• 제목/요약/키워드: Censoring

검색결과 303건 처리시간 0.018초

Estimation for the half triangle distribution based on Type-I hybrid censored samples

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • 제20권5호
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    • pp.961-969
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    • 2009
  • A hybrid censoring is a mixture of Type-I and Type-II censoring schemes. This paper deals with estimation based on Type-I hybrid censored samples from the half triangle distribution. We derive some estimators of the scale parameter of the half triangle distribution based on Type-I hybrid censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation of entropy of the inverse weibull distribution under generalized progressive hybrid censored data

  • Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • 제28권3호
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    • pp.659-668
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    • 2017
  • The inverse Weibull distribution (IWD) can be readily applied to a wide range of situations including applications in medicines, reliability and ecology. It is generally known that the lifetimes of test items may not be recorded exactly. In this paper, therefore, we consider the maximum likelihood estimation (MLE) and Bayes estimation of the entropy of a IWD under generalized progressive hybrid censoring (GPHC) scheme. It is observed that the MLE of the entropy cannot be obtained in closed form, so we have to solve two non-linear equations simultaneously. Further, the Bayes estimators for the entropy of IWD based on squared error loss function (SELF), precautionary loss function (PLF), and linex loss function (LLF) are derived. Since the Bayes estimators cannot be obtained in closed form, we derive the Bayes estimates by revoking the Tierney and Kadane approximate method. We carried out Monte Carlo simulations to compare the classical and Bayes estimators. In addition, two real data sets based on GPHC scheme have been also analysed for illustrative purposes.

소자의 수명 예측을 위한 Weibull Step-Stress Type-I Model (Weibull Step-Stress Type-I Model Predict the Lifetime of Device)

  • 정재성;오영환
    • 전자공학회논문지A
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    • 제32A권6호
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    • pp.67-74
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    • 1995
  • This paper proposes the step-stress type-I censoring model for analyzing the data of accelerated life test and reducing the time of accelerated life test. In order to obtain the data of accelerated life test, the step-stress accelerated life test was run with voltage stress to CMOS Hex Buffer. The Weibull distribution, the Inverse-power-law model and Maximum likelihood method were used. The iterative procedure using modified-quasi-linearization method is applied to solve the nonlinear equation. The proposed Weibull step-stress type-I censoring model exactly estimases the life time of units, while reducting the time of accelerated life test and the equipments of test.

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Bayesian Estimations on the Exponentiated Distribution Family with Type-II Right Censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Seo, Jung-In
    • Communications for Statistical Applications and Methods
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    • 제18권5호
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    • pp.603-613
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    • 2011
  • Exponentiated distribution has been used in reliability and survival analysis especially when the data is censored. In this paper, we derive Bayesian estimation of the shape parameter, reliability function and failure rate function in the exponentiated distribution family based on Type-II right censored data. We here consider conjugate prior and noninformative prior and corresponding posterior distributions are obtained. As an illustration, the mean square errors of the estimates are computed. Comparisons are made between these estimators using Monte Carlo simulation study.

지수모형의 제한된 대체 효과에 관한 연구 (A study on effects of limited replacements in exponential model)

  • 조길호
    • Journal of the Korean Data and Information Science Society
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    • 제24권3호
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    • pp.445-451
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    • 2013
  • 시간 중도 절단된 지수모형에서 고장이 일어나는 즉시 고장 난 부품들을 새로운 부품들로 대체시키는 방법을 고려하였다. 이때 대체 가능한 개수를 제한하는 조건하에서 부품들의 수명분포가 모두 같은 경우와 모두 같지 않은 일반적인 경우에 대한 모수의 최우추정량을 구하였다. 그리고 모의실험을 통해 대체 가능한 개수를 제한한 경우의 모수에 대한 최우추정량과, 대체개수를 제한하지 않은 경우의 모수에 대한 최우추정량을 평균제곱오차의 관점에서 비교하고, 그 차이가 미세하게 되는 제한된 대체 개수를 제시하였다.

중도 절단된 자료에 대한 적은 로버스트 회귀 (Adaptive Robust Regression for Censored Data)

  • 김철기
    • 품질경영학회지
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    • 제27권2호
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    • pp.112-125
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    • 1999
  • In a robust regression model, it is typically assumed that the errors are normally distributed. However, what if the error distribution is deviated from the normality and the response variables are not completely observable due to censoring? For complete data, Kim and Lai(1998) suggested a new adaptive M-estimator with an asymptotically efficient score function. The adaptive M-estimator is based on using B-splines to estimate the score function and simple cross validation to determine the knots of the B-splines, which are a modified version of Kun( 1992). We herein extend this method to right-censored data and study how well the adaptive M-estimator performs for various error distributions and censoring rates. Some impressive simulation results are shown.

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Estimation of the parameters in an Exponential Distribution with Type-II Censoring

  • Suk Bok Kang;Young Soo Suh;Young Suk Cho
    • Communications for Statistical Applications and Methods
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    • 제4권3호
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    • pp.929-941
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    • 1997
  • In this paper, we propose the minimum risk estimator (MRE) and the approximate maximum likelihood estimator (AMLE) of the location and the scale parameters of the two-parameter exponential distribution with Type-II censoring. The MRE's can be derived by minimizing the mean squared error among the class of estimators which include some estimators as special cases. We show that the MRE's are more efficient than the other estimators of the scale and the location parameter in the terms of the mean squared error.

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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
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    • 제11권2호
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    • pp.225-233
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    • 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.

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

  • 이인석;조길호;채현숙
    • Journal of the Korean Data and Information Science Society
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    • 제2권
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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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점진적(漸進的) 임의중단법(任意中斷法)에서 생존함수(生存函數)의 비모수적(非母數的) 추정(推定)에 관한 연구(硏究) (Nonparametric Estimation of the Survival Function under Progressively Random Censorship)

  • 박병구;이광호
    • Journal of the Korean Data and Information Science Society
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    • 제2권
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    • pp.45-62
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    • 1991
  • 신뢰수명의 검정이나 임상실험에서 대상물에 대한 관측치를 충분히 얻기 위해서는 많은 시간과 경비가 필요하거나 현실적인 제한으로 인하여 관측이 불가능한 경우가 흔히 있다. 이러한 이유로 점진적 임의중단법에 의하여 얻어진 관측치를 이용한 생존함수의 추정은 현실적으로 매우 중요하다고 하겠다. 연구에서는 점진적 임의중단된 자료를 기초로 스플라인함수를 이용하여 생존함수의 비모수적 최우추정량을 제안하고 그것의 성질과 효율성을 비교 연구한다.

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