Some bivariate life time models in discrete time"

The term reliability of an equipment or device is often meant to indicate the probability that it carries out the functions expected of it adequately or without failure and within specified performance limits at a given age for a desired mission time when put to use under the designated application and operating environmental stress. A broad classification of the approaches employed in relation to reliability studies can be made as probabilistic and deterministic, where the main interest in the former is to device tools and methods to identify the random mechanism governing the failure process through a proper statistical frame work, while the latter addresses the question of finding the causes of failure and steps to reduce individual failures thereby enhancing reliability. In the probabilistic attitude to which the present study subscribes to, the concept of life distribution, a mathematical idealisation that describes the failure times, is fundamental and a basic question a reliability analyst has to settle is the form of the life distribution. It is for no other reason that a major share of the literature on the mathematical theory of reliability is focussed on methods of arriving at reasonable models of failure times and in showing the failure patterns that induce such models. The application of the methodology of life time distributions is not confined to the assesment of endurance of equipments and systems only, but ranges over a wide variety of scientific investigations where the word life time may not refer to the length of life in the literal sense, but can be concieved in its most general form as a non-negative random variable. Thus the tools developed in connection with modelling life time data have found applications in other areas of research such as actuarial science, engineering, biomedical sciences, economics, extreme value theory etc.

Stability of Random Sums and Extremes

This study is about the stability of random sums and extremes.The difficulty in finding exact sampling distributions resulted in considerable problems of computing probabilities concerning the sums that involve a large number of terms.Functions of sample observations that are natural interest other than the sum,are the extremes,that is , the minimum and the maximum of the observations.Extreme value distributions also arise in problems like the study of size effect on material strengths,the reliability of parallel and series systems made up of large number of components,record values and assessing the levels of air pollution.It may be noticed that the theories of sums and extremes are mutually connected.For instance,in the search for asymptotic normality of sums ,it is assumed that at least the variance of the population is finite.In such cases the contributions of the extremes to the sum of independent and identically distributed(i.i.d) r.vs is negligible.

A Study on the Reversed Lack of Memory Property and its Generalizations

In this thesis, the concept of reversed lack of memory property and its generalizations is studied.We we generalize this property which involves operations different than the ”addition”. In particular an associative, binary operator ” * ” is considered. The univariate reversed lack of memory property is generalized using the binary operator and a class of probability distributions which include Type 3 extreme value, power function, reflected Weibull and negative Pareto distributions are characterized (Asha and Rejeesh (2009)). We also define the almost reversed lack of memory property and considered the distributions with reversed periodic hazard rate under the binary operation. Further, we give a bivariate extension of the generalized reversed lack of memory property and characterize a class of bivariate distributions which include the characterized extension (CE) model of Roy (2002a) apart from the bivariate reflected Weibull and power function distributions. We proved the equality of local proportionality of the reversed hazard rate and generalized reversed lack of memory property. Study of uncertainty is a subject of interest common to reliability, survival analysis, actuary, economics, business and many other fields. However, in many realistic situations, uncertainty is not necessarily related to the future but can also refer to the past. Recently, Di Crescenzo and Longobardi (2009) introduced a new measure of information called dynamic cumulative entropy. Dynamic cumulative entropy is suitable to measure information when uncertainty is related to the past, a dual concept of the cumulative residual entropy which relates to uncertainty of the future lifetime of a system. We redefine this measure in the whole real line and study its properties. We also discuss the implications of generalized reversed lack of memory property on dynamic cumulative entropy and past entropy.In this study, we extend the idea of reversed lack of memory property to the discrete set up. Here we investigate the discrete class of distributions characterized by the discrete reversed lack of memory property. The concept is extended to the bivariate case and bivariate distributions characterized by this property are also presented. The implication of this property on discrete reversed hazard rate, mean past life, and discrete past entropy are also investigated.

Analysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models

The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis

Theory of differential inequalities with appliciations to singular perturbiation problems and method of lines

During recent years, the theory of differential inequalities has been extensively used to discuss singular perturbation problems and method of lines to partial differential equations. The present thesis deals with some differential inequality theorems and their applications to singularly perturbed initial value problems, boundary value problems for ordinary differential equations in Banach space and initial boundary value problems for parabolic differential equations. The method of lines to parabolic and elliptic differential equations are also dealt The thesis is organised into nine chapters

Value orientation of professional students in kerala

The present study is on value orientation of professional students•and as such the theoretical value is inherent and implied. Variation on this value is likely to be limited among the subjects. The relevance of the present study is with particular reference, to management as a profession. In organisational settings motivation plays an important role. According to McClelland's theory of needs, achievement, power, and affiliation are the three important needs that help in understanding motivation. Achieve~ent need may be defined as the drive to excel, to achieve in relation to a set of standards, and to strive to succeed. Some people have a compelling drive to succeed. They have a desire to do something better or more efficiently than it has been done before. McClelland found that high achievers differentiate themselves from others by their desire to do things . better. Considering this fact, 'achievement' is included as one of the values for the study

Studies on scattering and thermodynamics of black holes in f(R) theory and Einstein's theory

One of the interesting consequences of Einstein's General Theory of Relativity is the black hole solutions. Until the observation made by Hawking in 1970s, it was believed that black holes are perfectly black. The General Theory of Relativity says that black holes are objects which absorb both matter and radiation crossing the event horizon. The event horizon is a surface through which even light is not able to escape. It acts as a one sided membrane that allows the passage of particles only in one direction i.e. towards the center of black holes. All the particles that are absorbed by black hole increases the mass of the black hole and thus the size of event horizon also increases. Hawking showed in 1970s that when applying quantum mechanical laws to black holes they are not perfectly black but they can emit radiation. Thus the black hole can have temperature known as Hawking temperature. In the thesis we have studied some aspects of black holes in f(R) theory of gravity and Einstein's General Theory of Relativity. The scattering of scalar field in this background space time studied in the first chapter shows that the extended black hole will scatter scalar waves and have a scattering cross section and applying tunneling mechanism we have obtained the Hawking temperature of this black hole. In the following chapter we have investigated the quasinormal properties of the extended black hole. We have studied the electromagnetic and scalar perturbations in this space-time and find that the black hole frequencies are complex and show exponential damping indicating the black hole is stable against the perturbations. In the present study we show that not only the black holes exist in modified gravities but also they have similar properties of black hole space times in General Theory of Relativity. 2 + 1 black holes or three dimensional black holes are simplified examples of more complicated four dimensional black holes. Thus these models of black holes are known as toy models of black holes in four dimensional black holes in General theory of Relativity. We have studied some properties of these types of black holes in Einstein model (General Theory of Relativity). A three dimensional black hole known as MSW is taken for our study. The thermodynamics and spectroscopy of MSW black hole are studied and obtained the area spectrum which is equispaced and different thermo dynamical properties are studied. The Dirac perturbation of this three dimensional black hole is studied and the resulting quasinormal spectrum of this three dimensional black hole is obtained. The different quasinormal frequencies are tabulated in tables and these values show an exponential damping of oscillations indicating the black hole is stable against the mass less Dirac perturbation. In General Theory of Relativity almost all solutions contain singularities. The cosmological solution and different black hole solutions of Einstein's field equation contain singularities. The regular black hole solutions are those which are solutions of Einstein's equation and have no singularity at the origin. These solutions possess event horizon but have no central singularity. Such a solution was first put forward by Bardeen. Hayward proposed a similar regular black hole solution. We have studied the thermodynamics and spectroscopy of Hay-ward regular black holes. We have also obtained the different thermodynamic properties and the area spectrum. The area spectrum is a function of the horizon radius. The entropy-heat capacity curve has a discontinuity at some value of entropy showing a phase transition.