On the exact distribution and mean value function of a geometric process with exponential interarrival times

2013 ◽  
Vol 83 (11) ◽  
pp. 2577-2582 ◽  
Author(s):  
Halil Aydoğdu ◽  
İhsan Karabulut ◽  
Elif Şen
1973 ◽  
Vol 9 (22) ◽  
pp. 528
Author(s):  
E. Ball
Keyword(s):  

1970 ◽  
Vol 7 (3) ◽  
pp. 300-306 ◽  
Author(s):  
David A. Aaker

This article explores the use of a brand choice stochastic model's mean value function in evaluating two models empirically, using a common set of purchase data. The linear learning model fit the data well, but its mean value function was not capable of making reasonable predictions of successive, aggregate purchasing statistics. Another brand choice model, the new trier model, was found to perform much better. The results suggest that model tests should not be restricted to the usual goodness-of-fit test, especially in situations of non-stationarity. A structural comparison of the two models focuses on their different approaches to nonstationarity.


2013 ◽  
Vol 11 (1) ◽  
pp. 2161-2168
Author(s):  
Sridevi Gutta ◽  
Satya R Prasad

The Reliability of the Software Process can be monitored efficiently using Statistical Process Control (SPC). SPC is the application of statistical techniques to control a process. SPC is a study of the best ways of describing and analyzing the data and then drawing conclusion or inferences based on available data. With the help of SPC the software development team can identify software failure process and find out actions to be taken which assures better software reliability. This paper provides a control mechanism based on the cumulative observations of Interval domain data using mean value function of Pareto type IV distribution, which is based on Non-Homogenous Poisson Process (NHPP). The unknown parameters of the model are estimated using maximum likelihood estimation approach. Besides it also presents an analysis of failure data sets at a particular point and compares Pareto Type II and Pareto Type IV models.


2017 ◽  
Vol 63 (4) ◽  
pp. 678-688 ◽  
Author(s):  
A B Muravnik

In the half-plane {−∞<x<+∞}×{0<y<+∞}, the Dirichlet problem is considered for m differential-difference equations of the kind uxx+∑mk=1akuxx(x+hk,y)+uyy=0, where the amount of nonlocal terms of the equation is arbitrary and no commensurability conditions are imposed on their coefficients a1,..., am and the parameters h1,..., hm determining the translations of the independent variable x. The only condition imposed on the coefficients and parameters of the studied equation is the nonpositivity of the real part of the symbol of the operator acting with respect to the variable x. Earlier, it was proved that the specified condition (i. e., the strong ellipticity condition for the corresponding differential-difference operator) guarantees the solvability of the considered problem in the sense of generalized functions (according to the Gel’fand-Shilov definition), a Poisson integral representation of a solution was constructed, and it was proved that the constructed solution is smooth outside the boundary line. In the present paper, the behavior of the specified solution as y → +∞ is investigated. We prove the asymptotic closedness between the investigated solution and the classical Dirichlet problem for the differential elliptic equation (with the same boundary-value function as in the original nonlocal problem) determined as follows: all parameters h1,..., hm of the original differential-difference elliptic equation are assigned to be equal to zero. As a corollary, we prove that the investigated solutions obey the classical Repnikov-Eidel’man stabilization condition: the solution stabilizes as y → +∞ if and only if the mean value of the boundary-value function over the interval (-R, +R) has a limit as R → +∞.


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