استنباط محوری و بیزی در سیستم های منسجم نمایی تحت سانسور فزاینده

نوع مقاله : مقاله پژوهشی

نویسندگان

1 گروه آمار، دانشگاه پیام نور، تهران، ایران

2 گروه آمار، دانشگاه مازندران، مازندران، ایران

چکیده

در این مقاله، استباط آماری درسیستم های k مولفه ای هنگامی که داده های طول عمر سیستم، سانسور شده فزاینده نوع دو باشند مورد مطالعه قرار می گیرد. در این سیستم های منسجم، فرض می شود ساختار و اثر مشخصه سیستم مشخص و نیز توزیع طول عمر مولفه ها، نمایی باشد. دو روش محوری و بیزی برای برآورد نقطه ای پارامتر توزیع طول عمر مولفه ها معرفی می شوند و این روش ها با روش درستنمایی ماکزیمم و روش کمترین مربعات که در مقالات معرفی شده اند مقایسه می شوند. فاصله اطمینان محوری، فاصله اطمینان بیزی و فاصله اطمینان بر اساس آزمون نسبت درستنمایی محاسبه می شوند. با استفاده از شبیه سازی مونت کارلو، برآوردهای مختلف نقطه ای و فاصله ای مقایسه و مشاهده می شود که روش های محوری و بیزی عملکردبهتری در مقایسه با دیگر روش های موجود دارند. برای تشریح بیشتر روش های برآورد معرفی شده، یک مثال عددی ارائه و بحث می شود.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

Pivotal and Bayesian inference in exponential coherent systems under progressive censoring

نویسندگان [English]

  • Adeleh Fallah 1
  • Akbar Asgharzadeh 2
1 Department of Statistics, Payam Noor, Tehran, Iran
2 Department of Statistics, Mazandaran University, Mazandaran, Iran
چکیده [English]

In this paper, statistical inference is considered for k-component coherent systems, when the system lifetime data is progressively type-II censored. In these coherent systems, it is assumed that the system structure and system signature are known and the component lifetime distribution is exponential. Pivotal and Bayesian methods are introduced for point estimation of the component lifetime parameter, and these methods are compared with the maximum likelihood and the least squares methods existing in the literature. Pivotal confidence interval, Bayesian confidence interval and confidence interval based on the likelihood ratio test are computed. Using Monte Carlo simulations, different point and interval estimates are compared and it is observed that pivotal and Bayesian methods perform better than other existing estimation methods.

کلیدواژه‌ها [English]

  • Coherent system
  • System signature
  • Exponential distribution
  • Estimation based on pivotal quantity
  • Bayesian estimation
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