Planning accelerated life tests for censored two‐parameter exponential distributions

We consider optimal test plans involving life distributions with failure‐free life, i.e., where there is an unknown threshold parameter below which no failure will occur. These distributions do not satisfy the regularity conditions and thus the usual approach of using the Fisher information matrix to obtain an optimal accelerated life testing (ALT) plan cannot be applied. In this paper, we assume that lifetime follows a two‐parameter exponential distribution and the stress‐life relationship is given by the inverse power law model. Near‐optimal test plans for constant‐stress ALT under both failure‐censoring and time‐censoring are obtained. We first obtain unbiased estimates for the parameters and give the approximate variance of these estimates for both failure‐censored and time‐censored data. Using these results, the variance for the approximate unbiased estimate of a percentile at a design stress is computed and then minimized to produce the near‐optimal plan. Finally, a numerical example is presented together with simulation results to study the accuracy of the approximate variance given by the proposed plan and show that it outperforms the equal‐allocation plan. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 169–186, 1999     

On gamma estimation via matrix kriging

In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods.     

The FARC’s militaristic blueprint

This article intends to explain the outstanding sequence of success and failure exhibited by the FARC, the main Colombian guerrilla since the 1980s. It claims that such sequence is unintelligible unless the adoption by the FARC of a militaristic organizational blueprint at its 1982 7^th Conference is taken into account. By building itself like an army, the FARC could boost its combat capacity, maintain its structural integrity, and develop powerful mechanisms that held the whole structure together. At the same time, the militarization of the FARC also entailed significant risks and costs like political isolation and high personnel turnover. After describing the militaristic blueprint, the article compares the FARC with other irregular forces that operated in the Colombian context – a comparison which is important to understand the specificity of the FARC trajectory, as well as the benefits and costs involved in it. The analysis highlights the critical role of organizational dimensions in the explanation of civil war outcomes, and suggests that at least for some problems organizational dynamics should be observed at a low level of granularity.     

A game with distorted information

This article considers a two-person game in which the first player has access to certain information that is valuable but unknown to the second player. The first player can distort the information before it is passed on to the second player. The purpose in distorting the information is to render it as useless as possible to the second player. Based on the distorted information received, the second player then maximizes some given objective. In certain cases he may still be able to use the distorted information, but sometimes the information has been so badly distorted that it becomes completely useless to him. © 1993 John Wiley & Sons, Inc.     

反红外隐身飞机技术研究

随着隐身技术在军用飞机上的广泛应用,反隐身技术成为赢取未来高技术战争必须研究的课题.以F-117 A和B-2飞机为例,分析了现有的飞机红外隐身技术措施,对红外隐身前后系统作用距离进行估算,重点阐述了未来反红外隐身飞机的技术措施,对飞机反隐身技术的发展提出了展望.     

Analysis of a finite‐buffer bulk‐service queue with discrete‐Markovian arrival process: D‐MAP/Ga,b/1/N

Discrete‐time queues with D‐MAP arrival process are more useful in modeling and performance analysis of telecommunication networks based on the ATM environment. This paper analyzes a finite‐buffer discrete‐time queue with general bulk‐service rule, wherein the arrival process is D‐MAP and service times are arbitrarily and independently distributed. The distributions of buffer contents at various epochs (departure, random, and prearrival) have been obtained using imbedded Markov chain and supplementary variable methods. Finally, some performance measures such as loss probability and average delay are discussed. Numerical results are also presented in some cases. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 345–363, 2003.     

Estimating the probability that a simulated system will be the best

Consider a stochastic simulation experiment consisting of v independent vector replications consisting of an observation from each of k independent systems. Typical system comparisons are based on mean (long‐run) performance. However, the probability that a system will actually be the best is sometimes more relevant, and can provide a very different perspective than the systems' means. Empirically, we select one system as the best performer (i.e., it wins) on each replication. Each system has an unknown constant probability of winning on any replication and the numbers of wins for the individual systems follow a multinomial distribution. Procedures exist for selecting the system with the largest probability of being the best. This paper addresses the companion problem of estimating the probability that each system will be the best. The maximum likelihood estimators (MLEs) of the multinomial cell probabilities for a set of v vector replications across k systems are well known. We use these same v vector replications to form v^k unique vectors (termed pseudo‐replications) that contain one observation from each system and develop estimators based on AVC (All Vector Comparisons). In other words, we compare every observation from each system with every combination of observations from the remaining systems and note the best performer in each pseudo‐replication. AVC provides lower variance estimators of the probability that each system will be the best than the MLEs. We also derive confidence intervals for the AVC point estimators, present a portion of an extensive empirical evaluation and provide a realistic example. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 341–358, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10019     

基于模糊数的防空C3I系统效能评估

根据模糊数适于量化模糊信息的特点,运用模糊集理论,提出了一种基于模糊数的模糊综合评估方法.通过计算被评估系统效能的模糊数,将问题转化为模糊数的排序问题,并给出了采用该方法对防空C3I系统效能评估的模型及实现步骤.该方法能对防空C3I系统的效能指标进行合理的量化处理,较好地解决了防空C3I系统效能评估问题,通过计算实例验证了该方法的正确性和实用性.     

RGB-D传感器的标定实验分析

分析了RGB-D传感器的标定模型及标定方法,利用标定棋盘和Matlab工具箱对RGB-D传感器进行了标定。采用摄像机标定方法计算了彩色摄像机和深度摄像机的初始化参数,根据标定棋盘和标定板的共面关系计算了相对位姿的初始估计值,并采用非线性最小化方法对标定参数进行了优化。实验结果表明:标定后的彩色图像和深度图像的重投影误差较小,深度测量不确定性标准差比标定前约减小了1/2,有效地提高了RGB-D传感器的测量精度。