Testing goodness of fit to the increasing failure rate family

One branch of the reliability literature is concerned with devising statistical procedures with various nonparametric “restricted family” model assumptions because of the potential improved operating characteristics of such procedures over totally nonparametric ones. In the single-sample problem with unknown increasing failure rate (IFR) distribution F, (1) maximum-likelihood estimators of F have been calculated, (2) upper or lower tolerance limits for F have been determined, and (3) tests of the null hypothesis that F is exponential have been constructed. Barlow and Campo proposed graphical methods for assessing goodness of fit to the IFR model when the validity of this assumption is unknown. This article proposes several analytic tests of the IFR null hypothesis based on the maximum distance and area between the cumulative hazard function and its greatest convex minorant (GCM), and the maximum distance and area between the total time on test statistic and its GCM. A table of critical points is provided to implement a specific test having good overall power properties.     

The two-on-one stochastic duel

The one-on-one stochastic duel is extended to the general two-on-one duel for the first time. The state equations, win probabilities, mean value, and variance functions are derived. The case where one side has Erlang (2) firing times and the other is negative exponential is compared with the corresponding “Stochastic Lanchester” and Lanchester models to demonstrate their nonequivalence.     

Minimizing the sum of absolute lateness in single-machine and multimachine scheduling

Kanet addressed the problem of scheduling n jobs on one machine so as to minimize the sum of absolute lateness under a restrictive assumption on their common due date. This article extends the results to the problem of scheduling n jobs on m parallel identical processors in order to minimize the sum of absolute lateness. Also, a heuristic algorithm for a more general version with no restriction on the common due date, for the problem of n-job single-machine scheduling is presented and its performance is reported.     

An efficient heuristic for the multi-item newsboy problem with a single constraint

This article treats the problem of determining optimal and approximately optimal order quantities for a multiple-item inventory system subject to a single constraint on space or budget. Although this problem can be solved by the usual method of Lagrange multipliers, we wish to consider a more efficient scheme that requires fewer computations. We provide calculations that compare and contrast four approximation techniques. In particular, we have discovered a method that yields a direct algebraic expression of the problem parameters for allocation and achieves an expected profit within 90% of the optimal in about 90% of the cases tested.     

An acceptance life test for high-reliability products

This article introduces a replacement life-test procedure for the exponential failure rate: Failure-free operation of a unit for at least t_k consecutive time units is designated a “success”; the acceptance test is passed if and only if the first success is encountered before k unit failures have been recorded. Test plans are presented and the test is compared with the usual time-truncated test and to the truncated sequential probability ratio test. It is shown that this new test has smaller expected test time than the time truncated test when the true failure rate is small relative to the null hypothesized failure rate. Consistency and unbiasedness are proved and methods for making inferences on failure rate are described.     

Estimation for a weibull accelerated life testing model

It is sometimes reasonable to assume that the lifetime distribution of an item belongs to a certain parametric family, and that actual parameter values depend upon the testing environment of the item. In the two-parameter Weibull family setting, suppose both the shape and scale parameters are expressible as functions of the testing environment. For various models of functional dependency on environment, maximum likelihood methods are used to estimate characteristics of interest at specified environmental levels. The methodology presented handles exact, censored, and grouped data. A detailed accelerated life testing analysis of stress-rupture data for Kevlar/epoxy composites is given.     

Application of disjunctive programming to the linear complementarity problem

In this article we address the question of developing deep cuts for disjunctive programs using rectilinear distance measures. The method is applied to linear complementarity problems where the matrix M need not be copositive plus. Some modifications that are needed as a computational expediency are discussed. The computation results for matrix M of size up to 30 × 30 are discussed.     

A note on the constrained shortest-path problem

The subject of this note is the validity of the algorithm described by Aneja and Nair to solve the constrained shortest-path problem.     

Some branch-and-bound procedures for fixed-cost transportation problems

In this article we present three properties that will improve the performance of branch-and-bound algorithms for fixed-cost transportation problems. By applying Lagrangian relaxation we show that one can develop stronger up and down penalties than those traditionally used and also develop a strengthened penalty for nonbasic variables. We also show that it is possible to “look ahead” of a particular node and determine the solution at the next node without actually calculating it. We present computational evidence by comparing our developments with existing procedures.