• 제목/요약/키워드: right-censored data

검색결과 73건 처리시간 0.021초

극단적인 오른쪽 관측중단모형에서 생존함수의 추정 (Estimation of the Survival Function under Extreme Right Censoring Model)

  • 이재만
    • Journal of the Korean Data and Information Science Society
    • /
    • 제11권2호
    • /
    • pp.225-233
    • /
    • 2000
  • 수명시험에서 시험에 장기간 노출된 대상 부품이나 실험 대상자의 수명은 관측되는 경우보다 관측중단이 일어나기가 쉽다. 이와 같은 경우에 임의중단모형에서 생존함수 추정량으로 흔히 이용되는 Kaplan과 Meier의 추정량은 수명분포의 오른쪽 꼬리부분에서 심각한 편의가 발생된다. 이러한 문제점에 대한 대안으로 정상적으로 관측된 최장수명보다 큰 관측중단수명이 많은 극단적인 오른쪽 관측중단모형에서 새로운 비모수적 생존함수 추정량을 제안하고 그 특성을 몬테칼로 모의실험을 통하여 기존의 추정량과 비교 분석하였다.

  • PDF

보증분석을 위한 품질보증 기간 중 제품 교체율 추정 사례 연구 (Estimation of a Product Replacement Ratio During the Warranty Period for a Warranty Analysis)

  • 안해일
    • 산업경영시스템학회지
    • /
    • 제35권2호
    • /
    • pp.71-79
    • /
    • 2012
  • In this paper, an evaluation of a product replacement ratio of irreparable items to the normally working ones is performed with a view to a warranty analysis. It is demonstrated that the replacement ratio during the warranty period can be estimated from the field data collected during the period of operation, and one can provide the management with a useful information regarding the appropriateness for the warranty period, which is vital to the product marketing strategy. Although warranty data usually take the form of multiply right censored interval data, the conventional reliability analysis method seems to be good enough as in this case. More sophisticated method such as warranty cost analysis and 2-dimensional warranty analysis is yet desired.

Moment Inequalities for Testing New Renewal Better Than Used and Renewal New Better Than Used Classes of Life Distributions

  • Mahmoud, M.A.W.;El-Arishy, S.M.;Diab, L.S.
    • International Journal of Reliability and Applications
    • /
    • 제4권3호
    • /
    • pp.113-129
    • /
    • 2003
  • Based on moments inequalities new testing procedures are derived for testing exponentiality against new renewal better than used (NRBU) and renewal new better than used (RNBU). These classes play an important role in formulating repair or replacement policies. The asymptotic Pitman efficiency of (NRBU) and (RNBU) testes are studied. Selected critical values are tabulated for sample sizes n=5(1) 50. The power estimates for some commonly used life distributions in reliability are also calculated. Some set of real data is used as an example to elucidate the use of the proposed test statistic for practical reliability analysis. The problem in case of right-censored data is also handled.

  • PDF

Moment inequalities of $NBU_{mgf}$ with testing hypotheses application

  • Mahmoud, M.A.W.;Gadallah, A.M.
    • International Journal of Reliability and Applications
    • /
    • 제13권2호
    • /
    • pp.57-69
    • /
    • 2012
  • Our goal in this paper is to establish inequalities for the moments of new better than used in the moment generating function class ($NBU_{mgf}$). Using these inequalities we propose a new test for exponentiality versus $NBU_{mgf}$ class. Pitman's asymptotic relative efficiency, power and critical values of this test are calculated to assess the performance of the test. We proposed also a new test for exponentiality versus $NBU_{mgf}$ in the right censored data. Sets of real data are used as an example to elucidate the use of the proposed test for practical problems.

  • PDF

필드 고장 요약 데이터를 활용한 미래 고장수의 예측 (Predicting the future number of failures based on the field failure summary data)

  • 백재욱;조진남
    • Journal of the Korean Data and Information Science Society
    • /
    • 제22권4호
    • /
    • pp.755-764
    • /
    • 2011
  • 기업은 종종 과거의 필드 고장 데이터를 이용하여 미래에 필드에서 고장이 얼마나 일어날 것인지 예측한다. 특히 이런 예측은 필드에서 예기치 않던 고장모드 (failure mode)가 발견될 때 더욱 하고 싶어진다. 왜냐하면 기업은 이런 예측을 통해 미래에 품질보증 비용이 얼마나 될 것인지 파악하고, 고장 난 부품을 재빨리 수리하는데 필요한 여유 부품의 수를 파악하고 싶기 때문이다. 본 연구에서는 기업에서 생길 수 있는 요약 데이터를 사용하여 미래 필드에서 고장이 얼마나 발생할 것인지 예측하고, 이런 요약 데이터이외에 또 어떤 데이터가 생길 수 있으며 이때 분석결과가 어떻게 나올 수 있는지 알아본다.

Statistical analysis of S-N type environmental fatigue data of Ni-base alloy welds using weibull distribution

  • Jae Phil Park;Junhyuk Ham;Subhasish Mohanty;Dayu Fajrul Falaakh;Ji Hyun Kim;Chi Bum Bahn
    • Nuclear Engineering and Technology
    • /
    • 제55권5호
    • /
    • pp.1924-1934
    • /
    • 2023
  • In this study, the probabilistic fatigue life model for Ni-base alloys was developed based on the Weibull distribution using statistical analysis of fatigue data reported in NUREG/CR-6909 and the new fatigue data of Alloy 52M/152 and 82/182. The developed Weibull model can consider right-censored data (i.e., non-failed data) and quantify the improved safety (or reliability) based on the level of failure probability. The overall margin in the current fatigue design limit model (ASME design curve + NUREG/CR-6909 Fen model) is similar to that of the Weibull model with a cumulative failure probability of approximately 2.5%. The margin in the current fatigue design limit model demonstrated inconsistencies for the Ni-base alloy weld data, whereas the Weibull model showed a consistent margin. Therefore, the Weibull model can systematically mitigate the excessive safety margin.

Parametric survival model based on the Lévy distribution

  • Valencia-Orozco, Andrea;Tovar-Cuevas, Jose R.
    • Communications for Statistical Applications and Methods
    • /
    • 제26권5호
    • /
    • pp.445-461
    • /
    • 2019
  • It is possible that data are not always fitted with sufficient precision by the existing distributions; therefore this article presents a methodology that enables the use of families of asymmetric distributions as alternative probabilistic models for survival analysis, with censorship on the right, different from those usually studied (the Exponential, Gamma, Weibull, and Lognormal distributions). We use a more flexible parametric model in terms of density behavior, assuming that data can be fit by a distribution of stable distribution families considered unconventional in the analyses of survival data that are appropriate when extreme values occur, with small probabilities that should not be ignored. In the methodology, the determination of the analytical expression of the risk function h(t) of the $L{\acute{e}}vy$ distribution is included, as it is not usually reported in the literature. A simulation was conducted to evaluate the performance of the candidate distribution when modeling survival times, including the estimation of parameters via the maximum likelihood method, survival function ${\hat{S}}$(t) and Kaplan-Meier estimator. The obtained estimates did not exhibit significant changes for different sample sizes and censorship fractions in the sample. To illustrate the usefulness of the proposed methodology, an application with real data, regarding the survival times of patients with colon cancer, was considered.

A Distribution-Free Confidence Interval for Difference between Treatment and Control

  • Park, Sang-Gue;Kim, Tai-Kyoo;Jeong, Gyu-Jin;Yoon, Bae-Hyun
    • 품질경영학회지
    • /
    • 제18권1호
    • /
    • pp.40-47
    • /
    • 1990
  • The two-sample problem where an experimental treatment is compared with a control is considered. Without making any parametric-model assumptions for the distributions(or survival distributions), a measure for summarizing the differences between the treatment and the control is introduced. A method for constructing a confidence interval for the proposed measure is given in cases of complete and right random censored data. This method is illustrated with two numerical examples.

  • PDF

On Testing Exponentiality Against NBURFR Class Of Life Distributions

  • Mahmoud, M.A.W.;Abdul Alim, N.A.
    • International Journal of Reliability and Applications
    • /
    • 제4권2호
    • /
    • pp.57-69
    • /
    • 2003
  • A non-parametric test based on U-statistic for testing exponentiality against the new better than used renewal failure rate (NBURFR) alternatives is introduced and the percentiles of this test statistic are tabulated for sample size 5(1)50. Its properties are also discussed including the Pitman asymptotic efficiency relative to the tests of the new better than used and new better than used failure rate (Ahmed (1994) and Hendi (2000)). The powers of this test are also calculated for some used life distributions. An example from blood cancer patients demonstrates a practical application of our test in the medical sciences is presented. Finally the problem when right-censored data is available is handled.

  • PDF

경쟁 위험 회귀 모형의 이해와 추정 방법 (Estimation methods and interpretation of competing risk regression models)

  • 김미정
    • 응용통계연구
    • /
    • 제29권7호
    • /
    • pp.1231-1246
    • /
    • 2016
  • 경쟁위험에 대한 연구 중 주로 쓰이는 방법은 Cause-specific 위험 모형과 subdistribution을 이용한 비례 위험 모형 방법이다. 그 이후에도 많은 모형이 제시되었지만, 추정 방법 면에서 설명력이 부족하거나 알고리즘으로 구현하기 어려운 단점을 가지고 있어서 잘 활용되고 있지 않다. 이 논문에서는 Cause-specific 위험 모형, subdistribution을 이용한 비례 위험 모형과 비교적 최근에 제시된 이항 회귀 모형(direct binomial model), 절대 위험 회귀 모형(absolute risk regression model), Eriksson 등 (2015)의 비례 오즈 모형(proportional odds model)을 소개하고 추정 방법을 간단히 설명하고자 한다. 각 모형에 대하여 SAS와 R을 이용한 활용 방법을 제시하고, 두 가지 경쟁위험이 존재하는 데이터를 R을 이용하여 분석하였다.