• Title/Summary/Keyword: Likelihood Analysis

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Application of the Weibull-Poisson long-term survival model

  • Vigas, Valdemiro Piedade;Mazucheli, Josmar;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.325-337
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    • 2017
  • In this paper, we proposed a new long-term lifetime distribution with four parameters inserted in a risk competitive scenario with decreasing, increasing and unimodal hazard rate functions, namely the Weibull-Poisson long-term distribution. This new distribution arises from a scenario of competitive latent risk, in which the lifetime associated to the particular risk is not observable, and where only the minimum lifetime value among all risks is noticed in a long-term context. However, it can also be used in any other situation as long as it fits the data well. The Weibull-Poisson long-term distribution is presented as a particular case for the new exponential-Poisson long-term distribution and Weibull long-term distribution. The properties of the proposed distribution were discussed, including its probability density, survival and hazard functions and explicit algebraic formulas for its order statistics. Assuming censored data, we considered the maximum likelihood approach for parameter estimation. For different parameter settings, sample sizes, and censoring percentages various simulation studies were performed to study the mean square error of the maximum likelihood estimative, and compare the performance of the model proposed with the particular cases. The selection criteria Akaike information criterion, Bayesian information criterion, and likelihood ratio test were used for the model selection. The relevance of the approach was illustrated on two real datasets of where the new model was compared with its particular cases observing its potential and competitiveness.

Development of a Leading Performance Indicator from Operational Experience and Resilience in a Nuclear Power Plant

  • Nelson, Pamela F.;Martin-Del-Campo, Cecilia;Hallbert, Bruce;Mosleh, Ali
    • Nuclear Engineering and Technology
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    • v.48 no.1
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    • pp.114-128
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    • 2016
  • The development of operational performance indicators is of utmost importance for nuclear power plants, since they measure, track, and trend plant operation. Leading indicators are ideal for reducing the likelihood of consequential events. This paper describes the operational data analysis of the information contained in the Corrective Action Program. The methodology considers human error and organizational factors because of their large contribution to consequential events. The results include a tool developed from the data to be used for the identification, prediction, and reduction of the likelihood of significant consequential events. This tool is based on the resilience curve that was built from the plant's operational data. The stress is described by the number of unresolved condition reports. The strain is represented by the number of preventive maintenance tasks and other periodic work activities (i.e., baseline activities), as well as, closing open corrective actions assigned to different departments to resolve the condition reports (i.e., corrective action workload). Beyond the identified resilience threshold, the stress exceeds the station's ability to operate successfully and there is an increased likelihood that a consequential event will occur. A performance indicator is proposed to reduce the likelihood of consequential events at nuclear power plants.

Influence Measures for a Test Statistic on Independence of Two Random Vectors

  • Jung Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.635-642
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    • 2005
  • In statistical diagnostics a large number of influence measures have been proposed for identifying outliers and influential observations. However it seems to be few accounts of the influence diagnostics on test statistics. We study influence analysis on the likelihood ratio test statistic whether the two sets of variables are uncorrelated with one another or not. The influence of observations is measured using the case-deletion approach, the influence function. We compared the proposed influence measures through two illustrative examples.

Statistical Inference of Some Semi-Markov Reliability Models

  • Alwasel, I.A.
    • International Journal of Reliability and Applications
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    • v.9 no.2
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    • pp.167-182
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    • 2008
  • The objective of this paper is to discuss the stochastic analysis and the statistical inference of a three-states semi-Markov reliability model. Using the maximum likelihood procedure, the parameters included in this model are estimated. Based on the assumption that the lifetime and repair time of the system are gener-alized Weibull random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is derived. Many important special cases are discussed. Finally, the obtained results are compared with those available in the literature.

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A Study on One Factorial Longitudinal Data Analysis with Informative Drop-out

  • Lee, Ki-Hoon
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1053-1065
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    • 2006
  • This paper proposes a method in one-way layouts for longitudinal data with informative drop-out. When dropouts are informative, that is, correlated with unobserved data and/or the previous observed data, the simple imputation methods such as 'last observation carried forward' (LOCF) methods would arise the bias of the testing models. The maximum likelihood procedure combined with a logit model for the drop-out process is proposed to test treatment effects for one factorial designs and compared with LOCF method in two examples.

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Estimation of Parameters in a Generalized Exponential Semi-Markov Reliability Models

  • El-Gohary Awad
    • International Journal of Reliability and Applications
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    • v.6 no.1
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    • pp.13-29
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    • 2005
  • This paper deals with the stochastic analysis of a three-states semi-Markov reliability model. Using both the maximum likelihood and Bayes procedures, the parameters included in this model are estimated. Next, assuming that the lifetime and repair time are generalized exponential random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is discussed. Finally, some of the obtained results are compared with those available in the literature.

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Analytical Fragility Curves for Bridge (교량의 해석적 손상도 곡선)

  • Lee, Jong-Heon
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.3 no.4
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    • pp.155-162
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    • 1999
  • This paper presents a generation of analytical fragility curves for bridge. The analytical fragility curves are constructed on the basis of nonlinear dynamic analysis. Two-parameter lognormal distribution functions are used to represent the fragility curves with the parameters estimated by the maximum likelihood method. To demonstrate the development of analytical fragility curves, two of representative bridges with a precast prestressed continuous deck in the Memphis. Tennessee area are used.

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A generalized model for categorical data from epidemiological studies (질병의 범주적 자료에 대한 통계적 분석모형)

  • 최재성
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.1-15
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    • 1996
  • This paper discusses the effectiveness of an infection rate under a certain disease on an immunity rate by a protective inoculation. A sequence of dependense models concerning the infection rate is derived by defining conditionally nested binary random variables for the analysis of polytomous data with hierarchical response scale. Maximum likelihood estimates based on the marginal log-likelihood functin are obtained numerically in the Nelder and Mead's(1965) simplex method.

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Mixed Effects Kernel Binomial Regression

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1327-1334
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    • 2008
  • Mixed effect binomial regression models are widely used for analysis of correlated count data in which the response is the result of a series of one of two possible disjoint outcomes. In this paper, we consider kernel extensions with nonparametric fixed effects and parametric random effects. The estimation is through the penalized likelihood method based on kernel trick, and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of hyperparameters, cross-validation techniques are employed. Examples illustrating usage and features of the proposed method are provided.

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Influence Analysis of the Liklihood Ratio Test in Multivariate Behrens-Fisher Problem

  • Jung, Kang-Mo;Kim, Myung-Geun
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.939-946
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    • 1999
  • We propose methods for detecting influential observations that have a large influence on the likelihood ratio test statistic for the multivariate Behrens-Fisher problem. For this purpose we derive the influence curve and the derivative influence of the likelihood ratio test statistic. An illustrative example is given to show the effectiveness of the proposed methods on the identification of influential observations.

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