• Title/Summary/Keyword: Type I censoring

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Information Loss from Type I versus Type II Censoring

  • Lim, Jo-Han;Song, Hyun-Seok;Lee, Sung-Im
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.441-448
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    • 2006
  • If the completely observed data are assumed to have full information, the censoring causes the loss of information. Previous studies have introduced the indices of information loss via measuring relative changes between the data with censoring and without censoring. In this paper, the comparisons are made for the information loss between type I and type II censoring in two sample problems.

Estimation for the Rayleigh distribution based on Type I hybrid censored sample

  • Kwon, Byongwon;Lee, Kyeongjun;Cho, Youngseuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.431-438
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    • 2014
  • Type I hybrid censoring scheme is the combination of the Type I and Type II censoring scheme introduced by Epstein (1954). Epstein considered a hybrid censoring sampling scheme in which the life testing experiment is terminated at a random time $T^*$ which is the time that happens rst among the following two; time of the kth unit is observed or time of the experiment length set in advance. The likelihood function of this scheme from the Rayleigh distribution cannot be solved in a explicit solution and thus we approximate the function by the Taylor series expansion. In this process, we propose four dierent methods of expansion skill.

Parameter estimation for exponential distribution under progressive type I interval censoring (지수 분포를 따르는 점진 제1종 구간 중도절단표본에서 모수 추정)

  • Shin, Hye-Jung;Lee, Kwang-Ho;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.927-934
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    • 2010
  • In this paper, we introduce a method of parameter estimation of progressive Type I interval censored sample and progressive type II censored sample. We propose a new parameter estimation method, that is converting the data which obtained by progressive type I interval censored, those data be used to estimate of the parameter in progressive type II censored sample. We used exponential distribution with unknown scale parameter, the maximum likelihood estimator of the parameter calculates from the two methods. A simulation is conducted to compare two kinds of methods, it is found that the proposed method obtains a better estimate than progressive Type I interval censoring method in terms of mean square error.

Estimation for the generalized exponential distribution under progressive type I interval censoring (일반화 지수분포를 따르는 제 1종 구간 중도절단표본에서 모수 추정)

  • Cho, Youngseukm;Lee, Changsoo;Shin, Hyejung
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1309-1317
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    • 2013
  • There are various parameter estimation methods for the generalized exponential distribution under progressive type I interval censoring. Chen and Lio (2010) studied the parameter estimation method by the maximum likelihood estimation method, mid-point approximation method, expectation maximization algorithm and methods of moments. Among those, mid-point approximation method has the smallest mean square error in the generalized exponential distribution under progressive type I interval censoring. However, this method is difficult to derive closed form of solution for the parameter estimation using by maximum likelihood estimation method. In this paper, we propose two type of approximate maximum likelihood estimate to solve that problem. The simulation results show the obtained estimators have good performance in the sense of the mean square error. And proposed method derive closed form of solution for the parameter estimation from the generalized exponential distribution under progressive type I interval censoring.

Estimation for the extreme value distribution under progressive Type-I interval censoring

  • Nam, Sol-Ji;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.643-653
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    • 2014
  • In this paper, we propose some estimators for the extreme value distribution based on the interval method and mid-point approximation method from the progressive Type-I interval censored sample. Because log-likelihood function is a non-linear function, we use a Taylor series expansion to derive approximate likelihood equations. We compare the proposed estimators in terms of the mean squared error by using the Monte Carlo simulation.

Estimation of Failure Rate and Acceleration Factor in Accelerated Life Testing under Type-I Censoring (정시중단 가속수명시험에서 고장률과 가속계수의 추정)

  • Kong, Myung Bock;Park, Il Gwang
    • Journal of Korean Institute of Industrial Engineers
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    • v.29 no.2
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    • pp.145-149
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    • 2003
  • We consider the estimation of failure rate and acceleration factor under type-I censoring without using acceleration model when testing is conducted in only one highly accelerated condition. Failure times of an item are assumed to be exponentially distributed. It is also assumed that the uncertainty about the acceleration factor, the failure time contraction ratio between accelerated condition and use condition, can be modeled by the uniform or gamma prior distribution of appropriate parameters. We respectively use Bayes and maximum likelihood approaches to estimate acceleration factor and failure rate in the use condition. An example is given to show how the method can be applied.

Estimation of the exponentiated half-logistic distribution based on multiply Type-I hybrid censoring

  • Jeon, Young Eun;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.27 no.1
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    • pp.47-64
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    • 2020
  • In this paper, we derive some estimators of the scale parameter of the exponentiated half-logistic distribution based on the multiply Type-I hybrid censoring scheme. We assume that the shape parameter λ is known. We obtain the maximum likelihood estimator of the scale parameter σ. The scale parameter is estimated by approximating the given likelihood function using two different Taylor series expansions since the likelihood equation is not explicitly solved. We also obtain Bayes estimators using prior distribution. To obtain the Bayes estimators, we use the squared error loss function and general entropy loss function (shape parameter q = -0.5, 1.0). We also derive interval estimation such as the asymptotic confidence interval, the credible interval, and the highest posterior density interval. Finally, we compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation. The average length of 95% intervals and the corresponding coverage probability are also obtained.

A Comparison of Estimation Methods for Weibull Distribution and Type I Censoring (와이블 분포와 정시중단 하에서의 MLE와 LSE의 정확도 비교)

  • Kim, Seong-Il;Park, Min-Yong;Park, Jung-Won
    • Journal of Korean Society for Quality Management
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    • v.38 no.4
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    • pp.480-490
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    • 2010
  • In this paper, two estimation methods(least square estimation and maximum likelihood estimation) were compared for Weibull distribution and Type I censoring. Data obtained by Monte Carlo simulation were analyzed using two estimation methods and analysis results were compared by MSE(Mean Squared Error). Comparison results show that maximum likelihood estimator is better for censored data and complete data with more than 30 samples and least square estimator is better for small size complete data(less than and equal to 20 samples).

Bayesian and maximum likelihood estimation of entropy of the inverse Weibull distribution under generalized type I progressive hybrid censoring

  • Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.469-486
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    • 2020
  • Entropy is an important term in statistical mechanics that was originally defined in the second law of thermodynamics. In this paper, we consider the maximum likelihood estimation (MLE), maximum product spacings estimation (MPSE) and Bayesian estimation of the entropy of an inverse Weibull distribution (InW) under a generalized type I progressive hybrid censoring scheme (GePH). The MLE and MPSE of the entropy cannot be obtained in closed form; therefore, we propose using the Newton-Raphson algorithm to solve it. Further, the Bayesian estimators for the entropy of InW based on squared error loss function (SqL), precautionary loss function (PrL), general entropy loss function (GeL) and linex loss function (LiL) are derived. In addition, we derive the Lindley's approximate method (LiA) of the Bayesian estimates. Monte Carlo simulations are conducted to compare the results among MLE, MPSE, and Bayesian estimators. A real data set based on the GePH is also analyzed 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.