• Title/Summary/Keyword: Time censoring

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THE CENSORED REGRESSION QUANTILE ESTIMATORS FOR NONLINEAR REGRESSION MODEL

  • Park, Seung-Hoe
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.373-384
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    • 2003
  • In this paper, we consider the asymptotic properties of regression quantile estimators for the nonlinear regression model when dependent variables are subject to censoring time, and propose the sufficient conditions which ensure consistency and asymptotic normality for regression quantile estimators in censored nonlinear regression model. Also, we drive the asymptotic relative efficiency of the censored regression model with respect to the ordinary regression model.

An Economic Design of Constant Stress Accelerated Life Tests (일정스트레스 가속수명시험의 경제적 설계)

  • 윤원영;반한석
    • Journal of the Korean Operations Research and Management Science Society
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    • v.19 no.1
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    • pp.145-152
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    • 1994
  • This paper deals with an economic design of acelerated life test under constant stresses where failure times are exponentially distributed. In this case the optimization criterion is the information amount per unit cost. Fisher's information matrix of exponential distribution's parameters and expected cost considering fixed and variable costs are obtained. The decision variable is the censoring time in the model. In the 2-level constant stress case, it is proved that the optimal solution exists and is unique under some condition. Numerical examples are also included.

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Bayesian Inference for the Two-Parameter Exponential Models : Type-II Censored Case

  • Sohn, Joong-Kweon;Kim, Heon-Joo
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.313-335
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    • 1995
  • Suppose that we have $k(k \geq 2)$ populations (or systems), say $\pi_1, \cdots, \pi_k$, to be tested. Under the type-II censored testing without replacement we consider the problem of estimating the unknown parameters of interests and the reliability for a given time t for each population. Also we compare the perfomances of the proposed Bayes estimators with another estiamtors under the Jeffrey-type noninformative prior distribution.

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Asymptotics Properties of LAD Estimators in Censored Nonlinear Regression Model

  • Park, Seung-Hoe;Kim, Hae-Kyung
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.101-112
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    • 1998
  • This paper is concerned with the asymptotic properties of the least absolute deviation estimators for the nonlinear regression model when dependent variables are subject to censoring time, and proposed the simple and practical sufficient conditions for the strong consistency and asymptotic normality of the least absolute deviation estimators in censored regression model. Some desirable asymptotic properties including the asymptotic relative efficiency of proposed model with respect to standard model are given.

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A Study on the Conditional Survival Function with Random Censored Data

  • Lee, Won-Kee;Song, Myung-Unn
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.405-411
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    • 2004
  • In the analysis of cancer data, it is important to make inferences of survival function and to assess the effects of covariates. Cox's proportional hazard model(PHM) and Beran's nonparametric method are generally used to estimate the survival function with covariates. We adjusted the incomplete survival time using the Buckley and James's(1979) pseudo random variables, and then proposed the estimator for the conditional survival function. Also, we carried out the simulation studies to compare the performances of the proposed method.

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Reliability estimation for shared load model with guarantee time under censoring scheme (중도절단계획 하에서 보증시간을 가지는 부하분배모형의 신뢰도추정)

  • Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.467-474
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    • 2009
  • There are many situations arising in reliability engineering and biomedical science where failure of a subsystem increases the failure rate of other subsystem under shared load models. In this paper, the maximum likelihood estimates and the modified maximum likelihood estimates of mean time to failure and reliability function for shared load model with guarantee time are obtained by using censored system life data. Some illustrative examples are included.

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Optimal design of partially step-stress life testing for the series systems (부분적 단계충격 수명검사에 관한 직렬형 시스템의 최적 검사계획)

  • 박희창;이석훈
    • The Korean Journal of Applied Statistics
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    • v.8 no.2
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    • pp.121-132
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    • 1995
  • In this paper we consider optimal designs of partially step-stress life testing which is deviced for k-component series systems with the considerably long life time. Test items are first run simultaneously at use condition for a specified time, and the surviving items are then run at accelerated condition until a predetermined censoring time. The optimal criterion for the change time to accelerated condition is to minimized either the generalized asymptotic variance of maximum likelihood estimators of the hazard rates at use condition and the acceleration factors or the asymptotic variance of the maximum likelihood estimators of the acceleration factors.

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A Confidence Interval for Median Survival Time in the Additive Risk Model

  • Kim, Jinheum
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.359-368
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    • 1998
  • Let ξ$_{p}$(z$_{0}$) be the pth quantile of the distribution of the survival time of an individual with time-invariant covariate vector z$_{0}$ in the additive risk model. We propose an estimator of (ξ$_{p}$(z$_{0}$) and derive its asymptotic distribution, and then construct an approximate confidence interval of ξ$_{p}$(z$_{0}$) . Simulation studies are carried out to investigate performance of the proposed estimator far practical sample sizes in terms of empirical coverage probabilities. Also, the estimator is illustrated on small cell lung cancer data taken from Ying, Jung, and Wei (1995) .d Wei (1995) .

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Optimal Designs of Partially Accelerated Life Tests for Weibull Distributions (와이블 분포에서 부분가속수명시험의 최적설계)

  • Chung, Sang-Wook;Bai, Do-Sun
    • Journal of Korean Institute of Industrial Engineers
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    • v.24 no.3
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    • pp.367-379
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    • 1998
  • This paper considers two modes of partially accelerated life tests for items having Weibull lifetime distributions. In a use-to-acclerated mode each item is first run at use condition and, if it does not fail for a specified time, then it is run at accelerated condition until a predetermined censoring time. In an accelerated-to-use mode each one is first run at accelerated condition and, if it does not fail for a specified time, then it is run at use condition. Maximum likelihood estimators of the parameters of the lifetime distribution at use condition, and the 'acceleration factor' are obtained. The stress change time for each mode is determined to minimize the asymptotic variance of the acceleration factor, and the two modes are compared. For selected values of the design parameters the optimum plans are obtained, and the effects of the incorrect pre-estimates of the design parameters are investigated. Minimizing the generalized asymptotic variance of the estimators of the model parameters is also considered as an optimality criterion.

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A Study on the Fatigue Strength and Life Distribution of Carbon Steel Using the Database System (데이터베이스 시스템을 이용한 탄소강의 피로강도 및 수명분포)

  • Kim, Jung Kyu;Moon, Joon Ho;Kim, Do Sik
    • Journal of Korean Society of Steel Construction
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    • v.10 no.1 s.34
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    • pp.37-45
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    • 1998
  • The relational database system on fatigue strength was constructed, and the properties of fatigue life distribution were examined to analyze reliability and safety of metallic materials. Data manipulations were efficiently performed in relational fatigue strength database system using dependency diagram. Regardless of the distribution of fatigue strength, the proposed method, the Robust method and the complementary error function method using probability distribution, successfully estimated parameters of the 3-parameter Weibull distribution. The proposed criterion for estimating non-failure probability showed good results regardless of censoring time. The fatigue life distribution function described as a function of parameters of the Weibull distribution and applied stress ratio produced P-S-N characteristics reasonably.

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