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All Outputs (147)

Imprecise inference for warranty contract analysis (2015)
Journal Article
Utkin, L., Coolen, F., & Gurov, S. (2015). Imprecise inference for warranty contract analysis. Reliability Engineering & System Safety, 138, 31-39. https://doi.org/10.1016/j.ress.2015.01.011

This paper presents an investigation into generalised Bayesian analysis of warranty contracts, using sets of prior distributions within the theory of imprecise probability. Explicit expressions are derived for optimal lower and upper bounds for the e... Read More about Imprecise inference for warranty contract analysis.

A conjugate class of utility functions for sequential decision problems (2015)
Journal Article
Houlding, B., Coolen, F., & Bolger, D. (2015). A conjugate class of utility functions for sequential decision problems. Risk Analysis, 35(9), 1611-1622. https://doi.org/10.1111/risa.12359

The use of the conjugacy property for members of the exponential family of distributions is commonplace within Bayesian statistical analysis, allowing for tractable and simple solutions to problems of inference. However, despite a shared motivation,... Read More about A conjugate class of utility functions for sequential decision problems.

Interval estimation for proportional reversed hazard family based on lower record values (2015)
Journal Article
Wang, B., Yu, K., & Coolen, F. (2015). Interval estimation for proportional reversed hazard family based on lower record values. Statistics and Probability Letters, 98, 115-122. https://doi.org/10.1016/j.spl.2014.12.019

This paper explores confidence intervals for the family of proportional reversed hazard distributions based on lower record values. The confidence intervals are validated as long as the sample is of size n≥3. The proposed procedure can be extended to... Read More about Interval estimation for proportional reversed hazard family based on lower record values.

Predictive inference for system reliability after common-cause component failures (2014)
Journal Article
Coolen, F., & Coolen-Maturi, T. (2015). Predictive inference for system reliability after common-cause component failures. Reliability Engineering & System Safety, 135, 27-33. https://doi.org/10.1016/j.ress.2014.11.005

This paper presents nonparametric predictive inference for system reliability following common-cause failures of components. It is assumed that a single failure event may lead to simultaneous failure of multiple components. Data consist of frequencie... Read More about Predictive inference for system reliability after common-cause component failures.

Nonparametric Predictive Inference with Combined Data Under Different Right-Censoring Schemes (2014)
Journal Article
Coolen-Maturi, T., & Coolen, F. (2015). Nonparametric Predictive Inference with Combined Data Under Different Right-Censoring Schemes. Journal of statistical theory and practice, 9(2), 288-304. https://doi.org/10.1080/15598608.2014.886313

This paper presents nonparametric predictive inference (NPI) for meta-analysis in which multiple independent samples of lifetime data are combined, where different censoring schemes may apply to the different samples. NPI is a frequentist statistical... Read More about Nonparametric Predictive Inference with Combined Data Under Different Right-Censoring Schemes.

Bayesian inference for reliability of systems and networks using the survival signature (2014)
Journal Article
Aslett, L., Coolen, F., & Wilson, S. (2015). Bayesian inference for reliability of systems and networks using the survival signature. Risk Analysis, 35(9), 1640-1651. https://doi.org/10.1111/risa.12228

The concept of survival signature has recently been introduced as an alternative to the signature for reliability quantification of systems. While these two concepts are closely related for systems consisting of a single type of component, the surviv... Read More about Bayesian inference for reliability of systems and networks using the survival signature.

Nonparametric predictive inference for system reliability using the survival signature (2014)
Journal Article
Coolen, F., Coolen-Maturi, T., & Al-nefaiee, A. (2014). Nonparametric predictive inference for system reliability using the survival signature. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 228(5), 437-448. https://doi.org/10.1177/1748006x14526390

The survival signature has recently been presented as an attractive concept to aid quantification of system reliability. It has similar characteristics as the system signature, which is well established, but contrary to the latter it is easily applic... Read More about Nonparametric predictive inference for system reliability using the survival signature.

Three-group ROC analysis: a nonparametric predictive approach (2014)
Journal Article
Coolen-Maturi, T., Elkhafifi, F., & Coolen, F. (2014). Three-group ROC analysis: a nonparametric predictive approach. Computational Statistics & Data Analysis, 78, 69-81. https://doi.org/10.1016/j.csda.2014.04.005

Measuring the accuracy of diagnostic tests is crucial in many application areas, in particular medicine and health care. The receiver operating characteristic (ROC) surface is a useful tool to assess the ability of a diagnostic test to discriminate a... Read More about Three-group ROC analysis: a nonparametric predictive approach.

Classification with support vector machines and Kolmogorov-Smirnov bounds (2014)
Journal Article
Utkin, L., & Coolen, F. (2014). Classification with support vector machines and Kolmogorov-Smirnov bounds. Journal of statistical theory and practice, 8(2), 297-318. https://doi.org/10.1080/15598608.2013.788985

This article presents a new statistical inference method for classification. Instead of minimizing a loss function that solely takes residuals into account, it uses the Kolmogorov–Smirnov bounds for the cumulative distribution function of the residua... Read More about Classification with support vector machines and Kolmogorov-Smirnov bounds.

Classification with decision trees from a nonparametric predictive inference perspective (2014)
Journal Article
Abellán, J., Baker, R., Coolen, F., Crossman, R., & Masegosa, A. (2014). Classification with decision trees from a nonparametric predictive inference perspective. Computational Statistics & Data Analysis, 71, 789-802. https://doi.org/10.1016/j.csda.2013.02.009

An application of nonparametric predictive inference for multinomial data (NPI) to classification tasks is presented. This model is applied to an established procedure for building classification trees using imprecise probabilities and uncertainty me... Read More about Classification with decision trees from a nonparametric predictive inference perspective.

Nonparametric predictive inference for combined competing risks data (2014)
Journal Article
Coolen-Maturi, T., & Coolen, F. (2014). Nonparametric predictive inference for combined competing risks data. Reliability Engineering & System Safety, 126, 87-97. https://doi.org/10.1016/j.ress.2014.01.007

The nonparametric predictive inference (NPI) approach for competing risks data has recently been presented, in particular addressing the question due to which of the competing risks the next unit will fail, and also considering the effects of unobser... Read More about Nonparametric predictive inference for combined competing risks data.

Maximum group sizes for simultaneous testing in high potential risk scenarios (2013)
Journal Article
Coolen, F. (2013). Maximum group sizes for simultaneous testing in high potential risk scenarios. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 227(6), 569-575. https://doi.org/10.1177/1748006x13489483

When tests are performed in scenarios such as reliability demonstration, two extreme possibilities are to perform all required tests simultaneously or to test all units sequentially. From the perspective of time for testing, the former is typically p... Read More about Maximum group sizes for simultaneous testing in high potential risk scenarios.

Nonparametric predictive inference for system failure time based on bounds for the signature (2013)
Journal Article
Al-Nefaiee, A., & Coolen, F. (2013). Nonparametric predictive inference for system failure time based on bounds for the signature. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 227(5), 513-522. https://doi.org/10.1177/1748006x13485188

System signatures provide a powerful framework for reliability assessment for systems consisting of exchangeable components. The use of signatures in nonparametric predictive inference has been presented and leads to lower and upper survival function... Read More about Nonparametric predictive inference for system failure time based on bounds for the signature.