相关论文: On Representing the Mean Residual Life in Terms of…
The iterative random subdivision of rectangles is used as a generation model of networks in physics, computer science, and urban planning. However, these researches were independent. We consider some relations in them, and derive…
There is sustained and widespread interest in understanding the limit, if any, to the human lifespan. Apart from its intrinsic and biological interest, changes in survival in old age have implications for the sustainability of social…
In this work, we propose estimators for the uncertainty in mean residual times that require, for their evaluation, statistically independent individual residence times obtained from a discrete time process. We examine their performance…
Probabilistic model-based diagnosis computes the posterior probabilities of failure of components from the prior probabilities of component failure and observations of system behavior. One problem with this method is that such priors are…
Measuring and managing risk has become crucial in modern decision making under stochastic uncertainty. In two-stage stochastic programming, mean risk models are essentially defined by a parametric recourse problem and a quantification of…
In this paper we explore the life expectancy limits by based on the stochastic modeling of mortality and applying the first exit or hitting time theory of a stochastic process. The main assumption is that the health state or the "vitality",…
We revisit the family of goodness-of-fit tests for exponentiality based on the mean residual life time proposed by Baringhaus & Henze (2008). We motivate the test statistic by a characterisation of Shanbhag (1970) and provide an alternative…
A survival model is derived from the exponential function using the concept of fractional differentiation. The hazard function of the proposed model generates various shapes of curves including increasing, increasing-constant-increasing,…
We consider the problem of model building for rare events prediction in longitudinal follow-up studies. In this paper, we compare several resampling methods to improve standard regression models on a real life example. We evaluate the…
It is known, but perhaps not well-known, that when the mortality is assumed to be of Gompertz-Makeham-type, the expected remaining life-length and the commutation functions used for calculating the expected values of various types of life…
Collectives form non-equilibrium social structures characterised by a volatile dynamics. Individuals join or leave. Social relations change quickly. Therefore, differently from engineered or ecological systems, a resilient reference state…
The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in various contexts. Here we propose a generative model to capture the dynamics of survival analysis,…
Marginal expected shortfall is unquestionably one of the most popular systemic risk measures. Studying its extreme behaviour is particularly relevant for risk protection against severe global financial market downturns. In this context,…
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…
We introduce the resilience rate as a measure of financial resilience. It captures the expected rate at which a dynamic risk measure recovers, i.e., bounces back, when the risk-acceptance set is breached. We develop the corresponding…
Recently Qiu et al. (2017) have introduced residual extropy as measure of uncertainty in residual lifetime distributions analogues to residual entropy (1996). Also, they obtained some properties and applications of that. In this paper, we…
Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the…
Given two absolutely continuous nonnegative independent random variables, we define the reversed relevation transform as dual to the relevation transform. We first apply such transforms to the lifetimes of the components of parallel and…
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…
Author's early work on aging is developed to yield a relationship between life spans and the velocity of aging. The mathematical analysis shows that the mean extent of the advancement of aging throughout one's life is conserved, or…