We obtain a heavy-traffic limit for the GI/M/n+GI queue which includes the entire abandonment distribution. Our main approach is to scale the hazard rate function in an appropriate way such that our resulting diffusion approximation contains the entire hazard rate function. We then show through numerical studies that for various key performance measures, our approximations outperform those comm...

We show how to smoothly`monotonise' standard kernel estimators of hazard rate, using bootstrap weights. Our method takes a variety of forms, depending on choice of kernel estimator and on the distance function used to deene a certain constrained optimisation problem. We connne attention to a particularly simple kernel approach, and explore a range of distance functions. It is straightforward to...

As our society becomes more and more dependent on IT systems, failures of these systems can harm more and more people and organizations both public and private. Diligently performing risk and hazard analysis helps to minimize the societal harms of IT system failures. In this paper we present experiences gained by applying the System Theoretic Process Analysis (STPA) method for hazard analysis o...

Comparison of two hazard rates is important in applications related to times to occurrence of a specific event. Conventional comparison procedures, such as the logrank, Gehan-Wilcoxon, and Peto-Peto tests, are powerful only when the two hazard rates do not cross each other. Because crossing hazard rates are common in practice, a number of procedures have been proposed in the literature for comp...

We propose an adaptive estimation procedure of the hazard rate of a random variable X in the multiplicative censoring model, Y = XU , with U ∼ U([0, 1]) independent of X. The variable X is not directly observed: an estimator is built from a sample {Y1, ..., Yn} of copies of Y . It is obtained by minimisation of a contrast function over a class of general nested function spaces which can be gene...

PURPOSE In research on the time to onset of sickness absence and the duration of sickness absence episodes, Cox proportional hazard models are in common use. However, parametric models are to be preferred when time in itself is considered as independent variable. This study compares parametric hazard rate models for the onset of long-term sickness absence and return to work. METHOD Prospectiv...

This text describes a method of estimating the hazard rate of survival data following monotone Aalen regression model. The proposed approach is based on techniques which were introduced by Arjas and Gasbarra [4]. The unknown functional parameters are assumed to be a priori piecewise constant on intervals of varying count and size. The estimates are obtained with the aid of the Gibbs sampler and...

Many Markov chains with a single absorbing state have a unique limiting conditional distribution (LCD) to which they converge, conditioned on non-absorption, regardless of the initial distribution. If this limiting conditional distribution is used as the initial distribution over the non-absorbing states, then the probability distribution of the process at time n, conditioned on non-absorption,...

A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on the assumption that the null distribution is exponential. Instead, empirical information is used to effectively identify and eliminate from further consider...

In the classical secretary problem, the objective is to select the candidate of maximum value among a set of n candidates arriving one by one. The value of the candidates come from an unknown distribution and is revealed at the time the candidate arrives, at which point an irrevocable decision on whether to select the candidate must be made. The well-known solution to this problem, due to Dynki...