• Title/Summary/Keyword: Censoring distribution

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Estimation for the Half Logistic Distribution under Progressive Type-II Censoring

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.815-823
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    • 2008
  • In this paper, we derive the approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator of the scale parameter in a half-logistic distribution based on progressive Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimators of the reliability function using the proposed estimators. We compare the proposed estimators in the sense of the mean squared error.

Estimation of entropy of the inverse weibull distribution under generalized progressive hybrid censored data

  • Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.3
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    • pp.659-668
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    • 2017
  • The inverse Weibull distribution (IWD) can be readily applied to a wide range of situations including applications in medicines, reliability and ecology. It is generally known that the lifetimes of test items may not be recorded exactly. In this paper, therefore, we consider the maximum likelihood estimation (MLE) and Bayes estimation of the entropy of a IWD under generalized progressive hybrid censoring (GPHC) scheme. It is observed that the MLE of the entropy cannot be obtained in closed form, so we have to solve two non-linear equations simultaneously. Further, the Bayes estimators for the entropy of IWD based on squared error loss function (SELF), precautionary loss function (PLF), and linex loss function (LLF) are derived. Since the Bayes estimators cannot be obtained in closed form, we derive the Bayes estimates by revoking the Tierney and Kadane approximate method. We carried out Monte Carlo simulations to compare the classical and Bayes estimators. In addition, two real data sets based on GPHC scheme have been also analysed for illustrative purposes.

Estimation of the exponential distribution based on multiply Type I hybrid censored sample

  • Lee, Kyeongjun;Sun, Hokeun;Cho, Youngseuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.633-641
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    • 2014
  • The exponential distibution is one of the most popular distributions in analyzing the lifetime data. In this paper, we propose multiply Type I hybrid censoring. And this paper presents the statistical inference on the scale parameter for the exponential distribution when samples are multiply Type I hybrid censoring. The scale parameter is estimated by approximate maximum likelihood estimation methods using two different Taylor series expansion types ($AMLE_I$, $AMLE_{II}$). We also obtain the maximum likelihood estimator (MLE) of the scale parameter ${\sigma}$ under the proposed multiply Type I hybrid censored samples. We compare the estimators in the sense of the root mean square error (RMSE). The simulation procedure is repeated 10,000 times for the sample size n=20 and 40 and various censored schemes. The $AMLE_{II}$ is better than $AMLE_I$ in the sense of the RMSE.

Estimation on a two-parameter Rayleigh distribution under the progressive Type-II censoring scheme: comparative study

  • Seo, Jung-In;Seo, Byeong-Gyu;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.91-102
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    • 2019
  • In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

Bayesian and maximum likelihood estimations from exponentiated log-logistic distribution based on progressive type-II censoring under balanced loss functions

  • Chung, Younshik;Oh, Yeongju
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.425-445
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    • 2021
  • A generalization of the log-logistic (LL) distribution called exponentiated log-logistic (ELL) distribution on lines of exponentiated Weibull distribution is considered. In this paper, based on progressive type-II censored samples, we have derived the maximum likelihood estimators and Bayes estimators for three parameters, the survival function and hazard function of the ELL distribution. Then, under the balanced squared error loss (BSEL) and the balanced linex loss (BLEL) functions, their corresponding Bayes estimators are obtained using Lindley's approximation (see Jung and Chung, 2018; Lindley, 1980), Tierney-Kadane approximation (see Tierney and Kadane, 1986) and Markov Chain Monte Carlo methods (see Hastings, 1970; Gelfand and Smith, 1990). Here, to check the convergence of MCMC chains, the Gelman and Rubin diagnostic (see Gelman and Rubin, 1992; Brooks and Gelman, 1997) was used. On the basis of their risks, the performances of their Bayes estimators are compared with maximum likelihood estimators in the simulation studies. In this paper, research supports the conclusion that ELL distribution is an efficient distribution to modeling data in the analysis of survival data. On top of that, Bayes estimators under various loss functions are useful for many estimation problems.

Accelerated Life Test Plans Based on Small Sample Property

  • Yun, Won Young
    • Journal of Korean Society for Quality Management
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    • v.23 no.1
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    • pp.41-49
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    • 1995
  • This paper suggests optimal accelerated constant stress life tests in Exponential distribution. The relationship between the log-mean life and the loaded stress is assumed to be linear. Optimal plans considering mean square errors of maximum likelihood estimators of the log mean life and test costs are obtained. We consider accelerated life tests with two stress levels, and as data types, failure censoring( type II) and time censoring(type I) data are used. We propose the procedure to obtain the optimal plans for each case. Some examples are also included.

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Nonparametric Bayesian Estimation for the Exponential Lifetime Data under the Type II Censoring

  • Lee, Woo-Dong;Kim, Dal-Ho;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.417-426
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    • 2001
  • This paper addresses the nonparametric Bayesian estimation for the exponential populations under type II censoring. The Dirichlet process prior is used to provide nonparametric Bayesian estimates of parameters of exponential populations. In the past, there have been computational difficulties with nonparametric Bayesian problems. This paper solves these difficulties by a Gibbs sampler algorithm. This procedure is applied to a real example and is compared with a classical estimator.

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Design of a Life Test Sampling Plan Based on the Cost Model

  • Kwon, Young-Il
    • International Journal of Reliability and Applications
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    • v.6 no.1
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    • pp.31-39
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    • 2005
  • An economic life test sampling plan for products with exponential lifetime distribution is developed. To reduce test time, a test plan with curtailed Type II censoring is considered. A cost model is constructed which involves three cost components; test cost, accept cost, and reject cost. Determination of optimal plan minimizing the expected average cost per lot is discussed with a constraint related to consumer's risk. Some numerical examples are provided.

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Optimal Designs for Constant Stress Partially Accelerated Life Tests under Type I Censoring

  • Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
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    • v.6 no.2
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    • pp.77-83
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    • 1995
  • The inferences on a series system under the usual condition using data from constant stress partially accelerated life tests and type I censoring is studied. Two optimal designs to determine the sample proportion allocated each stress level model are also presented, which minimize the sum of the generalized asymptotic variances of maximum likelihood estimators of the failure rate and the acceleration factors and the sum of the asymptotic variances of maximum likelihood estimators of the acceleration factors for each component. Each component of a system is assumed to follow an exponenial distribution.

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