• Title/Summary/Keyword: censored sample

Search Result 157, Processing Time 0.022 seconds

Bilevel-programming based failure-censored ramp-stress ALTSP for the log-logistic distribution with warranty cost

  • Srivastava, P.W.;Sharma, D.
    • International Journal of Reliability and Applications
    • /
    • v.17 no.1
    • /
    • pp.85-105
    • /
    • 2016
  • In this paper accelerated life testing is incorporated in quality control technique of acceptance sampling plan to induce early failures in high reliability products.Stress under accelerated condition can be applied in constant-stress, step-stress and progressive-stress or combination of such loadings. A ramp-stress results when stress is increased linearly (from zero) with time. In this paper optimum failure-censored ramp-stress accelerated life test sampling plan for log-logistic distribution has been formulated with cost considerations. The log-logistic distribution has been found appropriate for insulating materials. The optimal plans consist in finding optimum sample size, sample proportion allocated to each stress, and stress rate factor such that producer's and consumer's interests are safeguarded. Variance optimality criterion is used when expected cost per lot is not taken into consideration, and bilevel programming approach is used in cost optimization problems. The methods developed have been illustrated using some numerical examples, and sensitivity analyses carried out in the context of ramp-stress ALTSP based on variable SSP for proportion nonconforming.

Pooling shrinkage estimator of reliability for exponential failure model using the sampling plan (n, C, T)

  • Al-Hemyari, Z.A.;Jehel, A.K.
    • International Journal of Reliability and Applications
    • /
    • v.12 no.1
    • /
    • pp.61-77
    • /
    • 2011
  • One of the most important problems in the estimation of the parameter of the failure model, is the cost of experimental sampling units, which can be reduced by using any prior information available about ${\theta}$, and devising a two-stage pooling shrunken estimation procedure. We have proposed an estimator of the reliability function (R(t)) of the exponential model using two-stage time censored data when a prior value about the unknown parameter (${\theta}$) is available from the past. To compare the performance of the proposed estimator with the classical estimator, computer intensive calculations for bias, mean squared error, relative efficiency, expected sample size and percentage of the overall sample size saved expressions, were done for varying the constants involved in the proposed estimator (${\tilde{R}}$(t)).

  • PDF

Point and interval estimation for a simple step-stress model with Type-I censored data from geometric distribution

  • Arefi, Ahmad;Razmkhah, Mostafa
    • Communications for Statistical Applications and Methods
    • /
    • v.24 no.1
    • /
    • pp.29-41
    • /
    • 2017
  • The estimation problem of expected time to failure of units is studied in a discrete set up. A simple step-stress accelerated life testing is considered with a Type-I censored sample from geometric distribution that is a commonly used distribution to model the lifetime of a device in discrete case. Maximum likelihood estimators as well as the associated distributions are derived. Exact, approximate and bootstrap approaches construct confidence intervals that are compared via a simulation study. Optimal confidence intervals are suggested in view of the expected width and coverage probability criteria. An illustrative example is also presented to explain the results of the paper. Finally, some conclusions are stated.

Statistical Inferences on the Lognormal Hazard Function under Type I Censored Data

  • Kil Ho Cho;In Suk Lee;Jeen Kap Choi
    • Communications for Statistical Applications and Methods
    • /
    • v.1 no.1
    • /
    • pp.20-26
    • /
    • 1994
  • The hazard function is a non-negative function that measures the propensity of failure in the immediate furture, and is frequently used as a decision criterion, especially in replacement decisions. In this paper, we compute approximate confidence intervals for the lognormal hazard function under Type I censored data, and show how to choose the sample size needed to estimate a point on the hazard function with a specified degree of precision. Also we provide a table that can be used to compute the sample size.

  • PDF

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
    • /
    • v.29 no.5
    • /
    • pp.823-833
    • /
    • 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.

Comprehension and application of Tobit and Heckit models for censored data (절단자료에 대한 Tobit과 Heckit 모형의 이해와 활용)

  • Kim, Jeonghwan;Jang, Mina;Cho, Hyungjun
    • The Korean Journal of Applied Statistics
    • /
    • v.35 no.3
    • /
    • pp.357-370
    • /
    • 2022
  • In this paper, Tobit and Heckit models are introduced. These models have been used for analyzing censored data. Censoring occurs at a specific point and a large number of observations are distributed with a positive probability at a certain point. Censoring can occur due to observing limitation or exogenous variables. Tobit and Heckit models are used to correct sample selection bias, which can occur when an ordinary linear regression model is fitted to censored data. However, the difference between the two models is not clearly accounted for; hence, they have often been used interchangeably. Therefore, the suitability of the models was validated through simulated data, and demonstrated through real data. As the result, it was confirmed that both Tobit and Heckit models are well-fitted to the data censored due to observing limitation, although Tobit model was fitted parsimoniously. In contrast, only Heckit model is well-fitted to the data censored due to exogenous variables.

Large Sample Tests for Independence and Symmetry in the Bivariate Weibull Model under Random Censorship

  • Cho, Jang-Sik;Ko, Jeong-Hwan;Kang, Sang-Kil
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.2
    • /
    • pp.405-412
    • /
    • 2003
  • In this paper, we consider two components system which the lifetimes have a bivariate weibull distribution with random censored data. Here the censoring time is independent of the lifetimes of the components. We construct large sample tests for independence and symmetry between two-components based on maximum likelihood estimators and the natural estimators. Also we present a numerical study.

  • PDF

Survival Function Estimation for the Proportional Hazards Regression Model

  • Cha, Young Joon
    • Journal of Korean Society for Quality Management
    • /
    • v.18 no.1
    • /
    • pp.9-20
    • /
    • 1990
  • The purpose of this paper is to propose the modified semiparametric estimators for survival function in the Cox's regression model with randomly censored data based on Tsiatis and Breslow estimators, and present their asymptotic variances estimates. The proposed estimators are compared to Tsiatis, Breslow, and Kaplan-Meier estimators through a small-sample Monte Carlo study. The simulation results show that the proposed estimators are preferred for small sample sizes.

  • PDF

Approximate MLEs for Exponential Distribution Under Multiple Type-II Censoring

  • Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.4
    • /
    • pp.983-988
    • /
    • 2003
  • When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two-parameter exponential distribution do not admit explicitly. In this case, we propose some approximate maximum likelihood estimators by approximating the likelihood equations appropriately. We present an example to illustrate these estimation methods.

  • PDF

Statistical Package fo Sample Size and Power Determination (표본의 수와 검정력 분석을 위한 통계팩키지)

  • Lee, Kwan-Jeh
    • Journal of Korean Society for Quality Management
    • /
    • v.28 no.2
    • /
    • pp.17-38
    • /
    • 2000
  • In application, sample size determination is one of the important problems in designing an experiment. A large amount of literature has been published on the problem of determining sample size and power for various statistical models. In practice, however, it is not easy to calculate sample size and/or power because the formula and other results derived from statistical model are scattered in various textbooks and journal articles. This paper describes some previously published theories that have practical relevance for sample size and power determination in various statistical problems, including life-testing problems with censored cases and introduces a statistical package which calculates sample size and power according to the results described. The screens and numerical results made by the package are demonstrated.

  • PDF