• Title/Summary/Keyword: type II censoring

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Goodness-of-fit tests based on generalized Lorenz curve for progressively Type II censored data from a location-scale distributions

  • Lee, Wonhee;Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.191-203
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    • 2019
  • The problem of examining how well an assumed distribution fits the data of a sample is of significant and must be examined prior to any inferential process. The observed failure time data of items are often not wholly available in reliability and life-testing studies. Lowering the expense and period associated with tests is important in statistical tests with censored data. Goodness-of-fit tests for perfect data can no longer be used when the observed failure time data are progressive Type II censored (PC) data. Therefore, we propose goodness-of-fit test statistics and a graphical method based on generalized Lorenz curve for PC data from a location-scale distribution. The power of the proposed tests is then assessed through Monte Carlo simulations. Finally, we analyzed two real data set for illustrative purposes.

Bayes estimation of entropy of exponential distribution based on multiply Type II censored competing risks data

  • Lee, Kyeongjun;Cho, Youngseuk
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1573-1582
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    • 2015
  • In lifetime data analysis, it is generally known that the lifetimes of test items may not be recorded exactly. There are also situations wherein the withdrawal of items prior to failure is prearranged in order to decrease the time or cost associated with experience. Moreover, it is generally known that more than one cause or risk factor may be present at the same time. Therefore, analysis of censored competing risks data are needed. In this article, we derive the Bayes estimators for the entropy function under the exponential distribution with an unknown scale parameter based on multiply Type II censored competing risks data. The Bayes estimators of entropy function for the exponential distribution with multiply Type II censored competing risks data under the squared error loss function (SELF), precautionary loss function (PLF) and DeGroot loss function (DLF) are provided. Lindley's approximate method is used to compute these estimators.We compare the proposed Bayes estimators in the sense of the mean squared error (MSE) for various multiply Type II censored competing risks data. Finally, a real data set has been analyzed for illustrative purposes.

Bayesian Estimation for the Weibull Model under the Progressively Censoring Scheme (점진적(漸進的) 중단법(中斷法)에서 와이블 모형(模型)에 대한 베이즈 추정(推定))

  • Lee, In-Suk;Cho, Kil-Ho;Chai, Hyeon-Suk
    • Journal of the Korean Data and Information Science Society
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    • v.2
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    • pp.23-39
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    • 1991
  • The maximum likelihood estimators and Bayes estimators of the parameters and reliability function for the two-parameter Weibull distribution under the type-II progressively censoring schemes are derived when a shape parameter is known and unknown, respectively. Efficiencies for above estimators are also compared each other in terms of the mean square errors, and Bayes risk sensitivities of the Bayes estimators are investigated.

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Mean Life Assessment and Prediction of the Failure Probability of Combustion Turbine Generating Unit with Data Analytic Method Based on Aging Failure Data (통계적 분석방법을 이용한 복합화력 발전설비의 평균수명 계산 및 고장확률 예측)

  • Lee, Sung-Hoon;Lee, Seung-Hyuk;Kim, Jin-O
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.54 no.10
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    • pp.480-486
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    • 2005
  • This paper proposes a method to consider an aging failure probability and survival probability of power system components, though only aging failure probability has been considered 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 H Censoring). The parameter estimation using Data Analytic Method is simpler and faster than the traditional calculation method using gradient descent algorithm. This paper shows calculation procedure of the mean life and its standard deviation by the proposed method and illustrates that the estimated results are close enough to real historical data of combustion turbine generating units in Korean systems. Also, this paper shows the calculation procedures of a probabilistic failure prediction through a stochastic data analysis. Consequently, the proposed methods would be likely to permit that the new deregulated environment forces utilities to reduce overall costs while maintaining an are-related reliability index.

Empirical Bayes Inferences in the Burr Distribution by the Bootstrap Methods

  • Cho, Kil-Ho;Cho, Jang-Sik;Jeong, Seong-Hwa;Shin, Jae-Seock
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.625-632
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    • 2004
  • We consider the empirical Bayes confidence intervals that attain a specified level of EB coverage for the scale parameter in the Burr distribution under type II censoring data. Also, we compare the coverage probabilities and the expected confidence interval lengths for these confidence intervals through simulation study.

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Bayesian Estimations for the Two-parameter Exponential Model under the Type-II Censoring (제2종(第2種) 중단(中斷) 자료(資料)에서 두 모수지수분포(母數指數分布)의 베이지안 추정(推定))

  • Kim, Heon-Joo;Youn, Young-Hwa;Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.65-74
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    • 1993
  • Suppose that we have two populations(or systems), say ${\Pi}_{1}\;and\;{\Pi}_{2}$, to be tested. A random sample of size n from each population is taken and the test for each system will be terminated when the first r failures among n random samples are observed. This kind of test is caned the type-II censored (or item-censored) testing without replacement. Under this scheme we consider the problem of estimating the unknown parameters of interests and the reliability for a given time t for each population.

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Classical and Bayesian studies for a new lifetime model in presence of type-II censoring

  • Goyal, Teena;Rai, Piyush K;Maury, Sandeep K
    • Communications for Statistical Applications and Methods
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    • v.26 no.4
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    • pp.385-410
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    • 2019
  • This paper proposes a new class of distribution using the concept of exponentiated of distribution function that provides a more flexible model to the baseline model. It also proposes a new lifetime distribution with different types of hazard rates such as decreasing, increasing and bathtub. After studying some basic statistical properties and parameter estimation procedure in case of complete sample observation, we have studied point and interval estimation procedures in presence of type-II censored samples under a classical as well as Bayesian paradigm. In the Bayesian paradigm, we considered a Gibbs sampler under Metropolis-Hasting for estimation under two different loss functions. After simulation studies, three different real datasets having various nature are considered for showing the suitability of the proposed model.

Conditional Confidence Interval for Parameters in Accelerated Life Testing

  • Park, Byung-Gu;Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.1
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    • pp.21-35
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    • 1996
  • In this paper, estimation and prediction procedures are discussed for grneral situation in which the failure time follows the independent density $f_{i}({\varepsilon}_{i})$ for the accelerated life testing under Type II censoring. In the context of accelerated life test experiment, procedures are given for estimating the parameters in the Eyring model, and for estimating mean life at a given future stress level. The procedures given are conditional confidence interval procedures, obtained by conditioning on ancillary statistics. A comparison is made of these procedures and procedures based on asymptotic properties of the maximum, likelihood estimates.

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Failure Prediction of the Generator Using a Combined Reliability Model of its Individual Components (발전기 구성요소의 신뢰도 모델 조합을 이용한 고장확률 예측)

  • Lee, Sung-Hoon;Byun, Yoong-Tae;Kim, Jin-O
    • Proceedings of the KIEE Conference
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    • 2006.11a
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    • pp.372-374
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    • 2006
  • This paper presents a methodology to predict a failure probability related to the aging generating units in Korea power system. Each generator is represented by a combined reliability model of its individual components, which is determined by failure data. The Weibull distribution is used to calculate failure probability and its parameters are obtained from Type II Censoring. Consequently, the proposed methods would likely to permit utilities to reduce overall costs in the new deregulated environment.

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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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    • v.17 no.1
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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.