Numerical determination of the distributions of stopping variables associated with sequential procedures for detecting epochs of shift in distributions of discrete random variables numerical determination of the distributions of stopping variables associated with sequential procedures

1980 ◽  
Vol 9 (1) ◽  
pp. 1-18 ◽  
Author(s):  
S Zacks

1975 ◽  
Vol 7 (4) ◽  
pp. 830-844 ◽  
Author(s):  
Lajos Takács

A sequence of random variables η0, η1, …, ηn, … is defined by the recurrence formula ηn = max (ηn–1 + ξn, 0) where η0 is a discrete random variable taking on non-negative integers only and ξ1, ξ2, … ξn, … is a semi-Markov sequence of discrete random variables taking on integers only. Define Δ as the smallest n = 1, 2, … for which ηn = 0. The random variable ηn can be interpreted as the content of a dam at time t = n(n = 0, 1, 2, …) and Δ as the time of first emptiness. This paper deals with the determination of the distributions of ηn and Δ by using the method of matrix factorisation.



1975 ◽  
Vol 7 (04) ◽  
pp. 830-844
Author(s):  
Lajos Takács

A sequence of random variables η 0, η 1, …, ηn , … is defined by the recurrence formula ηn = max (η n–1 + ξn , 0) where η 0 is a discrete random variable taking on non-negative integers only and ξ 1, ξ 2, … ξn , … is a semi-Markov sequence of discrete random variables taking on integers only. Define Δ as the smallest n = 1, 2, … for which ηn = 0. The random variable ηn can be interpreted as the content of a dam at time t = n(n = 0, 1, 2, …) and Δ as the time of first emptiness. This paper deals with the determination of the distributions of ηn and Δ by using the method of matrix factorisation.



1986 ◽  
Vol 23 (04) ◽  
pp. 1013-1018
Author(s):  
B. G. Quinn ◽  
H. L. MacGillivray

Sufficient conditions are presented for the limiting normality of sequences of discrete random variables possessing unimodal distributions. The conditions are applied to obtain normal approximations directly for the hypergeometric distribution and the stationary distribution of a special birth-death process.



1984 ◽  
Author(s):  
D. JONES ◽  
D. PATEL ◽  
E. ALEXANDER


2004 ◽  
Author(s):  
Andrew D. Ketsdever ◽  
Michael T. Clabough ◽  
Sergey F. Gimelshein ◽  
Alina Alexeenko


Metrika ◽  
2021 ◽  
Author(s):  
Krzysztof Jasiński

AbstractIn this paper, we study the number of failed components of a coherent system. We consider the case when the component lifetimes are discrete random variables that may be dependent and non-identically distributed. Firstly, we compute the probability that there are exactly i, $$i=0,\ldots ,n-k,$$ i = 0 , … , n - k , failures in a k-out-of-n system under the condition that it is operating at time t. Next, we extend this result to other coherent systems. In addition, we show that, in the most popular model of independent and identically distributed component lifetimes, the obtained probability corresponds to the respective one derived in the continuous case and existing in the literature.





2021 ◽  
Vol 238 ◽  
pp. 109748
Author(s):  
U. Izquierdo ◽  
L. Galera-Calero ◽  
I. Albaina ◽  
A. Vázquez ◽  
G.A. Esteban ◽  
...  


2013 ◽  
Vol 85 (1) ◽  
pp. 112-122 ◽  
Author(s):  
Peter Groche ◽  
Christian Mueller ◽  
Tilman Traub ◽  
Katja Butterweck


OPSEARCH ◽  
2012 ◽  
Vol 49 (3) ◽  
pp. 280-298 ◽  
Author(s):  
Suresh Kumar Barik ◽  
Mahendra Prasad Biswal ◽  
Debashish Chakravarty


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