• Title/Summary/Keyword: hazard rate function

Search Result 77, Processing Time 0.027 seconds

A Vtub-Shaped Hazard Rate Function with Applications to System Safety

  • Pham, Hoang
    • International Journal of Reliability and Applications
    • /
    • v.3 no.1
    • /
    • pp.1-16
    • /
    • 2002
  • In reliability engineering, the bathtub-shaped hazard rates play an important role in survival analysis and many other applications as well. For the bathtub-shaped, initially the hazard rate decreases from a relatively high value due to manufacturing defects or infant mortality to a relatively stable middle useful life value and then slowly increases with the onset of old age or wear out. In this paper, we present a new two-parameter lifetime distribution function, called the Loglog distribution, with Vtub-shaped hazard rate function. We illustrate the usefulness of the new Vtub-shaped hazard rate function by evaluating the reliability of several helicopter parts based on the data obtained in the maintenance malfunction information reporting system database collected from October 1995 to September 1999. We develop the S-Plus add-in software tool, called Reliability and Safety Assessment (RSA), to calculate reliability measures include mean time to failure, mean residual function, and confidence Intervals of the two helicopter critical parts. We use the mean squared error to compare relative goodness of fit test of the distribution models include normal, lognormal, and Weibull within the two data sets. This research indicates that the result of the new Vtub-shaped hazard rate function is worth the extra function-complexity for a better relative fit. More application in broader validation of this conclusion is needed using other data sets for reliability modeling in a general industrial setting.

  • PDF

SPLINE HAZARD RATE ESTIMATION USING CENSORED DATA

  • Na, Myung Hwan
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.3 no.2
    • /
    • pp.99-106
    • /
    • 1999
  • In this paper, the spline hazard rate model to the randomly censored data is introduced. The unknown hazard rate function is expressed as a linear combination of B-splines which is constrained to be linear(or constant) in tails. We determine the coefficients of the linear combination by maximizing the likelihood function. The number of knots are determined by Bayesian Information Criterion. Examples using simulated data are used to illustrate the performance of this method under presenting the random censoring.

  • PDF

Parametric Empirical Bayes Estimation of A Constant Hazard with Right Censored Data

  • Mashayekhi, Mostafa
    • International Journal of Reliability and Applications
    • /
    • v.2 no.1
    • /
    • pp.49-56
    • /
    • 2001
  • In this paper we consider empirical Bayes estimation of the hazard rate and survival probabilities with right censored data under the assumption that the hazard function is constant over the period of observation and the prior distribution is gamma. We provide an estimator of the first derivative of the prior moment generating function that converges at each point to the true value in $L_2$ and use it to obtain, easy to compute, asymptotically optimal estimators under the squared error loss function.

  • PDF

Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
    • /
    • v.14 no.1
    • /
    • pp.27-39
    • /
    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

  • PDF

Analyzing Survival Data by Proportional Reversed Hazard Model

  • Gupta, Ramesh C.;Wu, Han
    • International Journal of Reliability and Applications
    • /
    • v.2 no.1
    • /
    • pp.1-26
    • /
    • 2001
  • The purpose of this paper is to introduce a proportional reversed hazard rate model, in contrast to the celebrated proportional hazard model, and study some of its structural properties. Some criteria of ageing are presented and the inheritance of the ageing notions (of the base line distribution) by the proposed model are studied. Two important data sets are analyzed: one uncensored and the other having some censored observations. In both cases, the confidence bands for the failure rate and survival function are investigated. In one case the failure rate is bathtub shaped and in the other it is upside bath tub shaped and thus the failure rates are non-monotonic even though the baseline failure rate is monotonic. In addition, the estimates of the turning points of the failure rates are provided.

  • PDF

A Study for NHPP software Reliability Growth Model based on polynomial hazard function (다항 위험함수에 근거한 NHPP 소프트웨어 신뢰성장모형에 관한 연구)

  • Kim, Hee Cheul
    • Journal of Korea Society of Digital Industry and Information Management
    • /
    • v.7 no.4
    • /
    • pp.7-14
    • /
    • 2011
  • Infinite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rate per fault (hazard function). This infinite non-homogeneous Poisson process is model which reflects the possibility of introducing new faults when correcting or modifying the software. In this paper, polynomial hazard function have been proposed, which can efficiency application for software reliability. Algorithm for estimating the parameters used to maximum likelihood estimator and bisection method. Model selection based on mean square error and the coefficient of determination for the sake of efficient model were employed. In numerical example, log power time model of the existing model in this area and the polynomial hazard function model were compared using failure interval time. Because polynomial hazard function model is more efficient in terms of reliability, polynomial hazard function model as an alternative to the existing model also were able to confirm that can use in this area.

On Estimating the Hazard Rate for Samples from Weighted Distributions

  • Ahmad, Ibrahim A.
    • International Journal of Reliability and Applications
    • /
    • v.1 no.2
    • /
    • pp.133-143
    • /
    • 2000
  • Data from weighted distributions appear, among other situations, when some of the data are missing or are damaged, a case that is important in reliability and life testing. The kernel method for hazard rate estimation is discussed for these data where the basic large sample properties are given. As a by product, the basic properties of the kernel estimate of the distribution function for data from weighted distribution are presented.

  • PDF

Discount Survival Models for No Covariate Case

  • Joo Yong Shim
    • Communications for Statistical Applications and Methods
    • /
    • v.4 no.2
    • /
    • pp.491-496
    • /
    • 1997
  • For the survival data analysis of no covariate the discount survival model is proposed to estimate the time-varying hazard rate and the survival function recursively. In comparison with the covariate case it provide the distributionally explicit evolution of hazard rate between time intervals under the assumption of a conjugate gamma distribution. Also forecasting of the hazard rate in the next time interval is suggested, which leads to the forcecasted survival function.

  • PDF

Reliability and ratio in exponentiated complementary power function distribution

  • Moon, Yeung-Gil;Lee, Chang-Soo;Ryu, Se-Gi
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.5
    • /
    • pp.955-960
    • /
    • 2009
  • As we shall dene an exponentiated complementary power function distribution, we shall consider moments, hazard rate, and inference for parameter in the distribution. And we shall consider an inference of the reliability and distributions for the quotient and the ratio in two independent exponentiated complementary power function random variables.

  • PDF

Comparison of Change-point Estimators in Hazard Rate Models

  • Kim, Jaehee
    • Communications for Statistical Applications and Methods
    • /
    • v.9 no.3
    • /
    • pp.753-763
    • /
    • 2002
  • When there is one change-point in the hazard rate model, a change-point estimator with the partial score process is suggested and compared with the previously developed estimators. The limiting distribution of the partial score process we used is a function of the Brownian bridge. Simulation study gives the comparison of change-point estimators.