Pickands型推广估计量的渐近正态性

极值指数在许多实际领域广泛应用:如组合投资、风险值的计算、预报地震等, 估计极值指数γ以及它的性质的研究近年来成为极值统计理论的基本问题。主要研究极值指数γ的一个估计量:Pickands型推广估计量的渐近正态性质。首先研究由Pickands型推广估计量构成的一随机过程,得到了该过程的渐近分布;然后利用研究结果证明了Pickands 型推广估计量的渐近正态性,得到其渐近方差;最后对提出的Pickands型推广估计的平滑估计量进行了相应研究。     

指数寿命产品可靠性增长试验的Bayes分析

针对指数寿命产品的定时、定数截尾试验方案,推广了Mazzuchi-Soyer模型的应用范围。首先引入模型假设,以狄氏分布作为先验分布,综合利用产品研制的历史信息和专家信息,结合产品研制各阶段试验数据,给出了各阶段可靠性的联合后验分布。然后利用Gibbs抽样算法解决后验推断计算问题,得到各阶段产品可靠性的Bayes点估计和区间估计。最后给出产品可靠性增长分析实例,表明了模型的优越性。     

Constant risk aversion in stochastic contests with exponential completion times

This article analyzes a class of stochastic contests among multiple players under risk‐averse exponential utility. In these contests, players compete over the completion of a task by simultaneously deciding on their investment, which determines how fast they complete the task. The completion time of the task for each player is assumed to be an exponentially distributed random variable with rate linear in the player's investment and the completion times of different players are assumed to be stochastically independent. The player that completes the task first earns a prize whereas the remaining players earn nothing. The article establishes a one‐to‐one correspondence between the Nash equilibrium of this contest with respect to risk‐averse exponential utilities and the nonnegative solution of a nonlinear equation. Using the properties of the latter, it proves the existence and the uniqueness of the Nash equilibrium, and provides an efficient method to compute it. It exploits the resulting representation of the equilibrium investments to determine the effects of risk aversion and the differences between the outcome of the Nash equilibrium and that of a centralized version.© 2016 Wiley Periodicals, Inc. Naval Research Logistics 66:4–14, 2019     

Stage life testing

In progressive censoring, items are removed at certain times during the life test. Commonly, it is assumed that the removed items are used for further testing. In order to take into account information about these additional testing in inferential procedures, we propose a two‐step model of stage life testing with one fixed stage‐change time which incorporates information about both the removed items (further tested under different conditions) and those remaining in the current life test. We show that some marginal distributions in our model correspond either to progressive censoring with a fixed censoring time or to a simple‐step stress model. Furthermore, assuming a cumulative exposure model, we establish exact inferential results for the distribution parameters when the lifetimes are exponentially distributed. An extension to Weibull distributed lifetimes is also discussed.     

指数型产品可靠性验收试验的一种贝叶斯方法

采用贝叶斯方法 ,利用大量的历史数据和工程技术人员的丰富经验确定先验分布 ,制定出验收试验的一种新方案 .按照这一方案 ,在确保产品质量的前提下 ,可大大节省试验时间 ,从而得到十分可观的经济效益 .     

用组合模型预测备件消耗量

科学预测备件消耗是有效实施备件保障各项工作的基础。结合指数平滑法及灰色模型的特点,建立组合模型,解决了小样本条件下备件的消耗预测问题。实例分析表明,组合模型比单项模型具有更高的预测精度。     

Two‐stage component test plans for testing the reliability of a series system

A system reliability is often evaluated by individual tests of components that constitute the system. These component test plans have advantages over complete system based tests in terms of time and cost. In this paper, we consider the series system with n components, where the lifetime of the i‐th component follows exponential distribution with parameter λ_i. Assuming test costs for the components are different, we develop an efficient algorithm to design a two‐stage component test plan that satisfies the usual probability requirements on the system reliability and in addition minimizes the maximum expected cost. For the case of prior information in the form of upper bounds on λ_i's, we use the genetic algorithm to solve the associated optimization problems which are otherwise difficult to solve using mathematical programming techniques. The two‐stage component test plans are cost effective compared to single‐stage plans developed by Rajgopal and Mazumdar. We demonstrate through several numerical examples that our approach has the potential to reduce the overall testing costs significantly. © 2002 John Wiley & Sons, Inc. Naval Research Logistics, 49: 95–116, 2002; DOI 10.1002/nav.1051     

一种适用于长基线的改进CIR算法

长基线下,受伪距多径和电离层残差影响,传统的CIR法解算载波相位宽巷模糊度时某些历元无法得到正确的结果,基础载波模糊度的搜索范围也较大。分析了CIR法的模糊度误差,提出了基于载波相位平滑伪距并且消除电离层时延的改进的CIR算法,分析了其误差方差,最后利用Compass系统实测数据对短基线和长基线两种情况下CIR法和改进CIR法的解算结果进行比较。实测数据表明,本文提出的算法能够单历元解算超宽巷模糊度和宽巷模糊度,并且能够大大缩小基础载波模糊度的搜索空间。     

基于拉盖尔模型的超声信号渡越时间测量性能分析

传统窄带模型仅能通过数值计算统计出超声信号渡越时间的测量性能。针对这一问题,提出基于拉盖尔模型计算理论克拉下限的方法。研究了拉盖尔函数及其时间导数的性质,得到时间导数内积矩阵,并将其应用到费舍尔矩阵中,能够快速精确计算克拉下限。对混合指数模型仿真表明,在高斯白噪声背景下,渡越时间方差与理论克拉下限具有良好的一致性;受窄带噪声和反射等因素影响,实测数据的渡越时间方差与理论克拉下限存在较大偏差。     

Optimizing the quality control station configuration

We study unreliable serial production lines with known failure probabilities for each operation. Such a production line consists of a series of stations, existing machines, and optional quality control stations (QCSs). Our aim is to decide on the allocation of the QCSs within the assembly line, so as to maximize the expected profit of the system. In such a problem, the designer has to determine the QCS configuration and the production rate simultaneously. The profit maximization problem is approximated assuming exponentially distributed processing times, Poisson arrival process of jobs into the system, and the existing of holding costs. The novel feature of our model is the incorporation of holding costs that significantly complicated the problem. Our approximation approach uses a branch and bound strategy that employs our fast dynamic programming algorithm for minimizing the expected operational costs for a given production rate as a subroutine. Extensive numerical experiments are conducted to demonstrate the efficiency of the branch and bound procedure for solving large scale instances of the problem and for obtaining some qualitative insights.

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