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The Cross-Entropy Method with Patching for Rare-Event Simulation of Large Markov Chains

Kaynar, Bahar; Ridder, Ad - 2009

which partitions the state space and applies the cross-entropy method to each partition. We investigate two versions of our …

Persistent link: https://www.econbiz.de/10014203542

Information recovery in complex economic behavior systems

Judge, George G. - California Agricultural Experiment Station / Department … - 2023

Persistent link: https://www.econbiz.de/10014338986

Ensemble and trajectory thermodynamics: A brief introduction

Van den Broeck, C.; Esposito, M. - In: Physica A: Statistical Mechanics and its Applications 418 (2015) C, pp. 6-16

We revisit stochastic thermodynamics for a system with discrete energy states in contact with a heat and particle reservoir.

Persistent link: https://www.econbiz.de/10011077834

Entropy and stability in time use – An empirical investigation based on the German Time Use Survey

Hufnagel, Rainer - In: electronic International Journal of Time Use Research 5 (2008) 1, pp. 26-42

that the stability of activity sequences is greater, the higher the entropy of time use. For this purpose, a Markov model … calculated. It is evident that the entropy of an attractor is higher, the lower the norm of the second eigenvalue of the …

Persistent link: https://www.econbiz.de/10008465206

Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk

Fantazzini, Dean - In: Applied Econometrics 11 (2008) 3, pp. 87-122

We continue publishing the four-part consultation of professor of Moscow School of Economics of Lomonosov MSU Dean Fantazzini. The first part, that appeared in 2 (10), 2008 of the journal, dealt with the introduction to the problem (section one: basic concepts and types of financial risks,...

Persistent link: https://www.econbiz.de/10009190191

On renewal increasing mean residual life distributions: An age replacement model with hypothesis testing application

Sepehrifar, Mohammad B.; Khorshidian, Kavoos; … - In: Statistics & Probability Letters 96 (2015) C, pp. 117-122

We study the life distribution of an operating device through the notion of mean residual life. The device is experiencing a random number of shocks governed by a homogeneous Poisson process, and a new U-statistic test procedure is introduced to test the hypothesis of that the life is...

Persistent link: https://www.econbiz.de/10011115953

Estimation of Reliability in Multicomponent Stress-Strength Based on Dagum Distribution

Fulment, Arnold K.; Josephat, Peter K.; Srinivasa Rao, Gadde - In: Stochastics and Quality Control 32 (2017) 2, pp. 77-85

Abstract We consider the Dagum distribution for estimating the reliability of a k -component stress-strength system with different shape values of the shape parameter. We assume that the system has strength modelled by k independent and identically distributed random variables, and each...

Persistent link: https://www.econbiz.de/10014591011

Estimation of P (X È Y) for discrete distributions with non-identical support

Choudhury, Mriganka Mouli; Bhattacharya, Rahul; Maiti, … - In: Statistics in Transition new series (SiTns) 23 (2022) 3, pp. 43-64

The Uniformly Minimum Variance Unbiased (UMVU) and the Maximum Likelihood (ML) estimations of R = P(X È Y) and the associated variance are considered for independent discrete random variables X and Y. Assuming a discrete uniform distribution for X and the distribution of Y as a member of the...

Persistent link: https://www.econbiz.de/10013444145

A reliability-based approach for performance optimization of service industries : an application to healthcare systems

Hejazi, Taha-Hossein; Badri, Hossein; Yang, Kai - In: European journal of operational research : EJOR 273 (2019) 3, pp. 1016-1025

Persistent link: https://www.econbiz.de/10011987675

Accurate higher-order likelihood inference on <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$P(Y>X)$$</EquationSource> </InlineEquation>

Cortese, Giuliana; Ventura, Laura - In: Computational Statistics 28 (2013) 3, pp. 1035-1059

The stress-strength reliability <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$R=P(YX)$$</EquationSource> </InlineEquation>, where <InlineEquation ID="IEq5"> <EquationSource Format="TEX">$$X$$</EquationSource> </InlineEquation> and <InlineEquation ID="IEq6"> <EquationSource Format="TEX">$$Y$$</EquationSource> </InlineEquation> are independent continuous random variables, has obtained wide attention in many areas of application, such as in engineering statistics and biostatistics. Classical likelihood-based inference about <InlineEquation ID="IEq7"> <EquationSource Format="TEX">$$R$$</EquationSource> </InlineEquation> has been widely...</equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation>

Persistent link: https://www.econbiz.de/10010998481