• 제목/요약/키워드: Asymptotic variance

검색결과 142건 처리시간 0.022초

와이블성능분포인 경우 가속퇴화시험의 최적설계 (Optimum Design of Accelerated Degradation Tests for Weibull Distribution)

  • 최규명;이낙영
    • 품질경영학회지
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    • 제24권3호
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    • pp.37-49
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    • 1996
  • For highly reliable devices it is often defined to "fail" when its performance degrades below a specified value. In this paper we consider a method for optimally designing accelerated degradation tests(ADTs) in which the performance over exposure time and stress has Weibull distribution. For the product whose performance has Weibull distribution, the optimum plan - low stress level and sample proportions allocated to each test condition - is obtained, which minimize the asymptotic variance of maximum likelihood estimator of a stated quantile at design stress. We also present compromise ADTs plan that can be used for the practical purpose.

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Optimal Designs of Partially Constant-Stress Life Testing For Three-Component Mixed Systems

  • Park, Hee-Chang;Jeng, Kwang-Man;Kim, Min-Hwan
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2002년도 춘계학술대회
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    • pp.155-167
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    • 2002
  • In this paper we consider optimal designs of partially constant-stress life testing which is deviced for three-component mixed systems with the considerably long time. Mixed systems are jointed serial system with parallel system. Test items are run at both use condition and accelerated condition until a specified censoring time. The optimal criterion for the sample-proportion allocated to accelerated condition is to minimized asymptotic variance of the maximum likelihood estimators of the acceleration factor and hazard rates.

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Bayesian analysis of an exponentiated half-logistic distribution under progressively type-II censoring

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • 제24권6호
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    • pp.1455-1464
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    • 2013
  • This paper develops maximum likelihood estimators (MLEs) of unknown parameters in an exponentiated half-logistic distribution based on a progressively type-II censored sample. We obtain approximate confidence intervals for the MLEs by using asymptotic variance and covariance matrices. Using importance sampling, we obtain Bayes estimators and corresponding credible intervals with the highest posterior density and Bayes predictive intervals for unknown parameters based on progressively type-II censored data from an exponentiated half logistic distribution. For illustration purposes, we examine the validity of the proposed estimation method by using real and simulated data.

Estimating a Binomial Proportion with Bayes Estimated Imputed Conditional Means

  • Shin, Min-Woong;Lee, Sang-Eun
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.63-73
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    • 2002
  • The one of analytic imputation technique involving conditional means was mentioned by Schafer and Schenker(2000). And their derivations are based on asymptotic expansions of point estimator and their associated variance estimator, and the result of imputation can be thought of as first-order approximations to the estimators. Specially in this paper, we are presenting the method of estimating a Binomial proportion with Bayesian approach of imputed conditional means. That is, instead of using maximum likelihood(ML) estimator to estimate a Binomial proportion, in general, we use the Bayesian estimators and will show the result of estimated Imputed conditional means.

A Covariate-adjusted Logrank Test for Paired Survival Data

  • Jeong, Gyu-Jin
    • Communications for Statistical Applications and Methods
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    • 제9권2호
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    • pp.533-542
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    • 2002
  • In this paper, a covariate adjusted logrank test is considered for censored paired data under the Cox proportional hazard model. The proposed score test resembles the adjusted logrank test of Tsiatis, Rosner and Tritchler (1985), which is derived from the partial likelihood. The dependence structure for paired data is accommodated into the test statistic by using' sum of square type' variance estimators. Several weight functions are also considered, which produce a class of covariate adjusted weighted logrank tests. Asymptotic normality of the proposed test is established and simulation studies with moderate sample size show the proposed test works well, particularly when there are dependence structure between treatment and covariates.

열화가 Wiener process를 따르는 경우의 비용을 고려한 가속열화시험 계획 (Optimal Design of Accelerated Degradation Tests under the Constraint of Total Experimental Cost in the Case that the Degradation Characteristic Follows a Wiener Process)

  • 임헌상
    • 품질경영학회지
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    • 제40권2호
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    • pp.117-125
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    • 2012
  • For the highly reliable products, an accelerated degradation test (ADT) is a useful tool which has been employed in industry to obtain reliability-related information within an affordable amount of time and cost. In an ADT, as all other reliability tests, it is important to carefully design the ADT beforehand to obtain estimates of the quantities of interest as precisely as possible. In this paper, optimal ADTs are developed assuming that the constant-stress loading method is employed and the degradation characteristic follows a Wiener process. Under the constraint that the total cost does not exceed a pre-specified budget, the stress levels, the number of test units allocated to each stress level and the number of measurement (termination time) are determined such that the asymptotic variance of the maximum likelihood estimator of the q-th quantile of the lifetime distribution at the use condition is minimized.

Estimation on the Generalized Half Logistic Distribution under Type-II Hybrid Censoring

  • Seo, Jung-In;Kim, Yongku;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • 제20권1호
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    • pp.63-75
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    • 2013
  • In this paper, we derive maximum likelihood estimators (MLEs) and approximate maximum likelihood estimators (AMLEs) of unknown parameters in a generalized half logistic distribution under Type-II hybrid censoring. We also obtain approximate confidence intervals using asymptotic variance and covariance matrices based on the MLEs and the AMLEs. As an illustration, we examine the validity of the proposed estimation using real data. Finally, we compare the proposed estimators in the sense of the mean squared error (MSE), bias, and length of the approximate confidence interval through a Monte Carlo simulation for various censoring schemes.

열화특성치가 와이블분포를 따르는 경우 두 가지 스트레스 변수를 고려한 가속열화시험의 최적 설계 (Optimal Design of Accelerated Degradation Tests with Two Stress Variables in the Case that the Degradation Characteristic Follows Weibull Distribution)

  • 임헌상;김용수
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제13권2호
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    • pp.87-98
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    • 2013
  • Accelerated degradation tests (ADTs) measuring failure-related degradation characteristic at the accelerated condition are widely used to assess the reliability of highly reliable products. Often, however, little degradation could be observed even in single-stress ADTs due to the high reliability of test unit, and as a result poor estimate of the reliability may be obtained. ADTs with multiple stress variables can be employed to overcome such difficulties. In this paper, optimal ADT plans with two stress variables are developed assuming that the degradation characteristic follows Weibull distribution by determining the stress levels, the proportion of test units allocated to each stress level such that the asymptotic variance of the maximum likelihood estimator of the q-th quantile of the lifetime distribution at the use condition is minimized.

수명의 양쪽규격을 고려한 정수중단 ALT 샘플링검사 계획 (A Failure-Censored Accelerated Life Test Sampling Plan with Both Life Specification Limits)

  • 류근중;강창욱
    • 산업경영시스템학회지
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    • 제21권45호
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    • pp.319-328
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    • 1998
  • In this paper, the design of ALT(Accelerated Life Test) requires a sampling plan based on failure-censored(Type II censored) ALT with lognormal life distribution. Specially the environmental effect of products has been emphasized, so we considered the upper life limit as well as lower life limit in the ALT sampling plan. The optimal plan with a high stress and a low stress is used as test plan, and the total sample size for test and lot acceptability constant which minimize an asymptotic variance of maximum likelihood estimator of assumed model parameters and satisfy the given producer's risk and customer's risk are drawn out. These values can be acquired by means of the computer program that we coded for resolving the difficulty and complexity of calculation.

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브라운 운동을 따르는 열화현상을 이용한 일정스트레스 가속수명시험의 최적설계 (Optimal Design of Constant Stress Accelerated Life Tests Using Degradation Phenomenon Based on a Brownian Motion)

  • 서순근;김갑석;하천수
    • 품질경영학회지
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    • 제26권1호
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    • pp.74-87
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    • 1998
  • This study considers optimal design of accelerated life tests under constant stress using that the first passage time to cross a critical boundary through amount of accumulated degradation has an inverse Gaussian distribution when the degradation process follows to a Brownian motion with positive drift of log linear function of stress. Optimum plans for Type I censoring are derived by minimizing the asymptotic variance of estimated quantiles at the use stress. Sensitivity analyses are also conducted to see how sensitive the optimality criterion is with respect to the uncertainties involved in the guessed values.

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