Product moments of order statistics from the doubly truncated exponential distribution

Recurrence relations for the product moments of order statistics from a doubly truncated exponential distribution are obtained. These relations allow us to evaluate the product moments for all sample sizes.     

A procedure for generating time-dependent arrivals for queueing simulations

This paper presents a method for modeling cyclic inputs to a congested system in a discrete event digital simulation. Specifically, we express the mean of the interarrival time conditional on the last arrival as a linear combination of harmonic components whose coefficients can be determined by stepwise regression. We also assume that the conditional interarrival time normalized by its corresponding mean follows a distribution that is independent of time. The result can, in turn, be used to generate the desired input for a simulation, An example based on a set of actual data is used to illustrate the process of parameter estimation for the model.     

Information in two-stage programming under uncertainty

The random variables in two-stage programming under uncertainty are generally treated in a passive manner in that no information regarding the random variables or the process generating the random variables may be obtained. This paper develops the economics of information for the case in which the probability distributions are discrete. A multinomial process is assumed to generate the random variables, and the parameter vector of that process is assumed to be unknown. A Dirichlet prior distribution on the parameter vector is used, and the computation of the value of information thus involves a Dirichlet-multinomial distribution on the random variables. An example involving producing to meet uncertain demands is presented.     

The distribution of the product of two noncentral beta variates

In this paper the exact distribution of the product of two noncentral beta variates is derived using Mellin integral transform. The density function of the product is represented as a mixture of Beta distributions and the distribution function as a mixture of Incomplete Beta Functions.     

Use of dimensionless ratios to determine minimum-cost inventory quantities

The iteration usually necessary for simultaneous determination of minimum-cost order quantity and reorder point in (Q, r) inventory systems may be eliminated by a graphical technique employing dimensionless ratios. This technique is illustrated for three different types of stock-out penalty.     

Book reviews

Export or Die: Britain's Defence Trade with Iran and Iraq. by Davina Miller, London: Cassell, 1996, ISBN 0-304-33852-4 (hbk), £40.00, 04-33853-2 (pbk), £11.99.

The Storm Passed By: Ireland and the Battle of the Atlantic, 1940-1941. by Trevor Allen, Dublin: Irish Academic Press, 1996, ISBN 0-7165-2616-6, (hbk) £17.50.

Arms Control Toward the 21st Century. by Jeffrey A. Larsen and Greqory J. Rattray (eds). Boulder: Lynne Rienner, 1996.

Asia-Pacific Security, Less Uncertainty, New Opportunities. Edited by Gary Klintworth. Melbourne: Addison Wesley Longman, 1996, ISBN 0-582-80321-7, £24.99.

Masters of War, Military Dissent and Politics in the Vietnam Era. by Robert Buzzanco, Cambridge: Cambridge University Press, 1996, ISBN 0-521-48046-9 (hbk), £29.95

Controlling the Arms Trade: the West Versus the Rest. By Paul Cornish, London: Bowerdean Publishing Co., 1996, ISBN 0-906097-44-4 (pbk), £9.99.

Secret Agencies: US Intelligence in a Hostile World. by Loch K. Johnson, London: Yale University Press, 1997, ISBN 0-300-06611-2 (hbk), £22.50.     

Discounted production scheduling and employment smoothing

We consider the problem of minimizing the sum of production, employment smoothing, and inventory costs over a finite number of time periods where demands are known. The fundamental difference between our model and that treated in [1] is that here we permit the smoothing cost to be nonstationary, thereby admitting a model with discounting. We show that the values of the instrumental variables are nondecreasing in time when demands are nondecreasing. We also derive some asymptotic properties of optimal policies.     

Selecting among weibull,lognormal and gamma distributions using complete and censored smaples

In a recent paper, Kent and Quesenberry [19] considered using certain optimal invariant statistics to select the best fitting member of a collection of probability distributions using complete samples of life data. In the present work extensions of this approach in two directions are given. First, selection for complete samples based on scale and shape invariant statistics is considered. Next, the selection problem for type I censored samples is considered, and both scale invariant and maximum likelihood selection procedures are studied. The two-parameter (scale and shape) Weibull, lognormal, and gamma distributions are considered and applications to real data are given. Results from a (small) comparative simulation study are presented.     

A partitioning technique for obtaining solutions to the modularization problem

A significant problem in electronic system design is that of partitioning the functional elements of an equipment schematic into subsets which may be regarded as modules. The collection of all such subsets generated by a particular partitioning forms a potential modular design. The specific problem is to determine that partitioning of the schematic that minimizes a cost function defined on the subsets subject to specified hardware, design, packaging, and inventory constraints. This problem is termed the modularization problem. This paper presents a method for obtaining restricted solutions to the modularization problem by employing some recent developments in linear graph theory obtained by one of the coauthors. Numerical results from the solution of several typical problems are presented.