Inference on Weibull inverted exponential distribution under progressive first-failure censoring with constant-stress partially accelerated life test

IF 1.2 3区 数学 Q2 STATISTICS & PROBABILITY
Abdullah Fathi, Al-Wageh A. Farghal, Ahmed A. Soliman
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引用次数: 0

Abstract

Accelerated life tests (ALTs) play a pivotal role in life testing experiments as they significantly reduce costs and testing time. Hence, this paper investigates the statistical inference issue for the Weibull inverted exponential distribution (WIED) under the progressive first-failure censoring (PFFC) data with the constant-stress partially ALT (CSPALT) under progressive first-failure censoring (PFFC) data for Weibull inverted exponential distribution (WIED). For classical inference, maximum likelihood (ML) estimates for both the parameters and the acceleration factor are derived. Making use of the Fisher information matrix (FIM), asymptotic confidence intervals (ACIs) are constructed for all parameters. Besides, two parametric bootstrap techniques are implemented. For Bayesian inference based on a proposed technique for eliciting the hyperparameters, the Markov chain Monte Carlo (MCMC) technique is provided to acquire Bayesian estimates. In this context, the Bayesian estimates are obtained under symmetric and asymmetric loss functions, and the corresponding credible intervals (CRIs) are constructed. A simulation study is carried out to assay the performance of the ML, bootstrap, and Bayesian estimates, as well as to compare the performance of the corresponding confidence intervals (CIs). Finally, real-life engineering data is analyzed for illustrative purposes.

Abstract Image

利用恒定应力部分加速寿命试验,推断渐进式首次失效普查下的 Weibull 倒指数分布
加速寿命测试(ALT)在寿命测试实验中起着举足轻重的作用,因为它能大大降低成本,缩短测试时间。因此,本文研究了渐进式首次失效普查(PFFC)数据下的魏布勒倒指数分布(WIED)与渐进式首次失效普查(PFFC)数据下的恒定应力部分 ALT(CSPALT)对魏布勒倒指数分布(WIED)的统计推断问题。为进行经典推断,推导出了参数和加速因子的最大似然估计值(ML)。利用费雪信息矩阵(FIM),为所有参数构建了渐近置信区间(ACI)。此外,还采用了两种参数引导技术。对于基于所提出的超参数诱导技术的贝叶斯推断,提供了马尔科夫链蒙特卡罗(MCMC)技术来获取贝叶斯估计值。在这种情况下,可以在对称和非对称损失函数下获得贝叶斯估计值,并构建相应的可信区间(CRI)。通过模拟研究来评估 ML、bootstrap 和贝叶斯估计的性能,并比较相应可信区间 (CI) 的性能。最后,分析了现实生活中的工程数据以作说明。
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来源期刊
Statistical Papers
Statistical Papers 数学-统计学与概率论
CiteScore
2.80
自引率
7.70%
发文量
95
审稿时长
6-12 weeks
期刊介绍: The journal Statistical Papers addresses itself to all persons and organizations that have to deal with statistical methods in their own field of work. It attempts to provide a forum for the presentation and critical assessment of statistical methods, in particular for the discussion of their methodological foundations as well as their potential applications. Methods that have broad applications will be preferred. However, special attention is given to those statistical methods which are relevant to the economic and social sciences. In addition to original research papers, readers will find survey articles, short notes, reports on statistical software, problem section, and book reviews.
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