이변량 임의 중단된 이변량지수 모형에 대한 추론

Inference for Bivariate Exponential Model with Bivariate Random Censored Data

  • 조장식 (경성대학교 통계정보학과) ;
  • 신임희 (대구효성가톨릭대학교 의과대학 의학과 의학통계학교실)
  • Cho, Jang-Sik (Department of Statistical Information Science, Kyungsung University) ;
  • Shin, Im-Hee (Division of Medical Staatistics, School of Medicine, Catholic Univeristy of Taegu-Hysung)
  • 발행 : 1999.04.30

초록

본 논문에서는 Marshall-Olkin의 이변량 지수모형을 따르는 두 부품의 수명들이 이변량 임의 중단된 자료로 관찰되는 경우를 생각한다. 이 경우 모수와 시스템 신뢰도에 대한 최우추정량을 구하고 근사적 정규성을 이용하여 두 부품의 수명에 대한 동일성 및 독립성 검정법을 제안한다. 그리고 모의실험을 통하여 제안된 추정량들과 검정법들의 유의확률을 계산한다.

In this paper, we consider two components system having Marshall-Olkin's bivariate exponential model. For the bivariate random censorship, we obtain maximum likelihood estimators of parameters and system reliability. And we propose the methods of homogeniety and independence tests using asymptotic normality. Also we compute the estimators and p-values of the testings through Monte Carlo simulation.

키워드

참고문헌

  1. Journal of the American Statistical Association v.62 Parameter Estimation for a Multuvariate Exponential Distribution Arnold, B. C.
  2. Journal of the American Statistical Association v.67 Estimation and Hypothesis Testing for Parameters of a Bivariate Exponential Distribution Bemis, B.M.;Bain, L.T.;Higgins, J.J.
  3. Journal of the American Statistical Association v.68 On Test of Independence in a Bivariate Exponential Distribution Bhattacharyya, G. K.;Johnson, R.A.
  4. Journal of the Korean Society for Quality Management v.25 no.4 The Reliability Estimation of Parallel System in Bivariate Exponential Model : Using Bivariate Type I Censored Data Cho, J.S.;Kim, H.J.
  5. The Theory and Applications of Reliability and Computer Generation of Random Variables A Bivariate Exponential Model with Applications to Reliability and Computer Generation of Random Variables Friday, D.S.;Patil, G.P.;Tsokos, C. P.(ed);abd Shimi, I.N.(ed)
  6. Communication in Statistics Theory and Methods v.21 no.9 Large Sample Tests for Testing Symmetry and Independence in Some Bivariate Exponential Methods Hanagal, D.D.;Kale, B.K.
  7. Communication in Statistics Theory and Methods v.21 no.5 Some Inference Results in Bivariate Exponential Distributions Based on Censored Samples Hanagle, D.D.;Kale, B.K.
  8. Journal of the American Statistical Association v.62 A Multivariate Exponetial Distribution Marshall, A. W.;Olkin, I.