In this paper, we study the performance properties of phase II exponential chart with an unknown in-control (IC) rate parameter, used to monitor high-yield processes. The average time signal (ATS) is as criterion instead usual run length (ARL). Based on IC conditional ATS (CATS) distribution, examine both equal-tailed and ATS-unbiased charts estimated control limits adjust so that a nominal ach...

This paper demonstrates the application of Bayesian simulation-based estimation to a class of interest rate models known as Affine Term Structure (ATS) models. The technique used is based on a Markov Chain Monte Carlo algorithm, with the discrete observations on yields augmented by additional higher frequency latent data. The introduction of augmented yield data reduces the bias associated with...

This paper presents the analysis of a renewal input  finite buffer queue wherein the customers can decide either to  join the queue with a probability or balk. The service process is Markovian service process ($MSP$) governed  by an underlying $m$-state Markov chain. Employing the supplementary  variable and imbedded Markov chain techniques,   the steady-state system length distributions at pre...

the problem we investigate deals with the optimal assignment of resources to the activities of a stochastic project network. we seek to minimize the expected cost of the project include sum of resource utilization costs and lateness costs. we assume that the work content required by the activities follows an exponential distribution. the decision variables of the model are the allocated resourc...

meteorological stations usually contain some missing data for different reasons.there are several traditional methods for completing data, among them bivariate and multivariate linear and non-linear correlation analysis, double mass curve, ratio and difference methods, moving average and probability density functions are commonly used. in this paper a blended model comprising the bivariate expo...