Current Issue : January - March Volume : 2015 Issue Number : 1 Articles : 5 Articles
A new load-share reliability model of systems under the changeable load is proposed in the paper. It is assumed that the load\nis a piecewise smooth function which can be regarded as an extension of the piecewise constant and continuous functions. The\ncondition of the residual lifetime conservation, which means continuity of a cumulative distribution function of time to failure,\nis accepted in the proposed model. A general algorithm for computing reliability measures is provided. Simple expressions for\ndetermining the survivor functions under assumption of the Weibull probability distribution of time to failure are given. Various\nnumerical examples illustrate the proposed model by different forms of the system load and different probability distributions of\ntime to failure....
We investigate the estimation of the density-weighted average derivative from biased data. An estimator integrating a plug-in\napproach and wavelet projections is constructed. We prove that it attains the parametric rate of convergence 1/???? under the mean\nsquared error....
A game or Israeli option is an American style option where both the writer and the holder have the right to terminate the contract\nbefore the expiration time. Kifer (2000) shows that the fair price for this option can be expressed as the value of a Dynkin game.\nIn general, there are no explicit formulas for fair prices of American and game options and approximations are used for their\ncomputations.The paper by Lamberton (1998) provides error estimates for binomial approximation of American put options and\nhere we extend the approach of Lamberton (1998) in order to obtain error estimates for binomial approximations of game put\noptions which is more complicated as it requires us to deal with two free boundaries corresponding to the writer and to the holder\nof the game option....
We develop a new and novel exact permutation test for prespecified correlation structures such as compound symmetry or spherical\nstructures under standard assumptions. The key feature of the work contained in this note is the distribution free aspect of our\nprocedures that frees us from the standard and sometimes unrealistic multivariate normality constraint commonly needed for\nother methods....
Quality of coordinate measuring machine (CMM) in dimension and form metrology is designed and performed at the NIS.\nThe experimental investigation of CMM performance is developed by using reference Flick standard. The measurement errors\nof corresponding geometric evaluation algorithm (LSQ, ME, MC, and MI) and probe scanning speed (1, 2, 3, 4, and 5 mm/s)\nare obtained through repeated arrangement, comparison, and judgment. The experimental results show that the roundness error\ndeviation can be evaluated effectively and exactly for CMM performance by using Flick standard. Some of influencing quantities for\ndiameter and roundness for merrorsmay dominate the results at all fitting algorithms under certain circumstances. It can be shown\nthat the 2 mm/s probe speed gives smaller roundness error than 1, 3, 4, and 5 mm/s within 0.2 : 0.3 ????m. It ensures that measurement\nat 2 mm/s is the best case to satisfy the high level of accuracy in the certain condition. Using Flick standard as a quality evaluation\ntool noted a high precision incremental in diameter and roundness form indication. This means a better transfer stability of CMM\nquality could be significantly improved.Moreover, some error for mulae of data sets have been postulated to correlate the diameter\nand roundness measurements within the application range. Uncertainty resulting from CMM and environmental temperature has\nbeen evaluated and confirmed the quality degree of confidence in the proposed performance investigation....
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