Minimal distributions in a stochastic partial ordering and bounds for Gaussian processes

1983 ◽  
Vol 20 (3) ◽  
pp. 529-536
Author(s):  
W. J. R. Eplett

A natural requirement to impose upon the life distribution of a component is that after inspection at some randomly chosen time to check whether it is still functioning, its life distribution from the time of checking should be bounded below by some specified distribution which may be defined by external considerations. Furthermore, the life distribution should ideally be minimal in the partial ordering obtained from the conditional probabilities. We prove that these specifications provide an apparently new characterization of the DFRA class of life distributions with a corresponding result for IFRA distributions. These results may be transferred, using Slepian's lemma, to obtain bounds for the boundary crossing probabilities of a stationary Gaussian process.

1983 ◽  
Vol 20 (03) ◽  
pp. 529-536
Author(s):  
W. J. R. Eplett

A natural requirement to impose upon the life distribution of a component is that after inspection at some randomly chosen time to check whether it is still functioning, its life distribution from the time of checking should be bounded below by some specified distribution which may be defined by external considerations. Furthermore, the life distribution should ideally be minimal in the partial ordering obtained from the conditional probabilities. We prove that these specifications provide an apparently new characterization of the DFRA class of life distributions with a corresponding result for IFRA distributions. These results may be transferred, using Slepian's lemma, to obtain bounds for the boundary crossing probabilities of a stationary Gaussian process.


1990 ◽  
Vol 27 (03) ◽  
pp. 720-725 ◽  
Author(s):  
Manish C. Bhattacharjee ◽  
Jayaram Sethuraman

We consider several classical notions of partial orderings among life distributions which have been used to describe ageing properties and tail domination. We show that if a distribution G dominates another distribution F in one of these partial orderings introduced here, and if two moments of G agree with those of F, including the moment that describes this partial ordering, then G = F. This leads to a characterization of the exponential distribution among HNBUE and HNWUE life distribution classes, and thus extends the results of Basu and Bhattacharjee (1984) and rectifies an error in that paper.


1990 ◽  
Vol 27 (3) ◽  
pp. 720-725 ◽  
Author(s):  
Manish C. Bhattacharjee ◽  
Jayaram Sethuraman

We consider several classical notions of partial orderings among life distributions which have been used to describe ageing properties and tail domination. We show that if a distribution G dominates another distribution F in one of these partial orderings introduced here, and if two moments of G agree with those of F, including the moment that describes this partial ordering, then G = F. This leads to a characterization of the exponential distribution among HNBUE and HNWUE life distribution classes, and thus extends the results of Basu and Bhattacharjee (1984) and rectifies an error in that paper.


Author(s):  
Z. Xia ◽  
J. Tang

An efficient way to capture the dynamic characteristics of structural systems with uncertainties has been an important and challenging subject. While such characterization is valuable for structural response predictions, it could be impractical in many application situations where a sufficiently large sample is expensive or unavailable. In this paper, Gaussian process regression models are employed to capture structural dynamical responses, especially responses with uncertainties. When Gaussian processes are used to make predictions for responses with uncertainties, the sampling costs can be significantly reduced because only a relatively small set of data points is needed. With no loss of generality, applications of Gaussian process regression models are introduced in conjunction with Monte Carlo sampling. This approach can be easily generalized to situations where data points are obtained by other sampling techniques.


1999 ◽  
Vol 36 (4) ◽  
pp. 1019-1030 ◽  
Author(s):  
Alex Novikov ◽  
Volf Frishling ◽  
Nino Kordzakhia

Using the Girsanov transformation we derive estimates for the accuracy of piecewise approximations for one-sided and two-sided boundary crossing probabilities. We demonstrate that piecewise linear approximations can be calculated using repeated numerical integration. As an illustrative example we consider the case of one-sided and two-sided square-root boundaries for which we also present analytical representations in a form of infinite power series.


Author(s):  
Vladimir A. Avakov

Abstract In the previous publication [2], the transformation between fatigue life and strength distribution was established using double-logarithmic coordinate system (lnN-lnS). Here, a similar transformation is established using a semi logarithmic (lnN-S) coordinate system. With the aid of the developed orthogonal relations, lognormal, Weibull and three-parameter logweibull life distributions have been transformed into normal, asymptotic type 1 of smallest value, and three-parameter Weibull strength distributions, respectively. This procedure may be applied to other types of fatigue life distribution.


2008 ◽  
Vol 254 (4) ◽  
pp. 752-755 ◽  
Author(s):  
Jie Feng ◽  
Tian-ming Wang
Keyword(s):  

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