• 응용통계연구
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• 제30권5호
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• pp.647-663
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• 2017

와이블 분포는 제품의 물리적 특성을 잘 반영하고 고장률이 증가하거나 감소하는 경우 모두를 나타낼 수 있기 때문에 재품의 수명을 모델링할 때 가장 많이 사용되는 분포이다. 일반적으로 수명시험에서 표본의 모든 제품의 수명이 측정될 때까지 시험을 진행하는 것이 원칙이지만 여러 가지 시간적 또는 비용적인 제약으로 인해 시험을 중도절단 하는 경우가 빈번하게 발생한다. 이 논문에서는 제품의 수명 데이터가 와이블 분포를 따르고 제1형 우측중도절단된 경우 척도모수의 변화를 탐지하는 Weibull generalized likelihood ratio (GLR) 관리도 절차를 제안하였다. 모의실험을 실시하여 제안한 GLR 관리도와 기존에 제안된 두 가지 CUSUM 관리도의 성능을 average run length (ARL)을 이용하여 비교하였다. 그 결과 이 논문에서 제안한 GLR 관리도는 형상모수와 표본의 크기가 크고 중도절단율이 아주 높지 않은 경우 척도모수의 다양한 변화를 탐지하는데 효율적임을 알 수 있었다.

• Communications for Statistical Applications and Methods
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• 제25권5호
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• pp.523-544
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• 2018

Bivariate distributions play a fundamental role in survival and reliability studies. We consider a regression model for bivariate survival times under right-censored based on the bivariate Kumaraswamy Weibull (Cordeiro et al., Journal of the Franklin Institute, 347, 1399-1429, 2010) distribution to model the dependence of bivariate survival data. We describe some structural properties of the marginal distributions. The method of maximum likelihood and a Bayesian procedure are adopted to estimate the model parameters. We use diagnostic measures based on the local influence and Bayesian case influence diagnostics to detect influential observations in the new model. We also show that the estimates in the bivariate Kumaraswamy Weibull regression model are robust to deal with the presence of outliers in the data. In addition, we use some measures of goodness-of-fit to evaluate the bivariate Kumaraswamy Weibull regression model. The methodology is illustrated by means of a real lifetime data set for kidney patients.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.783-795
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• 2005

We consider to obtain an estimate of bivariate survival function for the right censored data with the assumption that the two components of censoring vector are independent. The estimate is derived from an ad hoc approach based on the representation of survival function. Then the resulting estimate can be considered as an extension of the Susarla- Van Ryzin estimate to the bivariate data. Also we show the consistency and weak convergence for the proposed estimate. Finally we compare our estimate with Dabrowska's estimate with an example and discuss some properties of our estimate with brief comment on the extension to the multivariate case.

• Nuclear Engineering and Technology
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• 제54권9호
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• pp.3225-3234
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• 2022

Alloy 690 tubing has been shown to be highly resistant to primary water stress corrosion cracking (PWSCC). Nevertheless, predicting the failure by PWSCC in Alloy 690 SG tubes is indispensable. In this work, a Bayesian-based statistical approach is proposed to predict the occurrence of failure by PWSCC in Alloy 690 SG tubing. The prior distributions of the model parameters are developed based on the prior knowledge or information regarding the parameters. Since Alloy 690 is a replacement for Alloy 600, the parameter distributions of Alloy 600 tubing are used to gain prior information about the parameters of Alloy 690 tubing. In addition to estimating the model parameters, analysis of tubing reliability is also performed. Since no PWSCC has been observed in Alloy 690 tubing, only right-censored free-failure life of the tubing are available. Apparently the inference is sensitive to the choice of prior distribution when only right-censored data exist. Thus, one must be careful in choosing the prior distributions for the model parameters. It is found that the use of non-informative prior distribution yields unsatisfactory results, and strongly informative prior distribution will greatly influence the inference, especially when it is considerably optimistic relative to the observed data.

• International Journal of Reliability and Applications
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• 제8권1호
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• pp.27-39
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• 2007

Based on goodness of fit new testing procedures are derived for testing exponentiality against harmonic new renewal better than used in expectation (HNRBUE). For this aging properties, a nonparametric procedure (U-statistic) is proposed. The percentiles of this test statistic are tabulated for sample sizes n=5(1)30(10)50. The Pitman asymptotic efficiency (PAE) of the test is calculated and compared with, the (PAE) of the test for new renewal better than used (NRBU) class of life distribution [see Mahmoud et al (2003)]. The power of this test is also calculated for some commonly used life distributions in reliability. The right censored data case is also studied. Finally, real examples are given to elucidate the use of the proposed test statistic in the reliability analysis.

• International Journal of Reliability and Applications
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• 제7권2호
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• pp.141-153
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• 2006

In this paper, we present the U-Statistic test for testing exponentiality against new renewal better than used (NRBU) based on a goodness of fit approach. Selected critical values are tabulated for sample sizes n=5(1)30(10)50. The asymptotic Pitman relative efficiency relative to (NRBU) test given in the work of Mahmoud et all (2003) is studied. The power estimates of this test for some commonly used life distributions in reliability are also calculated. Some of real examples are given to elucidate the use of the proposed test statistic in the reliability analysis. The problem in case of right censored data is also handled.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.807-818
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• 2005

In this paper we propose an estimation method for regression quantiles with left-truncated and right-censored data. The estimation procedure is based on the weight determined by the Kaplan-Meier estimate of the distribution of the response. We show how the proposed regression quantile estimators perform through analyses of Stanford heart transplant data and AIDS incubation data. We also investigate the effect of censoring on regression quantiles through simulation study.

• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.119-127
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• 1996

In this paper, we derive the Hall-Wellner band and the equal precistion band for survival function based on Hjort when the data are randomly right censored. The bands ate illustrated and compared by applying them to data from a preoperative radiation therapy.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 추계 학술발표회 논문집
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• pp.39-45
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• 2003

Ghosh and Ramamoorthi (1996) studied the posterior consistency for survival models and showed that the posterior was consistent, when the prior on the distribution of survival times was the Dirichlet process prior. In this paper, we study the posterior consistency of survival models with neutral to the right process priors which include Dirichlet process priors. A set of sufficient conditions for the posterior consistency with neutral to the right process priors are given. Interestingly, not all the neutral to the right process priors have consistent posteriors, but most of the popular priors such as Dirichlet processes, beta processes and gamma processes have consistent posteriors. For extended beta processes, a necessary and sufficient condition for the consistency is also established.

• International Journal of Reliability and Applications
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• 제7권2호
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• pp.187-201
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• 2006

In this paper, we derive recurrence relations for the single and product moments of progressively Type-II right censored order statistics from half logistic distribution. Next, we derive the maximum likelihood estimators (MLEs) of the location and scale parameters of the half logistic distribution. In addition, we use the setup proposed by Balakrishnan and Aggarwala (2000) to compute the approximate best linear unbiased estimates (ABLUEs) of the location and scale parameters. Finally, we point out a simulation study to compare between the efficiency of the techniques considered for the estimation.