• Title/Summary/Keyword: exponential lifetime distribution

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Bayesian Estimation for the Left Truncated Exponential Lifetime Distribution with Inclusion and Exclusion of an Outlier

  • PARK, Man-Gon
    • Journal of Korean Society for Quality Management
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    • v.16 no.2
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    • pp.56-67
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    • 1988
  • It is wellknown that the left truncated exponential distribution with positivity constraint on the location parameter is appropriate as a lifetime distribution model, In this paper, some Bayes estimators of the parameters and reliability for the left truncated exponential lifetime distribution when an unidentified-failure outlier is included and it is excluded in the exchangeable outlier model are proposed, and the performances of these proposed Bayes estimators are also discussed.

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Maximum Likelihood Estimation of Lifetime Distribution under Stress Bounded Ramp Tests: The Case Where Stress Loaded from Use Condition (스트레스 한계가 있는 램프시험하에서 신뢰수명분포의 최우추정: 사용조건에서부터 스트레스를 가하는 경우)

  • 전영록
    • Journal of Korean Society for Quality Management
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    • v.25 no.2
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    • pp.1-14
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    • 1997
  • This paper considers maximum likelihood (ML) estimation of lifetime distribution under stress bounded ramp tests in which the stress is increased linearly from used condition stress to the stress u, pp.r bound. The following assumptions are used: exponential lifetime distribution under a constant stress, an inverse power law relationship between stress and mean of exponential lifetime distribution, and a cumulative exposure model for the effect of changing stress. Likelihood equations for the parameters involved in the model and asymptotic distribution of the estimators are obtained, and a numerical example is given.

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Parameters Estimators for the Generalized Exponential Distribution

  • Abuammoh, A.;Sarhan, A.M.
    • International Journal of Reliability and Applications
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    • v.8 no.1
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    • pp.17-25
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    • 2007
  • Maximum likelihood method is utilized to estimate the two parameters of generalized exponential distribution based on grouped and censored data. This method does not give closed form for the estimates, thus numerical procedure is used. Reliability measures for the generalized exponential distribution are calculated. Testing the goodness of fit for the exponential distribution against the generalized exponential distribution is discussed. Relevant reliability measures of the generalized exponential distributions are also evaluated. A set of real data is employed to illustrate the results given in this paper.

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On simple estimation technique for the reliability of exponential lifetime model

  • Al-Hemyari, Z.A.;Al-Saidy, Obaid M.;Al-Ali, A.R.
    • International Journal of Reliability and Applications
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    • v.14 no.2
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    • pp.79-96
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    • 2013
  • Exponential distribution plays a key role in engineering reliability and its applications. The exponential failure model has been studied for years. This article introduces two new preliminary test estimators for the reliability function (R(t)) in complete and censored samples from the exponential model with the use of a prior estimation (${\theta}_0$) of the mean (${\theta}$). The proposed preliminary test estimators are studied and compared numerically with the existing estimators. Computer-intensive calculations for bias and relative efficiency show that for, different values of levels of significance and for varying constants involved in the proposed estimators, the proposed estimators are far better than classical and existing estimators.

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Notes on the Comparative Study of the Reliability Estimation for Standby System with Exponential Lifetime Distribution

  • Kim, Hee-Jae
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.1055-1065
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    • 2003
  • We shall propose maximum likelihood, Bayesian and generalized maximum likelihood estimation for the reliability of the two-unit hot standby system with exponential lifetime distribution that switch is perfect. Each estimation will be compared numerically in terms of various mission times, parameter values and asymptotic relative efficiency through Monte Carlo simulation.

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Parametric inference on step-stress accelerated life testing for the extension of exponential distribution under progressive type-II censoring

  • El-Dina, M.M. Mohie;Abu-Youssef, S.E.;Ali, Nahed S.A.;Abd El-Raheem, A.M.
    • Communications for Statistical Applications and Methods
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    • v.23 no.4
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    • pp.269-285
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    • 2016
  • In this paper, a simple step-stress accelerated life test (ALT) under progressive type-II censoring is considered. Progressive type-II censoring and accelerated life testing are provided to decrease the lifetime of testing and lower test expenses. The cumulative exposure model is assumed when the lifetime of test units follows an extension of the exponential distribution. Maximum likelihood estimates (MLEs) and Bayes estimates (BEs) of the model parameters are also obtained. In addition, a real dataset is analyzed to illustrate the proposed procedures. Approximate, bootstrap and credible confidence intervals (CIs) of the estimators are then derived. Finally, the accuracy of the MLEs and BEs for the model parameters is investigated through simulation studies.

Confidence Intervals and Joint Confidence Regions for the Two-Parameter Exponential Distribution based on Records

  • Asgharzadeh, A.;Abdi, M.
    • Communications for Statistical Applications and Methods
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    • v.18 no.1
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    • pp.103-110
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    • 2011
  • Exponential distribution is widely adopted as a lifetime model. Many authors have considered the interval estimation of the parameters of two-parameter exponential distribution based on complete and censored samples. In this paper, we consider the interval estimation of the location and scale parameters and the joint confidence region of the parameters of two-parameter exponential distribution based on upper records. A simulation study is done for the performance of all proposed confidence intervals and regions. We also propose the predictive intervals of the future records. Finally, a numerical example is given to illustrate the proposed methods.

Lifetime Estimation for Mixed Replacement Grouped Data in Competing Failures Model

  • Lee, Tai-Sup;Yun, Sang-Un
    • International Journal of Reliability and Applications
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    • v.2 no.3
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    • pp.189-197
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    • 2001
  • The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure is examined when the distributions of lifetimes are exponential. It is assumed that, due to physical restrictions and/or economic constraints, the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. The maximum likelihood estimator is found in an implicit form. The Cramor-Rao lower bound, which is the asymptotic variance of the estimator, is derived. The estimation of mean lifetimes for competing failures model has been expanded.

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Nonparametric Bayesian Estimation for the Exponential Lifetime Data under the Type II Censoring

  • Lee, Woo-Dong;Kim, Dal-Ho;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.417-426
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    • 2001
  • This paper addresses the nonparametric Bayesian estimation for the exponential populations under type II censoring. The Dirichlet process prior is used to provide nonparametric Bayesian estimates of parameters of exponential populations. In the past, there have been computational difficulties with nonparametric Bayesian problems. This paper solves these difficulties by a Gibbs sampler algorithm. This procedure is applied to a real example and is compared with a classical estimator.

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Estimation of the exponential distribution based on multiply Type I hybrid censored sample

  • Lee, Kyeongjun;Sun, Hokeun;Cho, Youngseuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.633-641
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    • 2014
  • The exponential distibution is one of the most popular distributions in analyzing the lifetime data. In this paper, we propose multiply Type I hybrid censoring. And this paper presents the statistical inference on the scale parameter for the exponential distribution when samples are multiply Type I hybrid censoring. The scale parameter is estimated by approximate maximum likelihood estimation methods using two different Taylor series expansion types ($AMLE_I$, $AMLE_{II}$). We also obtain the maximum likelihood estimator (MLE) of the scale parameter ${\sigma}$ under the proposed multiply Type I hybrid censored samples. We compare the estimators in the sense of the root mean square error (RMSE). The simulation procedure is repeated 10,000 times for the sample size n=20 and 40 and various censored schemes. The $AMLE_{II}$ is better than $AMLE_I$ in the sense of the RMSE.