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Francisco J. Samaniego

Bio: Francisco J. Samaniego is an academic researcher from University of California, Davis. The author has contributed to research in topics: Estimator & Independent and identically distributed random variables. The author has an hindex of 28, co-authored 100 publications receiving 3343 citations. Previous affiliations of Francisco J. Samaniego include Lawrence Livermore National Laboratory & University of California.


Papers
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Book
17 Oct 2007
TL;DR: This paper presents a meta-analysis of the application of Signature-Based Closure, Preservation and Characterization Theorems to Network Reliability and its applications in Reliability Economics and Signature-based Analysis of System Lifetimes.
Abstract: Background on Coherent Systems.- System Signatures.- Signature-Based Closure, Preservation and Characterization Theorems.- Further Signature-Based Analysis of System Lifetimes.- Applications of Signatures to Network Reliability.- Applications of Signatures in Reliability Economics.- Summary and Discussion.

387 citations

Journal ArticleDOI
TL;DR: In this paper, several signal plus noise or convolutional models are examined which exhibit such behavior and satisfy the regularity conditions of the asymptotic theory, and a numerical comparison of the results suggests that a psuedo maximum likelihood estimate of the signal parameter is uniformly more efficient than estimators that have been advanced by previous authors.
Abstract: : Pseudo maximum likelihood estimation easily extends to k parameter models, and is of interest in problems in which the likelihood surface is ill-behaved in higher dimensions but well-behaved in lower dimensions. Several signal plus noise or convolution models are examined which exhibit such behavior and satisfy the regularity conditions of the asymptotic theory. For specific models, a numerical comparison of asymptotic variances suggests that a psuedo maximum likelihood estimate of the signal parameter is uniformly more efficient than estimators that have been advanced by previous authors. A number of other potential applications are noted.

387 citations

Journal ArticleDOI
TL;DR: In this paper, the authors derived the failure rate of an arbitrary s-coherent system when the lifetimes of its components are s-independently distributed according to a common absolutely continuous distribution.
Abstract: A representation is derived for the failure rate of an arbitrary s-coherent system when the lifetimes of its components are s-independently distributed according to a common absolutely continuous distribution F. The system failure rate is written explicitly as a function of F and its failure rate. The representation is used in several examples, including an example showing that the closure theorem for k-out-of-n systems in i.i.d. IFR components proven by Barlow & Proschan cannot be extended to all s-coherent systems. The class of s-coherent systems for which such closure obtains is characterized.

373 citations

Journal ArticleDOI
TL;DR: Theoretical results for comparing coherent systems are derived for comparing systems of a given order when components are assumed to have independent and identically distributed lifetimes as mentioned in this paper, and sufficient conditions are provided for the lifetime of one system to be larger than that of another system in three different senses: stochastic ordering, hazard rate ordering, and likelihood ratio ordering.
Abstract: Various methods and criteria for comparing coherent systems are discussed. Theoretical results are derived for comparing systems of a given order when components are assumed to have independent and identically distributed lifetimes. All comparisons rely on the representation of a system's lifetime distribution as a function of the system's “signature,” that is, as a function of the vector p= (p1, … , pn), where pi is the probability that the system fails upon the occurrence of the ith component failure. Sufficient conditions are provided for the lifetime of one system to be larger than that of another system in three different senses: stochastic ordering, hazard rate ordering, and likelihood ratio ordering. Further, a new preservation theorem for hazard rate ordering is established. In the final section, the notion of system signature is used to examine a recently published conjecture regarding componentwise and systemwise redundancy. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 507–523, 1999

268 citations

Journal ArticleDOI
TL;DR: In this paper, it was shown that the distribution of an m-component system's lifetime can be written as a mixture of the distributions of k-out-of-n systems, and that the vector of coefficients in this mixture representation is precisely the signature of the system defined in Samaniego, IEEE Trans Reliabil R-34 (1985) 69−72.
Abstract: Following a review of the basic ideas in structural reliability, including signature-based representation and preservation theorems for systems whose components have independent and identically distributed (i.i.d.) lifetimes, extensions that apply to the comparison of coherent systems of different sizes, and stochastic mixtures of them, are obtained. It is then shown that these results may be extended to vectors of exchangeable random lifetimes. In particular, for arbitrary systems of sizes m < n with exchangeable component lifetimes, it is shown that the distribution of an m-component system's lifetime can be written as a mixture of the distributions of k-out-of-n systems. When the system has n components, the vector of coefficients in this mixture representation is precisely the signature of the system defined in Samaniego, IEEE Trans Reliabil R–34 (1985) 69–72. These mixture representations are then used to obtain new stochastic ordering properties for coherent or mixed systems of different sizes. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008

203 citations


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Journal ArticleDOI
TL;DR: Convergence of Probability Measures as mentioned in this paper is a well-known convergence of probability measures. But it does not consider the relationship between probability measures and the probability distribution of probabilities.
Abstract: Convergence of Probability Measures. By P. Billingsley. Chichester, Sussex, Wiley, 1968. xii, 253 p. 9 1/4“. 117s.

5,689 citations

Posted Content
TL;DR: In this paper, the authors provide a unified and comprehensive theory of structural time series models, including a detailed treatment of the Kalman filter for modeling economic and social time series, and address the special problems which the treatment of such series poses.
Abstract: In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.

4,252 citations

Journal ArticleDOI
TL;DR: This paper reviews the literature on Bayesian experimental design, both for linear and nonlinear models, and presents a uniied view of the topic by putting experimental design in a decision theoretic framework.
Abstract: This paper reviews the literature on Bayesian experimental design. A unified view of this topic is presented, based on a decision-theoretic approach. This framework casts criteria from the Bayesian literature of design as part of a single coherent approach. The decision-theoretic structure incorporates both linear and nonlinear design problems and it suggests possible new directions to the experimental design problem, motivated by the use of new utility functions. We show that, in some special cases of linear design problems, Bayesian solutions change in a sensible way when the prior distribution and the utility function are modified to allow for the specific structure of the experiment. The decision-theoretic approach also gives a mathematical justification for selecting the appropriate optimality criterion.

1,903 citations