The principle of maximum entropy is a well-known approach to produce a model for data-generating distributions. In this approach, if partial knowledge about the distribution is available in terms of a set of information constraints, then the model that maximizes entropy under these constraints is used for the inference. In this paper, we propose a new three-parameter lifetime distribution using the maximum entropy principle under the constraints on the mean and a general index. We then present some statistical properties of the new distribution, including hazard rate function, quantile function, moments, characterization, and stochastic ordering. We use the maximum likelihood estimation technique to estimate the model parameters. A Monte Carlo study is carried out to evaluate the performance of the estimation method. In order to illustrate the usefulness of the proposed model, we fit the model to three real data sets and compare its relative performance with respect to the beta generalized Weibull family.

This paper consists of three parts: First, letting $b_1(z)$, $b_2(z)$, $p_1(z)$ and $p_2(z)$ be nonzero polynomials such that $p_1(z)$ and $p_2(z)$ have the same degree $k\geq 1$ and distinct leading coefficients $1$ and $\alpha$, respectively, we solve entire solutions of the Tumura–Clunie type differential equation $f^{n}+P(z,\,f)=b_1(z)e^{p_1(z)}+b_2(z)e^{p_2(z)}$, where $n\geq 2$ is an integer, $P(z,\,f)$ is a differential polynomial in $f$ of degree $\leq n-1$ with coefficients having polynomial growth. Second, we study the oscillation of the second-order differential equation $f''-[b_1(z)e^{p_1(z)}+b_2(z)e^{p_2(z)}]f=0$ and prove that $\alpha =[2(m+1)-1]/[2(m+1)]$ for some integer $m\geq 0$ if this equation admits a nontrivial solution such that $\lambda (f)<\infty$. This partially answers a question of Ishizaki. Finally, letting $b_2\not =0$ and $b_3$ be constants and $l$ and $s$ be relatively prime integers such that $l> s\geq 1$, we prove that $l=2$ if the equation $f''-(e^{lz}+b_2e^{sz}+b_3)f=0$ admits two linearly independent solutions $f_1$ and $f_2$ such that $\max \{\lambda (f_1),\,\lambda (f_2)\}<\infty$. In particular, we precisely characterize all solutions such that $\lambda (f)<\infty$ when $l=2$ and $l=4$.

Let $(z_k)$ be a sequence of distinct points in the unit disc $\mathbb {D}$ without limit points there. We are looking for a function $a(z)$ analytic in $\mathbb {D}$ and such that possesses a solution having zeros precisely at the points $z_k$, and the resulting function $a(z)$ has ‘minimal’ growth. We focus on the case of non-separated sequences $(z_k)$ in terms of the pseudohyperbolic distance when the coefficient $a(z)$ is of zero order, but $\sup _{z\in {\mathbb D}}(1-|z|)^p|a(z)| = + \infty$ for any $p > 0$. We established a new estimate for the maximum modulus of $a(z)$ in terms of the functions $n_z(t)=\sum \nolimits _{|z_k-z|\le t} 1$ and $N_z(r) = \int_0^r {{(n_z(t)-1)}^ + } /t{\rm d}t.$ The estimate is sharp in some sense. The main result relies on a new interpolation theorem.

Many engineering problems are governed by partial differential equations which can be solved by analytical as well as numerical methods, and examples include the plasticity problem of a geotechnical system, seepage problem and elasticity problem. Although the governing differential equations can be solved by either iterative finite difference method or finite element, there are however limitations to these methods in some special cases which will be discussed in the present paper. The solutions of these governing differential equations can all be viewed as the stationary value of a functional. Using an approximate solution as the initial solution, the stationary value of the functional can be obtained easily by modern global optimization method. Through the comparisons between analytical solutions and fine mesh finite element analysis, the use of global optimization method will be demonstrated to be equivalent to the solutions of the governing partial differential equations. The use of global optimization method can be an alternative to the finite difference/ finite element method in solving an engineering problem, and it is particularly attractive when an approximate solution is available or can be estimated easily.

Using a combined dominant condition, we obtain general results concerning the complex oscillation for a class of homogeneous linear differential equations w(k) + + … + A1w′ + (A0 + A)w = 0 with k ≥ 2, which has been investigated by many authors. In particular, we discover that there exists a unique case that possesses k linearly independent zero-free solutions for these equations, and we resolve an open problem and simultaneously answer a question of Bank.

In this paper, by using the Leggett–Williams fixed point theorem, we prove the existence of three nonnegative solutions to second-order nonlinear impulsive differential equations with a three-point boundary value problem.

In this paper we derive conditions on the internal wear process under which the resulting time to failure model will be of the simple collapsible form when the usage accumulation history is available. We suppose that failure occurs when internal wear crosses a certain threshold or a traumatic event causes the item to fail. We model the infinitesimal increment in internal wear as a function of time, accumulated internal wear, and usage history, and we derive conditions on this function to get a collapsible model for the distribution of time to failure given the usage history. We reach the conclusion that collapsible models form the subset of accelerated failure time models with time-varying covariates for which the time transformation function satisfies certain simple properties.

This paper studies the first passage times to flat boundaries for a double exponential jump diffusion process, which consists of a continuous part driven by a Brownian motion and a jump part with jump sizes having a double exponential distribution. Explicit solutions of the Laplace transforms, of both the distribution of the first passage times and the joint distribution of the process and its running maxima, are obtained. Because of the overshoot problems associated with general jump diffusion processes, the double exponential jump diffusion process offers a rare case in which analytical solutions for the first passage times are feasible. In addition, it leads to several interesting probabilistic results. Numerical examples are also given. The finance applications include pricing barrier and lookback options.

In this paper, we show that the time-average distributions of excess, age, and spread are given by the solution of first-order differential equations. These differential equations can be directly derived in a simple, unified way using a general level-crossing formula based on the balance of up and down crossings on sample paths, which may be helpful for the intuitive interpretation.

This paper deals with the stationary distribution of the virtual waiting time, i.e. the time between the arrival and the beginning of service of a customer in a single-server queue that operates as follows. If the server is busy at an arrival time, the customer is rejected. This customer attempts service again after some random delay and continues to do so until the first time at which the server is idle. At this time, the customer is served and leaves the system after service completion. Interarrival times and delays are assumed to be two independent sequences of i.i.d. exponentially distributed random variables. Service times are also i.i.d., generally distributed, and independent of the previous sequences.

The number of returns to the origin for a simple random walk starting and ending at the origin is reconsidered; closed-form expressions in μ are given for μ3 and μ4.