Lifetime data has two distinguishing features: they are usually censored and have non-normal distributions. Generally speaking, censoring schemes can be classified into (i) with replacement (ii) without replacement. Replacement during a life testing means that once observing failure item, it is replaced by new one. While there relatively large body of literature regarding control charts under r...

Currently, technological advances for information processing are growing very rapidly. This technology has been used in various fields everyday life. By using this technology, it is hoped that the work will be faster and more efficient. Due to being able manage quickly efficiently, possible every company its process use one of which production process. The making or providing value an item. imp...

This paper proposes a procedure for using a GARCH or exponentially weighted moving average model in conjunction with historical simulation when computing value at risk. It involves adjusting historical data on each market variable to reflect the difference between the historical volatility of the market variable and its current volatility. We compare the approach using nine years of daily data ...