Reliability modeling of three-state systems with multiple types of components

In this paper, a system consisting of three states: perfect functioning, partial functioning, and down is considered. The system is assumed to be composed of several non-identical groups of binary components. The reliability of the system states under various assumptions on the component lifetimes is investigated. For this purpose, first, a new concept of bivariate survival signature (BSS) is introduced. Then, under the assumption that the component lifetimes of each type are exchangeable dependent, representations for the joint reliability function of the state lifetimes are obtained based on the notion of BSS. In the particular case, three-state systems composed of two types of different modules such as general-series (parallel) systems and systems with component-wise redundancy are investigated. Several examples are presented to illustrate the theoretical results.

Does the Type of Records Affect the Estimates of the Parameters?

A general family of distributions, namely Kumaraswamy generalized family of (Kw-G) distribution, is considered for estimation of the unknown parameters and reliability function based on record data from Kw-G distribution. The maximum likelihood estimators (MLEs) are derived for unknown parameters and reliability function, along with its confidence intervals. A Bayesian study is carried out under symmetric and asymmetric loss functions in order to find the Bayes estimators for unknown parameters and reliability function. Future record values are predicted using Bayesian approach and non Bayesian approach, based on numerical examples and a monte carlo simulation.

On Estimating Reliability of a Stress – Strength Model in Case of Rayleigh Pareto Distribution

The stress – strength model is one of the models that are used to compute reliability. In this paper, we derived mathematical formulas for the reliability of the stress – strength model that follows Rayleigh Pareto (Rayl. – Par) distribution. Here, the model has a single component, where strength Y is subjected to a stress X, represented by moment, reliability function, restricted behavior, and ordering statistics. Some estimation methods were used, which are the maximum likelihood, ordinary least squares, and two shrinkage methods, in addition to a newly suggested method for weighting the contraction. The performance of these estimates was studied empirically by using simulation experimentation that could give more varieties for different-sized samples for stress and strength. The most interesting finding indicates the superiority of the proposed shrinkage estimation method.

A Two Parameters Rani Distribution: Estimation and Tests for Right Censoring Data with an Application

In this paper, we developed a new distribution, namely the two parameters Rani distribution (TPRD). Some statistical properties of the proposed distribution are derived including the moments, moment-generating function, reliability function, hazard function, reversed hazard function, odds function, the density function of order statistics, stochastically ordering, and the entropies. The maximum likelihood method is used for model parameters estimation. Following the same approach suggested by Bagdonavicius and Nikulin (2011), modified chi squared goodness-of-fit tests are constructed for right censored data and some tests for right data is considered. An application study is presented to illustrate the ability of the suggested model in fitting aluminum reduction cells sets and the strength data of glass of the aircraft window.

The Neutrosophic Lognormal Model in Lifetime Data Analysis: Properties and Applications

The lognormal distribution is more extensively used in the domain of reliability analysis for modeling the life-failure patterns of numerous devices. In this paper, a generic form of the lognormal distribution is presented that can be applied to model many engineering problems involving indeterminacies in reliability studies. The suggested distribution is especially effective for modeling data that are roughly symmetric or skewed to the right. In this paper, the key mathematical properties of the proposed neutrosophic lognormal distribution (NLD) have been derived. Throughout the study, detailed examples from life-test data are used to confirm the mathematical development of the proposed neutrosophic model. The core ideas of the reliability terms, including the neutrosophic mean time failure, neutrosophic hazard rate, neutrosophic cumulative failure rate, and neutrosophic reliability function, are addressed with examples. In addition, the estimation of two typical parameters of the NLD by mean of maximum likelihood (ML) approach under the neutrosophic environment is described. A simulation experiment is run to determine the performance of the estimated parameters. Simulated findings suggest that ML estimators effectively estimate the unknown parameters with a large sample size. Finally, a real dataset on ball bearings failure times has been considered an application of the proposed model.

A generalization to the log-inverse Weibull distribution and its applications in cancer research

In this paper we consider a generalization of a log-transformed version of the inverse Weibull distribution. Several theoretical properties of the distribution are studied in detail including expressions for its probability density function, reliability function, hazard rate function, quantile function, characteristic function, raw moments, percentile measures, entropy measures, median, mode etc. Certain structural properties of the distribution along with expressions for reliability measures as well as the distribution and moments of order statistics are obtained. Also we discuss the maximum likelihood estimation of the parameters of the proposed distribution and illustrate the usefulness of the model through real life examples. In addition, the asymptotic behaviour of the maximum likelihood estimators are examined with the help of simulated data sets.

E - Capacity - Equivocation Region of Wiretap Channel

One of the problems of information - theoretic security concerns secure communication over a wiretap channel. The aim in the general wiretap channel model is to maximize the rate of the reliable communication from the source to the legitimate receiver, while keeping the confidential information as secret as possible from the wiretapper (eavesdropper). We introduce and investigate the E - capacity - equivocation region and the E - secrecy capacity function for the wiretap channel, which are, correspondingly, the generalizations of the capacity - equivocation region and secrecy - capacity studied by Csiszár and Körner (1978). The E - capacity equivocation region is the closure of the set of all achievable rate - reliability and equivocation pairs, where the rate - reliability function represents the optimal dependence of rate on the error probability exponent (reliability). By analogy with the notion of E - capacity, we consider the E - secrecy capacity function that for the given E is the maximum rate at which the message can be transmitted being kept perfectly secret from the wiretapper.

Modeling of Risk Measure Bonds Using the Beta Model

Duration and convexity are important measures in fixed-income portfolio management. In this paper, we analyze this measure of the bonds by applying the beta model. The general usefulness of the beta probability distribution enhances its applicability in a wide range of reliability analyses, especially in the theory and practice of reliability management. We estimate the beta density function of the duration/convexity. This estimate is based on two important and simple models of short rates, namely, Vasicek and CIR (Cox, Ingersoll, and Ross CIR). The models are described and then their sensitivity of the models with respect to changes in the parameters is studied. We generate the stochastic interest rate on the duration and convexity model. The main results show that the beta probability distribution can be applied to model each phase of the risk function. This distribution approved its effectiveness, simplicity and flexibility. In this paper, we are interested in providing a decision-making tool for the manager in order to minimize the portfolio risk. It is helpful to have a model that is reasonably simple and suitable to different maturity of bonds. Also, it is widely used by investors for choosing bond portfolio immunization through the investment strategy. The finding also shows that the probability of risk measured by the reliability function is to highlight the relationship between duration/convexity and different risk levels. With these new results, this paper offers several implications for investors and risk management purposes.

A REFINED MATHEMATICAL MODEL FOR CALCULATING THE STRUCTURAL STABILITY OF THE COMMUNICATION DIRECTION OF A TELECOMMUNICATION NETWORK

Представлена уточненная математическая модель для оценки структурной устойчивости направления связи телекоммуникационной сети по интегральному коэффициенту связности, учитывающему независимые и зависимые пути передачи информации, а также дан подход к моделированию функции надежности для неразделимых структур. The article presents a refined mathematical model for assessing the structural stability of the communication direction of a telecommunication network based on the integral connectivity coefficient, which takes into account independent and dependent information transmission paths. An approach to modeling the reliability function for inseparable structures is given.