• Title/Summary/Keyword: stochastic comparison

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A Note on the Stochastic Comparison in Production Yield Management (생산 수율 관리 문제와 확률적 비교)

  • Park, Kyungchul
    • Journal of Korean Institute of Industrial Engineers
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    • v.40 no.5
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    • pp.477-480
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    • 2014
  • The single-period production inventory control problem under random yield is considered to analyze the impact of the yield characteristics on the firm's profit. We use the stochastic comparison as a main vehicle to compare the profits resulted under different random yields. Commonly used stochastic orderings are addressed with an analysis of their implications on the firm's profit. Moreover, a distribution-free bound on the profit is derived.

A Note on a Recent Approach to Some Life Testing Problems

  • Ahmad, Ibrahim A.
    • International Journal of Reliability and Applications
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    • v.8 no.2
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    • pp.175-182
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    • 2007
  • In this note, some comments concerning the testing procedures for the problems of stochastic comparison, testing IFR and testing NBU ageing properties are presented showing that the tests proposed in Belzunce, Candel and Ruiz(1998) are cumbersome to calculate and do not have as good asymptotic Pittman efficacies as simpler others already in the literature. This is done via new presentations of the measures on which Belzunce et al. base their tests.

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Stochastic Comparisons of Order Statistics

  • Kim, Song-Ho
    • Journal of the Korean Statistical Society
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    • v.22 no.1
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    • pp.13-25
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    • 1993
  • The purpose of this paper is to investigate the properties of order statistics under various stochastic relations. We study the stochastic comparison of order statistics in a single sample. And we consider two sample case too. For example, F(t) > G9t) for t > 0 when X and Y are random variables symmetric about 0, with c.d.f.s F and G. Two examples are provided.

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STABILITY OF MAP/PH/c/K QUEUE WITH CUSTOMER RETRIALS AND SERVER VACATIONS

  • Shin, Yang Woo
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.4
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    • pp.985-1004
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    • 2016
  • We consider the MAP/PH/c/K queue in which blocked customers retry to get service and servers may take vacations. The time interval between retrials and vacation times are of phase type (PH) distributions. Using the method of mean drift, a sufficient condition of ergodicity is provided. A condition for the system to be unstable is also given by the stochastic comparison method.

Stochastic Comparisons of Markovian Retrial Queues

  • Shin, Yang-Woo;Kim, Yeong-Cheol
    • Journal of the Korean Statistical Society
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    • v.29 no.4
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    • pp.473-488
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    • 2000
  • We consider a Markovian retrial queue with waiting space in which the service rates and retrial rates depend on the number of customers in the service facility and in the orbit, respectively. Each arriving customer from outside or orbit decide either to enter the facility or to join the orbit in Bernoulli manner whose entering probability depend on the number of customers in the service facility. In this paper, a stochastic order relation between two bivariate processes(C(t), N(t)) representing the number of customers C(t) in the service facility and one N(t) in the orbit is deduced in terms of corresponding parameters by constructing the equivalent processes on a common probability space. some applications of the results to the stochastic bounds of the multi-server retrial model are presented.

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