• Title/Summary/Keyword: convex ordering

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The Ordering of Hitting Times of Multivariate Processes

  • Baek, Jong-Il
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.545-556
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    • 1996
  • In this paper, we introduce a new concept of partial ordering which permits us to compare pairs of the dependence structures of a new hitting times for POD multivariate vector process of interest as to their degree of POD-ness. We show that POD ordering is closed under convolution, limit in distribution, compound distribution, mixture of a certain type and convex combination. Finally, we present several examples of POD ordering processes.

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A Study for Test for NBU in Convex Ordering

  • Kim, Hwan Joong;Kim, Jae Joo
    • Journal of Korean Society for Quality Management
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    • v.19 no.2
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    • pp.138-144
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    • 1991
  • In this paper, we suggest the test statistic based on the total time on test (TTT-) transtorm for testing exponentiality against new better than used in convex ordering (NBUC) and its dual, new worse than used in convex ordering (NWUC). The validity of the test is examined by simulation for some alternative distributions when the sample size is n = 10 and n = 20.

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Nonparametric Test for Used Better Than Aged in Convex Ordering Class(UBAC) of Life Distributions with Hypothesis Testing Applications

  • Abu-Youssef, S.E.
    • International Journal of Reliability and Applications
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    • v.10 no.2
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    • pp.81-88
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    • 2009
  • A non-parametric procedure is presented for testing exponentially against used better than aged in convex ordering class (UBAC) of life distributions based on u-test. Convergence of the proposed statistic to the normal distribution is proved. Selected critical values are tabulated for sample sizes 5(5)40. The Pitman asymptotic relative efficiency of my proposed test to tests of other classes is studied. An example of 40 patients suffering from blood cancer disease demonstrates practical application of the proposed test.

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A WEAK ORDERING OF POSITIVE DEPENDENCE STRUCTURE OF STOCHASTIC PROCESSES

  • Ryu, Dae-Hee;Seok, Eun-Yang;Choi, In-Bong
    • Journal of applied mathematics & informatics
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    • v.5 no.2
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    • pp.553-564
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    • 1998
  • In this paper we introduce a new concept of more weakly quadrant dependence of hitting times of stochastic processes. This concept is weaker than the more positively quadrant dependence of hitting times of stochastic processes. This concept is weaker than the more positively quadrant dependence and it is closed under some statistical operations of weakly positive quadrant dependence(WPQD) ordering.

A PARTIAL ORDERING OF WEAK POSITIVE QUADRANT DEPENDENCE

  • Kim, Tae-Sung;Lee, Young-Ro
    • Communications of the Korean Mathematical Society
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    • v.11 no.4
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    • pp.1105-1116
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    • 1996
  • A partial ordering is developed among weakly positive quadrant dependent (WPQD) bivariate random vectors. This permits us to measure the degree of WPQD-ness and to compare pairs of WPQD random vectors. Some properties and closures under certain statistical operations are derived. An application is made to measures of dependence such as Kendall's $\tau$ and Spearman's $\rho$.

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A PARTIAL ORDERING OF CONDITIONALLY POSITIVE QUADRANT DEPENDENCE

  • Baek, Jong-Il;Choi, Jeong-Yeol;Park, Chun-Ho
    • Communications of the Korean Mathematical Society
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    • v.16 no.2
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    • pp.297-308
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    • 2001
  • A partial ordering is developed here among conditionally positive quadrant dependent (CPQD) bivariate random vectors. This permits us to measure the degree of CPQD-ness and to compare pairs of CPQD random vectors. Some properties and closure under certain statistical operations are derived.

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An Optimal Ordering policy on Both Way Substitutable Two-Commodity Inventory Control System

  • Tanaka, Masatoshi;Yoshikawa, Shin-ichi;Tabata, Yoshio
    • Industrial Engineering and Management Systems
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    • v.4 no.2
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    • pp.145-157
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    • 2005
  • There are a lot of raw materials, work-in-processes and finished goods in manufacturing industry. Here, the less stock of materials and work-in-processes manufacturing industry has, the worse the rate of the production is. Inversely, the more manufacturing industry has, the more expensive the cost to support them is. Thus, it is important for us to balance them efficiently. In general, inventory problems are to decide appropriate times to produce goods and to determine appropriate quantities of goods. Therefore, inventory problems require as more useful information as possible. For example, there are demand, lead time, ordering point and so on. In this paper, we deal with an optimal ordering policy on both way substitutable two-commodity inventory control system. That is, there is a problem of how to allocate the produced two kinds of goods in a factory to m areas so as to minimize the total expected inventory cost. The demand of each area is probabilistic, and we adopt the exponential distribution as a probability density function of demand. Moreover, we provide numerical examples of the problem.

A weakly negative structure of stochastic ordering

  • Baek, Jong-Il
    • Bulletin of the Korean Mathematical Society
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    • v.34 no.2
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    • pp.211-223
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    • 1997
  • Lehmann [13] introduced the concept of positive(negative) dependence together with some other dependence concepts. Since then, a great numerous multivariate inequalities have been obtained. For a references of available results, see Karlin and Rinott [12], Ebrahimi and Ghosh [8] and Sampson [14]. Whereas a number of dependence notions exist for multivariate processes (see Friday [10]), recently, Ebrahimi [7] introduced some new dependence concepts of the hitting times of stochastic processes.

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Testing of EBELC classes of life distributions based on TTT-transform

  • Abu-Youssef, S.E.;Mohie El-Din, M.M.;Hassan, M.Kh.
    • International Journal of Reliability and Applications
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    • v.13 no.1
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    • pp.49-56
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    • 2012
  • Using total time on test transform (TTT), a new approach is taken for testing exponentiality versus the unknown age, exponential better than equilibrium life in convex ordering (EBELC). Selected critical values are tabulated for sample size n =2(2)50 and powers of the test are estimated for some commonly used distributions in reliability. Finally real example is presented to illustrate the theoretical results.

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On the Efficiency of Imbalance in a Class of Manufacturing Systems (제조시스템에 있어서 불균형의 효율성)

  • 김성철
    • Journal of the Korean Operations Research and Management Science Society
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    • v.21 no.3
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    • pp.1-10
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    • 1996
  • In this paper, the problem of simultaneously allocating servers and loadings of stations in a class of manufacturing systems modelled as network of queues is considered. The throughput function of the closed network of queues is demonstrated as a Schur convex function of server allocation, that is, increasing the server allocation vector under majorization increases the performance in the ship in terms of the throughput. It also reduces the congestion in the open network of queues in terms of reducing the total number of jobs in the sense of likelihood ratio ordering. These are the extentions of the numerical results of Green and Guha (1995) in the service system with independent M/M/c systems to the network of queues. The results can be used to support production planning in certain manufacturing systems.

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