Pauline Coolen-Schrijner

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The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix P (.) and ergodic matrix Π is the matrix D ≡ ∞ 0 (P (t) − Π)dt. We give conditions for D to exist and discuss properties and a representation of D. The deviation matrix of a birth-death process is investigated in detail. We also describe a new application of(More)
The Karlin-McGregor representation for the transition probabilities of a birth-death process with an absorbing bottom state involves a sequence of orthogonal polynomials and the corresponding measure. This representation can be generalized to a setting in which a transition to the absorbing state (killing) is possible from any state rather than just one(More)
1 SUMMARY In reliability and lifetime testing, comparison of two groups of data is a common problem. In some lifetime experiments, making a quick and efficient decision is desirable in order to save time and costs. To this end, a progressive censoring scheme can be useful, with censoring occurring at different stages [2]. This paper presents a nonparametric(More)
Nonparametric predictive inference (NPI) is a statistical approach based on few assumptions about probability distributions, with inferences based on data. NPI assumes exchangeability of random quantities, both related to observed data and future observations, and uncertainty is quantified via lower and upper probabilities. In this paper, lifetimes of units(More)
Age replacement of technical units has received much attention in the reliability literature over the last four decades. Mostly, the failure time distribution for the units is assumed to be known, and minimal costs per unit of time is used as optimality criterion , where renewal reward theory simplifies the mathematics involved but requires the assumption(More)