逐步Ⅱ型删失下Burr Type X分布的参数估计

针对逐步Ⅱ型删失数据下Burr Type X分布的参数估计问题,提出模型参数的一种新的贝叶斯估计及相应的最大后验密度(HPD)置信区间.假设伽玛分布为待估参数的先验分布,考虑待估参数的条件后验分布未知、单峰且近似对称,选取以正态分布为提议分布的Metropolis-Hastings(MH)算法生成后验样本,基于后验样本在平方误差损失函数下得到待估参数的贝叶斯估计和HPD置信区间.将基于MH算法得到的贝叶斯估计和HPD置信区间与基于EM算法得到的极大似然估计和置信区间在均方误差准则和精度意义下进行比较.Monte-Carlo模拟结果表明,基于MH算法得到的估计在均方误差准则下优于基于EM算法得到的极大似然估计,基于MH算法得到的HPD置信区间长度小于基于EM算法得到的置信区间长度.

SAMPLING INSPECTION OF RELIABILITY IN (LOG)NORMAL CASE WITH TYPE I CENSORING

This article proposes a statistical method for working out reliability sampling plans under Type I censored sample for items whose failure times have either normal or lognormal distributions. The quality statistic is a method of moments estimator of a monotonous function of the unreliability. An approach of choosing a truncation time is recommended. The sample size and acceptability constant are approximately determined by using the Cornish-Fisher expansion for quantiles of distribution. Simulation results show that the method given in this article is feasible.

Maximum Likelihood Estimation of the Parameters of Exponentiated Generalized Weibull Based on Progressive Type II Censored Data

Exponentiated Generalized Weibull distribution is a probability distribution which generalizes the Weibull distribution introducing two more shapes parameters to best adjust the non-monotonic shape. The parameters of the new probability distribution function are estimated by the maximum likelihood method under progressive type II censored data via expectation maximization algorithm.

Bayesian Study Using MCMC of Three-Parameter Frechet Distribution Based on Type-I Censored Data

Type-I censoring mechanism arises when the number of units experiencing the event is random but the total duration of the study is fixed. There are a number of mathematical approaches developed to handle this type of data. The purpose of the research was to estimate the three parameters of the Frechet distribution via the frequentist Maximum Likelihood and the Bayesian Estimators. In this paper, the maximum likelihood method (MLE) is not available of the three parameters in the closed forms;therefore, it was solved by the numerical methods. Similarly, the Bayesian estimators are implemented using Jeffreys and gamma priors with two loss functions, which are: squared error loss function and Linear Exponential Loss Function (LINEX). The parameters of the Frechet distribution via Bayesian cannot be obtained analytically and therefore Markov Chain Monte Carlo is used, where the full conditional distribution for the three parameters is obtained via Metropolis-Hastings algorithm. Comparisons of the estimators are obtained using Mean Square Errors (MSE) to determine the best estimator of the three parameters of the Frechet distribution. The results show that the Bayesian estimation under Linear Exponential Loss Function based on Type-I censored data is a better estimator for all the parameter estimates when the value of the loss parameter is positive.

Estimation of Generalized Pareto under an Adaptive Type-II Progressive Censoring

In this paper, based on a new type of censoring scheme called an adaptive type-II progressive censoring scheme introduce by Ng et al. [1], Naval Research Logistics is considered. Based on this type of censoring the maximum likelihood estimation (MLE), Bayes estimation, and parametric bootstrap method are used for estimating the unknown parameters. Also, we propose to apply Markov chain Monte Carlo (MCMC) technique to carry out a Bayesian estimation procedure and in turn calculate the credible intervals. Point estimation and confidence intervals based on maximum likelihood and bootstrap method are also proposed. The approximate Bayes estimators obtained under the assumptions of non-informative priors, are compared with the maximum likelihood estimators. Numerical examples using real data set are presented to illustrate the methods of inference developed here. Finally, the maximum likelihood, bootstrap and the different Bayes estimates are compared via a Monte Carlo simulation study.

A statistical inference for generalized Rayleigh model under Type-Ⅱ progressive censoring with binomial removals

This paper considers the parameters and reliability characteristics estimation problem of the generalized Rayleigh distribution under progressively Type-Ⅱ censoring with random removals,that is,the number of units removed at each failure time follows the binomial distribution.The maximum likelihood estimation and the Bayesian estimation are derived.In the meanwhile,through a great quantity of Monte Carlo simulation experiments we have studied different hyperparameters as well as symmetric and asymmetric loss functions in the Bayesian estimation procedure.A real industrial case is presented to justify and illustrate the proposed methods.We also investigate the expected experimentation time and discuss the influence of the parameters on the termination point to complete the censoring test.

BAYESIAN PREDICTION FOR THE TWO-PARAMETER EXPONENTIAL DISTRIBUTION BASED ON TYPE Ⅱ DOUBLY CENSORING

The two-parameter exponential distribution is proposed to be an underlying model,and prediction bounds for future observations are obtained by using Bayesian approach.Prediction intervals are derived for unobserved lifetimes in one-sample prediction and two-sample prediction based on type Ⅱ doubly censored samples.A numerical example is given to illustrate the procedures,prediction intervals are investigated via Monte Carlo method,and the accuracy of prediction intervals is presented.

On Marginal Distributions under Progressive Type II Censoring: Similarity/Dissimilarity Properties

Currently, progressive censoring is intensively investigated by several researchers due to its ability to remove subjects from the experiment before the final termination point, thus saving time and cost. The closed form of marginal density of failure times under progressive type II censoring is essential to study the properties of statistical analysis under different censoring schemes. In this paper, we provide a different presentation of the marginal distribution under progressive type-II censoring and we derive closed forms for different special cases. In order to study the similarity/dissimilarity of marginal densities of order statistics for failure times, the overlap measure is used. We discovered that the overlap measure depends only on the effective size m. A numerical example based on a real life data regarding failure times of aircrafts' windshields is provided to quantify the amount of redundant information provided by the order statistics of the failure times under different progressive type-II schemes based on the overlap measure. Moreover, this data set is used as a pilot study to estimate the effective size m needed for future studies.

Inference on Constant-Partially Accelerated Life Tests for Mixture of Pareto Distributions under Progressive Type-II Censoring

The main purpose of this paper is to obtain the inference of parameters of heterogeneous population represented by finite mixture of two Pareto (MTP) distributions of the second kind. The constant-partially accelerated life tests are applied based on progressively type-II censored samples. The maximum likelihood estimates (MLEs) for the considered parameters are obtained by solving the likelihood equations of the model parameters numerically. The Bayes estimators are obtained by using Markov chain Monte Carlo algorithm under the balanced squared error loss function. Based on Monte Carlo simulation, Bayes estimators are compared with their corresponding maximum likelihood estimators. The two-sample prediction technique is considered to derive Bayesian prediction bounds for future order statistics based on progressively type-II censored informative samples obtained from constant-partially accelerated life testing models. The informative and future samples are assumed to be obtained from the same population. The coverage probabilities and the average interval lengths of the confidence intervals are computed via a Monte Carlo simulation to investigate the procedure of the prediction intervals. Analysis of a simulated data set has also been presented for illustrative purposes. Finally, comparisons are made between Bayesian and maximum likelihood estimators via a Monte Carlo simulation study.

Parameter Estimations for Generalized RayleighDistribution under Progressively Type-I IntervalCensored Data

In this paper, inference on parameter estimation of the generalized Rayleigh distribution are investigated for progressively type-I interval censored samples. The estimators of distribution parameters via maximum likelihood, moment method and probability plot are derived, and their performance are compared based on simulation results in terms of the mean squared error and bias. A case application of plasma cell myeloma data is used for illustrating the proposed estimation methods.

Estimations of Weibull-Geometric Distribution under Progressive Type II Censoring Samples

This paper deals with the Bayesian inferences of unknown parameters of the progressively Type II censored Weibull-geometric (WG) distribution. The Bayes estimators cannot be obtained in explicit forms of the unknown parameters under a squared error loss function. The approximate Bayes estimators will be computed using the idea of Markov Chain Monte Carlo (MCMC) method to generate from the posterior distributions. Also the point estimation and confidence intervals based on maximum likelihood and bootstrap technique are also proposed. The approximate Bayes estimators will be obtained under the assumptions of informative and non-informative priors are compared with the maximum likelihood estimators. A numerical example is provided to illustrate the proposed estimation methods here. Maximum likelihood, bootstrap and the different Bayes estimates are compared via a Monte Carlo Simulation

Bayesian Inference and Prediction of Burr Type XII Distribution for Progressive First Failure Censored Sampling

This paper deals with Bayesian inference and prediction problems of the Burr type XII distribution based on progressive first failure censored data. We consider the Bayesian inference under a squared error loss function. We propose to apply Gibbs sampling procedure to draw Markov Chain Monte Carlo (MCMC) samples, and they have in turn, been used to compute the Bayes estimates with the help of importance sampling technique. We have performed a simulation study in order to compare the proposed Bayes estimators with the maximum likelihood estimators. We further consider two sample Bayes prediction to predicting future order statistics and upper record values from Burr type XII distribution based on progressive first failure censored data. The predictive densities are obtained and used to determine prediction intervals for unobserved order statistics and upper record values. A real life data set is used to illustrate the results derived.

Inference for constant-stress accelerated life test with Type-I progressively hybrid censored data from Burr-XII distribution

This paper proposes a simple constant-stress accel- erated life test （ALT） model from Burr type XII distribution when the data are Type-I progressively hybrid censored. The maximum likelihood estimation （MLE） of the parameters is obtained through the numerical method for solving the likelihood equations. Approxi- mate confidence interval （CI）, based on normal approximation to the asymptotic distribution of MLE and percentile bootstrap Cl is derived. Finally, a numerical example is introduced and then a Monte Carlo simulation study is carried out to illustrate the pro- posed method.

广义定时截尾下Lomax分布的统计推断及剩余寿命预测

在定时截尾试验方案的基础上提出了一种新的截尾试验方案,即广义定时截尾。在广义定时截尾样本下,研究了两参数Lomax分布形状参数和可靠度的极大似然估计。把形状参数的先验分布取为Gamma分布,在三类损失函数下求出了形状参数及可靠度的Bayes估计。分别用经典方法和Bayes方法对元件的剩余使用寿命进行预测,包括点预测和区间预测。对Lomax型元件组成的串联和并联系统的可靠度函数进行估计。通过蒙特卡洛模拟对经典方法和Bayes方法的估计精度进行比较,从均方误差来看,Bayes估计要优于极大似然估计。最后对一个数值例子进行了分析,得出了相关结果。

双定时混合截尾下Lomax部件的可靠性分析

在双定时混合截尾数据下,利用极大似然法得到Lomax分布的未知参数、可靠度函数和危险函数的极大似然估计.基于连续型和离散型的混合先验分布在三类损失函数下得到了模型参数、可靠度及危险函数的Bayes估计.分别利用经典方法和Bayes方法得到了被截尾样品未来失效时刻的预测值和预测区间.利用极大似然法对先验分布中的超参数进行了估计,并证明了估计值的唯一性.为了考察估计量的性质,用蒙特卡洛模拟计算出了均方误差,结果表明Bayes估计优于极大似然估计.通过对一个数值例子进行分析,得出了未知参数及可靠性指标的估计.

Ⅱ型双删失样本下逆Topp-Leone分布的Bayes估计

在Ⅱ型双删失样本下,研究了逆Topp-Leone分布参数的极大似然估计,证明了极大似然估计的存在性和唯一性;基于未知参数的先验分布为Gamma分布和Jeffrey分布,分别在三种不同损失函数下,得到逆Topp-Leone分布未知参数的Bayes估计。根据后验密度函数得到预测密度,进而得到未来观测值在三种损失函数下的预测估计值。为了比较在不同损失下Bayes估计的优劣,采用数值模拟方法计算了各种估计的均值及均方误差,结果表明在Linex损失下未知参数的Bayes估计量更接近真值,均方误差最小。

A TOBIN-TYPE ESTIMATE OF CENSORED LINEAR MODELS

The paper presents a two-stage method for estimating the parameters in the censored linear model Y-i = max(0, alpha(o) + X-i'beta(o)), 1 less than or equal to i less than or equal to n. In the first stage the data are grouped in some groups and then some adjustments are made, the results are used in the latter stage to form a Tobin-type estimate. The asymptotic normality of the estimate is proved and some simulations are made.

双边定时截尾下Pareto分布的参数的极大似然估计的EM算法

给出了当寿命分布为Pareto分布时,双边定时截尾寿命试验下形状参数的极大似然估计。由于似然方程形式较复杂,无法得到参数的显式表达式。但可证明此极大似然估计是唯一存在的,并利用EM算法求出了此参数的一种估计。

Weibull和正态分布不完全数据可靠性评估方法

提出一种两参数Weibull分布和正态分布定数截尾数据可靠性评估方法,建立了其高置信度下的可靠寿命和可靠度单侧置信限计算公式。同时,给出一种能够充分开发利用以往试验数据,并与当前试验数据有机融合进行可靠性评估的方法,由于增大了信息量,从而可以显著提高当前产品可靠性评估精度。在此基础上,还进一步将上述方法推广用于两参数Weibull分布和正态分布的定时截尾数据、无失效数据以及一般不完全数据的可靠性评估,从而实现了不完全数据情况机电产品高精度小样本可靠性评估。与传统的需查表计算的BLUE和BLIE等方法相比,本文方法不但理论上更加严谨,而且评估精度更高,工程计算也更加便捷。

定数截尾下Burr Type XII分布的统计推断

基于定数截尾样本,讨论了Burr Type XII分布的参数估计,得到了位置参数的极大似然估计和逆矩估计,并利用随机模拟进行比较,模拟结果表明逆矩估计优于极大似然估计。