• Title/Summary/Keyword: Type-II censored data

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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.

Bayesian and maximum likelihood estimations from exponentiated log-logistic distribution based on progressive type-II censoring under balanced loss functions

  • Chung, Younshik;Oh, Yeongju
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.425-445
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    • 2021
  • A generalization of the log-logistic (LL) distribution called exponentiated log-logistic (ELL) distribution on lines of exponentiated Weibull distribution is considered. In this paper, based on progressive type-II censored samples, we have derived the maximum likelihood estimators and Bayes estimators for three parameters, the survival function and hazard function of the ELL distribution. Then, under the balanced squared error loss (BSEL) and the balanced linex loss (BLEL) functions, their corresponding Bayes estimators are obtained using Lindley's approximation (see Jung and Chung, 2018; Lindley, 1980), Tierney-Kadane approximation (see Tierney and Kadane, 1986) and Markov Chain Monte Carlo methods (see Hastings, 1970; Gelfand and Smith, 1990). Here, to check the convergence of MCMC chains, the Gelman and Rubin diagnostic (see Gelman and Rubin, 1992; Brooks and Gelman, 1997) was used. On the basis of their risks, the performances of their Bayes estimators are compared with maximum likelihood estimators in the simulation studies. In this paper, research supports the conclusion that ELL distribution is an efficient distribution to modeling data in the analysis of survival data. On top of that, Bayes estimators under various loss functions are useful for many estimation problems.

Intrinsic Bayes Factors for Exponential Model Comparison with Censored Data

  • Kim, Dal-Ho;Kang, Sang-Gil;Kim, Seong W.
    • Journal of the Korean Statistical Society
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    • v.29 no.1
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    • pp.123-135
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    • 2000
  • This paper addresses the Bayesian hypotheses testing for the comparison of exponential population under type II censoring. In Bayesian testing problem, conventional Bayes factors can not typically accommodate the use of noninformative priors which are improper and are defined only up to arbitrary constants. To overcome such problem, we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. We derive the arithmetic, expected and median intrinsic Bayes factors for our problem. The Monte Carlo simulation is used for calculating intrinsic Bayes factors which are compared with P-values of the classical test.

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Maximum penalized likelihood estimation for a stress-strength reliability model using complete and incomplete data

  • Hassan, Marwa Khalil
    • Communications for Statistical Applications and Methods
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    • v.25 no.4
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    • pp.355-371
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    • 2018
  • The two parameter negative exponential distribution has many practical applications in queuing theory such as the service times of agents in system, the time it takes before your next telephone call, the time until a radioactive practical decays, the distance between mutations on a DNA strand, and the extreme values of annual snowfall or rainfall; consequently, has many applications in reliability systems. This paper considers an estimation problem of stress-strength model with two parameter negative parameter exponential distribution. We introduce a maximum penalized likelihood method, Bayes estimator using Lindley approximation to estimate stress-strength model and compare the proposed estimators with regular maximum likelihood estimator for complete data. We also introduce a maximum penalized likelihood method, Bayes estimator using a Markov chain Mote Carlo technique for incomplete data. A Monte Carlo simulation study is performed to compare stress-strength model estimates. Real data is used as a practical application of the proposed model.

Bayesian Survival Estimation of Pareto Distribution of the Second Kind Based on Type II Censored Data

  • Kim, Dal-Ho;Lee, Woo-Dong;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.729-742
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    • 2005
  • In this paper, we discuss the propriety of the various noninformative priors for the Pareto distribution. The reference prior, Jeffreys prior and ad hoc noninformative prior which is used in several literatures will be introduced and showed that which prior gives the proper posterior distribution. The reference prior and Jeffreys prior give a proper posterior distribution, but ad hoc noninformative prior which is proportional to reciprocal of the parameters does not give a proper posterior. To compute survival function, we use the well-known approximation method proposed by Lindley (1980) and Tireney and Kadane (1986). And two methods are compared by simulation. A real data example is given to illustrate our methodology.

Failure Analysis and Production of Reliability Parameter for Solenoid Actuator (솔레노이드 액츄에이터의 고장분석 및 신뢰성 파라메터 산출)

  • Sung, Baek-Ju;Lee, Eun-Woong;Lee, Jae-Gyu
    • Proceedings of the KIEE Conference
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    • 2006.04b
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    • pp.130-132
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    • 2006
  • For the reliability assessment of solenoid actuator, firstly, we analyzed the cause of major failures and the effect of each failure modes through FMEA and FTA, and decided the main test items through 2-stage QFD. And then, as a measure of life of solenoid actuator, TypeII censored five data were collected from and operation test which was performed as the life test of solenoid actuator. In this paper, we present the reliability parameters of solenoid actuator like shape parameter, scale parameter, etc., which they are produced by MINITAB analysis and marking of Weibull probability paper using the measure of life, and also present the 6 kinds of detailed failure mode analysis.

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Optimum failure-censored step-stress partially accelerated life test for the truncated logistic life distribution

  • Srivastava, P.W.;Mittal, N.
    • International Journal of Reliability and Applications
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    • v.13 no.1
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    • pp.19-35
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    • 2012
  • This paper presents an optimum design of step-stress partially accelerated life test (PALT) plan which allows the test condition to be changed from use to accelerated condition on the occurrence of fixed number of failures. Various life distribution models such as exponential, Weibull, log-logistic, Burr type-Xii, etc have been used in the literature to analyze the PALT data. The need of different life distribution models is necessitated as in the presence of a limited source of data as typically occurs with modern devices having high reliability, the use of correct life distribution model helps in preventing the choice of unnecessary and expensive planned replacements. Truncated distributions arise when sample selection is not possible in some sub-region of sample space. In this paper it is assumed that the lifetimes of the items follow Truncated Logistic distribution truncated at point zero since time to failure of an item cannot be negative. Optimum step-stress PALT plan that finds the optimal proportion of units failed at normal use condition is determined by using the D-optimality criterion. The method developed has been explained using a numerical example. Sensitivity analysis and comparative study have also been carried out.

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