相关论文: Stochastic comparisons of lifetimes of series and …

In this paper we derive a statistical law of Life. It governs the probability of death, or complementary of survival, of the living organisms. We have deduced such a law coupling the widely used Weibull statistics, developed for describing…

In this paper, we consider two finite mixture models (FMMs), with inverted-Kumaraswamy distributed components' lifetimes. Several stochastic ordering results between the FMMs have been obtained. Mainly, we focus on three different cases in…

In the context of industrial engineering, cold-standby redundancies allocation strategy is usually adopted to improve the reliability of coherent systems. This paper investigates optimal allocation strategies of cold standbys for series and…

The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function. Typically the copula function is…

Bayesian predictive probabilities of success (PPoS) use interim trial data to calculate the probability of trial success. These quantities can be used to optimize trial size or to stop for futility. In this paper, we describe a…

While we are usually focused on forecasting future values of time series, it is often valuable to additionally predict their entire probability distributions, e.g. to evaluate risk, Monte Carlo simulations. On example of time series of…

Longitudinal and time-to-event data are often analyzed in biomarker research to study the association between the longitudinal biomarker measurements and the event-time outcome, in which the longitudinal information contributes to the…

In a system, there are identical replaceable components working for a given task and a failed component is replaced by a functioning one in the corresponding position, which characterizes a repairable system. Assuming that a replaced…

The reliability of a system of components depends on reliability of each component. Thus, the initial statistical work should be the estimation of the reliability of each component of the system. This is not an easy task because when the…

Many complex systems have been shown to share universal properties of organization, such as scale independence, modularity and self-similarity. We borrow tools from statistical physics in order to study structural preferential attachment…

In actuarial research, a task of particular interest and importance is to predict the loss cost for individual risks so that informative decisions are made in various insurance operations such as underwriting, ratemaking, and capital…

In survival studies it is important to record the values of key longitudinal covariates until the occurrence of event of a subject. For this reason, it is essential to study the association between longitudinal and time-to-event outcomes…

A probabilistic method for solving time-dependent load-transfer models of fracture is developed. It is applicable to any rule of load redistribution, i.e, local, hierarchical, etc. In the new method, the fluctuations are generated during…

One of the most common ways researchers compare survival outcomes across treatments when confounding is present is using Cox regression. This model is limited by its underlying assumption of proportional hazards; in some cases, substantial…

This paper proposes a linear categorical random coefficient model, in which the random coefficients follow parametric categorical distributions. The distributional parameters are identified based on a linear recurrence structure of moments…

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

In this position paper we propose a process model that provides a development infrastructure in which the usability engineering and software engineering life cycles co-exist in complementary roles. We describe the motivation, hurdles,…

In survival analysis, the lifetime under study is not always observed. In certain applications, for some individuals, the value of the lifetime is only known to be smaller or larger than some random duration. This framework represent an…

This paper presents and derives the interrelations between survival analysis and master equation. Survival analysis deals with modeling the transitions between succeeding states of a system in terms of hazard rates. Questions related with…

This paper presents an approach for the modelling of dependent random variables using generalised polynomial chaos. This allows to write chance-constrained optimization problems with respect to a joint distribution modelling dependencies…