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Estimating cell probabilities in contingency tables with constraints on marginals/conditionals by geometric programming with applications

Wang, Xinlei; Lim, Johan; Kim, Seung-Jean; Hahn, Kyu - In: Computational Statistics 30 (2015) 1, pp. 107-129

<Para ID="Par1">Contingency tables are often used to display the multivariate frequency distribution of variables of interest. Under the common multinomial assumption, the first step of contingency table analysis is to estimate cell probabilities. It is well known that the unconstrained maximum likelihood...</para>

Persistent link: https://www.econbiz.de/10011241313

Analysing sojourn times in queueing networks: A structural approach

Heidergott, Bernd - In: Computational Statistics 52 (2000) 1, pp. 115-132

Structural properties of generalised semi-Markov processes (GSMP) have been successfully studied in the literature. Examples are the celebrated commuting condition (CC), which is the key condition for unbiasedness of the infinitesimal perturbation analysis (IPA) gradient estimator, or the...

Persistent link: https://www.econbiz.de/10010759556

On the construction of component importance measures for semi-Markov systems

Hellmich, Mario; Berg, Heinz-Peter - In: Computational Statistics 77 (2013) 1, pp. 15-32

In this paper we consider semi-Markov reliability models of systems with discrete state space in a setup general enough …

Persistent link: https://www.econbiz.de/10010847559

Cost benefit analysis of series systems with warm standby components

Wang, Kuo-Hsiung; Pearn, Wen-Lea - In: Computational Statistics 58 (2003) 2, pp. 247-258

This paper deals with the cost benefit analysis of series systems with warm standby components. The time-to-repair and the time-to-failure for each of the primary and warm standby components is assumed to have the negative exponential distribution. We develop the explicit expressions for the...

Persistent link: https://www.econbiz.de/10010847780

Distributions of numbers of runs and scans on directed acyclic graphs with generation

Inoue, Kiyoshi; Aki, Sigeo - In: Computational Statistics 28 (2013) 3, pp. 1133-1150

special reliability systems are considered, which are closely related to our general results. Finally, we address the …

Persistent link: https://www.econbiz.de/10010847783

Range reliability in random walks

Vallois, Pierre; Tapiero, Charles - In: Computational Statistics 45 (1997) 3, pp. 325-345

This paper introduces a definition of reliability based on a process range. Thus, process failure is defined when the … probability distribution of the range is then given and the process reliability over long periods of system operations are then … reliability) are also used to motivate the usefulness of range processes in reliability studies. Finally, we point out that there …

Persistent link: https://www.econbiz.de/10010847998

Ergodic and light traffic properties of a complex repairable system

Kovalenko, Igor - In: Computational Statistics 45 (1997) 3, pp. 387-409

A repairable system is composed of components ofI types. A component can be loaded, put on standby, queued or repaired. The repair facility is here assumed to be a queueing system of a rather general structure though interruption of repairs is not allowed. Typei components possess a lifetime...

Persistent link: https://www.econbiz.de/10010759490