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31.
Dynamic reliability models with conditional proportional hazards 总被引:1,自引:0,他引:1
A dynamic approach to the stochastic modelling of reliability systems is further explored. This modelling approach is particularly appropriate for load-sharing, software reliability, and multivariate failure-time models, where component failure characteristics are affected by their degree of use, amount of load, or extent of stresses experienced. This approach incorporates the intuitive notion that when a set of components in a coherent system fail at a certain time, there is a jump from one structure function to another which governs the residual lifetimes of the remaining functioning components, and since the component lifetimes are intrinsically affected by the structure function which they constitute, then at such a failure time there should also be a jump in the stochastic structure of the lifetimes of the remaining components. For such dynamically-modelled systems, the stochastic characteristics of their jump times are studied. These properties of the jump times allow us to obtain the properties of the lifetime of the system. In particular, for a Markov dynamic model, specific expressions for the exact distribution functions of the jump times are obtained for a general coherent system, a parallel system, and a series-parallel system. We derive a new family of distribution functions which describes the distributions of the jump times for a dynamically-modelled system. 相似文献
32.
《Journal of Statistical Computation and Simulation》2012,82(8):1621-1643
When a spatial point process model is fitted to spatial point pattern data using standard software, the parameter estimates are typically biased. Contrary to folklore, the bias does not reflect weaknesses of the underlying mathematical methods, but is mainly due to the effects of discretization of the spatial domain. We investigate two approaches to correcting the bias: a Newton–Raphson-type correction and Richardson extrapolation. In simulation experiments, Richardson extrapolation performs best. 相似文献
33.
M.N.M. van Lieshout 《Australian & New Zealand Journal of Statistics》2021,63(1):159-181
We apply the Abramson principle to define adaptive kernel estimators for the intensity function of a spatial point process. We derive asymptotic expansions for the bias and variance under the regime that n independent copies of a simple point process in Euclidean space are superposed. The method is illustrated by means of a simple example and applied to tornado data. 相似文献
34.
《Journal of Statistical Computation and Simulation》2012,82(8):1105-1114
The estimation of incremental cost–effectiveness ratio (ICER) has received increasing attention recently. It is expressed in terms of the ratio of the change in costs of a therapeutic intervention to the change in the effects of the intervention. Despite the intuitive interpretation of ICER as an additional cost per additional benefit unit, it is a challenge to estimate the distribution of a ratio of two stochastically dependent distributions. A vast literature regarding the statistical methods of ICER has developed in the past two decades, but none of these methods provide an unbiased estimator. Here, to obtain the unbiased estimator of the cost–effectiveness ratio (CER), the zero intercept of the bivariate normal regression is assumed. In equal sample sizes, the Iman–Conover algorithm is applied to construct the desired variance–covariance matrix of two random bivariate samples, and the estimation then follows the same approach as CER to obtain the unbiased estimator of ICER. The bootstrapping method with the Iman–Conover algorithm is employed for unequal sample sizes. Simulation experiments are conducted to evaluate the proposed method. The regression-type estimator performs overwhelmingly better than the sample mean estimator in terms of mean squared error in all cases. 相似文献
35.
《Journal of Statistical Computation and Simulation》2012,82(3-4):205-223
A large-scale study, in which two million random Voronoi polygons (with respect to a homogeneous Poisson point process) were generated and mensurated, is described. The polygon characteristics recorded are number of sides (or vertices), perimeter, area and interior angles. A feature is the efficient “quantile” method of replicating Poisson-type random structures, which it is hoped may find useful application elsewhere. 相似文献
36.
《Journal of Statistical Computation and Simulation》2012,82(9):1367-1382
We consider the problem of modelling a long-memory time series using piecewise fractional autoregressive integrated moving average processes. The number as well as the locations of structural break points (BPs) and the parameters of each regime are assumed to be unknown. A four-step procedure is proposed to find out the BPs and to estimate the parameters of each regime. Its effectiveness is shown by Monte Carlo simulations and an application to real traffic data modelling is considered. 相似文献
37.
《Journal of Statistical Computation and Simulation》2012,82(2):191-199
Two test statistics are proposed for the change-point problem with repeated values when the data follow an exponential distribution. The properties of these two statistics have been studied and their asymptotic distributions under the alternative have been derived. The powers of the two test statistics are compared. Real-data examples are presented to illustrate the application of these tests. 相似文献
38.
《Journal of Statistical Computation and Simulation》2012,82(14):2874-2902
We propose tests for parameter constancy in the time series direction in panel data models. We construct a locally best invariant test based on Tanaka [Time series analysis: nonstationary and noninvertible distribution theory. New York: Wiley; 1996] and an asymptotically point optimal test based on Elliott and Müller [Efficient tests for general persistent time variation in regression coefficients. Rev Econ Stud. 2006;73:907–940]. We derive the limiting distributions of the test statistics as T→∞ while N is fixed, and calculate the critical values by applying numerical integration and response surface regression. Simulation results show that the proposed tests perform well if we apply them appropriately. 相似文献
39.
Regression analysis aims to estimate the approximate relationship between the response variable and the explanatory variables. This can be done using classical methods such as ordinary least squares. Unfortunately, these methods are very sensitive to anomalous points, often called outliers, in the data set. The main contribution of this article is to propose a new version of the Generalized M-estimator that provides good resistance against vertical outliers and bad leverage points. The advantage of this method over the existing methods is that it does not minimize the weight of the good leverage points, and this increases the efficiency of this estimator. To achieve this goal, the fixed parameters support vector regression technique is used to identify and minimize the weight of outliers and bad leverage points. The effectiveness of the proposed estimator is investigated using real and simulated data sets. 相似文献
40.
楚行军 《西南石油大学学报(社会科学版)》2019,21(4):99-103
科技术语在不同语言之间的翻译是一个复杂的语义匹配过程,如何在考虑相关术语使用现状的基础上将新产生的科技术语准确翻译为其它语言是科技工作者和术语研究者关注的重要问题。以语义场理论为分析框架,通过分析以"水资源管理"及其相关术语为代表的英汉互译,结果发现:不同科技术语在同一语义场所涵盖的语义范围将会随着相关研究深化带来的术语界定细化而发生相应的动态变化;新兴科技术语的翻译要充分考虑其所在语义场其它相关科技术语的翻译先例和使用现状所带来的影响,在翻译准确性和解读便利性之间做出适当的平衡。这是造成"水资源管理"及相关术语英汉互译处理极为复杂的重要原因之一,需要科技翻译者在工作实践中多加注意。 相似文献