scholarly journals Inference for One-Shot Devices with Dependent k-Out-of-M Structured Components under Gamma Frailty

Mathematics ◽  
2021 ◽  
Vol 9 (23) ◽  
pp. 3032
Author(s):  
Man-Ho Ling ◽  
Narayanaswamy Balakrishnan ◽  
Chenxi Yu ◽  
Hon Yiu So

A device that performs its intended function only once is referred to as a one-shot device. Actual lifetimes of such kind of devices under test cannot be observed, and they are either left-censored or right-censored. In addition, one-shot devices often consist of multiple components that could cause the failure of the device. The components are coupled together in the manufacturing process or assembly, resulting in the failure modes possessing latent heterogeneity and dependence. In this paper, we develop an efficient expectation–maximization algorithm for determining the maximum likelihood estimates of model parameters, on the basis of one-shot device test data with multiple failure modes under a constant-stress accelerated life-test, with the dependent components having exponential lifetime distributions under gamma frailty that facilitates an easily understandable interpretation. The maximum likelihood estimate and confidence intervals for the mean lifetime of k-out-of-M structured one-shot device under normal operating conditions are also discussed. The performance of the proposed inferential methods is finally evaluated through Monte Carlo simulations. Three examples including Class-H failure modes data, mice data from ED01 experiment, and simulated data with four failure modes are used to illustrate the proposed inferential methods.

2012 ◽  
Vol 2012 ◽  
pp. 1-19 ◽  
Author(s):  
Qihong Duan ◽  
Xiang Chen ◽  
Dengfu Zhao ◽  
Zheng Zhao

We study a multistate model for an aging piece of equipment under condition-based maintenance and apply an expectation maximization algorithm to obtain maximum likelihood estimates of the model parameters. Because of the monitoring discontinuity, we cannot observe any state's duration. The observation consists of the equipment's state at an inspection or right after a repair. Based on a proper construction of stochastic processes involved in the model, calculation of some probabilities and expectations becomes tractable. Using these probabilities and expectations, we can apply an expectation maximization algorithm to estimate the parameters in the model. We carry out simulation studies to test the accuracy and the efficiency of the algorithm.


2018 ◽  
Vol 28 (9) ◽  
pp. 2665-2680
Author(s):  
Gladys DC Barriga ◽  
Vicente G Cancho ◽  
Daniel V Garibay ◽  
Gauss M Cordeiro ◽  
Edwin MM Ortega

We propose a new survival model for lifetime data in the presence of surviving fraction and obtain some of its properties. Its genesis is based on extensions of the promotion time cure model, where an extra parameter controls the heterogeneity or dependence of an unobserved number of lifetimes. We construct a regression model to evaluate the effects of covariates in the cured fraction. We discuss inference aspects for the proposed model in a classical approach, where some maximum likelihood tools are explored. Further, an expectation maximization algorithm is developed to calculate the maximum likelihood estimates of the model parameters. We also perform an empirical study of the likelihood ratio test in order to compare the promotion time cure and the proposed models. We illustrate the usefulness of the new model by means of a colorectal cancer data set.


Author(s):  
Zubair Ahmad Ahmad ◽  
Eisa Mahmoudi Mahmoudi ◽  
G. G. Hamedani

Actuaries are often in search of nding an adequate loss model in the scenario of actuarial and financial risk management problems. In this work, we propose a new approach to obtain a new class of loss distributions. A special sub-model of the proposed family, called the Weibull-loss model isconsidered in detail. Some mathematical properties are derived and maximum likelihood estimates of the model parameters are obtained. Certain characterizations of the proposed family are also provided. A simulation study is done to evaluate the performance of the maximum likelihood estimators. Finally, an application of the proposed model to the vehicle insurance loss data set is presented.


2020 ◽  
Vol 9 (1) ◽  
pp. 61-81
Author(s):  
Lazhar BENKHELIFA

A new lifetime model, with four positive parameters, called the Weibull Birnbaum-Saunders distribution is proposed. The proposed model extends the Birnbaum-Saunders distribution and provides great flexibility in modeling data in practice. Some mathematical properties of the new distribution are obtained including expansions for the cumulative and density functions, moments, generating function, mean deviations, order statistics and reliability. Estimation of the model parameters is carried out by the maximum likelihood estimation method. A simulation study is presented to show the performance of the maximum likelihood estimates of the model parameters. The flexibility of the new model is examined by applying it to two real data sets.


Mathematics ◽  
2020 ◽  
Vol 8 (10) ◽  
pp. 1786 ◽  
Author(s):  
A. M. Abd El-Raheem ◽  
M. H. Abu-Moussa ◽  
Marwa M. Mohie El-Din ◽  
E. H. Hafez

In this article, a progressive-stress accelerated life test (ALT) that is based on progressive type-II censoring is studied. The cumulative exposure model is used when the lifetime of test units follows Pareto-IV distribution. Different estimates as the maximum likelihood estimates (MLEs) and Bayes estimates (BEs) for the model parameters are discussed. Bayesian estimates are derived while using the Tierney and Kadane (TK) approximation method and the importance sampling method. The asymptotic and bootstrap confidence intervals (CIs) of the parameters are constructed. A real data set is analyzed in order to clarify the methods proposed through this paper. Two types of the progressive-stress tests, the simple ramp-stress test and multiple ramp-stress test, are compared through the simulation study. Finally, some interesting conclusions are drawn.


2012 ◽  
Vol 2012 ◽  
pp. 1-6 ◽  
Author(s):  
Vasileios Pappas ◽  
Konstantinos Adamidis ◽  
Sotirios Loukas

A four-parameter family of Weibull distributions is introduced, as an example of a more general class created along the lines of Marshall and Olkin, 1997. Various properties of the distribution are explored and its usefulness in modelling real data is demonstrated using maximum likelihood estimates.


Author(s):  
Mashroor Ahmad Khan ◽  
Navin Chandra

 In this paper, a step-stress accelerated life test with two stress variables for Weibull distribution under progressive type-I censoring is considered. The stress-life relationship as a log-linear function of stress levels, and for each combination of stress levels, a cumulative exposure model is assumed. The maximum likelihood and Bayes estimates of the model parameters are obtained. The optimum test plan is developed using variance-optimality criterion, which consists in finding out the optimal stress change time by minimizing asymptotic variance of the maximum likelihood estimates of the log of the scale parameter at the design stress. The proposed study illustrated by using simulated data.


2015 ◽  
Vol 30 (1) ◽  
pp. 1-8
Author(s):  
Evans Gouno ◽  
Lise Guérineau

AbstractWe present a method to assess the reliability of a material operating in a dynamic environment. The dynamic environment is represented as a sequence of shocks governed by a self-exciting point process. The time-to-failure of the material is assumed to have a piecewise exponential distribution. A Cox model is integrated to take into account the effect of the stress. Maximum likelihood estimates of the model parameters are obtained and their properties are studied through simulated data. An application on field data is displayed. Hypothesis testing procedures for environment effect are suggested.


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