Stochastic models for phenomena that can exhibit sudden changes involve the use of processes whose sample functions may have discontinuities. This report provides some tools for working with such processes. We develop a sample path formula for the cumulative jump height over a given time interval. From this formula an expression for the expected value of the cumulative jump random variable is d...

This paper proposes a multi-objective model for the economic-statistical design of the variable sample size and sampling interval multivariate exponentially weighted moving average control chart by using double warning lines. The Markov chain approach is used to obtain the statistical properties. We extend the Lorenzen and Vance cost function considering multiple assignable causes and multivari...

The impetus for this research was examining a flow shop problem in which tasks were expected to be successively carried out with no time interval (i.e., no wait time) between them. For this reason, they should be completed by specific dates or deadlines. In this regard, the efficiency of the models was evaluated based on makespan. To solve the NP-Hard problem, we developed two mathematical mode...

The purpose of this paper is to create an interval estimation of the fuzzy system reliability for the repairable multistate series-parallel system (RMSS). Two-sided fuzzy confidence interval for the fuzzy system reliability is constructed. The performance of fuzzy confidence interval is considered based on the coverage probability and the expected length. In order to obtain the fuzzy system rel...

Abstract Passes are by far football’s (soccer) most frequent event, yet surprisingly little meaningful research has been devoted to quantify them. With the increase in availability of so-called positional data, describing positioning players and ball at every moment game, our work aims determine difficulty pass calculating its success probability based on surrounding circumstances. As experts w...

We introduce and analyze expected uncertain utility theory (EUU). A prior and an interval utility characterize an EUU decision maker. The decision maker transforms each uncertain prospect into an interval-valued prospect that assigns an interval of prizes to each state. She then ranks prospects according to their expected interval utilities. We define uncertainty aversion for EUU, use the EUU m...

Recent articles have addressed the problem to construct the confidence intervals for the mean of a normal distribution where the parameter space is restricted, see for example Wang [Confidence intervals for the mean of a normal distribution with restricted parameter space. Journal of Statistical Computation and Simulation, Vol. 78, No. 9, 2008, 829–841.], we derived, in this paper, analytic exp...

Traditionally, the statistical quality control techniques utilize either an attributes or variables product quality measure. Recently, some methods such as three-level control chart have been developed for monitoring multi attribute processes. Control chart usually has three design parameters: the sample size (n), the sampling interval (h) and the control limit coefficient (k).The design parame...