Reliability analysis of systems with components having two dependent subcomponents

In this article, a system that consists of n independent components each having two dependent subcomponents (A_i, B_i), i = 1, …, n is considered. The system is assumed to compose of components that have two correlated subcomponents (A_i, B_i), and functions iff both systems of subcomponents A₁, A₂, …, A_n and B₁, B₂, …, B_n work under certain structural rules. The expressions for reliability and mean time to failure of such systems are obtained. A sufficient condition to compare two systems of bivariate components in terms of stochastic ordering is also presented.     

Some Results Based on a Version of the Generalized Dynamic Entropies

We propose new dynamic measures of uncertainty based on the notion of generalized dynamic entropy introduced in Di Crescenzo and Longobardi (2006). These can uniquely determine distribution functions in continuous and discrete cases, and the characterizations of some well-known distributions are provided. We also define some orderings and aging notions based on the generalized dynamic measures, and prove some of their properties, obtaining as corollaries results that have recently appeared in the literature.     

The performance of alternative estimators for the probit model with first-order serial correlation 1

The purpose of the paper is to evaluate the relative performance of two generalized conditional moment (GCM) estimators in terms of their mean squared errors, for the Probit model with first-order serial correlation. The first estimator is a linearized one-step estimator described by Poirier and Ruud (1988). The second one is defined in the present paper. Monte Car10 experiments suggest that the GCM estimators outperform the ordinary Probit estimator. The two GCM estimators do almost equally well, except that the second one may be easier to calculate, especially in large samples.     

Construction of balanced incomplete block designs with partial cycles of blocks

When considering systems statisfying balanced incomplete block design structure, one is interested only in distinct configurations in the sense of isomorphism. We have determined additional non-isomorphic solutions to designs with previously established solutions through consideration of automorphism groups. This effort utilizes a classic technique of direct construction, namely, symmetrically repeated differences, modified slightly when constucting designs with partial cycles of blocks. To determine te base blocks, we utilize the computer to expedite some formidable enumeration     

Shippers and freight operators perceptions of sustainable initiatives

The purpose of this paper is to document the extent to which Brazilian companies in retail channels have committed to adopting environmental sustainability measures, goals and strategies for waste disposal in the evaluation and planning of sustainable transportation. This paper also aims to examine the different viewpoints of sustainability issues and the preventive actions taken by companies in terms of controlling carbon dioxide emissions and proper disposal of tires, lubricant oils, accessories and spare parts. Finally, taking the perspective of these companies, this paper examines their difficulties in meeting environmental regulations. The research involved a survey completed by 185 representatives of different types of companies, including shippers (represented by manufacturers), LSPs (logistics service providers) and carriers. The non-linear canonical correlation was calculated to verify the opinions of these representatives from different companies regarding issues that impact on the environment, the preventive actions they adopt to reduce their environmental impact and their difficulties in meeting environmental regulations. The results show that shippers and LSPs have the same perceptions regarding these sustainability issues and preventive actions. In addition, the companies perceive high costs and the lack of training for their partners as the major challenges experienced in addressing these issues and undertaking preventive actions. Therefore they need to plan their transportation activities.     

Integrated framework for robustness analysis using ratio-based efficiency model with application to evaluation of Polish airports

We consider a problem of evaluating efficiency of Decision Making Units (DMUs) based on their deterministic performance on multiple consumed inputs and multiple produced outputs. We apply a ratio-based efficiency measure, and account for the Decision Maker׳s preference information representable with linear constraints involving input/output weights. We analyze the set of all feasible weights to answer various robustness concerns by deriving: (1) extreme efficiency scores and (2) extreme efficiency ranks for each DMU, (3) possible and necessary efficiency preference relations for pairs of DMUs, (4) efficiency distribution, (5) efficiency rank acceptability indices, and (6) pairwise efficiency outranking indices. The proposed hybrid approach combines and extends previous results from Ratio-based Efficiency Analysis and the SMAA-D method. The practical managerial implications are derived from the complementary character of accounted perspectives on DMUs׳ efficiencies. We present an innovative open-source software implementing an integrated framework for robustness analysis using a ratio-based efficiency model on the diviz platform. The proposed approach is applied to a real-world problem of evaluating efficiency of Polish airports. We consider four inputs related to the capacities of a terminal, runways, and an apron, and to the airport׳s catchment area, and two outputs concerning passenger traffic and number of aircraft movements. We present how the results can be affected by integrating the weight constraints and eliminating outlier DMUs.     

Statistical estimation of internal available bandwidth

This paper presents a method for using end-to-end available bandwidth measurements in order to estimate available bandwidth on individual internal links. The basic approach is to use a power transform on the observed end-to-end measurements, model the result as a mixture of spatially correlated exponential random variables, carryout estimation by moment methods, then transform back to the original variables to get estimates and confidence intervals for the expected available bandwidth on each link. Because spatial dependence leads to certain parameter confounding, only upper bounds can be found reliably. Simulations with ns2 show that the method can work well and that the assumptions are approximately valid in the examples.     

The Complete Exact Null Distribution of Spearman's Rho for n = 12(1)18

Spearman's rank correlation coefficient, Rho, is a widely used nonparametric measure of association. Complete, exact tables of the null distribution are calculated and presented for n = 12 to 18.     

金融资产的动态非线性相关:一个新的模型

基于Kendall’sτ秩相关系数的优越性和定义,本文提出了新的具有明确经济意义的动态条件相关copula模型,将常用的Gaussian、Clayton和Gumbel函数统一根据该演化方程实现动态化,构造出三种Kendall’sτ动态条件相关copula模型,可用于刻画不同的相关模式。这些模型不仅参数少、容易估计,避免了现有动态条件相关copula模型构建方法各异导致的在实证中不利于比较的缺点,而且能够进行多步向前预测,有效地减少了进行样本外预测时的计算量,从而为刻画时变、非线性、非对称性和尾部相关等复杂的动态相关模式提供了新方法。