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Dr Tahani Coolen-Maturi's Outputs (79)

Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels (2021)
Journal Article
Chang, M., Huang, X., Coolen, F., & Coolen-Maturi, T. (2021). Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels. Reliability Engineering & System Safety, 216, Article 108007. https://doi.org/10.1016/j.ress.2021.108007

Degradation-shock failure processes widely exist in practice, and extensive work has been carried out to better describe such processes. In this paper, a new model is developed for reliability analysis of systems subject to dependent degradation-shoc... Read More about Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels.

Survival Signatures for System Reliability (2021)
Book Chapter
Coolen, F. P., & Coolen‐Maturi, T. (2022). Survival Signatures for System Reliability. In Wiley StatsRef: Statistics Reference Online. Wiley. https://doi.org/10.1002/9781118445112.stat08331

In system reliability, the structure function models functioning of a system for given states of its components. The survival signature provides a useful summary of the structure function to aid quantification of system reliability with components of... Read More about Survival Signatures for System Reliability.

The survival signature for quantifying system reliability: an introductory overview from practical perspective (2021)
Book Chapter
Coolen, F., & Coolen-Maturi, T. (2021). The survival signature for quantifying system reliability: an introductory overview from practical perspective. In C. van Gulijk, & E. Zaitseva (Eds.), Reliability Engineering and Computational Intelligence (23-37). Springer Verlag. https://doi.org/10.1007/978-3-030-74556-1_2

The structure function describes the functioning of a system dependent on the states of its components, and is central to theory of system reliability. The survival signature is a summary of the structure function which is sufficient to derive the sy... Read More about The survival signature for quantifying system reliability: an introductory overview from practical perspective.

A monotonicity property of weighted log-rank tests (2021)
Journal Article
Coolen-Maturi, T., & Coolen, F. (2023). A monotonicity property of weighted log-rank tests. Communications in Statistics - Theory and Methods, 52(7), 2402-2416. https://doi.org/10.1080/03610926.2021.1952270

The logrank test is a well-known nonparametric test which is often used to compare the survival distributions of two samples including right-censored observations, it is also known as the Mantel-Haenszel test. The Gρ family of tests, generalizes the... Read More about A monotonicity property of weighted log-rank tests.

Imprecise inference based on the log-rank test for accelerated life testing (2021)
Journal Article
Coolen, F., Ahmadini, A., & Coolen-Maturi, T. (2021). Imprecise inference based on the log-rank test for accelerated life testing. Metrika, 84, 913-925. https://doi.org/10.1007/s00184-021-00807-4

This paper presents an imprecise predictive inference method for accelerated life testing. The method is largely nonparametric, with a basic parametric function to link different stress levels. The log-rank test is used to provide imprecision for the... Read More about Imprecise inference based on the log-rank test for accelerated life testing.

The joint survival signature of coherent systems with shared components (2020)
Journal Article
Coolen-Maturi, T., Coolen, F. P., & Balakrishnan, N. (2021). The joint survival signature of coherent systems with shared components. Reliability Engineering & System Safety, 207, Article 107350. https://doi.org/10.1016/j.ress.2020.107350

The concept of joint bivariate signature, introduced by Navarro et al. [13], is a useful tool for quantifying the reliability of two systems with shared components. As with the univariate system signature, introduced by Samaniego [17], its applicatio... Read More about The joint survival signature of coherent systems with shared components.

The ordering of future observations from multiple groups (2020)
Journal Article
Coolen-Maturi, T. (2022). The ordering of future observations from multiple groups. Communications in Statistics - Simulation and Computation, 51(12), 7526-7543. https://doi.org/10.1080/03610918.2020.1839768

There are many situations where comparison of different groups is of great interest. Considering the ordering of the efficiency of some treatments is an example. We present nonparametric predictive inference (NPI) for the ordering of real-valued futu... Read More about The ordering of future observations from multiple groups.

Nonparametric Predictive Inference for American Option Pricing based on the Binomial Tree Model (2020)
Journal Article
He, T., Coolen, F., & Coolen-Maturi, T. (2021). Nonparametric Predictive Inference for American Option Pricing based on the Binomial Tree Model. Communications in Statistics - Theory and Methods, 50(20), 4657-4684. https://doi.org/10.1080/03610926.2020.1764040

In this article, we present the American option pricing procedure based on the binomial tree from an imprecise statistical aspect. Nonparametric Predictive Inference (NPI) is implemented to infer imprecise probabilities of underlying asset movements,... Read More about Nonparametric Predictive Inference for American Option Pricing based on the Binomial Tree Model.

Nonparametric predictive inference for comparison of two diagnostic tests (2020)
Journal Article
Alabdulhadi, M., Coolen-Maturi, T., & Coolen, F. (2021). Nonparametric predictive inference for comparison of two diagnostic tests. Communications in Statistics - Theory and Methods, 50(19), 4470-4486. https://doi.org/10.1080/03610926.2020.1719157

An important aim in diagnostic medical research is comparison of the accuracy of two diagnostic tests. In this paper, comparison of two diagnostic tests is presented using nonparametric predictive inference (NPI) for future order statistics. The test... Read More about Nonparametric predictive inference for comparison of two diagnostic tests.

On nonparametric predictive inference for asset and European option trading in the binomial tree model (2019)
Journal Article
Chen, J., Coolen, F., & Coolen-Maturi, T. (2019). On nonparametric predictive inference for asset and European option trading in the binomial tree model. Journal of the Operational Research Society, 70(10), 1678-1691. https://doi.org/10.1080/01605682.2019.1643682

This paper introduces a novel method for asset and option trading in a binomial scenario. This method uses nonparametric predictive inference (NPI), a statistical methodology within im- precise probability theory. Instead of inducing a single probabi... Read More about On nonparametric predictive inference for asset and European option trading in the binomial tree model.

A new study on reliability importance analysis of phased mission systems (2019)
Journal Article
Huang, X., Coolen, F., Coolen-Maturi, T., & Zhang, Y. (2020). A new study on reliability importance analysis of phased mission systems. IEEE Transactions on Reliability, 69(2), 522-532. https://doi.org/10.1109/tr.2019.2923695

Reliability importance which serves to quantify the influence of each component (or each type of components) in each phase on the reliability of a phased mission system (PMS) plays an important role in security assessment and risk management. In this... Read More about A new study on reliability importance analysis of phased mission systems.

Competing risks survival analysis of ruptured gas pipelines: A nonparametric predictive approach (2019)
Journal Article
Tee, K. F., Pesinis, K., & Coolen-Maturi, T. (2019). Competing risks survival analysis of ruptured gas pipelines: A nonparametric predictive approach. International Journal of Pressure Vessels and Piping, 175, Article 103919. https://doi.org/10.1016/j.ijpvp.2019.06.001

Risk analysis based on historical failure data can form an integral part of the integrity management of oil and gas pipelines. The scarcity and lack of consistency in the information provided by major incident databases leads to non-specific results... Read More about Competing risks survival analysis of ruptured gas pipelines: A nonparametric predictive approach.

Nonparametric predictive comparison of two diagnostic tests based on total numbers of correctly diagnosed individuals (2019)
Journal Article
Alabdulhadi, M., Coolen, F., & Coolen-Maturi, T. (2019). Nonparametric predictive comparison of two diagnostic tests based on total numbers of correctly diagnosed individuals. Journal of statistical theory and practice, 13, Article 38. https://doi.org/10.1007/s42519-019-0039-6

In clinical applications, it is important to compare and study the ability of diagnostic tests to discriminate between individuals with and without the disease. In this paper, comparison of two diagnostic tests is presented and discussed using nonpar... Read More about Nonparametric predictive comparison of two diagnostic tests based on total numbers of correctly diagnosed individuals.

Nonparametric Predictive Inference for European Option Pricing based on the Binomial Tree Model (2019)
Journal Article
He, T., Coolen, F., & Coolen-Maturi, T. (2019). Nonparametric Predictive Inference for European Option Pricing based on the Binomial Tree Model. Journal of the Operational Research Society, 70(10), 1692-1708. https://doi.org/10.1080/01605682.2018.1495997

In finance, option pricing is one of the main topics. A basic model for option pricing is the Binomial Tree Model, proposed by Cox, Ross, and Rubinstein in 1979 (CRR). This model assumes that the underlying asset price follows a binomial distribution... Read More about Nonparametric Predictive Inference for European Option Pricing based on the Binomial Tree Model.

A heuristic survival signature based approach for reliability-redundancy allocation (2019)
Journal Article
Huang, X., Coolen, F., & Coolen-Maturi, T. (2019). A heuristic survival signature based approach for reliability-redundancy allocation. Reliability Engineering & System Safety, 185, 511-517. https://doi.org/10.1016/j.ress.2019.02.010

In recent research, the major focus on reliability-redundancy allocation problems has been on the possibility of using more efficient and effective algorithms to improve convergence speed and solution accuracy of the optimization model. But the model... Read More about A heuristic survival signature based approach for reliability-redundancy allocation.

Nonparametric predictive inference for diagnostic test thresholds (2018)
Journal Article
Coolen-Maturi, T., Coolen, F., & Alabdulhadi, M. (2020). Nonparametric predictive inference for diagnostic test thresholds. Communications in Statistics - Theory and Methods, 49(3), 697-725. https://doi.org/10.1080/03610926.2018.1549249

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine, machine learning and credit scoring. The receiver operating characteristic (ROC) curve and surface are useful tools to assess the ability of diagnosti... Read More about Nonparametric predictive inference for diagnostic test thresholds.

Approximations for the likelihood ratio statistic for hypothesis testing between two Beta distributions (2018)
Journal Article
Marques, F., Coolen, F., & Coolen-Maturi, T. (2019). Approximations for the likelihood ratio statistic for hypothesis testing between two Beta distributions. Journal of statistical theory and practice, 13, Article 17. https://doi.org/10.1007/s42519-018-0021-8

In this paper, the likelihood ratio to test between two Beta distributions is addressed. The exact distribution of the likelihood ratio statistic, for simple hypotheses, is obtained in terms of Gamma or Generalized Integer Gamma distributions, when t... Read More about Approximations for the likelihood ratio statistic for hypothesis testing between two Beta distributions.

Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests (2018)
Journal Article
Marques, F., Coolen, F., & Coolen-Maturi, T. (2019). Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests. Journal of statistical theory and practice, 13, Article 15. https://doi.org/10.1007/s42519-018-0020-9

This paper introduces the nonparametric predictive inference approach for reproducibility of likelihood ratio tests. The general idea of this approach is outlined for tests between two simple hypotheses, followed by an investigation of reproducibilit... Read More about Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests.

Non‐parametric predictive inference for the validation of credit rating systems (2018)
Journal Article
Coolen-Maturi, T., & Coolen, F. (2019). Non‐parametric predictive inference for the validation of credit rating systems. Journal of the Royal Statistical Society: Series A, 182(4), 1189-1204. https://doi.org/10.1111/rssa.12416

Credit rating or credit scoring systems are important tools for estimating the obligor's creditworthiness and for providing an indication of the obligor's future status. The discriminatory power of a credit rating or credit scoring system refers to i... Read More about Non‐parametric predictive inference for the validation of credit rating systems.