• Title/Summary/Keyword: Exponential estimator

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Change-Point Estimation and Bootstrap Confidence Regions in Weibull Distribution

  • Jeong, Kwang-Mo
    • Journal of the Korean Statistical Society
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    • v.28 no.3
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    • pp.359-370
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    • 1999
  • We considered a change-point hazard rate model generalizing constant hazard rate model. This type of model is very popular in the sense that the Weibull and exponential distributions formulating survival time data are the special cases of it. Maximum likelihood estimation and the asymptotic properties such as the consistency and its limiting distribution of the change-point estimator were discussed. A parametric bootstrap method for finding confidence intervals of the unknown change-point was also suggested and the proposed method is explained through a practical example.

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Estimation of P(X

  • Kil Ho Cho;Jang Sik Cho;Young Joon Cha;Jae Man Lee
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.253-261
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    • 1996
  • In this paper, we derive the maximum likelihood estimator of P=P(X

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Comparative studies for Bayes Reliability Estimators of Standby System with Imperfect Switch

  • Lee, Changsoo;Chang, Chuseock
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.525-531
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    • 2000
  • Bayes estimators for reliability of a two-unit hot standby system with the imperfect switch based upon a complete sample of failure times observed from exponential distributions under squared error loss and some priors for failure rates are proposed, and mean squared errors of proposed several Bayes estimators for the system reliability are compared unmerically each other through the Monte Carlo simulation.

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Change-point Estimators Using Rank Average in Location Change Model

  • Kim, Jeahee;Jang, Heeyoon
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.467-478
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    • 1999
  • This paper deals with the problem of change-point estimation where there is one level change in location with iid errors. A change-point estimator using rank average is proposed with the proof of its consistency. A comparison study of various change-point estimators is done by simulation on the mean the proportion and the variance when the errors are from the normal and the double exponential distributions.

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Optimal Plan for Fully Accelerated Life Tests with Three-Step Stress Under Type I Censoring

  • Moon, Kyoung-Ae;Shin, Im-Hee
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.295-299
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    • 1996
  • In this paper, optimal change times are determined for fully three-step stress accelerated life tests, which minimize the asymptotic variance for maximum likelihood estimator of logarithm of the failure rate at the usual condition and exponential distribution is given for life time data.

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Bayesian Reliability Estimation for a Two-unit Hot Standby System

  • Kim, Hee-Jae;Moon, Young-Gil;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.31-39
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    • 1997
  • we shall propose some Bayes estimators and some generalized maximum likelihood estimators for reliability of a two-unit hot standby system with perfect switch based upon a complete sample of failure times observed from the exponential model and compare the peformances of the proposed estimators in terms of mean squared error.

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Effect of Departures from Independence for a System

  • Park, Byung-Gu;Jeong, Cheol-Hyun
    • Journal of Korean Society for Quality Management
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    • v.19 no.1
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    • pp.28-42
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    • 1991
  • For a series or parallel system, though the component lifetimes have the absolutely continuous bivariate exponential distributions(ACBVE) by Block and Basu(1974), the common assumption that the component lifetimes are independent is used. The purpose of this paper, in this case, is to investigate the magnitude of the error caused by erroneous assumption, using the measure proposed by Klein and Moeschberger(1986). Estimation of the measure is conducted by maximum likelihood estimator(MLE) and those estimators are compared with corresponding jackknifed MLE through the Monte Carlo study.

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Minimum Mean Squared Error Accelerated Life Test Plans for Exponential Lifetime Distribution

  • Joong Yang Park
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.13-19
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    • 1995
  • This paper considers model robust accelerated life test plans for estimating the logmean or percentile of product lige which is exponentially distributed. A linear relationship between the log mean life and the stress is assumed as usual, while the true relationship is quadratic. Optimum plans are then obtained by minimizing asymptotic mean squared error of maximum likelihood estimator of the log mean life.

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Bayesian Reliability Estimation of Two-Unit Rot Standby System

  • Lee, Chang-Soo;Kim, Hee-Jae;Moon, Yeung-Gil;Lee, Jang-Choon
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.1
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    • pp.89-94
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    • 1998
  • We shall propose several Bayes estimators for reliability of a two-unit hot standby system with the imperfect switch based upon a complete sample of failure times observed from an exponential distribution, and the proposed reliability Bayesian estimators are compared numerically each other in sense of mean squared error.

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The Study for NHPP Software Reliability Growth Model based on Exponentiated Exponential Distribution (지수화 지수 분포에 의존한 NHPP 소프트웨어 신뢰성장 모형에 관한 연구)

  • Kim, Hee-Cheul
    • Journal of the Korea Society of Computer and Information
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    • v.11 no.5 s.43
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    • pp.9-18
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    • 2006
  • Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the exponentiated exponential distribution reliability model, which maked out efficiency substituted for gamma and Weibull model(2 parameter shape illustrated by Gupta and Kundu(2001) Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE, AIC statistics and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using NTDS data set for the sake of proposing shape parameter of the exponentiated exponential distribution was employed. This analysis of failure data compared with the exponentiated exponential distribution model and the existing model (using arithmetic and Laplace trend tests, bias tests) is presented.

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