Optimal sample size allocation for tests with multiple levels of stress with extreme value regression

In this article, we discuss the optimal allocation problem in a multiple stress levels life‐testing experiment when an extreme value regression model is used for statistical analysis. We derive the maximum likelihood estimators, the Fisher information, and the asymptotic variance–covariance matrix of the maximum likelihood estimators. Three optimality criteria are defined and the optimal allocation of units for two‐ and k‐stress level situations are determined. We demonstrate the efficiency of the optimal allocation of units in a multiple stress levels life‐testing experiment by using real experimental situations discussed earlier by McCool and Nelson and Meeker. Monte Carlo simulations are used to show that the optimality results hold for small sample sizes as well. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

An optimum t-test for the scale parameter of an extreme-value distribution

A Student's t-test proposed by Ogawa is considered for the hypothesis Ho: σ=σo against the alternative hypothesis H₁: σ ≠ σo, where σ is the scale parameter of the Extremevalue distribution of smallest values with known location parameter μ. The test is based on a few sample quantiles chosen from a large sample so as to give asymptotically maximum power to the test when the number of sample quantiles is fixed. A table which facilitates the computation of the test statistic is given. Several schemes for determining the ranks of the sample quantiles by the optimal spacings are compared and the effect of the bias of the estimate of σ on the test is investigated through a Monte Carlo study.     

基于设备贡献度的实时效能评估方法

为了实现对在线运行设备效能的实时评估,在深入研究线性和非线性指标聚合方法基础上,提出了一种基于设备效能贡献度的在线设备实时效能评估方法,给出了指标评定、权重计算和指标聚合方法.仿真结果表明,该方法克服了传统方法效能评估结果无法准确反映系统运行情况和设备故障情况的缺点,实现了对在线设备运行状态的快速、科学评估.     

Effects of nano-sized aluminum on detonation characteristics and metal acceleration for RDX-based aluminized explosive

Nano-sized aluminum(Nano-Al)powders hold promise in enhancing the total energy of explosives and the metal acceleration ability at the same time.However,the near-detonation zone effects of reaction between Nano-Al with detonation products remain unclear.In this study,the overall reaction process of 170 nm Al with RDX explosive and its effect on detonation characteristics,detonation reaction zone,and the metal acceleration ability were comprehensively investigated through a variety of experiments such as the detonation velocity test,detonation pressure test,explosive/window interface velocity test and confined plate push test using high-resolution laser interferometry.Lithium fluoride(LiF),which has an inert behavior during the explosion,was used as a control to compare the contribution of the reaction of aluminum.A thermochemical approach that took into account the reactivity of aluminum and ensuing detonation products was adopted to calculate the additional energy release by afterburn.Combining the numerical simulations based on the calculated afterburn energy and experimental results,the param-eters in the detonation equation of state describing the Nano-Al reaction characteristics were calibrated.This study found that when the 170 nm Al content is from 0％to 15％,every 5％increase of aluminum resulted in about a 1.3％decrease in detonation velocity.Manganin pressure gauge measurement showed no significant enhancement in detonation pressure.The detonation reaction time and reaction zone length of RDX/Al/wax/80/15/5 explosive is 64 ns and 0.47 mm,which is respectively 14％and 8％higher than that of RDX/wax/95/5 explosive(57 ns and 0.39 mm).Explosive/window interface velocity curves show that 170 nm Al mainly reacted with the RDX detonation products after the detonation front.For the recording time of about 10 μs throughout the plate push test duration,the maximum plate velocity and plate acceleration time accelerated by RDX/Al/wax/80/15/5 explosive is 12％and 2.9 μs higher than that of RDX/LiF/wax/80/15/5,respectively,indicating that the aluminum reaction energy significantly increased the metal acceleration time and ability of the explosive.Numerical simulations with JWLM explosive equation of state show that when the detonation products expanded to 2 times the initial volume,over 80％of the aluminum had reacted,implying very high reactivity.These results are significant in attaining a clear understanding of the reaction mechanism of Nano-Al in the development of aluminized explosives.     

Asymptotic analysis of periodic policies for the inventory routing problem

In this article, a distribution system is studied where the sum of transportation and inventory costs is to be minimized. The inventory holding cost is assumed to be the same for all retailers. A fixed partition (FP) periodic policy is proposed with tight asymptotic worst‐case performance of 3/2 with respect to the best possible policy. This bound cannot be improved in the class of FP periodic policies. In partition‐based PB policies, the retailers are first partitioned into sets and then the sets are grouped in such a way that sets of retailers within a group are served together at selected times. A PB periodic, policy is presented with tight worst‐case asymptotic performance of with respect to the best possible policy. This latter performance improves the worst‐case asymptotic performance of of the previously best known policy for this problem. We also show that the proposed PB periodic policy has the best worst‐case asymptotic performance within the class of PB policies. Finally, practical heuristics inspired by the analyzed policies are designed and tested. The asymptotic worst–case performances of the heuristics are shown to be the same of those of the analyzed policies. Computational results show that the heuristics suggested are less than 6.4% on average from a lower bound on the optimal cost when 50 or more retailers are involved. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 00: 000–000, 2013     

Optimum quantiles for the linear estimation of the parameters of the extreme value distribution in complete and censored samples

The present study is concerned with the determination of a few observations from a sufficiently large complete or censored sample from the extreme value distribution with location and scale parameters μ and σ, respectively, such that the asymptotically best linear unbiased estimators (ABLUE) of the parameters in Ref. [24] yield high efficiencies among other choices of the same number of observations. (All efficiencies considered are relative to the Cramér-Rao lower bounds for regular unbiased estimators.) The study is on the asymptotic theory and under Type II censoring scheme. For the estimation of μ when σ is known, it has been proved that there exists a unique optimum spacing whether the sample is complete, right censored, left censored, or doubly censored. Several tables are prepared to aid in the numerical computation of the estimates as well as to furnish their efficiencies. For the estimation of σ when μ is known, it has been observed that there does not exist a unique optimum spacing. Accordingly we have obtained a spacing based on a complete sample which yields high efficiency. A similar table as above is prepared. When both μ and σ are unknown, we have considered four different spacings based on a complete sample and chosen the one yielding highest efficiency. A table of the efficiencies is also prepared. Finally we apply the above results for the estimation of the scale and/or shape parameters of the Weibull distribution.     

Network design for time‐constrained delivery

To meet customer demand, delivery companies are offering an increasing number of time‐definite services. In this article, we examine the strategic design of delivery networks which can efficiently provide these services. Because of the high cost of direct connections, we focus on tree‐structured networks. As it may not be possible to identify a tree‐structured network that satisfies all of the delivery guarantees, we allow these guarantees to be violated but seek to minimize the sum of the violations. We establish the complexity of the problem and exploit an empirically identified solution structure to create new neighborhoods which improve solution values over more general neighborhood structures. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Integrated production scheduling and preventive maintenance planning for a single machine under a cumulative damage failure process

This paper finds the optimal integrated production schedule and preventive maintenance plan for a single machine exposed under a cumulative damage process, and investigates how the optimal preventive maintenance plan interacts with the optimal production schedule. The goal is to minimize the total tardiness. The optimal policy possesses the following properties: Under arbitrary maintenance plan when jobs have common processing time, and different due dates, the optimal production schedule is to order the jobs by earliest due date first rule; and when jobs have common due date and different processing times, the optimal production schedule is shortest processing time first. The optimal maintenance plan is of control limit type under any arbitrary production schedule when machine is exposed under a cumulative damage failure process. Numerical studies on the optimal maintenance control limit of the maintenance plan indicate that as the number of jobs to be scheduled increases, the effect of jobs due dates on the optimal maintenance control limit diminishes. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007