• 제목/요약/키워드: Mean residual life function

검색결과 36건 처리시간 0.021초

WEAK CONVERGENCE FOR STATIONARY BOOTSTRAP EMPIRICAL PROCESSES OF ASSOCIATED SEQUENCES

  • Hwang, Eunju
    • 대한수학회지
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    • 제58권1호
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    • pp.237-264
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    • 2021
  • In this work the stationary bootstrap of Politis and Romano [27] is applied to the empirical distribution function of stationary and associated random variables. A weak convergence theorem for the stationary bootstrap empirical processes of associated sequences is established with its limiting to a Gaussian process almost surely, conditionally on the stationary observations. The weak convergence result is proved by means of a random central limit theorem on geometrically distributed random block size of the stationary bootstrap procedure. As its statistical applications, stationary bootstrap quantiles and stationary bootstrap mean residual life process are discussed. Our results extend the existing ones of Peligrad [25] who dealt with the weak convergence of non-random blockwise empirical processes of associated sequences as well as of Shao and Yu [35] who obtained the weak convergence of the mean residual life process in reliability theory as an application of the association.

A Different Approach on Availability Modeling of Redundant Structure with Monitoring System

  • Lim, J.H.;Shin, S.W.;Park, D.H.
    • International Journal of Reliability and Applications
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    • 제8권1호
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    • pp.83-94
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    • 2007
  • In this paper, we consider a standby redundant structure with a function of switchover processing which may not be not perfect. The switchover processing is governed by a control module whose failure may cause the failure of the whole system. The parameters measuring such an effect of failure of the control module is included in our reliability model. We compute several reliability measures such as reliability function, failure rate, MTBF, mean residual life function, and the steady state availability. We also compare a single unit structure and the redundant structure with regard to those reliability measures. An example is given to illustrate our results.

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임의중단자료에서의 조건부 평균잔여수명함수 추정 (Estimation of conditional mean residual life function with random censored data)

  • 이원기;송명언;정성화
    • Journal of the Korean Data and Information Science Society
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    • 제22권1호
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    • pp.89-97
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    • 2011
  • 본 연구에서는 Buckley와 James의 방법을 이용하여 중도절단된 자료를 보완한 조건부생존함수 추정량으로부터 조건부평균잔여수명함수를 추정하는 방법을 제안하고, 모의실험을 통하여 제안된 방법의 효율성을 평가하였다. 모의실험 결과 비례위험모형이 아닌 경우 제안된 방법으로 추정한 조건부 평균잔여수명함수의 평균제곱오차가 Cox모형이나 Beran의 비모수적 방법을 이용하여 구한 추정치의 평균제곱오차보다 작게 나타났으며, 비례위험모형인 경우에는 제안된 방법으로 추정한 결과들이 Cox 모형을 이용하여 얻은 결과들과 비슷하게 나타났다. 또한 K대학교병원 외과에서 위암 수술을 받은 1,192명의 환자 자료를 이용하여 제안된 방법의 임상적 적용의 적절성을 평가하였다.

Stochastic Properties of Life Distribution with Increasing Tail Failure Rate and Nonparametric Testing Procedure

  • Lim, Jae-Hak;Park, Dong Ho
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제18권3호
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    • pp.220-228
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    • 2018
  • Purpose: The purpose of this study is to investigate the tail behavior of the life distribution which exhibits an increasing failure rate or other positive aging effects after a certain time point. Methods: We characterize the tail behavior of the life distribution with regard to certain reliability measures such as failure rate, mean residual life and reliability function and derive several stochastic properties regarding such life distributions. Also, utilizing an L-statistic and its asymptotic normality, we propose new nonparametric testing procedures which verify if the life distribution has an increasing tail failure rate. Results: We propose the IFR-Tail (Increasing Failure Rate in Tail), DMRL-Tail (Decreasing Mean Residual Life in Tail) and NBU-Tail (New Better than Used in Tail) classes, all of which represent the tail behavior of the life distribution. And we discuss some stochastic properties of these proposed classes. Also, we develop a new nonparametric test procedure for detecting the IFR-Tail class and discuss its relative efficiency to explore the power of the test. Conclusion: The results of our research could be utilized in the study of wide range of applications including the maintenance and warranty policy of the second-hand system.

임의절단 하에서 신뢰성 자료의 평균잔여수명 추정에 대한 연구 (The Study on the Mean Residual Life Estimation of Reliability Data under Random Censoring)

  • 이미숙
    • 한국산학기술학회논문지
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    • 제11권6호
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    • pp.1997-2003
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    • 2010
  • 평균잔여수명은 공학, 의학, 생존분석, 사회과학 등 많은 분야에서 중요한 역할을 하고 있다. 특히 시스템의 신뢰성연구에서 시스템의 갑작스런 중지는 심각한 문제를 초래하기 때문에, 부품에 대한 평균잔여수명 추정은 매우 중요하다. 그래서 많은 상황변수를 고려한 시뮬레이션 연구가 되어왔다. 본 연구에서는 임의절단(random censoring) 에서 가지 평균잔여수명 추정기법을 소개하고 3가지 와이블 수명분포와 6가지 절단분포의 조합에서 시뮬레이션하였다. 또한 이들의 성과를 편의(bias)와 MSE측면에서 비교 분석하였다.

A NOVEL WEIBULL MARSHALL-OLKIN POWER LOMAX DISTRIBUTION: PROPERTIES AND APPLICATIONS TO MEDICINE AND ENGINEERING

  • ELHAM MORADI;ZAHRA SHOKOOH GHAZANI
    • Journal of applied mathematics & informatics
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    • 제41권6호
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    • pp.1275-1301
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    • 2023
  • This paper introduced the Weibull Marshall-Olkin Power Lomax (WMOPL) distribution. The statistical aspects of the proposed model are presented, such as the quantiles function, moments, mean residual life and mean deviations, variance, skewness, kurtosis, and reliability measures like the residual life function, and stress-strength reliability. The parameters of the new model are estimated using six different methods, and simulation research is illustrated to compare the six estimation methods. In the end, two real data sets show that the Weibull Marshall-Olkin Power Lomax distribution is flexible and suitable for modeling data.

질문지법과 초음파 방광용적진단기를 이용한 여성노인의 배뇨장애연구 -빈뇨, 잔뇨를 중심으로 (Study on Bladder Dysfunction in Elderly Women by the BFLUT Questionnaire and Bladder Scanner: Frequency and Residual Urine)

  • 김증임
    • 여성건강간호학회지
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    • 제17권3호
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    • pp.294-303
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    • 2011
  • Purpose: This study aimed to describe bladder dysfunction in elderly women such as frequency, nocturia, and residual urine. Methods: One hundred elderly women aged 60 and over. The Bristol Female Lower Urinary Symptoms (BFLUT) was used to evaluate the bladder function and to measure the residual urine amount by using a bladder scanner. Data was analyzed with the differences between voiding dysfunction by age group and life habits by t-test, ANOVA and correlation by Pearson correlation coefficient. Results: the mean daytime frequency was 6.8 times and night-time frequency 2.7 times. Sixty three percent of subjects had urgency and 41% had urgent incontinence. Over half of subjects had problem in voiding function. There were significant differences in frequency by age groups and constipation, but not in daytime frequency and residual urine. Lastly, there were significant positive relations between daytime frequency and night-time frequency. Also results indicate that more frequency in daytime equaled to a less residual urine amount. Conclusion: We know many elderly women have lower urinary tract symptoms. Specially women over 75 years have more daytime frequency and night-time frequency. This suggests further research needed in order to understand the relation of voiding patterns and life habits and its influence on quality of life.

임의 절단된 자료의 평균잔여수명 검정에 관한 연구 (A Study on the Test of Mean Residual Life with Random Censored Sample)

  • 김재주;이경원;나명환
    • 품질경영학회지
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    • 제25권3호
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    • pp.11-21
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    • 1997
  • The mean residual life(MRL) function gives the expected remaining life of a item at age t. In particular F is said to be an increasing intially then decreasing MRL(IDMRL) distribution if there exists a turing point $t^*\ge0$ such that m(s)$\le$ m(t) for 0$$\le s$\le$ t $t^*$, m(s)$\ge$ m(t) for $t^*\le$ s$\le$ t. If the preceding inequality is reversed, F is said to be a decreasing initially then increasing MRL(DIMRL) distribution. Hawkins, et al.(1992) proposed test of H0 : F is exponential versus$H_1$: F is IDMRL, and $H_0$ versus $H_1$' : F is DIMRL when turning point is unknown. Their test is based on a complete random sample $X_1$, …, $X_n$ from F. In this paper, we generalized Hawkins-Kochar-Loader test to random censored data.

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A Study on the Trend Change Point of NBUE-property

  • Kim, Dae-Kyung
    • Communications for Statistical Applications and Methods
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    • 제3권2호
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    • pp.275-282
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    • 1996
  • A life distribution F with survival function $\overline{F}$=1-F, finite mean $\mu$ and mean residual life m(t) is said to be NBUE(NWUE) if m(t)$\leq$($\geq$) .$\mu$ for t$\geq$0. This NBUE property can equivalently be characterized by the fact that $\varphi$(u)$\geq$($\leq$)u for 0$\leq$u$\leq$1, where $\varphi$(u) is the scaled total-time-on test transform of F. A generalization of the NBUE properties is that there is a value of p such that $\varphi$(u)\geq.u$ for 0$\leq$u$\leq$p and $\varphi$(u)\leq$$\leq$u$\leq$1, or vice versa. This means that we have a trend change in the NBUE property. In this paper we point out an error of Klefsjo's paper (1988). He erroneously takes advantage of trend change point of failure rate to calculate the empirical test size and power in lognormal distribution. We solves the trend change point of mean residual lifetime and recalculate the empirical test size and power of Klefsjo (1988) in mocensoring case.

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A Vtub-Shaped Hazard Rate Function with Applications to System Safety

  • Pham, Hoang
    • International Journal of Reliability and Applications
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    • 제3권1호
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    • pp.1-16
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    • 2002
  • In reliability engineering, the bathtub-shaped hazard rates play an important role in survival analysis and many other applications as well. For the bathtub-shaped, initially the hazard rate decreases from a relatively high value due to manufacturing defects or infant mortality to a relatively stable middle useful life value and then slowly increases with the onset of old age or wear out. In this paper, we present a new two-parameter lifetime distribution function, called the Loglog distribution, with Vtub-shaped hazard rate function. We illustrate the usefulness of the new Vtub-shaped hazard rate function by evaluating the reliability of several helicopter parts based on the data obtained in the maintenance malfunction information reporting system database collected from October 1995 to September 1999. We develop the S-Plus add-in software tool, called Reliability and Safety Assessment (RSA), to calculate reliability measures include mean time to failure, mean residual function, and confidence Intervals of the two helicopter critical parts. We use the mean squared error to compare relative goodness of fit test of the distribution models include normal, lognormal, and Weibull within the two data sets. This research indicates that the result of the new Vtub-shaped hazard rate function is worth the extra function-complexity for a better relative fit. More application in broader validation of this conclusion is needed using other data sets for reliability modeling in a general industrial setting.

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