Probability and Risk Models

Importance sampling is the most commonly used technique for speeding up Monte Carlo simulation of rare events. However, little is understood in the design of efficient importance sampling algorithms in the context of queueing networks. The standard approach, which simulates the system using an a priori fixed change of…

We consider the estimation problem of the probability P=P(X>Y) for the standard Topp–Leone distribution. After discussing the maximum likelihood and uniformly minimum variance unbiased estimation procedures for the problem on both complete and left censored samples, we perform a Monte Carlo simulation to compare the e…

In the United States, patients with end-stage liver disease must join a waiting list to be eligible for cadaveric liver transplantation. Due to privacy concerns, the details of the composition of this waiting list are not publicly available. This paper considers the benefits associated with creating a more transparent…

• BURHANEDDİN SANDIKÇI

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• SERKAN ERYILMAZ

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• BARIŞ TAN

This paper is concerned with the number of components that are failed at the time of system failure. We study the corresponding quantity for a coherent structure via the system signature. Furthermore, we study the distribution of the number of failures after a specified time until the system failure. We illustrate the…

• SERKAN ERYILMAZ

In the United States, end-stage liver disease patients join a waiting list and then make accept/reject decisions for transplantation as deceased-donor organs are offered to them over time. These decisions are largely influenced by the patient's prospect for future offers, which can be ascertained most accurately by kn…

• BURHANEDDİN SANDIKÇI

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• EGEMEN LERZAN ÖRMECİ ALİOĞLU

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• ORUÇ RAİF ÖNVURAL