 3 Phys 3750 Two Coupled Oscillaors / Normal Modes Overview and Moivaion: Today we ake a small, bu significan, sep owards wave moion. We will no ye observe waves, bu his sep is imporan in is own

More information

Speaker Adaptation Techniques For Continuous Speech Using Medium and Small Adaptation Data Sets. Constantinos Boulis

Speaker Adaptation Techniques For Continuous Speech Using Medium and Small Adaptation Data Sets. Constantinos Boulis Speaker Adapaion Techniques For Coninuous Speech Using Medium and Small Adapaion Daa Ses Consaninos Boulis Ouline of he Presenaion Inroducion o he speaker adapaion problem Maximum Likelihood Sochasic Transformaions

More information

FITTING OF A PARTIALLY REPARAMETERIZED GOMPERTZ MODEL TO BROILER DATA

FITTING OF A PARTIALLY REPARAMETERIZED GOMPERTZ MODEL TO BROILER DATA FITTING OF A PARTIALLY REPARAMETERIZED GOMPERTZ MODEL TO BROILER DATA N. Okendro Singh Associae Professor (Ag. Sa.), College of Agriculure, Cenral Agriculural Universiy, Iroisemba 795 004, Imphal, Manipur

More information

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB Elecronic Companion EC.1. Proofs of Technical Lemmas and Theorems LEMMA 1. Le C(RB) be he oal cos incurred by he RB policy. Then we have, T L E[C(RB)] 3 E[Z RB ]. (EC.1) Proof of Lemma 1. Using he marginal

More information

Weyl sequences: Asymptotic distributions of the partition lengths

Weyl sequences: Asymptotic distributions of the partition lengths ACTA ARITHMETICA LXXXVIII.4 (999 Weyl sequences: Asympoic disribuions of he pariion lenghs by Anaoly Zhigljavsky (Cardiff and Iskander Aliev (Warszawa. Inroducion: Saemen of he problem and formulaion of

More information

Nonlinearity Test on Time Series Data

Nonlinearity Test on Time Series Data PROCEEDING OF 3 RD INTERNATIONAL CONFERENCE ON RESEARCH, IMPLEMENTATION AND EDUCATION OF MATHEMATICS AND SCIENCE YOGYAKARTA, 16 17 MAY 016 Nonlineariy Tes on Time Series Daa Case Sudy: The Number of Foreign

More information

CENTRALIZED VERSUS DECENTRALIZED PRODUCTION PLANNING IN SUPPLY CHAINS

CENTRALIZED VERSUS DECENTRALIZED PRODUCTION PLANNING IN SUPPLY CHAINS CENRALIZED VERSUS DECENRALIZED PRODUCION PLANNING IN SUPPLY CHAINS Georges SAHARIDIS* a, Yves DALLERY* a, Fikri KARAESMEN* b * a Ecole Cenrale Paris Deparmen of Indusial Engineering (LGI), +3343388, saharidis,dallery@lgi.ecp.fr

More information

Západočeská Univerzita v Plzni, Czech Republic and Groupe ESIEE Paris, France

Západočeská Univerzita v Plzni, Czech Republic and Groupe ESIEE Paris, France ADAPTIVE SIGNAL PROCESSING USING MAXIMUM ENTROPY ON THE MEAN METHOD AND MONTE CARLO ANALYSIS Pavla Holejšovsá, Ing. *), Z. Peroua, Ing. **), J.-F. Bercher, Prof. Assis. ***) Západočesá Univerzia v Plzni,

More information

DEPARTMENT OF STATISTICS

DEPARTMENT OF STATISTICS A Tes for Mulivariae ARCH Effecs R. Sco Hacker and Abdulnasser Haemi-J 004: DEPARTMENT OF STATISTICS S-0 07 LUND SWEDEN A Tes for Mulivariae ARCH Effecs R. Sco Hacker Jönköping Inernaional Business School

More information

International Journal of Computer Science Trends and Technology (IJCST) Volume 3 Issue 6, Nov-Dec 2015

International Journal of Computer Science Trends and Technology (IJCST) Volume 3 Issue 6, Nov-Dec 2015 Inernaional Journal of Compuer Science Trends and Technology (IJCST) Volume Issue 6, Nov-Dec 05 RESEARCH ARTICLE OPEN ACCESS An EPQ Model for Two-Parameer Weibully Deerioraed Iems wih Exponenial Demand

More information

Accurate RMS Calculations for Periodic Signals by. Trapezoidal Rule with the Least Data Amount

Accurate RMS Calculations for Periodic Signals by. Trapezoidal Rule with the Least Data Amount Adv. Sudies Theor. Phys., Vol. 7, 3, no., 3-33 HIKARI Ld, www.m-hikari.com hp://dx.doi.org/.988/asp.3.3999 Accurae RS Calculaions for Periodic Signals by Trapezoidal Rule wih he Leas Daa Amoun Sompop Poomjan,

More information

On a Discrete-In-Time Order Level Inventory Model for Items with Random Deterioration

On a Discrete-In-Time Order Level Inventory Model for Items with Random Deterioration Journal of Agriculure and Life Sciences Vol., No. ; June 4 On a Discree-In-Time Order Level Invenory Model for Iems wih Random Deerioraion Dr Biswaranjan Mandal Associae Professor of Mahemaics Acharya

More information

Group Acceptance Sampling Plans using Weighted Binomial on Truncated Life Tests for Inverse Rayleigh and Log Logistic Distributions

Group Acceptance Sampling Plans using Weighted Binomial on Truncated Life Tests for Inverse Rayleigh and Log Logistic Distributions IOSR Journal of Mathematics (IOSRJM) ISSN: 78-578 Volume, Issue 3 (Sep.-Oct. 01), PP 33-38 Group Acceptance Sampling Plans using Weighted Binomial on Truncated Life Tests for Inverse Rayleigh and Log Logistic

More information

Vectorautoregressive Model and Cointegration Analysis. Time Series Analysis Dr. Sevtap Kestel 1

Vectorautoregressive Model and Cointegration Analysis. Time Series Analysis Dr. Sevtap Kestel 1 Vecorauoregressive Model and Coinegraion Analysis Par V Time Series Analysis Dr. Sevap Kesel 1 Vecorauoregression Vecor auoregression (VAR) is an economeric model used o capure he evoluion and he inerdependencies

More information

Maintenance Models. Prof. Robert C. Leachman IEOR 130, Methods of Manufacturing Improvement Spring, 2011

Maintenance Models. Prof. Robert C. Leachman IEOR 130, Methods of Manufacturing Improvement Spring, 2011 Mainenance Models Prof Rober C Leachman IEOR 3, Mehods of Manufacuring Improvemen Spring, Inroducion The mainenance of complex equipmen ofen accouns for a large porion of he coss associaed wih ha equipmen

More information

Expected Severity Model for FMEA under Weibull Failure and Detection Time Distributions with a Common Shape Parameter

Expected Severity Model for FMEA under Weibull Failure and Detection Time Distributions with a Common Shape Parameter Expeced Severiy Model for FMEA under Weibull and Deecion Time Disribuions wih a Common Shape Parameer Hyuck Moo Kwon Division of Sysems Managemen and Engineering Pukyong Naional Universiy, Busan 4853,

More information

On Multicomponent System Reliability with Microshocks - Microdamages Type of Components Interaction

On Multicomponent System Reliability with Microshocks - Microdamages Type of Components Interaction On Mulicomponen Sysem Reliabiliy wih Microshocks - Microdamages Type of Componens Ineracion Jerzy K. Filus, and Lidia Z. Filus Absrac Consider a wo componen parallel sysem. The defined new sochasic dependences

More information

ERROR LOCATING CODES AND EXTENDED HAMMING CODE. Pankaj Kumar Das. 1. Introduction and preliminaries

ERROR LOCATING CODES AND EXTENDED HAMMING CODE. Pankaj Kumar Das. 1. Introduction and preliminaries MATEMATIČKI VESNIK MATEMATIQKI VESNIK 70, 1 (2018), 89 94 March 2018 research paper originalni nauqni rad ERROR LOCATING CODES AND EXTENDED HAMMING CODE Pankaj Kumar Das Absrac. Error-locaing codes, firs

More information

CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK

CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 175 CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 10.1 INTRODUCTION Amongs he research work performed, he bes resuls of experimenal work are validaed wih Arificial Neural Nework. From he

More information

STA 114: Statistics. Notes 2. Statistical Models and the Likelihood Function

STA 114: Statistics. Notes 2. Statistical Models and the Likelihood Function STA 114: Saisics Noes 2. Saisical Models and he Likelihood Funcion Describing Daa & Saisical Models A physicis has a heory ha makes a precise predicion of wha s o be observed in daa. If he daa doesn mach

More information

Stochastic models and their distributions

Stochastic models and their distributions Sochasic models and heir disribuions Couning cusomers Suppose ha n cusomers arrive a a grocery a imes, say T 1,, T n, each of which akes any real number in he inerval (, ) equally likely The values T 1,,

More information

Predator - Prey Model Trajectories and the nonlinear conservation law

Predator - Prey Model Trajectories and the nonlinear conservation law Predaor - Prey Model Trajecories and he nonlinear conservaion law James K. Peerson Deparmen of Biological Sciences and Deparmen of Mahemaical Sciences Clemson Universiy Ocober 28, 213 Ouline Drawing Trajecories

More information

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon 3..3 INRODUCION O DYNAMIC OPIMIZAION: DISCREE IME PROBLEMS A. he Hamilonian and Firs-Order Condiions in a Finie ime Horizon Define a new funcion, he Hamilonian funcion, H. H he change in he oal value of

More information

di Bernardo, M. (1995). A purely adaptive controller to synchronize and control chaotic systems.

di Bernardo, M. (1995). A purely adaptive controller to synchronize and control chaotic systems. di ernardo, M. (995). A purely adapive conroller o synchronize and conrol chaoic sysems. hps://doi.org/.6/375-96(96)8-x Early version, also known as pre-prin Link o published version (if available):.6/375-96(96)8-x

More information

An Inventory Model for Time Dependent Weibull Deterioration with Partial Backlogging

An Inventory Model for Time Dependent Weibull Deterioration with Partial Backlogging American Journal of Operaional Research 0, (): -5 OI: 0.593/j.ajor.000.0 An Invenory Model for Time ependen Weibull eerioraion wih Parial Backlogging Umakana Mishra,, Chaianya Kumar Tripahy eparmen of

More information

Lab #2: Kinematics in 1-Dimension

Lab #2: Kinematics in 1-Dimension Reading Assignmen: Chaper 2, Secions 2-1 hrough 2-8 Lab #2: Kinemaics in 1-Dimension Inroducion: The sudy of moion is broken ino wo main areas of sudy kinemaics and dynamics. Kinemaics is he descripion

More information

ACE 562 Fall Lecture 4: Simple Linear Regression Model: Specification and Estimation. by Professor Scott H. Irwin

ACE 562 Fall Lecture 4: Simple Linear Regression Model: Specification and Estimation. by Professor Scott H. Irwin ACE 56 Fall 005 Lecure 4: Simple Linear Regression Model: Specificaion and Esimaion by Professor Sco H. Irwin Required Reading: Griffihs, Hill and Judge. "Simple Regression: Economic and Saisical Model

More information

FAULT DETECTION FOR NONLINEAR SYSTEMS WITH MULTIPLE PERIODIC INPUTS. Z. Y. Yang and C. W. Chan

FAULT DETECTION FOR NONLINEAR SYSTEMS WITH MULTIPLE PERIODIC INPUTS. Z. Y. Yang and C. W. Chan FAULT DETECTION FOR NONLINEAR SYSTES WITH ULTIPLE PERIODIC INPUTS Z. Y. Yang and C. W. Chan Dep. of echanical Engineering, Univ. of Hong Kong, Pokfulam Road, Hong Kong Absrac: Faul diagnosis is imporan

More information

Fourier Transformation on Model Fitting for Pakistan Inflation Rate

Fourier Transformation on Model Fitting for Pakistan Inflation Rate Fourier Transformaion on Model Fiing for Pakisan Inflaion Rae Anam Iqbal (Corresponding auhor) Dep. of Saisics, Gov. Pos Graduae College (w), Sargodha, Pakisan Tel: 92-321-603-4232 E-mail: anammughal343@gmail.com

More information

Research Article Weibull Model Allowing Nearly Instantaneous Failures

Research Article Weibull Model Allowing Nearly Instantaneous Failures Hindawi Publishing Corporaion Journal of Applied Mahemaics and Decision Sciences Volume 2007, Aricle ID 90842, pages doi:0.55/2007/90842 Research Aricle Weibull Model Allowing Nearly Insananeous Failures

More information

MODELING AND PLANNING ACCELERATED LIFE TESTING WITH PROPORTIONAL ODDS

MODELING AND PLANNING ACCELERATED LIFE TESTING WITH PROPORTIONAL ODDS MODELING AND PLANNING ACCELERATED LIFE TESTING WITH PROPORTIONAL ODDS by HAO ZHANG A Disseraion submied o he Graduae School-New Brunswick Rugers, The Sae Universiy of New Jersey in parial fulfillmen of

More information

State-Space Models. Initialization, Estimation and Smoothing of the Kalman Filter

State-Space Models. Initialization, Estimation and Smoothing of the Kalman Filter Sae-Space Models Iniializaion, Esimaion and Smoohing of he Kalman Filer Iniializaion of he Kalman Filer The Kalman filer shows how o updae pas predicors and he corresponding predicion error variances when

More information

Reliability Assessment and Residual Life Prediction Method based on Wiener Process and Current Degradation Quantity

Reliability Assessment and Residual Life Prediction Method based on Wiener Process and Current Degradation Quantity Engineering Leers, 4:, EL_4 08 Reliabiliy Assessmen Residual Life Predicion Mehod based on Wiener Process Curren Degradaion Quaniy Huibing Hao, Chunping Li Absrac In his aricle, he populaion reliabiliy

More information

Navneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi

Navneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi Creep in Viscoelasic Subsances Numerical mehods o calculae he coefficiens of he Prony equaion using creep es daa and Herediary Inegrals Mehod Navnee Saini, Mayank Goyal, Vishal Bansal (23); Term Projec

More information

Dynamic Analysis of Damped Driven Pendulum using Laplace Transform Method

Dynamic Analysis of Damped Driven Pendulum using Laplace Transform Method , ISSN 0974-570X (Online), ISSN 0974-578 (Prin), Vol. 6; Issue No. 3; Year 05, Copyrigh 05 by CESER PUBLICATIONS Dynamic Analysis of Damped Driven Pendulum using Laplace Transform Mehod M.C. Agarana and

More information

Mechanical Fatigue and Load-Induced Aging of Loudspeaker Suspension. Wolfgang Klippel,

Mechanical Fatigue and Load-Induced Aging of Loudspeaker Suspension. Wolfgang Klippel, Mechanical Faigue and Load-Induced Aging of Loudspeaker Suspension Wolfgang Klippel, Insiue of Acousics and Speech Communicaion Dresden Universiy of Technology presened a he ALMA Symposium 2012, Las Vegas

More information