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Outputs (10)

Nonparametric adaptive opportunity-based replacement strategies (2006)
Journal Article
Coolen-Schrijner, P., Coolen, F., & Shaw, S. (2006). Nonparametric adaptive opportunity-based replacement strategies. Journal of the Operational Research Society, 57(1), 63-81. https://doi.org/10.1057/palgrave.jors.2601954

We consider opportunity-based age replacement (OAR) using nonparametric predictive inference (NPI) for the time to failure of a future unit. Based on n observed failure times, NPI provides lower and upper bounds for the survival function for the time... Read More about Nonparametric adaptive opportunity-based replacement strategies.

Bayesian reliability demonstration with multiple independent tasks. (2005)
Journal Article
Coolen, F., Coolen-Schrijner, P., & Rahrouh, M. (2005). Bayesian reliability demonstration with multiple independent tasks. IMA Journal of Management Mathematics, 17(2), 131-142. https://doi.org/10.1093/imaman/dpi030

We consider optimal testing of a system in order to demonstrate reliability with regard to its use in a process after testing, where the system has to function for different types of tasks, which we assume to be independent. We explicitly assume that... Read More about Bayesian reliability demonstration with multiple independent tasks..

Bayesian reliability demonstration for failure-free periods (2005)
Journal Article
Coolen, F., Coolen-Schrijner, P., & Rahrouh, R. (2005). Bayesian reliability demonstration for failure-free periods. Reliability Engineering & System Safety, 88(1), 81-91. https://doi.org/10.1016/j.ress.2004.07.015

We study sample sizes for testing as required for Bayesian reliability demonstration in terms of failure-free periods after testing, under the assumption that tests lead to zero failures. For the process after testing, we consider both deterministic... Read More about Bayesian reliability demonstration for failure-free periods.

Adaptive age replacement strategies based on nonparametric predictive inference (2004)
Journal Article
Coolen-Schrijner, P., & Coolen, F. (2004). Adaptive age replacement strategies based on nonparametric predictive inference. Journal of the Operational Research Society, 55(12), 1281-1297. https://doi.org/10.1057/palgrave.jors.2601764

We consider an age replacement problem using nonparametric predictive inference (NPI) for the lifetime of a future unit. Based on n observed failure times, NPI provides lower and upper bounds for the survival function for a future lifetime Xn+1, whic... Read More about Adaptive age replacement strategies based on nonparametric predictive inference.

A nonparametric predictive method for queues. (2003)
Journal Article
Coolen, F., & Coolen-Schrijner, P. (2003). A nonparametric predictive method for queues. European Journal of Operational Research, 145(2), 425-442. https://doi.org/10.1016/s0377-2217%2802%2900179-0

This paper presents a novel statistical approach to queues. Instead of studying characteristics of an assumed parametric stochastic model, the method uses information in the form of observed service times per queue and, while adding a minimum of addi... Read More about A nonparametric predictive method for queues..

Nonparametric predictive inference in reliability. (2002)
Journal Article
Coolen, F., Coolen-Schrijner, P., & Yan, K. (2002). Nonparametric predictive inference in reliability. Reliability Engineering & System Safety, 78(2), 185-193. https://doi.org/10.1016/s0951-8320%2802%2900162-x

We introduce a recently developed statistical approach, called nonparametric predictive inference (NPI), to reliability. Bounds for the survival function for a future observation are presented. We illustrate how NPI can deal with right-censored data,... Read More about Nonparametric predictive inference in reliability..

The deviation matrix of a continuous-time Markov chain (2002)
Journal Article
Coolen-Schrijner, P., & Van Doorn, E. (2002). The deviation matrix of a continuous-time Markov chain. Probability in the Engineering and Informational Sciences, 16(3), 351-366. https://doi.org/10.1017/s0269964802163066

The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix P(·) and ergodic matrix [Pi] is the matrix D [identical with] [integral operator]0[infty infinity](P(t) [minus sign] [Pi]) dt. We give conditions for... Read More about The deviation matrix of a continuous-time Markov chain.

On the convergence to stationarity of birth-death processes (2001)
Journal Article
Coolen-Schrijner, P., & Van Doorn, E. (2001). On the convergence to stationarity of birth-death processes. Journal of Applied Probability, 38(3), 696-706. https://doi.org/10.1239/jap/1005091033

Taking up a recent proposal by Stadje and Parthasarathy in the setting of the many-server Poisson queue, we consider the integral ∫0∞[limu→∞E(X(u))-E(X(t))]dt as a measure of the speed of convergence towards stationarity of the process {X(t) , t≥0},... Read More about On the convergence to stationarity of birth-death processes.

Condition monitoring: a new perspective (2000)
Journal Article
Coolen, F., & Coolen-Schrijner, P. (2000). Condition monitoring: a new perspective. Journal of the Operational Research Society, 51, 311-319