方差分量的Bayes二次无偏估计及可容许估计的非负性

对于有P 个方差分量的线性模型,本文导出了方差分量线性函数的Bayes 不变二次无偏估计的显示表达式,证明了Bayes 不变二次无偏估计类形成了可容许的不变二次无偏估计的完全类。在可容许的不变二次无偏估计类中,讨论了非负参数函数的非负估计问题,给出了可容许的非负定估计存在的充要条件。     

最小费用树

本文在赋边权w和顶点权θ的网络中,建立了最小费用树问题的网络模型。文中对问题的复杂性进行了讨论并给出了求解问题的算法     

教学质量评价中协方差分析的应用

协方差分析是在方差分析与回归分析基础上发展起来的一种统计方法 ,通过对考试成绩的方差分析与协方差分析结果的比较 ,探讨协方差分析在教学效果评价中的作用。     

频率步进雷达距离旁瓣抑制自适应脉冲压缩算法

在频率步进雷达中,通常使用逆快速傅里叶变换方法进行高分辨成像。由于逆快速傅里叶变换的距离旁瓣高,有可能造成强散射点旁瓣掩盖附近弱散射点或者弱小目标情况,限制了其在强杂波环境下的使用。为了抑制高距离旁瓣,近年来提出一种基于最小均方误差准则的自适应脉冲压缩方法。基于自适应脉冲压缩算法原理,推导了频率步进雷达距离旁瓣抑制算法。针对静止和运动目标场景,分析自适应脉冲压缩算法的旁瓣抑制性能。仿真结果表明,与逆快速傅里叶变换和加窗逆快速傅里叶变换处理比较,自适应脉冲压缩算法具有更好的旁瓣抑制效果,能够更好地检测强散射点附近的弱散射点或者弱小目标。     

基于磁通门/GPS组合的车辆导航系统滤波技术

给出了基于磁通门/GPS组合导航系统的硬件结构图,并应用卡尔曼滤波和方差自适应滤波算法分别对GPS、磁通门单独导航定位系统进行了分散滤波,最后应用联合卡尔曼滤波器对GPS和磁通门信息进行了信息融合.并且通过实际跑车实验,验证了滤波对导航系统随机误差消除和定位精度提高的有效性.     

Properties of a mean residual life function arising from renewal theory

The present article discusses the properties of the mean residual life function in a renewal process. We examine the relationship this function has with the failure rate function and the conventional mean, variance and coefficient of variation of residual life. We also discuss some monotonicity properties of the mean residual life function. A partial order based on the renewal mean residual function is introduced along with its interrelationship with some existing stochastic orders. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Threshold incentives over multiple periods and the sales hockey stick phenomenon

In this article, we study threshold‐based sales‐force incentives and their impact on a dealer's optimal effort. A phenomenon, observed in practice, is that the dealer exerts a large effort toward the end of the incentive period to boost sales and reach the threshold to make additional profits. In the literature, the resulting last‐period sales spike is sometimes called the hockey stick phenomenon (HSP). In this article, we show that the manufacturer's choice of the incentive parameters and the underlying demand uncertainty affect the dealer's optimal effort choice. This results in the sales HSP over multiple time periods even when there is a cost associated with waiting. We then show that, by linking the threshold to a correlated market signal, the HSP can be regulated. We also characterize the variance of the total sales across all the periods and demonstrate conditions under the sales variance can be reduced. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Estimating failure time distribution and its parameters based on intermediate data from a Wiener degradation model

Instead of measuring a Wiener degradation or performance process at predetermined time points to track degradation or performance of a product for estimating its lifetime, we propose to obtain the first‐passage times of the process over certain nonfailure thresholds. Based on only these intermediate data, we obtain the uniformly minimum variance unbiased estimator and uniformly most accurate confidence interval for the mean lifetime. For estimating the lifetime distribution function, we propose a modified maximum likelihood estimator and a new estimator and prove that, by increasing the sample size of the intermediate data, these estimators and the above‐mentioned estimator of the mean lifetime can achieve the same levels of accuracy as the estimators assuming one has failure times. Thus, our method of using only intermediate data is useful for highly reliable products when their failure times are difficult to obtain. Furthermore, we show that the proposed new estimator of the lifetime distribution function is more accurate than the standard and modified maximum likelihood estimators. We also obtain approximate confidence intervals for the lifetime distribution function and its percentiles. Finally, we use light‐emitting diodes as an example to illustrate our method and demonstrate how to validate the Wiener assumption during the testing. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Optimum step‐stress accelerated life test plans for log‐location‐scale distributions

This article presents new tools and methods for finding optimum step‐stress accelerated life test plans. First, we present an approach to calculate the large‐sample approximate variance of the maximum likelihood estimator of a quantile of the failure time distribution at use conditions from a step‐stress accelerated life test. The approach allows for multistep stress changes and censoring for general log‐location‐scale distributions based on a cumulative exposure model. As an application of this approach, the optimum variance is studied as a function of shape parameter for both Weibull and lognormal distributions. Graphical comparisons among test plans using step‐up, step‐down, and constant‐stress patterns are also presented. The results show that depending on the values of the model parameters and quantile of interest, each of the three test plans can be preferable in terms of optimum variance. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

A genetic algorithm with neighborhood search for the resource‐constrained project scheduling problem

The resource‐constrained project scheduling problem (RCPSP) consists of a set of non‐preemptive activities that follow precedence relationship and consume resources. Under the limited amount of the resources, the objective of RCPSP is to find a schedule of the activities to minimize the project makespan. This article presents a new genetic algorithm (GA) by incorporating a local search strategy in GA operators. The local search strategy improves the efficiency of searching the solution space while keeping the randomness of the GA approach. Extensive numerical experiments show that the proposed GA with neighborhood search works well regarding solution quality and computational time compared with existing algorithms in the RCPSP literature, especially for the instances with a large number of activities. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011