Jing Feng  Quan Sun  Tongdan Jin 《统计学通讯:模拟与计算》2013,42(8):1317-1335

Capacitance is a critical performance characteristic of high-voltage-pulse capacitor which is used to store and discharge electrical energy rapidly. The capacitors usually are stored for a long period of time before put into use. Experimental result and engineering experience indicate that the capacitance increases with storage time and will eventually exceed the failure threshold, which means that the capacitor may fail during storage. This is a typical mode of degradation failure for long storage products. Further, the capacitance degradation path can be extrapolated in several stages based on the shifting characteristics. That is, the capacitance increases slowly or fluctuates in the initial storage stage that lasts about three months. Then it increases sharply in the middle stage which lasts about four months. After the two stages, the capacitor enters into the third stage in which capacitance increases constantly. This degradation phenomenon motivates us to study the storage life prediction method based on multi-phase degradation path model. The storage performance degradation mechanism of high-voltage-pulse capacitor was investigated, which provides the physical basis for multi-phase Wiener degradation model. Identification procedure for the transition points in the degradation path was proposed using maximum likelihood principle (MLP). The result of Kruskal-Wallis test which is the method to test whether two populations are consistent or not in statistics showed that the transition points are statistically effective. Other parameters in the multi-phase degradation model are estimated with maximum likelihood estimation (MLE) after the transition points have been specified. The multi-phase Inverse Gaussian (IG) distribution for storage life was deduced for the capacitor, and the point and interval estimation procedure for reliable storage life are constructed with bootstrap method. The efficiency and effectiveness of the proposed multi-phase degradation model is compared with storage life prediction under single-phase condition.  相似文献   

    

B. Picinbono 《统计学通讯:模拟与计算》2013,42(1):90-106

A time point process can be defined either by the statistical properties of the time intervals between successive points or by those of the number of points in arbitrary time intervals. There are mathematical expressions to link up these two points of view, but they are in many cases too complicated to be used in practice. In this article, we present an algorithmic procedure to obtain the number of points of a stationary point process recorded in some time intervals by processing the values of the distances between successive points. We present some results concerning the statistical analysis of these numbers of points and when analytical calculations are possible the experimental results obtained with our algorithms are in excellent agreement with those predicted by the theory. Some properties of point processes in which theoretical calculations are almost impossible are also presented.  相似文献   

    

Mayuri Pandya  P. N. Jani 《统计学通讯:理论与方法》2013,42(12):2223-2237

A sequence of independent lifetimes X ₁,…, X _m , X _m+1,…, X _n were observed from inverse Weibull distribution with mean stress θ₁ and reliability R ₁(t ₀) at time t ₀ but later it was found that there was a change in the system at some point of time m and it is reflected in the sequence after X _m by change in mean stress θ₁ and in reliability R ₂(t ₀) at time t ₀. The Bayes estimators of m, R ₁(t ₀) and R ₂(t ₀) are derived when a poor and a more detailed prior information is introduced into the inferential procedure. The effects of correct and wrong prior information on the Bayes estimators are studied.  相似文献   

    

Kjell Pettersson 《统计学通讯:理论与方法》2013,42(9):1526-1538

In this article, we discuss statistical methods for curve-estimation under the assumption of unimodality for variables with distributions belonging to the two-parameter exponential family with known or constant dispersion parameter. An important special case is a one-parameter distribution. We suggest a nonparametric method based on monotonicity properties. The method is applied to Swedish data on laboratory verified diagnoses of influenza and data on inflation from an episode of hyperinflation in Bulgaria.  相似文献   

    

Siva Sivaganesan  Dongming Jiang 《统计学通讯:理论与方法》2013,42(11):1887-1897

We consider testing hypotheses about a single Poisson mean. When prior information is not available, use of objective priors is of interest. We provide intrinsic priors based on the arithmetic intrinsic and fractional Bayes factors, and evaluate their characteristics.  相似文献   

    

Abdullah Almasri 《统计学通讯:理论与方法》2013,42(7):1196-1217

This article describes testing for periodicity in the presence of FD processes. We propose two approaches for testing the periodicity based on Fisher's test. The first one is performed using the periodogram which has been divided into different parts. The second one is based on the discrete wavelet transform. Properties of the tests are illustrated by means of Monte Carlo simulations.  相似文献   

    

Antonio Arreola‐Risa  Matthew F. Keblis 《Production and Operations Management》2013,22(1):203-215

In make‐to‐stock production systems finished goods are produced in anticipation of demand. By contrast, in stockless production systems finished goods are not produced until demand is observed. In this study we investigate the problem of designing a multi‐item manufacturing system, where there is both demand‐ and production‐related uncertainty, so that stockless operation will be optimal for all items. For the problem of interest, we focus on gaining an understanding of the effect of two design variables: (i) manufacturing speed—measured by the average manufacturing rate or, equivalently, the average unit manufacturing time, and (ii) manufacturing consistency—measured by the variation in unit manufacturing times. We establish conditions on these two variables that decision makers can use to design stockless production systems. Managerial implications of the conditions are also discussed.  相似文献   

    

Jian Yang  Yusen Xia 《Production and Operations Management》2013,22(1):88-103

We study a revenue management problem involving competing firms. We assume the presence of a continuum of infinitesimal firms where no individual firm has any discernable influence over the evolution of the overall market condition. Under this nonatomic‐game approach, the unanimous adoption of an equilibrium pricing policy by all firms will yield a market‐condition process that in turn will elicit the said policy as one of the best individual responses. For both deterministic‐ and stochastic‐demand cases, we show the existence of equilibrium pricing policies that exhibit well‐behaving monotone trends. Our computational study reveals many useful insights, including the fact that only a reasonable number of firms are needed for our approach to produce near‐rational pricing policies.  相似文献   

    

《Journal of Statistical Computation and Simulation》2012,82(1):135-150

Many if not most lifetime distributions are motivated only by mathematical interest. Here, a new three-parameter distribution motivated mainly by lifetime issues is introduced. Some properties of the new distribution including estimation procedures, univariate generalizations and bivariate generalizations are derived. A real data application is described to show its superior performance versus at least that of 15 of the known lifetime models.  相似文献   

    

《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