• 제목/요약/키워드: Tampered random variable

검색결과 7건 처리시간 0.016초

On Estimating of Kullback-Leibler Information Function using Three Step Stress Accelerated Life Test

  • Park, Byung-Gu;Yoon, Sang-Chul;Cho, Ji-Young
    • International Journal of Reliability and Applications
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    • 제1권2호
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    • pp.155-165
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    • 2000
  • In this paper, we propose some estimators of Kullback- Leibler Information functions using the data from three step stress accelerated life tests. This acceleration model is assumed to be a tampered random variable model. Some asymptotic properties of proposed estimators are proved. Simulations are performed for comparing the small sample properties of the proposed estimators under use condition of accelerated life test.

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Exponentiality Test of the Three Step-Stress Accelerated Life Testing Model based on Kullback-Leibler Information

  • Park, Byung-Gu;Yoon, Sang-Chul;Lee, Jeong-Eun
    • Journal of the Korean Data and Information Science Society
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    • 제14권4호
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    • pp.951-963
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    • 2003
  • In this paper, we propose goodness of fit test statistics based on the estimated Kullback-Leibler information functions using the data from three step stress accelerated life test. This acceleration model is assumed to be a tampered random variable model. The power of the proposed test under various alternatives is compared with Kolmogorov-Smirnov statistic, Cramer-von Mises statistic and Anderson-Darling statistic.

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On the Estimation of Parameters in ALT under Generalized Exponential Distribution

  • Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.923-931
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    • 2005
  • The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

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쿨백­라이블러 정보함수 이용한 단계 스트레스 가속수명모형의 지수성 검정 (Test of Exponentiality in Step Stress Accelerated Life test Model based on Kullback­Leibler Information Function)

  • 박병구;윤상철
    • 품질경영학회지
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    • 제31권4호
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    • pp.194-202
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    • 2003
  • In this paper, we propose goodness of fit test statistics for exponentiality in accelerated life tests data based on Kullback­Leibler information functions. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter using the data from accelerated life tests is or is not specified under null hypothesis. And we compare the power of the proposed test statistics with Kolmogorov­Smirnov, Cramer von Mises and Anderson­Darling statistics in the small sample.

Testing Exponentiality of Kullback-Leibler Information Function based on a Step Stress Accelerated Life Test

  • 박병구;윤상철
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2000년도 추계학술발표회 논문집
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    • pp.235-240
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    • 2000
  • In this paper a test of fit for exponentiality and we propose the estimator of Kullback-Leibler Information functions using the data from accelerated life tests. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter based on the data from accelerated life tests is or is not specified under null hypothesis. Using Simulations, the power of the proposed test based on use condition of accelerated life test under alternatives is compared with that of other standard tests in the small sample.

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단계 스트레스 가속수명모형을 이용한 쿨백-라이블러 정보함수에 대한 추정 (An Estimation of Kullback-Leibler Information Function based on Step Stress Accelerated Life Test)

  • 박병구;윤상철;조건호
    • 응용통계연구
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    • 제13권2호
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    • pp.563-573
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    • 2000
  • 이 논문에서는 변환확률변수에서 수명시간이 지수분포를 따르고 서로 독립일 때 두 단계 스트레스 가속수명시험으로부터 얻은 자료를 이용하여 쿨백-라이블러 정보함수를 이용한 모수의 추정량을 제안하고, 두 단계 스트레스 가속수명시험의 정상조건에서 편의와 평균제곱오차 관점에서 모의실험을 통하여 세가지 추정량들의 소표본 특성을 비교 논의하고자 한다

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Optimal Plan of Partially Accelerated Life Tests under Type I Censoring

  • Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
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    • 제5권2호
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    • pp.87-94
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    • 1994
  • In this paper, we consider optimum plan to determine stress change times under the three-step stress PALTs, assuming that each test units follows an exponential distribution. The tampered random variable(TRV) model for the three-step stress PALTs setup are introduced, and maximum likelihood estimators(MLEs) of the failure rate and the acceleration factors are obtained. The change times to minimize the generalized asymptotic variance(GAVR) of MLEs of the failure rate and the acceleration factors are proposed for the three-step stress PALTs.

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