On the Accuracy of the Exponential Approximation to Random Sums of Alternating Random Variables

Using the generalized stationary renewal distribution (also called the equilibrium transform) for arbitrary distributions with a finite non-zero first moment, we prove moment-type error-bounds in the Kantorovich distance for the exponential approximation to random sums of possibly dependent random variables with positive finite expectations, in particular, to geometric random sums, generalizing the previous results to alternating and dependent random summands. We also extend the notions of new better than used in expectation (NBUE) and new worse than used in expectation (NWUE) distributions to alternating random variables in terms of the corresponding distribution functions and provide a criteria in terms of conditional expectations similar to the classical one. As corollary, we provide simplified error-bounds in the case of NBUE/NWUE conditional distributions of random summands.

Testing exponentiality against renewal new better than used in Laplace transform order: applications in reliability

In this paper, a new class of life distribution is proposed, named renewal new better than used in Laplace transform order (RNBUL). The test statistic for testing exponentiality versus (RNBUL) based on U-statistic is proposed. Pitman’s asymptotic efficiencies of the test and Pitman’s asymptotic relative efficiencies (PARE) are calculated. The percentiles of this test statistic are tabulated, and the powers of this test are estimated for some famous alternatives distributions in reliability such as Weibull, linear failure rate (LFR), and Gamma distributions. The problem regarding the right-censored data is also handled. Finally, some applications to elucidate the usefulness of the proposed test in reliability analysis are discussed.

Comparison results for M/G/1 queues with waiting and sojourn time deadlines

This paper considers two variants of M/G/1 queues with impatient customers, which are denoted by M/G/1+Gw and M/G/1+Gs. In the M/G/1+Gw queue customers have deadlines for their waiting times, and they leave the system immediately if their services do not start before the expiration of their deadlines. On the other hand, in the M/G/1+Gs queue customers have deadlines for their sojourn times, where customers in service also immediately leave the system when their deadlines expire. In this paper we derive comparison results for performance measures of these models. In particular, we show that if the service time distribution is new better than used in expectation, then the loss probability in the M/G/1+Gs queue is greater than that in the M/G/1+Gw queue.

Generalized Variability Orderings among Nonnegative Fuzzy Random Variables

The variability ordering for more and less variables of fuzzy random variables in terms of its distribution function is defined. A property of new better than used in expectation (NBUE) and new worse than used in expectation (NWUE) is derived as an application to the variability ordering of fuzzy random variables. The concept of generalized variability orderings of nonnegative fuzzy random variables representing lifetime of components is introduced. The<Pdomination is a generalized variability ordering. We proposed an integral inequality to the case of fuzzy random variables using<Pordering. The results included equivalent conditions which justify the generalized variability orderings.

Measures of Risk on Variability with Application in Stochastic Activity Networks

The author proposes a simple measure of variability of some of the more commonly used distribution functions in the class of New-Better-than-Used in Expectation (NBUE). The measure result in a ranking of the distributions, and the methodology used is applicable to other distributions in NBUE class beside the one treated here. An application to stochastic activity networks is given to illustrate the idea and the applicability of the proposed measure.

Some New Results on the Moment Generating Function Order and Related Life Distributions

In this paper we study the moment generating function order and the new better than used in the moment generating function order (NBUMG) life distributions. A closure property of this order under an independent random sum is deduced, and stochastic comparisons among the block replacement policy, the age replacement policy, the complete repair policy, and the minimal repair policy of an NBUMG component are investigated.