McMASTER UNIVERSITY STATISTICS SEMINAR

Week of June 21 - 25, 1999

SPEAKER:	Dr Kazuyuki Suzuki The University of Electro-Communications, Tokyo
TITLE:	"The Optimum Threshold of the k-out-of-n Monitor, an Extension of System With Dual Failures"
DAY:	Monday, June 21, 1999
TIME:	11:00 p.m.
PLACE:	BSB-101

SUMMARY

A monitor consists of n identical sensors working independently. Each sensor detects an abnormal state of a system by measuring a variate of output or environment of the system. It is activated if a variate is over a threshold specified in advance for each sensor. The monitor alarms if at least k out of n sensors are activated in order to decrease the chance of dual failures, failure to alarm and false alarming. The performance of the system depends on the number k, the threshold values and the probability distributions of the variate at normal and abnormal states of the system.

In this talk, a sufficient condition on the pair of the distributions is given under which the same threshold values for all the sensors are optimal. The condition motivates new orders between probability distributions.

The talk is based on joint work with Professor Masaaki Sibuya, Takachiho University.

Key Words: total positivity, monotone likelihood ratio, stochastic order, increasing hazard function ratio.