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Physical Sciences and Mathematics Commons™

Open Access. Powered by Scholars. Published by Universities.®

2015

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Statistics and Probability

Prairie View A&M University

Articles 1 - 15 of 15

Full-Text Articles in Physical Sciences and Mathematics

An M/G/1 Queue With Server Breakdown And Multiple Working Vavation, S. P. Bala Murugan, K. Santhi Dec 2015

An M/G/1 Queue With Server Breakdown And Multiple Working Vavation, S. P. Bala Murugan, K. Santhi

Applications and Applied Mathematics: An International Journal (AAM)

This paper deals with the steady state behavior of an M=G=1 multiple working vacation queue with server breakdown. The server works with different service times rather than completely stopping service during a vacation. Both service times in a vacation period and in a regular service period are assumed to be generally distributed random variables. The system may breakdown at random and repair time is arbitrary. Further, just after completion of a customer’s service the server may take a multiple working vacation. Supplementary variable technique is employed to find the probability generating function for the number of customers in the system. …

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Stability Condition Of A Retrial Queueing System With Abandoned And Feedback Customers, Amina A. Bouchentouf, Abbes Rabhi, Lahcene Yahiaoui Dec 2015

Stability Condition Of A Retrial Queueing System With Abandoned And Feedback Customers, Amina A. Bouchentouf, Abbes Rabhi, Lahcene Yahiaoui

Applications and Applied Mathematics: An International Journal (AAM)

This paper deals with the stability of a retrial queueing system with two orbits, abandoned and feedback customers. Two independent Poisson streams of customers arrive to the system, and flow into a single-server service system. An arriving one of type i; i = 1; 2, is handled by the server if it is free; otherwise, it is blocked and routed to a separate type-i retrial (orbit) queue that attempts to re-dispatch its jobs at its specific Poisson rate. The customer in the orbit either attempts service again after a random time or gives up receiving service and leaves the system …

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Analysis Of Repairable M[X]/(G1,G2)/1 - Feedback Retrial G-Queue With Balking And Starting Failures Under At Most J Vacations, P. Rajadurai, M. C. Saravanarajan, V. M. Chandrasekaran Dec 2015

Analysis Of Repairable M[X]/(G1,G2)/1 - Feedback Retrial G-Queue With Balking And Starting Failures Under At Most J Vacations, P. Rajadurai, M. C. Saravanarajan, V. M. Chandrasekaran

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we discuss the steady state analysis of a batch arrival feedback retrial queue with two types of service and negative customers. Any arriving batch of positive customers finds the server is free, one of the customers from the batch enters into the service area and the rest of them join into the orbit. The negative customer, arriving during the service time of a positive customer, will remove the positive customer in-service and the interrupted positive customer either enters into the orbit or leaves the system. If the orbit is empty at the service completion of each type …

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An Optimal Reinsurance Contract From Insurer's And Reinsurer's Viewpoints, Ali P. Bazaz, Amir T. Payandeh Najafabadi Dec 2015

An Optimal Reinsurance Contract From Insurer's And Reinsurer's Viewpoints, Ali P. Bazaz, Amir T. Payandeh Najafabadi

Applications and Applied Mathematics: An International Journal (AAM)

This article constructs two classes of appropriate reinsurance contracts from both an insurer’s and a reinsurer’s viewpoints. The first class, say C; has been constructed by minimizing the conditional tail expectation, say CTE, of an insurer’s random risk. Then an optimal reinsurance contract has been obtained by estimating the reinsurance’s random risk, using the Bayesian estimation method while the second class of reinsurance contracts, say C*; is obtained by minimizing a convex combination of the CTE of both the insurer’s and reinsurer’s random risks. These two approaches consider both the insurer’s and reinsurer’s viewpoints to establish an optimal reinsurance contract. …

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Generating Random Vectors Using Transformation With Multiple Roots And Its Applications, Qidi Peng, Henry Schellhorn, Lu Zhu Jun 2015

Generating Random Vectors Using Transformation With Multiple Roots And Its Applications, Qidi Peng, Henry Schellhorn, Lu Zhu

Applications and Applied Mathematics: An International Journal (AAM)

An approach is proposed to generate random vectors using transformation with multiple roots. This approach generalizes the one-dimensional inverse transformation with multiple roots method to higher dimensions, i.e., to random vectors with or without densities. In this approach, multiple roots of the transformation and probabilities of selecting each of the roots are derived. The strategies for constructing such a transformation are discussed and several examples are presented to motivate this simulation approach.

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A Note On An M/M/S Queueing System With Two Reconnect And Two Redial Orbits, Amina A. Bouchentouf, Hanane Sakhi Jun 2015

A Note On An M/M/S Queueing System With Two Reconnect And Two Redial Orbits, Amina A. Bouchentouf, Hanane Sakhi

Applications and Applied Mathematics: An International Journal (AAM)

A queueing system with two reconnect orbits, two redial (retrial) orbits, s servers and two independent Poisson streams of customers is considered. An arriving customer of type i, i = 1, 2 is handled by an available server, if there is any; otherwise, he waits in an infinite buffer queue. A waiting customer of type i who did not get connected to a server will lose his patience and abandon after an exponentially distributed amount of time, the abandoned one may leave the system (lost customer) or move into one of the redial orbits, from which he makes a new …

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Exponential Type Product Estimator For Finite Population Mean With Information On Auxiliary Attribute, Monika Saini, Ashish Kumar Jun 2015

Exponential Type Product Estimator For Finite Population Mean With Information On Auxiliary Attribute, Monika Saini, Ashish Kumar

Applications and Applied Mathematics: An International Journal (AAM)

The main objective of the present study is to develop a new modified unbiased exponential type product estimator for the estimation of the population mean. The proposed estimator possesses the characteristic of a bi-serial negative correlation between the study variable and its auxiliary attribute. Efficiency comparison has been carried out between the proposed estimator and the existing estimators theoretically and numerically.

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Strong Uniform Consistency Of Hazard Function With Functional Explicatory Variable In Single Functional Index Model Under Censored Data, Omar Belabbaci, Abbes Rabhi, Sara Soltani Jun 2015

Strong Uniform Consistency Of Hazard Function With Functional Explicatory Variable In Single Functional Index Model Under Censored Data, Omar Belabbaci, Abbes Rabhi, Sara Soltani

Applications and Applied Mathematics: An International Journal (AAM)

In this paper we deal with nonparametric estimate of the conditional hazard function, when the covariate is functional. Kernel type estimators for the conditional hazard function of a scalar response variable Y given a Hilbertian random variable X are introduced, where the observations are linked with a single-index structure. We establish the pointwise almost complete convergence and the uniform almost complete convergence (with the rate) of the kernel estimate of this model in various situations, including censored and non-censored data. The rates of convergence emphasize the crucial role played by the small ball probabilities with respect to the distribution of …

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Estimation Of The Parameters Of Exponential Distribution Using Top-K-Lists, M. Ahsanullah, Mohamed Habibullah Jun 2015

Estimation Of The Parameters Of Exponential Distribution Using Top-K-Lists, M. Ahsanullah, Mohamed Habibullah

Applications and Applied Mathematics: An International Journal (AAM)

This paper deals with the estimation of location and scale parameters of the exponential distribution based on top-k-list of a sequence of observations from a two parameter exponential distribution. The minimum variance unbiased estimates of the location and scale parameters are given. Some comparisons of the variances of these estimates with respect to that of the kth record values are given.

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Gaussian Copula Mixed Models With Non-Ignorable Missing Outcomes, N. Jafari, E. Tabrizi, E. B. Samani Jun 2015

Gaussian Copula Mixed Models With Non-Ignorable Missing Outcomes, N. Jafari, E. Tabrizi, E. B. Samani

Applications and Applied Mathematics: An International Journal (AAM)

This paper is concerned with the analysis of mixed data with ordinal and continuous outcomes with the possibility of non - ignorable missing outcomes . A copula-based regression model is proposed that accounts for associations between ordinal and continuous outcomes . Our approach entails specifying underlying latent variables for the mixed outcomes to indicate the latent mechanisms which generate the ordinal and continuous variables . Maximum likelihood estimation of our model parameters is implemented using standard software such as function nlminb in R . Results of simulations concern the relative biases of parameter estimates of joint and marginal models using …

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Analysis Of Repairable M[X]/(G1,G2)/1 - Feedback Retrial G-Queue With Balking And Starting Failures Under At Most J Vacations, P. Rajadurai, M. C. Saravanarajan, V. M. Chandrasekaran Jun 2015

Analysis Of Repairable M[X]/(G1,G2)/1 - Feedback Retrial G-Queue With Balking And Starting Failures Under At Most J Vacations, P. Rajadurai, M. C. Saravanarajan, V. M. Chandrasekaran

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we discuss the steady state analysis of a batch arrival feedback retrial queue with two types of services and negative customers. Any arriving batch of positive customers finds the server is free, one of the customers from the batch enters into the service area and the rest of them get into the orbit. The negative customer, is arriving during the service time of a positive customer, will remove the positive customer in-service and the interrupted positive customer either enters the orbit or leaves the system. If the orbit is empty at the service completion of each type …

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Testing Equality Of Locally Stationary Covariances With Application To Mortality Rate Modeling, Zahra Teimouri, Ali R. Taheriyoun Jun 2015

Testing Equality Of Locally Stationary Covariances With Application To Mortality Rate Modeling, Zahra Teimouri, Ali R. Taheriyoun

Applications and Applied Mathematics: An International Journal (AAM)

No abstract provided.

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Sensitivity Analysis In Correlated Bivariate Continuous And Binary Responses, Zh. Thmasebinejad, E. Tabrizi Jun 2015

Sensitivity Analysis In Correlated Bivariate Continuous And Binary Responses, Zh. Thmasebinejad, E. Tabrizi

Applications and Applied Mathematics: An International Journal (AAM)

Factorization models for correlated binary and continuous responses are proposed. Full likelihood-based approach that yields maximum likelihood estimates of the model parameters is used. A common way to investigate if perturbations of model components influence key results of the analysis is to compare the results derived from the original and perturbed models using an influence graph. So small perturbation influence of the correlation parameters of the models on likelihood displacement and a general index of sensitivity (ISNI) are also studied. The model is illustrated using data from arthritis and body mass index data. The effect of systolic blood pressure, gender …

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Outlier Detection And A Method Of Adjustment For The Iranian Manufacturing Establishment Survey Data, Zahra R. Ghahroodi, Taban Baghfalaki, Mojtaba Ganjali Jun 2015

Outlier Detection And A Method Of Adjustment For The Iranian Manufacturing Establishment Survey Data, Zahra R. Ghahroodi, Taban Baghfalaki, Mojtaba Ganjali

Applications and Applied Mathematics: An International Journal (AAM)

The role and importance of the industrial sector in the economic development necessitate the need to collect and to analyze accurate and timely data for exact planning. As the occurrence of outliers in establishment surveys are common due to the structure of the economy, the evaluation of survey data by identifying and investigating outliers, prior to the release of data, is necessary. In this paper, different robust multivariate outlier detection methods based on the Mahalanobis distance with blocked adaptive computationally efficient outlier nominators algorithm, minimum volume ellipsoid estimator, minimum covariance determinant estimator and Stahel-Donoho estimator are used in the context …

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A Semi-Parametric Approach For Analyzing Longitudinal Measurements With Non-Ignorable Missingness Using Regression Spline, Taban Baghfalaki, Saeide Sefidi, Mojtaba Ganjali Jun 2015

A Semi-Parametric Approach For Analyzing Longitudinal Measurements With Non-Ignorable Missingness Using Regression Spline, Taban Baghfalaki, Saeide Sefidi, Mojtaba Ganjali

Applications and Applied Mathematics: An International Journal (AAM)

In longitudinal studies with missingness, shared parameter models (SPM) provide appropriate framework for the joint modeling of the measurements and missingness process. These models use a set of random effects to account for the interdependence between two processes. Sometimes the longitudinal responses may not be fitted well by using a linear model and some non-parametric methods have to be used. Also, parametric assumptions are typically made for the random effects distribution, and violation of those may affect the parameter estimates and standard errors. To overcome these problems, we propose a semi-parametric model for the joint modelling of longitudinal markers and …

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