The Comparison of the Shape Parameter Estimation in Fatigue Life Model under Type-1 Censorship

• 발행기관: 한국자료분석학회
• 저자명: 김희재(Kim, Hee-Jae)
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.8 No.5, 1699~1704쪽, 전체 6쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2006.10.30

영문 초록

The fatigue life model has been recognized as a useful model for survival model associated with reliability studies and life testing experiments. This paper deals with estimating shape parameter in fatigue life model under type-1 censorship. First, the maximum likelihood estimation is used to estimate the shape parameter of fatigue life model when data are type-1 censored. Second, the moment estimation is used to estimate the shape parameter. Third, the generalized maximum likelihood estimation is used to estimate the shape parameter. Fourth, the moment and the generalized maximum likelihood for the maximum likelihood estimation will be compared numerically in the terms of various mission times, parameter values in the sense of asymptotic relative efficiency through Monte Carlo simulation.

목차

1. Introduction

2. The Fatigue Life Model

3. The Estimation of a Shape Parameter under Type-1 Censorship

4. Numerical Examples and Conclusion

References

키워드

Fatigue life model Shape parameter Type-1 censorship Maximum likelihood Moment estimation Generalized maximum likelihood Asymptotic relative efficiency Monte Carlo simulation