• Title/Summary/Keyword: Type I censoring

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Comparison of Parameter Estimation for Weibull Distribution

  • Wang, Fu-Kwun;J. Bert Keats;B. Y. Leu
    • International Journal of Reliability and Applications
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    • v.4 no.1
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    • pp.41-50
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    • 2003
  • This paper represents the first comprehensive comparison of the Newton-Raphson's method and Simple Iterative Procedure (SIP) in the maximum likelihood estimation of the two-parameter Weibull distribution. Computer simulation is employed to compare these two methods for multiply censored, singly censored data (Type I or Type Ⅱ censoring) and complete data. Results indicate the Newton-Raphson's with the Menon's estimated value, as an initial point remains the effective iterative procedure for estimating the parameters.

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Survival analysis of spinal muscular atrophy type I

  • Park, Hyun-Bin;Lee, Soon-Min;Lee, Jin-Sung;Park, Min-Soo;Park, Kook-In;NamGung, Ran;Lee, Chul
    • Clinical and Experimental Pediatrics
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    • v.53 no.11
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    • pp.965-970
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    • 2010
  • Purpose: The life expectancy of patients with spinal muscular atrophy (SMA) type I is generally considered to be less than 2 years. Recently, with the introduction of proactive treatments, a longer survival and an improved survival rate have been reported. In this study, we analyzed the natural courses and survival statistics of SMA type I patients and compared the clinical characteristics of the patients based on their survival periods. Methods: We reviewed the medical records of 14 pediatric patients diagnosed with SMA type I during a 9-year period. We examined the demographic and clinical characteristics of these patients, calculated their survival probabilities, and plotted survival curves as on the censoring date, January 1, 2010. We also compared the characteristics of the patients who died before the age of 24 months (early-death, ED group) and those who survived for 24 months or longer (long-survival, LS group). Results: The mean survival time was $22.8{\pm}2.0$ months. The survival probabilities at 6 months, 12 months, 18 months, 24 months, and 30 months were 92.9%, 92.9%, 76.0%, 76.0%, and 65.1%, respectively. Birth weight was the only factor that showed a statistically significant difference between the ED and LS groups ($P$=0.048). Conclusion: In this study, the survival probabilities at 2 years were far greater than expected. Because of the limited number of patients and information in this study, the contribution of improved supportive care on longer survival could not be clarified; this may be elucidated in larger cohort studies.

A binomial CUSUM chart for monitoring type I right-censored Weibull lifetimes (제1형의 우측중도절단된 와이블 수명자료를 관리하는 이항 누적합 관리도)

  • Choi, Min-jae;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.823-833
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    • 2016
  • The lifetime is a key characteristic of product quality. It is best to obtain the lifetime data of all samples, but they are often censored due to time or expense limitations. In this paper, we propose a binomial cumulative sum (CUSUM) chart to monitor the mean of type I right-censored Weibull lifetime data, for a xed value of the Weibull shape parameter. We compare the performance of the proposed binomial CUSUM chart with CUSUM charts studied previously using the steady-state average run length (ARL). The results show that the performance of the binomial CUSUM chart is better when the censoring rate is high and/or the sample size is small.

Optimum time-censored ramp soak-stress ALT plan for the Burr type XII distribution

  • Srivastava, P.W.;Gupta, T.
    • International Journal of Reliability and Applications
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    • v.15 no.2
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    • pp.125-150
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    • 2014
  • Accelerated life tests (ALTs) are extensively used to determine the reliability of a product in a short period of time. Test units are subject to elevated stresses which yield quick failures. ALT can be carried out using constant-stress, step-stress, progressive-stress, cyclic-stress or random-stress loading and their various combinations. An ALT with linearly increasing stress is ramp-stress test. Much of the previous work on planning ALTs has focused on constant-stress, step-stress, ramp-stress schemes and their various combinations where the stress is generally increased. This paper presents an optimal design of ramp soak-stress ALT model which is based on the principle of Thermal cycling. Thermal cycling involves applying high and low temperatures repeatedly over time. The optimal plan consists in finding out relevant experimental variables, namely, stress rates and stress rate change points, by minimizing variance of reliability function with pre-specified mission time under normal operating conditions. The Burr type XII life distribution and time-censored data have been used for the purpose. Burr type XII life distribution has been found appropriate for accelerated life testing experiments. The method developed has been explained using a numerical example and sensitivity analysis carried out.

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Design of Step-Stress Accelerated Life Tests for Weibull Distributions with a Nonconstant Shape Parameter

  • Kim, C. M.;D. S. Bai
    • Journal of the Korean Statistical Society
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    • v.28 no.4
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    • pp.415-433
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    • 1999
  • This paper considers the design of step-stress accelerated life tests for the Weibull distribution with a nonconstant shape parameter under Type I censoring. It is assumed that scale and shape parameters are log-linear functions of (possibly transformed) stress and that a cumulative exposure model holds for the effect of changing stress. The asymptotic variance of the maximum likelihood estimator of a stated quantile at design stress is used as an optimality criterion. The optimum three step-stress plans are presented for selected values of design parameters and the effects of errors in pre- estimates of the design parameters are investigated.

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Design of Optimal Accelerated Life Tests for the Exponential Failure Distribution under Intermittent Inspection (지수고장분포(指數故障分布) 및 단속검사하(斷續檢査下)의 최적(最適) 가속수명시험(加速壽命侍險)의 설계(設計))

  • Seo, Sun-Keun;Choi, Jong-Deuk
    • Journal of Korean Institute of Industrial Engineers
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    • v.17 no.1
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    • pp.95-108
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    • 1991
  • For the case where the lifetime at a constant stress level has exponential distribution, optimal accelerated life test plans are developed under the assumptions of intermittent inspection and Type I censoring. In a optimal plan, the low and high stress levels, the proportion of test units allocated and the inspection times at each stress are determined such that the asymptotic variance of the maximum likelihood estimator of logarithmic transformed mean at the use condition is minimized. In addition to the optimal plan in which numerical technique to solve the set of nonlinear equations must be employed to determine inspection times at each stress level, we also propose another plans which employ equally-spaced or equal probability inspection schemes at two overstress levels of corresponding optimal one. For both optimal and proposed plans, computational results indicate that the asymptotic variance of the estimated mean at the use stress is insensitive to number of inspections at overstress levels for the range of parameter values considered.

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와이불 분포에 대한 최대 시험 스트레스를 최소화하기 위한 최적가속수명시험 설계

  • 배석주;강창욱
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1995.04a
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    • pp.678-681
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    • 1995
  • 가속수명시험은 매우 신뢰성이 높은 제품의 수명분포에 대한 정보를 빨리 얻기 위해 사용된다. 이때, 빠른 시간안에 정보를 얻기 위해 제품의 사용조건보다 높은 스트레스 즉 온도, 압력, 전압, 진동등을 사용하여 시험을 하게 되는데 최대 시험 스트레스는 미리 실험자에 의해 선택되게 된다. 그러나 주어진 최대 시험 스트레스가 스트레스의 한계범위를 벗어나는 경우에는 사용조건과 다른 고장구조가 발생할 수 있고, 이로 인하여 편의가 큰 신뢰수명의 추정치를 얻을 수 있다. 기존의 논문에서는 실험자의 경험 또는 사전시험을 통해 미리 설정된 최대 시험 스트레스하에서 제품수명의 표준편차를 최소화하기 위한 최적가속수명시험 설계방법을 제시하였다. 그러나 본 논문에서는 와이불 분포에서 1) 사용조건에서의 수명추정치의 분산 .leq. k, 2) 스트레스의 범위를 벗어나지 않는 최대 시험 스트레스의 최소값을 구하는 설계방법을 제시하고, 또한 구한 스트레스에서의 수명 및 최소 시험 스트레스에서 시험되어야 할 제품의 수를 추정한다. 이때, 사용전압에서의 수명을 계산하기 위하여 inverse power law 모형을 도입하였으며, type I censoring 방법을 사용하여 수명 데이타들은 모든 제품이 고장나기 전에 분석될 수 있도록 하였다.

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Design of Accelerated Life Tests and Small Sample Study under Continuous and Intermittent Inspections for Lognormal Failure Distribution (수명이 대수정규분포를 따를 때 연속 및 간헐적 검사하에서 가속수명시험의 설계와 소표본 연구)

  • Seo, Sun-Keun;Chung, Won-Kee
    • Journal of Korean Institute of Industrial Engineers
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    • v.23 no.1
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    • pp.177-196
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    • 1997
  • In this paper, statistically optimal accelerated life test(ALT) plans considering statistical efficiency only and new compromise ALT plans to sacrifice some statistical efficiency in return for improved overall properties including estimobility probability and robustness for the model assumptions are developed under the assumptions of constant stress, intermittent inspection, Type I censoring and lognormal failure distribution which has been one of the popular choices of failure distributions in the extensive engineering applications of ALT. Computational experiments are conducted to compare with four ALT plans including two proposed ones under continuous and intermittent inspections over a range of parameter values in terms of asymptotic variance, sensitivities for guessed input values, and proportion of estimable samples, etc. The small and moderate sample properties for the proposed ALT plans designed under asymptotic criterion are also investigated by Monte Carlo simulation.

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Development of Optimal Accelerated Life Test Plans for Weibull Distribution Under Intermittent Inspection

  • Seo, Sun-Keun
    • Journal of Korean Society for Quality Management
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    • v.17 no.1
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    • pp.89-106
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    • 1989
  • For Weibull distributed lifetimes, this paper presents asymptotically optimal accelerated life test plans for practical applications under intermittent inspection and type-I censoring. Computational results show that the asymptotic variance of a low quantile at the design stress as optimal criterion is insensitive to the number of inspections at overstress levels. Sensitivity analyses indicate that optimal plans are robust enough to moderate departures of estimated failure probabilities at the design and high stresses as input parameters to plan accelerated life tests from their true values. Monte Carlo simulation for small sample study on optimal accelerated life test plans developed by the asymptotic maximum likelihood theory is conducted. Simulation results suggest that optimal plans are satisfactory for sample size in practice.

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Design of ramp-stress accelerated life test plans for a parallel system with two independent components using masked data

  • Srivastava, P.W.;Savita, Savita
    • International Journal of Reliability and Applications
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    • v.18 no.2
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    • pp.45-63
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    • 2017
  • In this paper, we have formulated optimum Accelerated Life Test (ALT) plan for a parallel system with two independent components using masked data with ramp-stress loading scheme and Type-I censoring. Consider a system of two independent and non-identical components connected in parallel. Such a system fails whenever all of its components has failed. The exact component that causes the system to fail is often unknown due to cost and time constraint. For each parallel system at test, we observe its system's failure time and a set of component that includes the component actually causing the system to fail. The stress-life relationship is modelled using inverse power law, and cumulative exposure model is assumed to model the effect of changing stress. The optimal plan consists in finding out the optimum stress rate using D-optimality criterion. The method developed has been explained using a numerical example and sensitivity analysis carried out.

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