Abstract We introduce a new test for exponentiality against decreasing (increasing) mean residual life alternatives based on a cumulative residual Renyi’s entropy of order α. The exact and asymptotic distributions of the test statistic are given. The performance of the proposed test statistic...

Abstract This paper proves the existence and uniqueness theorem for generalized (reflected) backward stochastic differential equations under stochastic Lipschitz and monotone condition. The result is shown by using Picard’s iteration, the Snell envelope theory and the penalization method.

Abstract Multivariate regression models and ANOVA are probably the most frequently applied methods of all statistical analyses. We study the case where the predictors are qualitative variables and the response variable is quantitative. In this case, we propose an alternative to the classic...

Abstract In the present work, we investigate the applications of cumulative entropy as a tool in income analysis. The relationships the cumulative entropy has with income gap ratio, Lorenz curve, Gini index, Bonferroni curve and Zenga curve are provided. Applications of the results to real data...

Abstract This paper analyses a stochastic volatility model generated by first order normal-Laplace autoregressive process. The model parameters are estimated by the generalized method of moments. A simulation experiment is carried out to check the performance of the estimates. Finally, a real...

Abstract The process capability index (PCI), denoted by 𝐼, is a well-known characteristic in quality control analysis. Using Gini’s mean difference, we construct a new PCI, I_{G} say, assuming the two-parameter Weibull distribution (WD). In order to estimate the proposed I_{G} when the...

Abstract Imperfect processes experience fault productions over time due to specific causes. Integrating the statistical process control, maintenance policy, and economic production quantity has led to more favorable results for the imperfect processes in literature. When monitoring a process,...

Abstract Repairable systems are submitted to corrective maintenance and condition-based preventive maintenance actions. Condition-based preventive maintenance occurs at times which are determined according to the results of inspections and degradation or operation controls. The generalization of...

Abstract In the statistical process control literature, counts of nonconforming items are frequently assumed to be independent and have a binomial distribution with parameters (n,p) , where 𝑛 and 𝑝 represent the fixed sample size and the fraction nonconforming. In this paper, the...

Abstract This paper describes the application of simple quality control charts to monitor the traffic intensity of single server queues, a still uncommon use of what is arguably the most successful statistical process control tool. These charts play a vital role in the detection of increases in...