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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/77038

    Title: Statistical inference for a lognormal step-stress model with Type-I censoring
    Authors: Lin, Chien-tai;Chou, Cheng-chieh
    Contributors: 淡江大學數學學系
    Keywords: Stress;Maximum likelihood estimation;Convergence;Mathematical model;Data models;Simulated annealing;Algorithm design and analysis
    Date: 2012-06
    Issue Date: 2012-05-24 11:05:42 (UTC+8)
    Publisher: Piscataway: Institute of Electrical and Electronics Engineers
    Abstract: We consider a k-step step-stress model under Type-I censoring. We obtain the maximum likelihood estimates (MLE) of the parameters assuming a cumulative exposure model with lifetimes being lognormal distributed. A two-stage algorithm integrating a modified simulated annealing algorithm with a Newton-Raphson method is proposed to compute the MLE of the parameters. We also derive the confidence intervals for the parameters using asymptotic distributions, a likelihood ratio test, and parametric bootstrap resampling methods. The performance of the point and interval estimation of the parameters are evaluated through a Monte Carlo simulation study.
    Relation: IEEE Transactions on Reliability 61(2), p.361-377
    DOI: 10.1109/TR.2012.2194178
    Appears in Collections:[數學學系暨研究所] 期刊論文

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