相关论文: Stochastic comparisons of lifetimes of series and …
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…
Reliability of a system is considered where the components' random lifetimes may be dependent. The structure of the system is described by an associated "lattice polynomial" function. Based on that descriptor, general framework formulas are…
In this paper we study the distributional properties of a vector of lifetimes in which each lifetime is modeled as the first arrival time between an idiosyncratic shock and a common systemic shock. Despite unlike the classical…
Longitudinal and survival sub-models are two building blocks for joint modelling of longitudinal and time to event data. Extensive research indicates separate analysis of these two processes could result in biased outputs due to their…
Master equations are common descriptions of mesoscopic systems. Analytical solutions to these equations can rarely be obtained. We here derive an analytical approximation of the time-dependent probability distribution of the master equation…
In reliability and life testing when the exponentially distributed components are put in series, it is generally assumed that the lifetimes of the components are independently distributed, which leads to some errors if they are not actually…
In a coherent reliability system composed of multiple components configured according to a specific structure function, the distribution of system time to failure, or system lifetime, is often of primary interest. Accurate estimation of…
A system is considered, which is subject to external and possibly fatal shocks, with dependence between the fatality of a shock and the system age. Apart from these shocks, the system suffers from competing soft and sudden failures, where…
Different strategies of reliability theory for the analysis of coherent systems have been studied by various researchers. Here, the Gini-type index is utilized as an applicable tool for the study and comparison of the ageing properties of…
The Gompertz-Makeham distribution, which is used commonly to represent lifetimes based on laws of mortality, is one of the most popular choices for mortality modelling in the field of actuarial science. This paper investigates ordering…
A semicoherent system can be described by its structure function or, equivalently, by a lattice polynomial function expressing the system lifetime in terms of the component lifetimes. In this paper we point out the parallelism between the…
We study failure rate monotonicity and generalized convex transform stochastic ordering properties of random variables, with a concern on applications. We are especially interested in the effect of a tail weight iteration procedure to…
Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…
We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show…
Most theoretical analysis for lifetime distribution explains origins of specific distribution based on independent failure. We develop a unified framework encompassing different lifetime distribution for failure-coupled network systems. We…
In this paper, we have discussed the usual stochastic ordering relations between two systems. Each system consists of n mutually independent components. The components follow Exponentiated (Extended) Chen distribution with three parameters…
In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…
In this article, we focus on stochastic orders to compare the magnitudes of two parallel systems from Weibull distributions when one set of scale parameters majorizes the other. The new results obtained here extend some of those proved by…
Recently, Chowdhury and Kundu [6] compared two parallel systems of heterogeneous independent log-Lindley distributed components using the concept of vector majorization and related orders. Under the same set-up, this paper derives some…
For the analysis of clustered survival data, two different types of models that take the association into account, are commonly used: frailty models and copula models. Frailty models assume that conditional on a frailty term for each…