IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v81y2010i1p92-99.html
   My bibliography  Save this article

Rates of convergence of extremes for mixed exponential distributions

Author

Listed:
  • Zuoxiang, Peng
  • Weng, Zhichao
  • Nadarajah, Saralees

Abstract

The limiting distributions of the extremes of mixed exponential distributions and the associated rates of convergence are derived. The practical values of the results are illustrated by a numerical study.

Suggested Citation

  • Zuoxiang, Peng & Weng, Zhichao & Nadarajah, Saralees, 2010. "Rates of convergence of extremes for mixed exponential distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(1), pages 92-99.
    • Handle: RePEc:eee:matcom:v:81:y:2010:i:1:p:92-99
    DOI: 10.1016/j.matcom.2010.07.003
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378475410002272
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.matcom.2010.07.003?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. W. J. Hall & Jon A. Wellner, 1979. "The rate of convergence in law of the maximum of an exponential sample," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 33(3), pages 151-154, September.
    2. H. Xie & T. J. Chaussalet & P. H. Millard, 2005. "A continuous time Markov model for the length of stay of elderly people in institutional long‐term care," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(1), pages 51-61, January.
    3. Wu, Chin-Chun & Chou, Chao-Yu & Huang, Chikong, 2007. "Optimal burn-in time and warranty length under fully renewing combination free replacement and pro-rata warranty," Reliability Engineering and System Safety, Elsevier, vol. 92(7), pages 914-920.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yang, Duo & He, Zhen & He, Shuguang, 2016. "Warranty claims forecasting based on a general imperfect repair model considering usage rate," Reliability Engineering and System Safety, Elsevier, vol. 145(C), pages 147-154.
    2. Chengye Ma & Yongjun Du & Lijun Shang & Li Yang & Kaiye Gao, 2023. "Random Maintenance Strategy Modeling of Warranted Products with Reliability Heterogeneity," Sustainability, MDPI, vol. 15(18), pages 1-19, September.
    3. S McClean & P Millard, 2007. "Where to treat the older patient? Can Markov models help us better understand the relationship between hospital and community care?," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 58(2), pages 255-261, February.
    4. Andrew S. Gordon & Adele H. Marshall & Mariangela Zenga, 2018. "Predicting elderly patient length of stay in hospital and community care using a series of conditional Coxian phase-type distributions, further conditioned on a survival tree," Health Care Management Science, Springer, vol. 21(2), pages 269-280, June.
    5. Nan Zhang & Mitra Fouladirad & Anne Barros, 2018. "Warranty analysis of a two-component system with type I stochastic dependence," Journal of Risk and Reliability, , vol. 232(3), pages 274-283, June.
    6. Wu, Shaomin, 2011. "Warranty claim analysis considering human factors," Reliability Engineering and System Safety, Elsevier, vol. 96(1), pages 131-138.
    7. Chen, Shouquan & Huang, Jianwen, 2014. "Rates of convergence of extreme for asymmetric normal distribution," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 158-168.
    8. Adam Steventon & Adam Roberts, 2015. "Estimating Lifetime Costs of Social Care: A Bayesian Approach Using Linked Administrative Datasets from Three Geographical Areas," Health Economics, John Wiley & Sons, Ltd., vol. 24(12), pages 1573-1587, December.
    9. K Cooper & S C Brailsford & R Davies, 2007. "Choice of modelling technique for evaluating health care interventions," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 58(2), pages 168-176, February.
    10. Casucci, Sabrina & Lin, Li & Nikolaev, Alexander, 2018. "Modeling the impact of care transition programs on patient outcomes and 30 day hospital readmissions," Socio-Economic Planning Sciences, Elsevier, vol. 63(C), pages 70-79.
    11. M Shafiee & M Finkelstein & S Chukova, 2011. "Burn-in and imperfect preventive maintenance strategies for warranted products," Journal of Risk and Reliability, , vol. 225(2), pages 211-218, June.
    12. Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes & Todd, Mike, 2015. "Speed of convergence for laws of rare events and escape rates," Stochastic Processes and their Applications, Elsevier, vol. 125(4), pages 1653-1687.
    13. Shang, Lijun & Liu, Baoliang & Qiu, Qingan & Yang, Li, 2023. "Three-dimensional warranty and post-warranty maintenance of products with monitored mission cycles," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
    14. Shafiee, Mahmood & Chukova, Stefanka, 2013. "Maintenance models in warranty: A literature review," European Journal of Operational Research, Elsevier, vol. 229(3), pages 561-572.
    15. Geng Yang & Tingting Li, 2016. "Expansions on extremes from logarithmic general error distribution under power normalization," Statistical Papers, Springer, vol. 57(3), pages 781-793, September.
    16. Mark Fackrell, 2009. "Modelling healthcare systems with phase-type distributions," Health Care Management Science, Springer, vol. 12(1), pages 11-26, March.
    17. Bruce Jones & Sally McClean & David Stanford, 2019. "Modelling mortality and discharge of hospitalized stroke patients using a phase-type recovery model," Health Care Management Science, Springer, vol. 22(4), pages 570-588, December.
    18. Samuel Davis & Nasser Fard, 2020. "Theoretical bounds and approximation of the probability mass function of future hospital bed demand," Health Care Management Science, Springer, vol. 23(1), pages 20-33, March.
    19. Huang, Yeu-Shiang & Fang, Chih-Chiang & Lu, Chang-Ming & (Bill) Tseng, Tzu-Liang, 2022. "Optimal Warranty Policy for Consumer Electronics with Dependent Competing Failure Processes," Reliability Engineering and System Safety, Elsevier, vol. 222(C).
    20. W. Hare & A. Alimadad & H. Dodd & R. Ferguson & A. Rutherford, 2009. "A deterministic model of home and community care client counts in British Columbia," Health Care Management Science, Springer, vol. 12(1), pages 80-98, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:81:y:2010:i:1:p:92-99. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.