• 제목/요약/키워드: Bivariate random censored data

검색결과 14건 처리시간 0.017초

System Reliability Estimation in Bivariate Pareto Model Affected by Common Stress : Bivariate Random Censored Data Case

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.791-799
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    • 2005
  • We consider two components parallel system in which the lifetimes have the bivariate Pareto model with bivariate random censored data. We assume that bivariate Pareto model is affected by common stress which is independent of the lifetimes of the components. We obtain estimators for the system reliability based on likelihood function and relative frequency. Also we construct approximated confidence intervals for the reliability based on maximum likelihood estimator and relative frequency estimator, respectively. Finally we present a numerical study.

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Test for Independence in Bivariate Pareto Model with Bivariate Random Censored Data

  • Cho, Jang-Sik;Kwon, Yong-Man;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.31-39
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    • 2004
  • In this paper, we consider two components system which the lifetimes follow bivariate pareto model with bivariate random censored data. We assume that the censoring times are independent of the lifetimes of the two components. We develop large sample test for testing independence between two components. Also we present a simulation study which is the test based on asymptotic normal distribution in testing independence.

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Test for Independence in Bivariate Weibull Model under Bivariate Random Censorship

  • Cho, Jang-Sik;Cho, Kil-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제14권4호
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    • pp.789-797
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    • 2003
  • In this paper, we consider two components system which have bivariate weibull model with bivariate random censored data. We proposed large sample test for independence based on maximum likelihood estimator and relative frequency estimator, respectively. Also we derive asymptotic properties for the large sample tests and present a numerical study.

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Reliability Estimation in Bivariate Pareto Model with Bivariate Type I Censored Data

  • Cho, Jang-Sik;Cho, Kil-Ho;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • 제14권4호
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    • pp.837-844
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    • 2003
  • In this paper, we obtain the estimator of system reliability for the bivariate Pareto model with bivariate type 1 censored data. We obtain the estimators and approximated confidence intervals of the reliability for the parallel system based on likelihood function and the relative frequency, respectively. Also we present a numerical example by giving a data set which is generated by computer.

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Large Sample Test for Independence in the Bivariate Pareto Model with Censored Data

  • Cho, Jang-Sik;Lee, Jea-Man;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.377-383
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    • 2003
  • In this paper, we consider two components system in which the lifetimes follow the bivariate Pareto model with random censored data. We assume that the censoring time is independent of the lifetimes of the two components. We develop large sample tests for testing independence between two components. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence.

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System Reliability from Common Random Stress in a Type II Bivariate Pareto Model with Bivariate Type I Censored Data

  • Cho, Jang-Sik;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.655-662
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    • 2004
  • In this paper, we assume that strengths of two components system follow a type II bivariate Pareto model with bivariate type I censored data. And these two components are subjected to a common stress which is independent of the strengths of the components. We obtain estimators for the system reliability based on likelihood function and relative frequency, respectively. Also we construct approximated confidence intervals for the reliability based on maximum likelihood estimator and relative frequency estimator, respectively. Finally we present a numerical study.

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Reliability Estimation in Bivariate Pareto Model with Bivariate Type I Censored Data

  • 조장식;조길호;강상길
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 추계학술대회
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    • pp.31-38
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    • 2003
  • In this paper, we obtain the estimator of system reliability for the bivariate Pareto model with bivariate type 1 censored data. We obtain the estimators and approximated confidence intervals of the reliability for the parallel system based on likelihood function and the relative frequency, respectively. Also we present a numerical example by giving a data set which is generated by computer.

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이변량 임의 중단된 이변량지수 모형에 대한 추론 (Inference for Bivariate Exponential Model with Bivariate Random Censored Data)

  • 조장식;신임희
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.37-45
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    • 1999
  • 본 논문에서는 Marshall-Olkin의 이변량 지수모형을 따르는 두 부품의 수명들이 이변량 임의 중단된 자료로 관찰되는 경우를 생각한다. 이 경우 모수와 시스템 신뢰도에 대한 최우추정량을 구하고 근사적 정규성을 이용하여 두 부품의 수명에 대한 동일성 및 독립성 검정법을 제안한다. 그리고 모의실험을 통하여 제안된 추정량들과 검정법들의 유의확률을 계산한다.

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Reliability for Series System in Bivariate Weibull Model under Bivariate Random Censorship

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.219-226
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    • 2004
  • In this paper, we consider two-components system which the lifetimes have a bivariate Weibull distribution with bivariate random censored data. Here the bivariate censoring times are independent of the lifetimes of the components. We obtain estimators and approximated confidence intervals for the reliability of series system based on likelihood function and relative frequency, respectively. Also we present a numerical study.

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Estimation of Conditional Kendall's Tau for Bivariate Interval Censored Data

  • Kim, Yang-Jin
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.599-604
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    • 2015
  • Kendall's tau statistic has been applied to test an association of bivariate random variables. However, incomplete bivariate data with a truncation and a censoring results in incomparable or unorderable pairs. With such a partial information, Tsai (1990) suggested a conditional tau statistic and a test procedure for a quasi independence that was extended to more diverse cases such as double truncation and a semi-competing risk data. In this paper, we also employed a conditional tau statistic to estimate an association of bivariate interval censored data. The suggested method shows a better result in simulation studies than Betensky and Finkelstein's multiple imputation method except a case in cases with strong associations. The association of incubation time and infection time from an AIDS cohort study is estimated as a real data example.