Journal of Korean Society for Quality Management (품질경영학회지)
- Volume 25 Issue 3
- /
- Pages.51-61
- /
- 1997
- /
- 1229-1889(pISSN)
- /
- 2287-9005(eISSN)
A Smooth Estimation of Failure Rate Function
고장률 함수의 평활추정
Abstract
We introduce a method of estimating an unknown failure rate function based on sample data. We estimate failure rate function by a function s from a space of cubic splines constrained to be linear (or constant) in tails using maximum likelihood estimation. The number of knots are determined by Bayesian Information Criterion(BIC). Examples using simulated data are used to illustrate the performance of this method.
Keywords