• 제목/요약/키워드: censoring

검색결과 303건 처리시간 0.024초

Bootstrapped Confidence Bands for Quantile Function under LTRC Model

  • Cho, Kil-Ho;Chae, Hyeon-Sook;Choi, Dal-Woo
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.49-58
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    • 1997
  • We consider the quantile function for the bootstrapped product limit estimate under left truncation and right censoring model and show its weak convergence. We also obtain bootstrapped confidence bands for the quantile function.

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불균등 구간검사를 이용한 지수수명시간의 추정 (Exponential Lifetime Estimation with Unequal Interval Censoring)

  • 이태섭;윤상운
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제2권2호
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    • pp.113-119
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    • 2002
  • The estimation of mean lifetimes in presence of interval censoring with replacement procedure are examined when the distributions of lifetimes are exponential. It is assumed that, due to physical restrictions and/or economic constraints, the number of failures is investigated only at several inspection times during the lifetime test. The maximum likelihood estimator is found in an implicit form. The Cramer-Rao lower bounds of the estimates are found in places of variances and by simulations the properties of the estimates are examined.

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Estimation in an Exponentiated Half Logistic Distribution under Progressively Type-II Censoring

  • Kang, Suk-Bok;Seo, Jung-In
    • Communications for Statistical Applications and Methods
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    • 제18권5호
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    • pp.657-666
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    • 2011
  • In this paper, we derive the maximum likelihood estimator(MLE) and some approximate maximum likelihood estimators(AMLEs) of the scale parameter in an exponentiated half logistic distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error(MSE) through a Monte Carlo simulation for various censoring schemes. We also obtain the AMLEs of the reliability function.

Censored Kernel Ridge Regression

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1045-1052
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    • 2005
  • This paper deals with the estimations of kernel ridge regression when the responses are subject to randomly right censoring. The weighted data are formed by redistributing the weights of the censored data to the uncensored data. Then kernel ridge regression can be taken up with the weighted data. The hyperparameters of model which affect the performance of the proposed procedure are selected by a generalized approximate cross validation(GACV) function. Experimental results are then presented which indicate the performance of the proposed procedure.

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On Estimating Burr Type XII Parameter Based on General Type II Progressive Censoring

  • Kim Chan-Soo
    • Communications for Statistical Applications and Methods
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    • 제13권1호
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    • pp.89-99
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    • 2006
  • This article deals with the problem of estimating parameters of Burr Type XII distribution, on the basis of a general progressive Type II censored sample using Bayesian viewpoints. The maximum likelihood estimator does not admit closed form but explicit sharp lower and upper bounds are provided. Assuming squared error loss and linex loss functions, Bayes estimators of the parameter k, the reliability function, and the failure rate function are obtained in closed form. Finally, a simulation study is also included.

Bayesian Prediction of Exponentiated Weibull Distribution based on Progressive Type II Censoring

  • Jung, Jinhyouk;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • 제20권6호
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    • pp.427-438
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    • 2013
  • Based on progressive Type II censored sampling which is an important method to obtain failure data in a lifetime study, we suggest a very general form of Bayesian prediction bounds from two parameters exponentiated Weibull distribution using the proper general prior density. For this, Markov chain Monte Carlo approach is considered and we also provide a simulation study.

RELIABILITY PREDICTION BASED ON DEGRADATION DATA

  • Kim, Jae-Joo;Jeong, Hai-Sung;Na, Myung-Hwan
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2000년도 춘계학술대회 발표논문집
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    • pp.177-183
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    • 2000
  • As monitoring, testing, and measuring techniques develop, predictive control of components and complete systems have become more practical and affordable. In this paper we develop a statistics-based approach assuming nonlinear degradation paths and time-dependent standard deviation. This approach can be extended to provide reliability estimates and limit value determination in the censoring case fur predictive maintenance policy.

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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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    • 제25권3호
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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.

이질적인 중도절단분포 하에서 생존분포의 동일성 검정법 비교연구 (A Comparison of Survival Distributions with Unequal Censoring Distributions)

  • 송수정;이재원
    • 응용통계연구
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    • 제27권1호
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    • pp.1-11
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    • 2014
  • 세 개 이상의 집단에 대한 생존분포의 비교를 위해 가중 로그순위 검정법(Weighted Logrank test)과 그의 특별한 경우인 로그순위 검정법(Logrank test)이 널리 쓰인다. 그러나 이 방법은 근사적인 분포를 이용한 방법이므로 표본 크기가 작은 경우에는 유효하지 못할 수 있으며, 각 집단의 중도절단 분포가 동일하다는 가정 또한 충족되어야 하기 때문에 이 가정이 충족되지 못할 경우에도 검정법의 유효성을 장담할 수 없다. 표본 크기가 작은 경우에 대한 대안으로, 분포에 대한 가정이 없이 관찰된 자료만으로 검정통계량의 분포를 추정하고 그 분포를 이용해 검정하는 순열 검정법(Permutation test)이 제안되었으나, 순열 검정법 또한 각 집단의 중도절단 분포가 동일하다는 가정이 충족되어야 한다. 따라서 순열 검정법을 향상시킨 순열-대치 검정법(Permutation-Imputation test)이 대안이 될 수 있는데, 이는 대치 단계(Imputation step)에서 귀무가설 하에서의 생존확률이 집단에 의존하지 않도록 자료를 조정한 후 순열 검정 단계(Permutation step)를 통해 검정하는 방법이다. 본 논문에서는 근사적 방법, 순열 검정법, 순열-대치 검정법을 로그순위 검정법과 가중 로그순위 검정법의 한 형태인 Prentice-Wilcoxon 검정법에 적용해 각 검정법의 유효성과 검정력을 비교하였다.

Applying a Forced Censoring Technique with Accelerated Modeling for Improving Estimation of Extremely Small Percentiles of Strengths

  • Chen Weiwei;Leon Ramon V.;Young Timothy M.;Guess Frank M.
    • International Journal of Reliability and Applications
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    • 제7권1호
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    • pp.27-39
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    • 2006
  • Many real world cases in material failure analysis do not follow perfectly the normal distribution. Forcing of the normality assumption may lead to inaccurate predictions and poor product quality. We examine the failure process of the internal bond (IB or tensile strength) of medium density fiberboard (MDF). We propose a forced censoring technique that closer fits the lower tails of strength distributions and better estimates extremely smaller percentiles, which may be valuable to continuous quality improvement initiatives. Further analyses are performed to build an accelerated common-shaped Weibull model for different product types using the $JMP^{(R)}$ Survival and Reliability platform. In this paper, a forced censoring technique is implemented for the first time as a software module, using $JMP^{(R)}$ Scripting Language (JSL) to expedite data processing, which is crucial for real-time manufacturing settings. Also, we use JSL to automate the task of fitting an accelerated Weibull model and testing model homogeneity in the shape parameter. Finally, a package script is written to readily provide field engineers customized reporting for model visualization, parameter estimation, and percentile forecasting. Our approach may be more accurate for product conformance evaluation, plus help reduce the cost of destructive testing and data management due to reduced frequency of testing. It may also be valuable for preventing field failure and improved product safety even when destructive testing is not reduced by yielding higher precision intervals at the same confidence level.

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