학술논문

Inference of improved adaptive progressively censored competing risks data for Weibull lifetime models
Document Type
Original Paper
Source
Statistical Papers. 65(3):1163-1196
Subject
Bayesian estimators
Improved adaptive Type-II progressive censoring
Markov chain Monte Carlo techniques
Maximum likelihood estimators
Reliability characteristics
Weibull distribution
Language
English
ISSN
0932-5026
1613-9798
Abstract
Recently, an improved adaptive Type-II progressive censoring scheme is proposed to ensure that the experimental time will not pass a pre-fixed time and ends the test after recording a pre-fixed number of failures. This paper studies the inference of the competing risks model from Weibull distribution under the improved adaptive progressive Type-II censoring. For this goal, we used the latent failure time model with Weibull lifetime distributions with common shape parameters. The point and interval estimation problems of parameters, reliability and hazard rate functions using the maximum likelihood and Bayesian estimation methods are considered. Moreover, making use of the asymptotic normality of classical estimators and delta method, approximate intervals are constructed via the observed Fisher information matrix. Following the assumption of independent gamma priors, the Bayes estimates of the scale parameters have closed expressions, but when the common shape parameter is unknown, the Bayes estimates cannot be formed explicitly. To solve this difficulty, we recommend using Markov chain Monte Carlo routine to compute the Bayes estimates and to construct credible intervals. A comprehensive Monte Carlo simulation is conducted to judge the behavior of the offered methods. Ultimately, analysis of electrodes data from the life-test of high-stress voltage endurance is provided to illustrate all proposed inferential procedures.