Forecasting a Hurricane: Israeli and American Estimations of the Khomeini Revolution

The surprising ‘Arab Spring’ raises the question as to what would enable national intelligence to provide high quality warnings prior to the eruption of popular revolutions. This article uses new sources of evidence to trace and explain Israel's success in comparison to US failure at correctly estimating the course of the Iranian Revolution in 1977–79. In explaining this variance, the article shows that it was mainly the result of the intimate acquaintance of Israel's representatives in Iran with the local language, history and culture, as well as the ability to communicate with locals – tools which the Americans completely lacked.     

Lower confidence limits for the impact probability within a circle in the normal case

Lower confidence limits are derived for the impact probability within a circle of fixed radius. The bivariate normal distribution with zero means, unequal variances, and zero correlation is the probability model for impacts. A new representation of the impact probability function is offered. This presentation is valid also for the dependent case, where the eigenvalues of the covariance matrix replace the variances. When the ratio of variances is known the lower confidence limits are uniformly most accurate (UMA). A few alternative approaches are compared by simulation when the ratio of variances is unknown.     

Estimating the common location parameter of exponential distributions with censored samples

Consider the problem of estimating the common location parameter of two exponential distributions when censored samples are taken. The unique minimum variance unbiased estimator (UMVUE) is found along with an expression for its variance. The asymptotic distribution is given for a special case and a generalized Bayes property is exhibited. Extensions include the case of k > 2 populations. Also the UMVUE is found for P(Y > X) and certain reliability functions.     

GPS动态定位中的自适应扩展卡尔曼滤波算法

针对全球定位系统 (GPS)提出一种扩展卡尔曼滤波器算法。这种滤波器算法直接从GPS接收机输出的定位结果入手 ,将各种误差因素的影响等效为一个总误差 ,对GPS接收机的机动载体的加速度采用当前统计模型 ,并利用线性卡尔曼滤波器进行动态定位数据的处理。本模型简单 ,实时性好 ,滤波后定位精度得到提高。     

On estimating the reliability of a component subject to several different stresses (strengths)

This paper is concerned with estimating p = P(X₁ < Y …, X_n < Y) or q =P (X < Y₁, …, X < Y_n) where the X's and Y's are all independent random variables. Applications to estimation of the reliability p from stress-strength relationships are considered where a component is subject to several stresses X₁, X₂, …, X_N whereas its strength, Y, is a single random variable. Similarly, the reliability q is of interest where a component is made of several parts all with their individual strengths Y₁, Y₂ …, Y_N and a single stress X is applied to the component. When the X's and Y's are independent and normal, maximum likelihood estimates of p and q have been obtained. For the case N = 2 and in some special cases, minimum variance unbiased estimates have been given. When the Y's are all exponential and the X is normal with known variance, but unknown mean (or uniform between 0 and θ, θ being unknown) the minimum variance unbiased estimate of q is established in this paper.     

M/M/1 queues with interdependent arrival and service processes

We study via simulation an M/M/1 queueing system with the assumption that a customer's service time and the interarrival interval separating his arrival from that of his predecessor are correlated random variables having a bivariate exponential distribution. We show that positive correlation reduces the mean and variance of the total waiting time and that negative correlation has the opposite effect. By using spectral analysis and a nonparametric test applied to the sample power spectra associated with certain simulated waiting times we show the effect to be statistically significant.     

高动态环境的GPS信号互模糊函数估计器及其性能分析

为了更可靠地跟踪高动态环境GPS信号参数,提出了一种新的适应高动态环境的GPS参数估计方法———互模糊函数方法。在假定高信噪比的条件下,推导了互模糊函数估计器的估计方差以及Cram er-Rao界,得出了采用互模糊函数法对高动态环境GPS信号的时延和多普勒频移进行联合估计是渐近无偏和渐近有效的结论。     

Analysis of down times of jib cranes—A stochastic approach

In this paper a case study dealing with the maintenance problem of jib cranes is presented. A jib crane is viewed as a complex system whose performance is observed as a single realization over period of time. After pointing out limitations of existing stochastic models to analyze the observed realization a new family of bivariate stochastic processes is introduced. The data of jib crane is analyzed using new model and cross‐validated using part of the data set. It is noted that the new family of stochastic processes is useful to analyze bivariate data where one of the variables is finitely valued and the other is nonnegative and continuous. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 231–243, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10006     

A new bivariate negative binomial distribution

A new bivariate negative binomial distribution is derived by convoluting an existing bivariate geometric distribution; the probability function has six parameters and admits of positive or negative correlations and linear or nonlinear regressions. Given are the moments to order two and, for special cases, the regression function and a recursive formula for the probabilities. Purely numerical procedures are utilized in obtaining maximum likelihood estimates of the parameters. A data set with a nonlinear empirical regression function and another with negative sample correlation coefficient are discussed.     

Sample sizes for β-expectation tolerance limits which control both tails of the normal distribution

Sample sizes for tolerance limits are given on a normal distribution. β-Expectation tolerance intervals are defined and constructed to control the proportion in each tail of the normal distribution. We also require with a high probability that the proportion in each tail is close to its corresponding expected coverage. Under these conditions. we dctcrniine a minimum sample size and its accompanying tolerance limits. Graphs of minimum sample sizes for the tolerance limits are provided. The computation for minimum samplc sizes is based on the bivariate noncentral t distribution. Examples are given to illustrate the use of the graphs.     

Estimating failure time distribution and its parameters based on intermediate data from a Wiener degradation model

Instead of measuring a Wiener degradation or performance process at predetermined time points to track degradation or performance of a product for estimating its lifetime, we propose to obtain the first‐passage times of the process over certain nonfailure thresholds. Based on only these intermediate data, we obtain the uniformly minimum variance unbiased estimator and uniformly most accurate confidence interval for the mean lifetime. For estimating the lifetime distribution function, we propose a modified maximum likelihood estimator and a new estimator and prove that, by increasing the sample size of the intermediate data, these estimators and the above‐mentioned estimator of the mean lifetime can achieve the same levels of accuracy as the estimators assuming one has failure times. Thus, our method of using only intermediate data is useful for highly reliable products when their failure times are difficult to obtain. Furthermore, we show that the proposed new estimator of the lifetime distribution function is more accurate than the standard and modified maximum likelihood estimators. We also obtain approximate confidence intervals for the lifetime distribution function and its percentiles. Finally, we use light‐emitting diodes as an example to illustrate our method and demonstrate how to validate the Wiener assumption during the testing. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Reliability growth of repairable systems

This paper considers the problem of modeling the reliability of a repairable system or device that is experiencing reliability improvement. Such a situation arises when system failure modes are gradually being corrected by a test-fix-test-fix procedure, which may include design changes. A dynamic reliability model for this process is discussed and statistical techniques are derived for estimating the model parameters and for testing the goodness-of-fit to observed data. The reliability model analyzed was first proposed as a graphical technique known as Duane plots, but can also be viewed as a nonhomogeneous Poisson process with a particular mean value function.     

坦克火控首发命中率试验脱靶弹数据处理方法

通过对出现脱靶弹情况下的散布特征参数估计方法的研究 ,建立了正态双边截尾样本均值和方差估计数学模型 ,并给出了数值计算方法 ,为坦克火控系统首发命中概率试验脱靶弹数据处理提供了理论依据。     

子弹散布中心正态总体分布参数的融合估计

对带有均匀抛撒子弹头的常规导弹的命中精度评定 ,其关键在于子弹散布中心分布参数的准确估计。通常的方法由每次试验的子弹落点数据获得一个子弹散布中心 ,再由少数的几个散布中心数据、运用经典的统计方法求散布中心的正态总体分布参数 ,其不足之处在于小样本条件下采伪的概率很高。考虑到子弹散布中心只是子弹落点数据的一阶矩 ,并不能充分表达子弹落点数据所蕴含的信息量 ,而子弹落点个数远远大于导弹试验的次数 ,子弹落点所蕴含的信息比子弹散布中心所蕴含的信息要丰富得多。鉴于此 ,研究了一种子弹散布中心总体分布参数融合估计的新方法     

Simulation of stochastic activity networks using path control variates

This article details several procedures for using path control variates to improve the accuracy of simulation-based point and confidence-interval estimators of the mean completion time of a stochastic activity network (SAN). Because each path control variate is the duration of the corresponding directed path in the network from the source to the sink, the vector of selected path controls has both a known mean and a known covariance matrix. This information is incorporated into estimation procedures for both normal and nonnormal responses. To evaluate the performance of these procedures experimentally, we examine the bias, variance, and mean square error of the controlled point estimators as well as the average half-length and coverage probability of the corresponding confidence-interval estimators for a set of SANs in which the following characteristics are systematically varied: (a) the size of the network (number of nodes and arcs); (b) the topology of the network; (c) the percentage of activities with exponentially distributed durations; and (d) the relative dominance of the critical path. The experimental results show that although large improvements in accuracy can be achieved with some of these procedures, the confidence-interval estimators for normal responses may suffer serious loss of coverage probability in some applications.     

滚动轴承含噪声谐波信号的欠确定盲源分离方法研究

目前使用的大多数盲源分离方法都依赖于观测传感器数量大于或等于信号源数目这样一个基本假设。算法主要针对传感器数量m小于源信号数量n(欠确定)情况下旋转机械含噪声谐波信号的盲源分离问题展开研究。它在输入信号频域稀疏性假设和源信号之间线性混合假设的前提下,提出了一种势函数聚类的源数目估计方法,并对通道衰减和延时进行了计算。实验信号仿真结果证明了该方法的可行性和可靠性。     

A note on some series representations of the integral of a bivariate normal distribution over an offset circle

Consider the problem of computing an offset circle probability under a normal distribution. One approach is to utilize an infinite series representation in which case it is important to have rapid convergence and a good upper bound on the error introduced by consideration of only a finite number of terms of the series. We relate three seemingly different series representations. In particular we show how two series representations for the bivariate case can be obtained by specializing more general results of Harold Ruben.     

卫星导航系统定位精度估计

系统精度估计是卫星导航系统总体设计的重要环节,是进行大系统指标分配的重要依据.因此.在进行卫星导航系统总体设计时,必须对所有误差源的特性及其对系统精度的影响情况进行仔细的仿真计算分析.采用对定位测量方程进行全微分的方法,导出了卫星导航系统定位精度的协方差估计公式,给出了用于指导工程实际对关键误差源进行严格控制的一整套理论和方法.     

The effects of model parameter deviations on the variance of a linearly filtered time series

We consider a general linear filtering operation on an autoregressive moving average (ARMA) time series. The variance of the filter output, which is an important quantity in many applications, is not known with certainty because it depends on the true ARMA parameters. We derive an expression for the sensitivity (i.e., the partial derivative) of the output variance with respect to deviations in the model parameters. The results provide insight into the robustness of many common statistical methods that are based on linear filtering and also yield approximate confidence intervals for the output variance. We discuss applications to time series forecasting, statistical process control, and automatic feedback control of industrial processes. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

射击精度小样本检验理论和方法应用研究初探

给出了多维正态分布与x2分布的概率性质,讨论了在小样本检验中如何检验同方差的二维正态分布的方差问题.给出了检验中所涉及到的拒真和纳伪概率的重要物理参数和OC曲线.该结论在武器装备小样本检验中具有重要的意义.