A combination of some well known nonparametric tests to detect trend in location is considered. Simulation results show that the power of this combination is remarkably increased. (author's abstract) / Series: Forschungsberichte / Institut für Statistik

This research investigates a batch arrival queueing system with a Bernoulli scheduled vacation and random system breakdowns. It is assumed that the repair process does not start immediately after the breakdown. Consequently there maybe a delay in starting repairs. After every service completion the server may go on an optional vacation. When the original vacation is completed the server has the option to go on an extended vacation. It is assumed that the system is equipped with a stand-by server to serve the customers during the vacation period of the main server as well as during the repair process. The service times, vacation times, repair times, delay times and extended vacation times are assumed to follow different general distributions while the breakdown times and the service times of the stand-by server follow an exponential distribution. By introducing a supplementary variable we are able to obtain steady state results in an explicit closed form in terms of the probability generating functions. Some important performance measures including; the average length of the queue, the average number of customers in the system, the mean response time, and the value of the traffic intensity are presented. The professional MathCad 2001 software has been used to illustrate the numerical results in this study.

Στην εργασία αυτή παρουσιάζεται η πιθανογεννήτρια του αριθμού των απογόνων της ν-oστης γενιάς μια κλαδωτής ανέλιξης ως το πηλίκο των πιθανογεννήτριων δύο γεωμετρικών κατανομών. Στην βιβλιογραφία, με εξαίρεση δύο συγκεκριμένες περιπτώσεις (πηλίκα πιθανογεννητριών αρνητικής διωνυμικής με γεωμετρική, Kemp, 1979, και γεωμετρικής με Poisson Jayasree and Swamy, 2006), δεν έχει μελετηθεί το γενικότερο πρόβλημα των συνθηκών που επιτρέπουν το πηλίκο δύο πιθανογεννητριών να είναι η πιθανογεννήτρια μιας διακριτής μη αρνητικής τυχαίας μεταβλητής. Εδώ δίνονται οι ικανές και αναγκαίες συνθήκες για τα αντίστοιχα πηλίκα πιθανογεννητριών κατανομών από την οικογένεια Katz ή την οικογένεια Sundt and Jewell με την γεωμετρική κατανομή. Μελετάται επίσης και το πηλίκο απείρως διαιρετών κατανομών με την Poisson και παρουσιάζονται αναλυτικά τέτοια παραδείγματα. Διάφορες ιδιότητες των κατανομών που προκύπτουν εξετάζονται και γίνεται εκτίμηση των παραμέτρων. Στη συνέχεια, παρουσίαζεται μια διδιάστατη κλαδωτή ανέλιξη, δίνεται αναλυτικός τύπος για την πιθανογεννήτρια της από κοινού συνάρτησης κατανομής του πλήθους των δύο ειδών απογόνων της ν-oστης γενιάς, και αποδεικνύεται ότι αυτή μπορεί να γραφεί ως το πηλίκο των πιθανογεννήτριων δύο διδιαστάτων γεωμετρικών κατανομών. Μελετούμε γενικότερα το αντίστοιχο πρόβλημα για διδιάστατες τ.μ. και εξετάζουμε τις ικανές συνθήκες στις περιπτώσεις πηλίκου πιθανογεννητριών της διδιάστατης αρνητικής διωνυμικής με τη διδιάστατη γεωμετρική και της διδιάστατης αρνητικής διωνυμικής με τη διδιάστατη Poisson. Παρουσιάζονται αναγωγικές και αναλυτικές σχέσεις για τις πιθανότητες και τις παραγοντικές ροπές και μελετάται η μορφή των πιθανογεννητριών τόσο των περιθωρίων όσο και των δεσμευμένων κατανομών που προκύπτουν. / In this master thesis we observe, that the probability generating function of the number of the descendants of the n-th generation in a branching process, can be represented as the ratio of the probability generating functions (p.g.f.) of two geometric distributions. In the literature, with the exception of two particular cases (ratio of negative binomial with geometric, Kemp, 1979, and geometric with Poisson, Jayasree and Swamy, 2006), the general problem, for the conditions that allow the ratio of two p.g.f.’s to be the p.g.f. of a discrete non-negative random variable (r.v.), has not been considered. Here, are given the necessary and sufficient conditions for the ratios of the p.g.f. of a distribution from the Katz or the Sundt and Jewell family with the p.g.f. of a Geometric distribution. The ratio of an infinitely divisible r.v. with a Poisson r.v. is also studied and various such examples are presented in detail. Properties of these distributions are given and also parameters estimators are provided. In the sequel, a bivariate branching process is considered and the explicit form for the p.g.f. of the number of two type descendants in the n-th generation is derived. It is proved, that it can be written as the ratio of the p.g.f.’s of two bivariate geometric distributions. The sufficient conditions in the cases of the ratio of the bivariate negative binomial distribution with the bivariate geometric distribution and the bivariate negative binomial distribution with the bivariate Poisson distribution are examined. Recurrence relations and the explicit form of the probabilities and the factorial moments are given and the form of the p.g.f.’s for the marginals and the conditional distributions are studied.

Yes / It is shown that the probability generating function of a lifetime random variable T on a finite lattice with polynomial failure rate satisfies a certain differential equation. The interrelationship with Markov chain theory is highlighted. The differential equation gives rise to a system of differential equations which, when inverted, can be used in the limit to express the polynomial coefficients in terms of the factorial moments of T. This then can be used to estimate the polynomial coefficients. Some special cases are worked through symbolically using Computer Algebra. A simulation study is used to validate the approach and to explore its potential in the reliability context.

Submitted by Luciana Ferreira (lucgeral@gmail.com) on 2018-03-05T11:48:46Z No. of bitstreams: 2 Dissertação - Joan Jesus Amaya Triana - 2018.pdf: 11320340 bytes, checksum: daee9afd4ae2db3c36dee6d85ae3be27 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2018-03-05T11:50:52Z (GMT) No. of bitstreams: 2 Dissertação - Joan Jesus Amaya Triana - 2018.pdf: 11320340 bytes, checksum: daee9afd4ae2db3c36dee6d85ae3be27 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2018-03-05T11:50:52Z (GMT). No. of bitstreams: 2 Dissertação - Joan Jesus Amaya Triana - 2018.pdf: 11320340 bytes, checksum: daee9afd4ae2db3c36dee6d85ae3be27 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2018-02-23 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq / In this work, we study the information transmission models in infinite graphs introduced in \cite{Thecone} and \cite{article}, that is, models of transmission of information on infinite graphs subject to the following rules: (1) at time zero, only the root of the graph has the information, (2) in a time greater than or equal to one, a new vertex is informed and transmits the information to neighbors that are within a finite random neighborhood, and (3) informed vertices remain forever informed. They are considered variants of this process in the spherically symmetrical tree that includes as particular cases the periodic tree and the homogeneous tree. In addition, the model is considered in random trees. In this model, we study phase transition, probability of survival, among other important numerical characteristics for this process. It is also considered the particular case in which the influence radius has a Bernoulli distribution. The proofs are based on comparisons with branching processes. / Neste trabalho, são estudados modelos de transmissão de informação em grafos infinitos introduzidos em \cite{Thecone} e \cite{article}, isto é, modelos de transmissão de infomação sobre grafos infinitos sujeitos as seguintes regras: (1) no tempo zero, somente a raiz do grafo possui a informação, (2) em um tempo maior ou igual a um, um novo vértice é informado e transmite a informação para vizinhos que estejam dentro de uma vizinhança aleatória finita, e (3) vértices informados permanecem informados para sempre. Serão consideradas variantes deste processo na árvore esfericamente simétrica que inclui como casos particulares a árvore periódica e a árvore homogênea. Além disso, é considerado o modelo em árvores aleatórias. Para este modelo são estudados transição de fase, probabilidade de sobrevivência, dentre outros característicos numéricos importantes para este processo. Também é considerado o caso particular em que o raio de influência tem uma distribuição de Bernoulli. As provas são baseadas fazendo comparações com processos de ramificação.

Generating functions express a sequence as coefficients arising from a power series in variables. They have many applications in combinatorics and probability. In this paper, we will investigate the important properties of four kinds of generating functions in one variables: ordinary generating unction, exponential generating function, probability generating function and moment generating function. Many examples with applications in combinatorics and probability, will be discussed. Finally, some well-known contest problems related to generating functions will be addressed.