Stochastic Orders In Reliability And Risk

Author : Haijun Li,Xiaohu Li
Publisher : Springer Science & Business Media
Page : 459 pages
File Size : 55,6 Mb
Release : 2013-06-22
Category : Mathematics
ISBN : 9781461468929

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Stochastic Orders in Reliability and Risk by Haijun Li,Xiaohu Li Pdf

Stochastic Orders in Reliability and Risk Management is composed of 19 contributions on the theory of stochastic orders, stochastic comparison of order statistics, stochastic orders in reliability and risk analysis, and applications. These review/exploratory chapters present recent and current research on stochastic orders reported at the International Workshop on Stochastic Orders in Reliability and Risk Management, or SORR2011, which took place in the City Hotel, Xiamen, China, from June 27 to June 29, 2011. The conference’s talks and invited contributions also represent the celebration of Professor Moshe Shaked, who has made comprehensive, fundamental contributions to the theory of stochastic orders and its applications in reliability, queueing modeling, operations research, economics and risk analysis. This volume is in honor of Professor Moshe Shaked. The work presented in this volume represents active research on stochastic orders and multivariate dependence, and exemplifies close collaborations between scholars working in different fields. The Xiamen Workshop and this volume seek to revive the community workshop tradition on stochastic orders and dependence and strengthen research collaboration, while honoring the work of a distinguished scholar.

Author : Karl C. Mosler
Publisher : IMS
Page : 414 pages
File Size : 50,5 Mb
Release : 1991
Category : Education
ISBN : 0940600269

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Stochastic Orders and Decision Under Risk by Karl C. Mosler Pdf

Author : Karl Mosler,Marco Scarsini
Publisher : Springer Science & Business Media
Page : 385 pages
File Size : 51,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783642499722

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Stochastic Orders and Applications by Karl Mosler,Marco Scarsini Pdf

A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databases as the MathSci or the Science Citation Index or the Social Science Citation Index the answer seems to be negative. The reason we think that this bibliog raphy might be of some use stems from the frustration that we, as workers in the field, have often experienced by finding similar results being discovered and proved over and over in different journals of different disciplines with different levels of mathematical so phistication and accuracy and most of the times without cross references. Of course it would be very unfair to blame an economist, say, for not knowing a result in mathematical physics, or vice versa, especially when the problems and the languages are so far apart that it is often difficult to recognize the analogies even after further scrutiny. We hope that collecting the references on this topic, regardless of the area of application, will be of some help, at least to pinpoint the problem. We use the term stochastic ordering in a broad sense to denote any ordering relation on a space of probability measures. Questions that can be related to the idea of stochastic orderings are as old as probability itself. Think for instance of the problem of comparing two gambles in order to decide which one is more favorable.

Author : Felix Belzunce,Carolina Martinez Riquelme,Julio Mulero
Publisher : Academic Press
Page : 174 pages
File Size : 52,9 Mb
Release : 2015-09-29
Category : Mathematics
ISBN : 9780128038260

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An Introduction to Stochastic Orders by Felix Belzunce,Carolina Martinez Riquelme,Julio Mulero Pdf

An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics. The book provides a general background on this topic for students and researchers who want to use it as a tool for their research. In addition, users will find detailed proofs of the main results and applications to several probabilistic models of interest in several fields, and discussions of fundamental properties of several stochastic orders, in the univariate and multivariate cases, along with applications to probabilistic models. Introduces stochastic orders and its notation Discusses different orders of univariate stochastic orders Explains multivariate stochastic orders and their convex, likelihood ratio, and dispersive orders

Author : Moshe Shaked,J. George Shanthikumar
Publisher : Unknown
Page : 580 pages
File Size : 50,8 Mb
Release : 1994
Category : Mathematics
ISBN : UOM:39015053523026

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Stochastic Orders and Their Applications by Moshe Shaked,J. George Shanthikumar Pdf

Stochastic orders and inequalities are being used at an accelerated rate in many diverse areas of probability and statistics. This book provides the first unified, systematic, and accessible treatment of stochasticorders, addressing the growing importance of these orders with the presentation of numerous results that illustrate their usefulness and applicability. Ten insightful chapters emphasize the applications by specialists in probability and statistics, economics, operations research, and reliability theory. Applications include multivariate variability, epidemics, comparisons of risk and risk aversion, scheduling, and systems reliability theory.

Author : Moshe Shaked,J. George Shanthikumar
Publisher : Springer Science & Business Media
Page : 482 pages
File Size : 44,7 Mb
Release : 2007-04-03
Category : Mathematics
ISBN : 9780387346755

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Stochastic Orders by Moshe Shaked,J. George Shanthikumar Pdf

This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.

Author : Subhash C. Kochar
Publisher : Springer Nature
Page : 280 pages
File Size : 43,6 Mb
Release : 2022-10-22
Category : Mathematics
ISBN : 9783031121043

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Stochastic Comparisons with Applications by Subhash C. Kochar Pdf

This book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures. Stochastic orders have found useful applications in many disciplines, including reliability theory, survival analysis, risk theory, finance, nonparametric methods, economics and actuarial science. Written by a statistician, this volume clarifies the connection between stochastic orders and nonparametric methods. The importance of order statistics and spacings is well recognized. Classically, they mainly focus on the case when the observations are independent and identically distributed, however, several new developments have extended the comparison of order statistics to the case of non-identically distributed or non-independent observations. In addition to giving a detailed discussion of various topics in the general area of stochastic orders, a substantial part of the book is devoted to recent research on stochastic comparisons of order statistics and spacings, including a long chapter on dependence among them. The book will be useful for graduate students and researchers in statistics, economics, actuarial science and other related disciplines. In particular, with close to 300 references, it will be a valuable resource for reliability theorists, applied probabilists and statisticians. Readers are expected to have taken a first-year graduate level course in mathematical statistics or in applied probability.

Author : Maxim Finkelstein
Publisher : Springer Science & Business Media
Page : 290 pages
File Size : 46,6 Mb
Release : 2008-11-07
Category : Technology & Engineering
ISBN : 9781848009868

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Failure Rate Modelling for Reliability and Risk by Maxim Finkelstein Pdf

“Failure Rate Modeling for Reliability and Risk” focuses on reliability theory, and to the failure rate (hazard rate, force of mortality) modeling and its generalizations to systems operating in a random environment and to repairable systems. The failure rate is one of the crucial probabilistic characteristics for a number of disciplines; including reliability, survival analysis, risk analysis and demography. The book presents a systematic study of the failure rate and related indices, and covers a number of important applications where the failure rate plays the major role. Applications in engineering systems are studied, together with some actuarial, biological and demographic examples. The book provides a survey of this broad and interdisciplinary subject which will be invaluable to researchers and advanced students in reliability engineering and applied statistics, as well as to demographers, econometricians, actuaries and many other mathematically oriented researchers.

Author : George Deodatis,Bruce R. Ellingwood,Dan M. Frangopol
Publisher : CRC Press
Page : 1112 pages
File Size : 50,6 Mb
Release : 2014-02-10
Category : Technology & Engineering
ISBN : 9781315884882

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Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures by George Deodatis,Bruce R. Ellingwood,Dan M. Frangopol Pdf

Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures contains the plenary lectures and papers presented at the 11th International Conference on STRUCTURAL SAFETY AND RELIABILITY (ICOSSAR2013, New York, NY, USA, 16-20 June 2013), and covers major aspects of safety, reliability, risk and life-cycle performance of str

Author : Way Kuo,Xiaoyan Zhu
Publisher : John Wiley & Sons
Page : 486 pages
File Size : 50,5 Mb
Release : 2012-05-10
Category : Technology & Engineering
ISBN : 9781118304174

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Importance Measures in Reliability, Risk, and Optimization by Way Kuo,Xiaoyan Zhu Pdf

This unique treatment systematically interprets a spectrum of importance measures to provide a comprehensive overview of their applications in the areas of reliability, network, risk, mathematical programming, and optimization. Investigating the precise relationships among various importance measures, it describes how they are modelled and combined with other design tools to allow users to solve readily many real-world, large-scale decision-making problems. Presenting the state-of-the-art in network analysis, multistate systems, and application in modern systems, this book offers a clear and complete introduction to the topic. Through describing the reliability importance and the fundamentals, it covers advanced topics such as signature of coherent systems, multi-linear functions, and new interpretation of the mathematical programming problems. Key highlights: Generalizes the concepts behind importance measures (such as sensitivity and perturbation analysis, uncertainty analysis, mathematical programming, network designs), enabling readers to address large-scale problems within various fields effectively Covers a large range of importance measures, including those in binary coherent systems, binary monotone systems, multistate systems, continuum systems, repairable systems, as well as importance measures of pairs and groups of components Demonstrates numerical and practical applications of importance measures and the related methodologies, including risk analysis in nuclear power plants, cloud computing, software reliability and more Provides thorough comparisons, examples and case studies on relations of different importance measures, with conclusive results based on the authors’ own research Describes reliability design such as redundancy allocation, system upgrading and component assignment. This book will benefit researchers and practitioners interested in systems design, reliability, risk and optimization, statistics, maintenance, prognostics and operations. Readers can develop feasible approaches to solving various open-ended problems in their research and practical work. Software developers, IT analysts and reliability and safety engineers in nuclear, telecommunications, offshore and civil industries will also find the book useful.

Author : Jorge Navarro
Publisher : Unknown
Page : 0 pages
File Size : 42,7 Mb
Release : 2022
Category : Electronic
ISBN : 3030869547

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Introduction to System Reliability Theory by Jorge Navarro Pdf

This textbook provides the tools for a modern post-graduate introductory course on system reliability theory. It focuses on probabilistic aspects of the theory, including recent results based on signatures, stochastic orders, aging classes, copulas and distortion (or aggregation) functions. The reader requires on an introductory knowledge on probability theory and mathematics. The book serves both for graduate students in mathematics and for engineering students in various disciplines as well as students learning survival analysis, network reliability or simple game theory. Included also are brief introductions to the basic aspects of lifetime modelling, stochastic comparisons, aging classes, mixtures and copula theory. The book develops this knowledge with worked examples and supplies code for the program R so that students can explore its lessons and techniques.

Author : Ajith Abraham,Sergey Kovalev,Valery Tarassov,Václav Snášel
Publisher : Springer
Page : 502 pages
File Size : 49,9 Mb
Release : 2016-05-10
Category : Technology & Engineering
ISBN : 9783319336091

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Proceedings of the First International Scientific Conference “Intelligent Information Technologies for Industry” (IITI’16) by Ajith Abraham,Sergey Kovalev,Valery Tarassov,Václav Snášel Pdf

This volume of Advances in Intelligent Systems and Computing contains papers presented in the main track of IITI 2016, the First International Conference on Intelligent Information Technologies for Industry held in May 16-21 in Sochi, Russia. The conference was jointly co-organized by Rostov State Transport University (Russia) and VŠB – Technical University of Ostrava (Czech Republic) with the participation of Russian Association for Artificial Intelligence (RAAI) and Russian Association for Fuzzy Systems and Soft Computing (RAFSSC). The volume is devoted to practical models and industrial applications related to intelligent information systems. The conference has been a meeting point for researchers and practitioners to enable the implementation of advanced information technologies into various industries. Nevertheless, some theoretical talks concerning the-state-of-the-art in intelligent systems and soft computing are included in the proceedings as well.

Author : Hoang Pham
Publisher : Springer Nature
Page : 1136 pages
File Size : 53,9 Mb
Release : 2023-04-20
Category : Technology & Engineering
ISBN : 9781447175032

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Springer Handbook of Engineering Statistics by Hoang Pham Pdf

In today’s global and highly competitive environment, continuous improvement in the processes and products of any field of engineering is essential for survival. This book gathers together the full range of statistical techniques required by engineers from all fields. It will assist them to gain sensible statistical feedback on how their processes or products are functioning and to give them realistic predictions of how these could be improved. The handbook will be essential reading for all engineers and engineering-connected managers who are serious about keeping their methods and products at the cutting edge of quality and competitiveness.

Author : P. K. Kapur,Gurinder Singh,Saurabh Panwar
Publisher : Springer Nature
Page : 493 pages
File Size : 46,9 Mb
Release : 2021-04-22
Category : Computers
ISBN : 9789811600371

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Advances in Interdisciplinary Research in Engineering and Business Management by P. K. Kapur,Gurinder Singh,Saurabh Panwar Pdf

The volume contains latest research on software reliability assessment, testing, quality management, inventory management, mathematical modeling, analysis using soft computing techniques and management analytics. It links researcher and practitioner perspectives from different branches of engineering and management, and from around the world for a bird's eye view on the topics. The interdisciplinarity of engineering and management research is widely recognized and considered to be the most appropriate and significant in the fast changing dynamics of today's times. With insights from the volume, companies looking to drive decision making are provided actionable insight on each level and for every role using key indicators, to generate mobile-enabled scorecards, time-series based analysis using charts, and dashboards. At the same time, the book provides scholars with a platform to derive maximum utility in the area by subscribing to the idea of managing business through performance and business analytics.

Author : Toshio Nakagawa
Publisher : Springer Science & Business Media
Page : 254 pages
File Size : 47,5 Mb
Release : 2011-05-27
Category : Technology & Engineering
ISBN : 9780857292742

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Stochastic Processes by Toshio Nakagawa Pdf

Reliability theory is of fundamental importance for engineers and managers involved in the manufacture of high-quality products and the design of reliable systems. In order to make sense of the theory, however, and to apply it to real systems, an understanding of the basic stochastic processes is indispensable. As well as providing readers with useful reliability studies and applications, Stochastic Processes also gives a basic treatment of such stochastic processes as: the Poisson process, the renewal process, the Markov chain, the Markov process, and the Markov renewal process. Many examples are cited from reliability models to show the reader how to apply stochastic processes. Furthermore, Stochastic Processes gives a simple introduction to other stochastic processes such as the cumulative process, the Wiener process, the Brownian motion and reliability applications. Stochastic Processes is suitable for use as a reliability textbook by advanced undergraduate and graduate students. It is also of interest to researchers, engineers and managers who study or practise reliability and maintenance.