Exact likelihood inference for the exponential distribution under generalized Type‐I and Type‐II hybrid censoring

Chen and Bhattacharyya [Exact confidence bounds for an exponential parameter under hybrid censoring, Commun Statist Theory Methods 17 (1988), 1857–1870] considered a hybrid censoring scheme and obtained the exact distribution of the maximum likelihood estimator of the mean of an exponential distribution along with an exact lower confidence bound. Childs et al. [Exact likelihood inference based on Type‐I and Type‐II hybrid censored samples from the exponential distribution, Ann Inst Statist Math 55 (2003), 319–330] recently derived an alternative simpler expression for the distribution of the MLE. These authors also proposed a new hybrid censoring scheme and derived similar results for the exponential model. In this paper, we propose two generalized hybrid censoring schemes which have some advantages over the hybrid censoring schemes already discussed in the literature. We then derive the exact distribution of the maximum likelihood estimator as well as exact confidence intervals for the mean of the exponential distribution under these generalized hybrid censoring schemes. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

The Chinese and Asian impact on Russian nuclear policy

Asia, where nuclear powers already interact (including North Korea), exerts a growing influence on the thinking and policy underlying Russia's current and future nuclear (and overall defense) posture. China's rise is forcing Russia into a greater reliance on strategic offensive weapons and tactical nuclear weapons. These in turn will reinforce its opposition to US missile defenses, not only in Europe but also in Asia. Russia must now entertain the possibility of nuclear use in regional conflicts that would otherwise remain purely conventional. It cannot be postulated blindly that nuclear weapons serve no discernible purpose other than to deter nuclear attacks by other nuclear powers. The strategic equation in Asia and in the Russian Far East convincingly demonstrates the falsity of this approach. Nuclear weapons will be the essential component of Russia's regional defense policy if not of its overall policies – and this also includes contingencies in Europe.     

Suppression of enemy air defenses (SEAD) as an information duel

Blue strike aircraft enter region ? to attack Red targets. In Case 1, Blue conducts (preplanned) SEAD to establish air superiority. In the (reactive) SEAD scenario, which is Case 2, such superiority is already in place, but is jeopardized by prohibitive interference from Red, which threatens Blue's ability to conduct missions. We utilize both deterministic and stochastic models to explore optimal tactics for Red in such engagements. Policies are developed which will guide both Red's determination of the modes of operation of his engagement radar, and his choice of Blue opponent to target next. An index in the form of a simple transaction kill ratio plays a major role throughout. Published 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 723–742, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10046     

A model for step‐stress accelerated life testing

Modern technology is producing high reliability products. Life testing for such products under normal use condition takes a lot of time to obtain a reasonable number of failures. In this situation a step‐stress procedure is preferred for accelerated life testing. In this paper we assume a Weibull and Lognormal model whose scale parameter depends upon the present level as well as the age at the entry in the present stress level. On the basis of that we propose a parametric model to the life distribution for step‐stress testing and suggest a suitable design to estimate the parameters involved in the model. A simulation study has been done by the proposed model based on maximum likelihood estimation. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

New inequalities for finite and infinite group problems from approximate lifting

In this paper, we derive new families of facet‐defining inequalities for the finite group problem and extreme inequalities for the infinite group problem using approximate lifting. The new valid inequalities for the finite group problem include two‐ and three‐slope facet‐defining inequalities as well as the first family of four‐slope facet‐defining inequalities. The new valid inequalities for the infinite group problem include families of two‐ and three‐slope extreme inequalities. These new inequalities not only illustrate the diversity of strong inequalities for the finite and infinite group problems, but also provide a large variety of new cutting planes for solving integer and mixed‐integer programming problems. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Mean residual life of coherent systems consisting of multiple types of dependent components

Mean residual life is a useful dynamic characteristic to study reliability of a system. It has been widely considered in the literature not only for single unit systems but also for coherent systems. This article is concerned with the study of mean residual life for a coherent system that consists of multiple types of dependent components. In particular, the survival signature based generalized mixture representation is obtained for the survival function of a coherent system and it is used to evaluate the mean residual life function. Furthermore, two mean residual life functions under different conditional events on components’ lifetimes are also defined and studied.     

Optimal retail assortments for substitutable items purchased in sets

We consider the problem of optimizing assortments in a multi‐item retail inventory system. In addition to the usual holding and stockout costs, there is a fixed cost for including any item in the assortment. Customers' preferences for items include both probabilistic substitution patterns and the desire to purchase sets of complementary items. We develop a demand model to capture this behavior, and derive tractable approximations that allow us to formulate the optimization problem as a 0–1 mixed integer linear program. Numerical examples are solved to illustrate key insights into how both complementary and substitute items affect the optimal assortment and the expected profit. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 793–822, 2003.     

Large deviations of the winsorized mean of an exponential distribution

An asymptotic representation for large deviation probabilities of the Winsorized mean of a sequence of independent, identically distributed exponential random variables is derived. The Winsorized mean, a linear combination of exponential order statistics, is first transformed into a weighted sum of exponential random variables, and then a large deviation theorem for weighted sums can be applied. The representation obtained is then compared with results already known for the mean and the median, the two extreme cases of the Winsorized mean.     

Covariance of weibull order statistics

Let X₁ < X₂ <… < X_n denote an ordered sample of size n from a Weibull population with cdf F(x) = 1 - exp (?x^p), x > 0. Formulae for computing Cov (X_i, X_j) are well known, but they are difficult to use in practice. A simple approximation to Cov(X_i, X_j) is presented here, and its accuracy is discussed.     

Variations on a cutting plane method for solving concave minimization problems with linear constraints

A cutting plane method for solving concave minimization problems with linear constraints has been advanced by Tui. The principle behind this cutting plane has been applied to integer programming by Balas, Young, Glover, and others under the name of convexity cuts. This paper relates the question of finiteness of Tui's method to the so-called generalized lattice point problem of mathematical programming and gives a sufficient condition for terminating Tui's method. The paper then presents several branch-and-bound algorithms for solving concave minimization problems with linear constraints with the Tui cut as the basis for the algorithm. Finally, some computational experience is reported for the fixed-charge transportation problem.