• 제목/요약/키워드: censoring

검색결과 303건 처리시간 0.027초

계단적 충격 생명검사에 관한 연구 (A study on the step stress life testing)

  • 이석훈
    • 응용통계연구
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    • 제2권2호
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    • pp.61-78
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    • 1989
  • 정상조건에서 수명이 상당히 긴 개체의 생명검사(Life Test)를 현실적으로 수행하기 위하여 제안된 충격생명검사에 관하여 고찰하였다. 생명검사의 결과로 얻는 자료의 통계적 분석을 위하여 이미 제안된 모형의 검토와 이들을 일면 포함하는 모형을 제시하고 그에 따르는 통계적 추론 과정을 최대우도추정법과 가중최소자승법을 사용하여 토의하였다. 한편 검사를 계획할 때 발생하는 실험설계의 문제를 검토하고 단순 계단적 충격검사에서 잘려진 자료(Consored Data)를 포함한 경우를 연구하였다.

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A semiparametric method to measure predictive accuracy of covariates for doubly censored survival outcomes

  • Han, Seungbong;Lee, JungBok
    • Communications for Statistical Applications and Methods
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    • 제23권4호
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    • pp.343-353
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    • 2016
  • In doubly-censored data, an originating event time and a terminating event time are interval-censored. In certain analyses of such data, a researcher might be interested in the elapsed time between the originating and terminating events as well as regression modeling with risk factors. Therefore, in this study, we introduce a model evaluation method to measure the predictive ability of a model based on negative predictive values. We use a semiparametric estimate of the predictive accuracy to provide a simple and flexible method for model evaluation of doubly-censored survival outcomes. Additionally, we used simulation studies and tested data from a prostate cancer trial to illustrate the practical advantages of our approach. We believe that this method could be widely used to build prediction models or nomograms.

Multivariate Nonparametric Tests for Grouped and Right Censored Data

  • Park Hyo-Il;Na Jong-Hwa;Hong Seungman
    • International Journal of Reliability and Applications
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    • 제6권1호
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    • pp.53-64
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    • 2005
  • In this paper, we propose a nonparametric test procedure for the multivariate, grouped and right censored data for two sample problem. For the construction of the test statistic, we use the linear rank statistics for each component and apply the permutation principle for obtaining the null distribution. For the large sample case, the asymptotic distribution is derived under the null hypothesis with the additional assumption that two censoring distributions are also equal. Finally, we illustrate our procedure with an example and discuss some concluding remarks. In appendices, we derive the expression of the covariance matrix and prove the asymptotic distribution.

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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
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    • 제17권1호
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    • pp.85-105
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    • 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.

Reliability Estimation for the Exponential Distribution under Multiply Type-II Censoring

  • Kang, Suk-Bok;Lee, Sang-Ki;Choi, Hui-Taeg
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2005년도 추계학술대회
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    • pp.13-26
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    • 2005
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimator (AMLE) of the reliability function by using the proposed estimators. And then we compare the proposed estimators in the sense of the mean squared error.

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임의 중단모형에서 최소제곱법을 이용한 와이블분포의 모수 추정 (An Estimation of Parameters in Weibull Distribution Using Least Squares Method under Random Censoring Model)

  • 이우동
    • Journal of the Korean Data and Information Science Society
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    • 제7권2호
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    • pp.263-272
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    • 1996
  • 임의의 기계에 대한 수명의 분포는 와이블분포를 하는 경우가 흔하다. 그리고 현실적으로 기계의 수명시간을 검정할 때, 시험시간및 여러 환경적인 제약에 의하여 표본으로 주어진 기계의 수명을 모두 관측하기는 어렵다. 그래서, 본 연구에서는 임의 중단모형 하에서 와이블분포의 모수를 최소제곱법(least squares method)을 이용하여 추정하고 기존의 최대우도추정량(maximum likelihood estimates)과 효율성의 측면에서 비교하고자 한다.

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Estimation of Bivariate Exponential Model under Censored Data

  • Cho, Kil-Ho;Kim, Young-Il
    • Journal of the Korean Data and Information Science Society
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    • 제14권4호
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    • pp.751-758
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    • 2003
  • We consider a life testing experiment in which several two-component shared parallel systems are put on test, and the test is terminated at a predesigned experiment time. The bivariate data obtained from such a system-level life testing can be classified into three cases: 1) the case of failed two components with known failures times, 2) the case of censored two components, and 3) the case of one censored component and the other failed component of which the failure time might be known or unknown. In this thesis, the likelihood estimators for Freund's bivariate exponential life distribution under above censoring scheme are obtained. Results of comparative studies based on Monte Carlo simulation are presented.

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Optimal three step-stress accelerated life tests for Type-I hybrid censored data

  • Moon, Gyoung Ae
    • Journal of the Korean Data and Information Science Society
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    • 제26권1호
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    • pp.271-280
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    • 2015
  • In this paper, the maximum likelihood estimators for parameters are derived under three step-stress accelerated life tests for Type-I hybrid censored data. The exponential distribution and the cumulative exposure model are considered based on the assumption that a log quadratic relationship exits between stress and the mean lifetime ${\theta}$. The test plan to search optimal stress change times minimizing the asymptotic variance of maximum likelihood estimators are presented. A numerical example to illustrate the proposed inferential procedures and some simulation results to investigate the sensitivity of the optimal stress change times by the guessed parameters are given.

Goodness-of-fit tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Seo, Yeon-Ju;Jeong, Jina
    • Journal of the Korean Data and Information Science Society
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    • 제25권4호
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    • pp.903-914
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    • 2014
  • The inverse Weibull distribution has been proposed as a model in the analysis of life testing data. Also, inverse Weibull distribution has been recently derived as a suitable model to describe degradation phenomena of mechanical components such as the dynamic components (pistons, crankshaft, etc.) of diesel engines. In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the shape parameter in the inverse Weibull distribution under multiply type-II censoring. We also develop four modified empirical distribution function (EDF) type tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

통계적 분석 방법을 이용한 발전설비의 평균수명 계산 (Calculating Mean Life of Generators with Aging failures Data Using Data Analytic Method)

  • 이성훈;이승혁;김진오;전동훈;김태균
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2004년도 하계학술대회 논문집 A
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    • pp.464-466
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    • 2004
  • This paper proposes a method to consider an aging failure probability and survival probability of power system components unlike uses only aging failure probability in existing mean life calculation. The estimates of the mean and its standard deviation is calculated by using Weibull distribution and each estimated parameters is obtained from Data Analytic Method (Type II Censoring). The parameter estimation using Data Analytic Method is simpler and faster than a traditional calculation method. This paper shows how to calculate the mean life and its standard deviation by the proposed method and illustrates a exactness using real historical records of generator utilities in korea.

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