Reliability inference for the multicomponent system based on progressively type II censored samples from generalized Pareto distributions

淡江大學機構典藏 > 商管學院 > 統計學系暨研究所 > 期刊論文 > Item 987654321/121013

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题名:	Reliability inference for the multicomponent system based on progressively type II censored samples from generalized Pareto distributions
作者:	Lauren Sauer;Yuhlong Lio;Tzong-Ru Tsai
关键词:	bootstrap procedure;delta method;maximum likelihood estimation;stress-strength
日期:	2020-07-17
上传时间:	2021-08-24 12:14:20 (UTC+8)
摘要:	In this paper, the reliability of a k-component system, in which all components are subject to common stress, is considered. The multicomponent system will continue to survive if at least s out of k components’ strength exceed the common stress. The system reliability is investigated by utilizing the maximum likelihood estimator based on progressively type II censored samples from generalized Pareto distributions. The confidence interval of the system reliability can be obtained by using asymptotic normality with Fisher information matrix or bootstrap method approximation. An intensive simulation study is conducted to evaluate the performance of maximum likelihood estimators of the model parameters and system reliability for a variety of cases. For the confidence interval of the system reliability, simulation results indicate the bootstrap method approximation outperforms over the asymptotic normality approximation in terms of coverage probability.
關聯:	Mathematics 8(7), p.1176
DOI:	10.3390/math8071176
显示于类别:	[統計學系暨研究所] 期刊論文

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