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1.
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. 相似文献
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Capacity expansion models typically minimize the discounted cost of acquisition and operation over a given planning horizon. In this article we generalize this idea to one in which a capital supply curve replaces the usual discount rate. A capital supply curve is a means to model financial outlook, investment limits, and risk. We show that when such a curve is included in a capacity expansion model, it will, under certain conditions, provide a less capital intensive solution than one which incorporates a discount rate. In this article, we also provide an algorithm that solves capacity expansion models that incorporate a capital supply curve. The attractive feature of this algorithm is that it provides a means to utilize the “discount rate” models efficiently. Throughout, we give applications in power generation planning and computational experience for this application is also presented. 相似文献
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This article is concerned with choosing a mix of weapons, subject to constraints, when the targets to be attacked are known imprecisely. It is shown that the correct method for optimizing the mix of weapons involves a pair of nested optimization problems (two-stage optimization). Two methods for optimizing the expected utility of a mix are discussed. The first involves a simultaneous attack model, in which it is implicitly assumed that all weapons are used at once. The second involves a sequential attack model, in which targets appear in random order and are attacked one at a time. Particular attention is given to the question of the appropriate mix of general-purpose and special-purpose weapons. 相似文献
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Computerized Scheduling of Seagoing Tankers The tanker scheduling problem considered in this paper is that of the Defense Fuel Supply Center (DFSC) and the Military Sealift Command (MSC) in the worldwide distribution of bulk petroleum products. Routes and cargoes which meet delivery schedule dates for a multiplicity of product requirements at minimum cost are to be determined for a fleet of tankers. A general mathematical programming model is presented, and then a mixed integer model is developed which attempts to reflect the true scheduling task of DFSC and MSC as closely as possible. The problem is kept to within a workable size by the systematic construction of a set of tanker routes which does not contain many possible routes that can be judged unacceptable from practical considerations alone. 相似文献
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Let X1 < X2 <… < Xn denote an ordered sample of size n from a Weibull population with cdf F(x) = 1 - exp (?xp), x > 0. Formulae for computing Cov (Xi, Xj) are well known, but they are difficult to use in practice. A simple approximation to Cov(Xi, Xj) is presented here, and its accuracy is discussed. 相似文献
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About thirty references that feature naval logistics environments are considered. All are unclassified and all appear in the open literature or are available from the Defense Logistics Studies Information Exchange. Three approaches are identified–data analysis, theoretical models, and readiness indexes–and conclusions are presented as to possibilities for answering two questions: (a) Can the unit do the job? (b) How does readiness depend on resources? Four cases are treated in detail to illustrate methodology. 相似文献
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The existing literature concentrates on determining sharp upper bounds for EVPI in stochastic programming problems. This seems to be a problem without an application. Lower bounds, which we view as having an important application, are only the incidental subject of study and in the few instances that are available are obtained at an extremely high cost. In order to suggest a rethinking of the course of this research, we analyze the need for bounds on EVPI in the context of its significance in decision problems. 相似文献
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In this paper we discuss the properties of a Bilinear Programming problem, and develop a convergent cutting plane algorithm. The cuts involve only a subset of the variables and preserve the special structure of the constraints involving the remaining variables. The cuts are deeper than other similar cuts. 相似文献