• Title/Summary/Keyword: Weibull-Bayesian Model

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A Study on the Lifetime Prediction of Device by the Method of Bayesian Estimate (베이지안 추정법에 의한 소자의 수명 예측에 관한 연구)

  • 오종환;오영환
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.19 no.8
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    • pp.1446-1452
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    • 1994
  • In this paper, Weibull distribution is applied to the lifetme distribution of a device. The method of Bayesian estimate used to estimate requiring parameter in order to predict lifetime of device using accelerated lifetime test data, namely failure time of device. The method of Bayesian estimate needs prior information in order to estimate parameter. But this paper proposed the method of parameter estimate without prior information. As stress is temperature, Arrhenius model is applied and the method of linear estimate is applied to predict lifetime of device at the state of normal operation.

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A Bayesian Approach to PM Model with Random Maintenance Quality

  • Jung, Ki-Mun
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.689-696
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    • 2007
  • This paper considers a Bayesian approach to determine an optimal PM policy with random maintenance quality. Thus, we assume that the quality of a PM action is a random variable following a probability distribution. When the failure time is Weibull distribution with uncertain parameters, a Bayesian approach is established to formally express and update the uncertain parameters for determining an optimal PM policy. Finally, the numerical examples are presented for illustrative purpose.

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A Study of the Small Sample Warranty Data Analysis Using the Bayesian Approach (베이지안 기법을 이용한 소표본 보증데이터 분석 방법 연구)

  • Kim, Jong-Gurl;Sung, Ki-Woo;Song, Jung-Moo
    • Proceedings of the Safety Management and Science Conference
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    • 2013.04a
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    • pp.517-531
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    • 2013
  • 보증 데이터를 통해 제품의 수명 및 형상모수를 추정할 때 최우추정법과 같은 전통적인 통계 분석방법(Classical Statistical Method)을 많이 사용하였다. 그러나 전통적인 통계 분석방법을 통해 수명과 형상모수의 추정 시 표본의 크기가 작거나 불완전한 경우 추정량의 신뢰성이 떨어진다는 단점이 있고 또 누적된 경험과 과거자료를 충분히 이용하지 못하는 단점도 있다. 이러한 문제점을 해결하기 위해 모수의 사전분포를 가정하는 베이지안(Bayesian) 기법의 적용이 필요하다. 하지만 보증 데이터분석에 있어서 베이지안 기법을 이용한 연구는 아직 미흡한 실정이다. 본 연구에서는 수명분포가 와이블 분포를 갖는 보증데이터를 활용하여 모수 추정의 효율성을 비교 분석하고자 한다. 이를 위해 와이블 분포의 모수가 대수정규분포를 따르는 사전분포를 갖는 베이지안 기법과 전통적 통계기법인 생명표법(Actuarial method)을 활용하여 추정량을 도출하고 비교 분석하였다. 이를 통해 충분한 관측 데이터를 확보할 수 없는 경우에 베이지안 기법을 이용한 보증 데이터 분석방법의 성능을 확인하고자 한다.

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Statistical Estimates from Black Non-Hispanic Female Breast Cancer Data

  • Khan, Hafiz Mohammad Rafiqullah;Ibrahimou, Boubakari;Saxena, Anshul;Gabbidon, Kemesha;Abdool-Ghany, Faheema;Ramamoorthy, Venkataraghavan;Ullah, Duff;Stewart, Tiffanie Shauna-Jeanne
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.19
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    • pp.8371-8376
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    • 2014
  • Background: The use of statistical methods has become an imperative tool in breast cancer survival data analysis. The purpose of this study was to develop the best statistical probability model using the Bayesian method to predict future survival times for the black non-Hispanic female breast cancer patients diagnosed during 1973-2009 in the U.S. Materials and Methods: We used a stratified random sample of black non-Hispanic female breast cancer patient data from the Surveillance Epidemiology and End Results (SEER) database. Survival analysis was performed using Kaplan-Meier and Cox proportional regression methods. Four advanced types of statistical models, Exponentiated Exponential (EE), Beta Generalized Exponential (BGE), Exponentiated Weibull (EW), and Beta Inverse Weibull (BIW) were utilized for data analysis. The statistical model building criteria, Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC) were used to measure the goodness of fit tests. Furthermore, we used the Bayesian approach to obtain the predictive survival inferences from the best-fit data based on the exponentiated Weibull model. Results: We identified the highest number of black non-Hispanic female breast cancer patients in Michigan and the lowest in Hawaii. The mean (SD), of age at diagnosis (years) was 58.3 (14.43). The mean (SD), of survival time (months) for black non-Hispanic females was 66.8 (30.20). Non-Hispanic blacks had a significantly increased risk of death compared to Black Hispanics (Hazard ratio: 1.96, 95%CI: 1.51-2.54). Compared to other statistical probability models, we found that the exponentiated Weibull model better fits for the survival times. By making use of the Bayesian method predictive inferences for future survival times were obtained. Conclusions: These findings will be of great significance in determining appropriate treatment plans and health-care cost allocation. Furthermore, the same approach should contribute to build future predictive models for any health related diseases.

A Bayesian Approach to Replacement Policy with Extended Warranty (연장된 보증이 있는 교체정책에 대한 베이지안 접근)

  • Jung, Ki Mun
    • Journal of Applied Reliability
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    • v.13 no.4
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    • pp.229-239
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    • 2013
  • This paper reports a manner to use a Bayesian approach to derive the optimal replacement policy. In order to produce a system with minimal repair warranty, a replacement model with the extended warranty is considered. Within the warranty period, the failed system is minimally repaired by the manufacturer at no cost to the end-user. The failure time is assumed to follow a Weibull distribution with unknown parameters. The expected cost rate per unit time, from the end-user's viewpoints, is induced by the Bayesian approach, and the optimal replacement policy to minimize the cost rate is proposed. Finally, a numerical example illustrating to derive the optimal replacement policy based on the Bayesian approach is described.

Different estimation methods for the unit inverse exponentiated weibull distribution

  • Amal S Hassan;Reem S Alharbi
    • Communications for Statistical Applications and Methods
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    • v.30 no.2
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    • pp.191-213
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    • 2023
  • Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

Bayesian Method for Modeling Male Breast Cancer Survival Data

  • Khan, Hafiz Mohammad Rafiqullah;Saxena, Anshul;Rana, Sagar;Ahmed, Nasar Uddin
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.2
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    • pp.663-669
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    • 2014
  • Background: With recent progress in health science administration, a huge amount of data has been collected from thousands of subjects. Statistical and computational techniques are very necessary to understand such data and to make valid scientific conclusions. The purpose of this paper was to develop a statistical probability model and to predict future survival times for male breast cancer patients who were diagnosed in the USA during 1973-2009. Materials and Methods: A random sample of 500 male patients was selected from the Surveillance Epidemiology and End Results (SEER) database. The survival times for the male patients were used to derive the statistical probability model. To measure the goodness of fit tests, the model building criterions: Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC) were employed. A novel Bayesian method was used to derive the posterior density function for the parameters and the predictive inference for future survival times from the exponentiated Weibull model, assuming that the observed breast cancer survival data follow such type of model. The Markov chain Monte Carlo method was used to determine the inference for the parameters. Results: The summary results of certain demographic and socio-economic variables are reported. It was found that the exponentiated Weibull model fits the male survival data. Statistical inferences of the posterior parameters are presented. Mean predictive survival times, 95% predictive intervals, predictive skewness and kurtosis were obtained. Conclusions: The findings will hopefully be useful in treatment planning, healthcare resource allocation, and may motivate future research on breast cancer related survival issues.

Application of the Weibull-Poisson long-term survival model

  • Vigas, Valdemiro Piedade;Mazucheli, Josmar;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.325-337
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    • 2017
  • In this paper, we proposed a new long-term lifetime distribution with four parameters inserted in a risk competitive scenario with decreasing, increasing and unimodal hazard rate functions, namely the Weibull-Poisson long-term distribution. This new distribution arises from a scenario of competitive latent risk, in which the lifetime associated to the particular risk is not observable, and where only the minimum lifetime value among all risks is noticed in a long-term context. However, it can also be used in any other situation as long as it fits the data well. The Weibull-Poisson long-term distribution is presented as a particular case for the new exponential-Poisson long-term distribution and Weibull long-term distribution. The properties of the proposed distribution were discussed, including its probability density, survival and hazard functions and explicit algebraic formulas for its order statistics. Assuming censored data, we considered the maximum likelihood approach for parameter estimation. For different parameter settings, sample sizes, and censoring percentages various simulation studies were performed to study the mean square error of the maximum likelihood estimative, and compare the performance of the model proposed with the particular cases. The selection criteria Akaike information criterion, Bayesian information criterion, and likelihood ratio test were used for the model selection. The relevance of the approach was illustrated on two real datasets of where the new model was compared with its particular cases observing its potential and competitiveness.

Lifetime Assessments on 154 kV Transmission Porcelain Insulators with a Bayesian Approach (베이지안 방법론을 적용한 154 kV 송전용 자기애자의 수명 평가 개발)

  • Choi, In-Hyuk;Kim, Tae-Kyun;Yoon, Yong-Beum;Yi, Junsin;Kim, Seong Wook
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.30 no.9
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    • pp.551-557
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    • 2017
  • It is extremely important to improve methodologies for the lifetime assessment of porcelain insulators. While there has been a considerable amount of work regarding the phenomena of lifetime distributions, most of the studies assume that aging distributions follow the Weibull distribution. However, the true underlying distribution is unknown, giving rise to unrealistic inferences, such as parameter estimations. In this article, we review several distributions that are commonly used in reliability and survival analysis, such as the exponential, Weibull, log-normal, and gamma distributions. Some properties, including the characteristics of failure rates of these distributions, are presented. We use a Bayesian approach for model selection and parameter estimation procedures. A well-known measure, called the Bayes factor, is used to find the most plausible model among several contending models. The posterior mean can be used as a parameter estimate for unknown parameters, once a model with the highest posterior probability is selected. Extensive simulation studies are performed to demonstrate our methodologies.

A Study on Bayesian Approach of Software Stochastic Reliability Superposition Model using General Order Statistics (일반 순서 통계량을 이용한 소프트웨어 신뢰확률 중첩모형에 관한 베이지안 접근에 관한 연구)

  • Lee, Byeong-Su;Kim, Hui-Cheol;Baek, Su-Gi;Jeong, Gwan-Hui;Yun, Ju-Yong
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.8
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    • pp.2060-2071
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    • 1999
  • The complicate software failure system is defined to the superposition of the points of failure from several component point process. Because the likelihood function is difficulty in computing, we consider Gibbs sampler using iteration sampling based method. For each observed failure epoch, we applied to latent variables that indicates with component of the superposition mode. For model selection, we explored the posterior Bayesian criterion and the sum of relative errors for the comparison simple pattern with superposition model. A numerical example with NHPP simulated data set applies the thinning method proposed by Lewis and Shedler[25] is given, we consider Goel-Okumoto model and Weibull model with GOS, inference of parameter is studied. Using the posterior Bayesian criterion and the sum of relative errors, as we would expect, the superposition model is best on model under diffuse priors.

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