Statistical Behaviour of Time Occurrences and Magnitude of Aftershock Sequences

Author(s):  
Rosastella Daminelli ◽  
Alberto Marcellini

<p>The negative exponential distribution of the magnitude (that is the well-known Gutenberg-Richter relation) and the negative exponential distribution of interarrival times constitute the backbone of the seismic hazard analysis.</p><p>Our goal is to check if these two distributions could be considered an acceptable model also for aftershock sequences.</p><p>We analysed several aftershock sequences, with mainshocks ranging from <em>M=5.45  </em>to <em>M=7.3</em>; six sequences of Californian earthquakes selected from the SCEC database and an Italian sequence, selected from INGV-CNT Catalog.</p><p>The results show that the G-R relation fits remarkably the data, with a <em>β</em> value ranging from <em>-1.8 </em> to <em>-2.4</em>. The temporal behaviour shows an acceptable fit to the negative exponential distribution:  all the sequences exhibit a good fit for <em>Δt>2.5 hours</em>, on the contrary for <em>Δt<2.5 hours</em> Weibull distribution is more suitable.</p>

Author(s):  
Hazim Mansour Gorgees ◽  
Bushra Abdualrasool Ali ◽  
Raghad Ibrahim Kathum

     In this paper, the maximum likelihood estimator and the Bayes estimator of the reliability function for negative exponential distribution has been derived, then a Monte –Carlo simulation technique was employed to compare the performance of such estimators. The integral mean square error (IMSE) was used as a criterion for this comparison. The simulation results displayed that the Bayes estimator performed better than the maximum likelihood estimator for different samples sizes.


1965 ◽  
Vol 2 (02) ◽  
pp. 352-376 ◽  
Author(s):  
Samuel Karlin ◽  
James McGregor

In the Ehrenfest model with continuous time one considers two urns and N balls distributed in the urns. The system is said to be in stateiif there areiballs in urn I, N −iballs in urn II. Events occur at random times and the time intervals T between successive events are independent random variables all with the same negative exponential distributionWhen an event occurs a ball is chosen at random (each of theNballs has probability 1/Nto be chosen), removed from its urn, and then placed in urn I with probabilityp, in urn II with probabilityq= 1 −p, (0 <p< 1).


1981 ◽  
Vol 18 (3) ◽  
pp. 652-659 ◽  
Author(s):  
M. J. Phillips

The negative exponential distribution is characterized in terms of two independent random variables. Only one of the random variables has a negative exponential distribution whilst the other can belong to a wide class of distributions. This result is then applied to two models for the reliability of a system of two modules subject to revealed and unrevealed faults to show when the models are equivalent. It is also shown, under certain conditions, that the system availability is only independent of the distribution of revealed failure times in one module when unrevealed failure times in the other module have a negative exponential distribution.


1980 ◽  
Vol 17 (04) ◽  
pp. 1117-1120 ◽  
Author(s):  
L. Valadares Tavares

A new markovian process {X i : i = 0, 1, 2, ·· ·} following a negative exponential distribution and with the same autocorrelation function as the lag-1 autoregressive process is proposed and studied in this paper. The exact distribution of the maxima and of the minima of n consecutive Xi values are obtained and the exact expected upcrossing interval is given for any crossing level.


1981 ◽  
Vol 18 (03) ◽  
pp. 652-659 ◽  
Author(s):  
M. J. Phillips

The negative exponential distribution is characterized in terms of two independent random variables. Only one of the random variables has a negative exponential distribution whilst the other can belong to a wide class of distributions. This result is then applied to two models for the reliability of a system of two modules subject to revealed and unrevealed faults to show when the models are equivalent. It is also shown, under certain conditions, that the system availability is only independent of the distribution of revealed failure times in one module when unrevealed failure times in the other module have a negative exponential distribution.


1995 ◽  
Vol 18 (2) ◽  
pp. 383-390
Author(s):  
Z. Govindarajulu

Sequential fixed-width confidence intervals are obtained for the scale parameterσwhen the location parameterθof the negative exponential distribution is unknown. Exact expressions for the stopping time and the confidence coefficient associated with the sequential fixed-width interval are derived. Also derived is the exact expression for the stopping time of sequential point estimation with quadratic loss and linear cost. These are numerically evaluated for certain nominal confidence coefficients, widths of the interval and cost functions, and are compared with the second order asymptotic expressions.


1970 ◽  
Vol 7 (2) ◽  
pp. 457-464 ◽  
Author(s):  
D. G. Tambouratzis

SummaryThe aim of the present note is to give an alternative simpler proof to a result of Belyaev [1], namely that in a loss system of n servers with recurrent input and negative exponential service times the intervals between losses, suitably scaled to have constant mean, tend to a negative exponential distribution as n tends to infinity.


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