• 제목/요약/키워드: Mean Residual Life

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Nonparametric Tests for Monotonicity Properties of Mean Residual Life Function

  • Jeon, Jong-Woo;Park, Dong-Ho
    • Journal of the Korean Statistical Society
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    • 제26권1호
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    • pp.101-116
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    • 1997
  • This is primarily an expository paper that presents several nonparametric procedures for testing exponentiality against certain monotonicity properties of the mean residual life function, tests against the trend change in such function attract a great deal of attention of late in reliability analysis. In this note, we present some of the known testing procedures regarding the behavior of mean residual life function. These tests are also compared in terms of asymptotic relative efficiency and empirical power against a few alternatives. The tests based on incomplete data are also briefly discussed.

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A Modified Test for the Hollander and Proschan's Test Against Decreasing Mean Residual Life Alternatives

  • Kim, Hwan-Joong;Kim, Jae-Joo
    • 품질경영학회지
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    • 제22권1호
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    • pp.152-161
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    • 1994
  • In this paper we develop a test for alternatives representing decreasing mean residual life. The test statistic for decreasing mean residual life, $K_{1n}$, is a modified version of Hollander and Proschan's test $V^*$ and critical constants and large sample approximation are shown to make the test readily applicable. Consistency is also shown for the tests based on $K_{1n}$. And small sample powers for four alernatives are obtained.

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WEAK CONVERGENCE FOR STATIONARY BOOTSTRAP EMPIRICAL PROCESSES OF ASSOCIATED SEQUENCES

  • Hwang, Eunju
    • 대한수학회지
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    • 제58권1호
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    • pp.237-264
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    • 2021
  • In this work the stationary bootstrap of Politis and Romano [27] is applied to the empirical distribution function of stationary and associated random variables. A weak convergence theorem for the stationary bootstrap empirical processes of associated sequences is established with its limiting to a Gaussian process almost surely, conditionally on the stationary observations. The weak convergence result is proved by means of a random central limit theorem on geometrically distributed random block size of the stationary bootstrap procedure. As its statistical applications, stationary bootstrap quantiles and stationary bootstrap mean residual life process are discussed. Our results extend the existing ones of Peligrad [25] who dealt with the weak convergence of non-random blockwise empirical processes of associated sequences as well as of Shao and Yu [35] who obtained the weak convergence of the mean residual life process in reliability theory as an application of the association.

Testing Whether Failure Rate Changes its Trend Using Censored Data

  • Jeong, Hai-Sung;Na, Myung-Hwan;Kim, Jae-Joo
    • International Journal of Reliability and Applications
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    • 제1권2호
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    • pp.115-121
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    • 2000
  • The trend change in aging properties, such as failure rate and mean residual life, of a life distribution is important to engineers and reliability analysts. In this paper we develop a test statistic for testing whether or not the failure rate changes its trend using censored data. The asymptotic normality of the test statistics is established. We discuss the efficiency values of loss due to censoring.

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The Estimation of Mean Residual Life Function under Left Truncation and Right Censoring Model

  • Moon, Gyoung-Ae;Shin, Im-Hee;Chae, Hyeon-Suk
    • Journal of the Korean Data and Information Science Society
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    • 제6권2호
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    • pp.65-76
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    • 1995
  • The importance of left truncated and right censoring cases has considered for better information in medical follow-up and engineering life testing studies. We propose some estimation procedure for the mean residual life function with consistency and asymptotic normality on the left truncated and right censoring model. And then, the comparision with Kaplan-Meier estimator ignoring the left truncated effect and the small sample properities are investigated by asymptotic biases and M.S.E.'s thresh Monte Carlo study.

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A Nonparametric Small Sample Estimator of Mean Residual Life

  • Farrokh Choobineh;Park, Dong-Ho
    • Journal of the Korean Statistical Society
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    • 제19권1호
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    • pp.80-87
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    • 1990
  • In reliability and life testing the mean residual life (MRL) of an item plays a significant role. While there has been a great deal of discussion on the theoretical aspects of the MRL, good estimators of MRL have been difficult to obtain. In this paper we propose a new estimator of the MRL of items at a given age, which is especially good for a small sample. The new estimator compares favorably with the empirical MRL estimator for small samples.

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BIVARIATE DYNAMIC CUMULATIVE RESIDUAL TSALLIS ENTROPY

  • SATI, MADAN MOHAN;SINGH, HARINDER
    • Journal of applied mathematics & informatics
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    • 제35권1_2호
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    • pp.45-58
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    • 2017
  • Recently, Sati and Gupta (2015) proposed two measures of uncertainty based on non-extensive entropy, called the dynamic cumulative residual Tsallis entropy (DCRTE) and the empirical cumulative Tsallis entropy. In the present paper, we extend the definition of DCRTE into the bivariate setup and study its properties in the context of reliability theory. We also define a new class of life distributions based on bivariate DCRTE.

SMOOTH NONPARAMETRIC ESTIMATION OF MEAN RESIDUAL LIFE

  • Na, Myoung-Hwan;Park, Sung-Hyun;Kim, Jae-Joo
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 1998년도 The 12th Asia Quality Management Symposium* Total Quality Management for Restoring Competitiveness
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    • pp.571-579
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    • 1998
  • In this paper we propose smooth nonparametric estimator of Mean Residual Life(MRL) based on a complete sample. This estimator is constructed using estimator of cumulative failure rate which is derived as the maximum likelihood estimate of cumulative failure rate in the class of distributions which have piecewise linear failure rate functions between each pair of observations. We derive the asymptotic properties of the our estimator. The proposed estimator is compared with previously known estimator by Monte Carlo study.

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A NEW UDB-MRL TEST WITH UNKNOWN CHANCE POINT

  • Na, Myung-Hwan
    • 품질경영학회지
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    • 제30권3호
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    • pp.195-202
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    • 2002
  • The problem of trend change in the mean residual life is great Interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend Is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.

A Family of Tests for Trend Change in Mean Residual Life using Censored Data

  • Na, Myung-Hwan;Kim, Jae-Joo
    • International Journal of Reliability and Applications
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    • 제1권1호
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    • pp.39-47
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    • 2000
  • In a resent paper, Na and Kim(2000) develop a family of test statistics for testing whether or not the mean residual life changes its trend based on complete data and show that the new tests perform better than previously known tests. In this paper, we extend their tests to the randomly censored data. The asymptotic normality of the test statistics is established. Monte Carlo simulations are conducted to compare our tests with a previously known test by the power of tests.

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