Inference for Simple Step Stress Accelerated Life Test Model Under Progressively Censored Gompertz Data

IF 1.5 4区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Rajat Das, Yogesh Mani Tripathi, Liang Wang, Shuo-Jye Wu
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引用次数: 0

Abstract

In this article analysis of a simple step-stress accelerated life test is considered under progressive type-II censoring. A cumulative exposure model is considered when the latent lifetimes of test units follow the Gompertz distribution with different shape parameters and a common scale parameter. We explore the study by estimating all unknown parameters using classical and Bayesian techniques. The model parameters are estimated using maximum likelihood and Bayesian methods. Subsequently, interval estimates are derived based on the observed Fisher information matrix. Bayesian estimates are obtained using squared error and linear exponential loss functions. Subsequently highest posterior density intervals are also constructed. We examine the efficiency of all estimators through simulation studies. Finally, we provide a real-life example in support of the considered model.

渐进式截尾Gompertz数据下简单阶跃应力加速寿命试验模型的推断
本文考虑了渐进式ii型截割下的简单阶跃应力加速寿命试验分析。当试验单元的潜在寿命服从不同形状参数和相同尺度参数的Gompertz分布时,考虑累积暴露模型。我们通过使用经典和贝叶斯技术估计所有未知参数来探索研究。利用极大似然和贝叶斯方法对模型参数进行估计。然后,根据观察到的Fisher信息矩阵推导出区间估计。贝叶斯估计是利用平方误差和线性指数损失函数得到的。随后也构造了最高后验密度区间。我们通过模拟研究检验了所有估计器的效率。最后,我们提供了一个现实生活中的例子来支持所考虑的模型。
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来源期刊
CiteScore
2.70
自引率
0.00%
发文量
67
审稿时长
>12 weeks
期刊介绍: ASMBI - Applied Stochastic Models in Business and Industry (formerly Applied Stochastic Models and Data Analysis) was first published in 1985, publishing contributions in the interface between stochastic modelling, data analysis and their applications in business, finance, insurance, management and production. In 2007 ASMBI became the official journal of the International Society for Business and Industrial Statistics (www.isbis.org). The main objective is to publish papers, both technical and practical, presenting new results which solve real-life problems or have great potential in doing so. Mathematical rigour, innovative stochastic modelling and sound applications are the key ingredients of papers to be published, after a very selective review process. The journal is very open to new ideas, like Data Science and Big Data stemming from problems in business and industry or uncertainty quantification in engineering, as well as more traditional ones, like reliability, quality control, design of experiments, managerial processes, supply chains and inventories, insurance, econometrics, financial modelling (provided the papers are related to real problems). The journal is interested also in papers addressing the effects of business and industrial decisions on the environment, healthcare, social life. State-of-the art computational methods are very welcome as well, when combined with sound applications and innovative models.
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