Reliability analysis of exponentiated Poisson-exponential constant stress accelerated life test model

Accelerated life testing is an efficient tool frequently adopted for obtaining failure time data of test units in a lesser time period as compared to normal use conditions. We assume that the lifetime data of a product at constant level of stress follows an exponentiated Poisson-exponential distribution and the shape parameter of the model has a log-linear relationship with the stress level. Model parameters, the reliability function (RF), and the mean time to failure (MTTF) function under use conditions are estimated based on eight frequentist methods of estimation, namely, method of maximum likelihood, method of least square and weighted least square, method of maximum product of spacing, method of minimum spacing absolute-log distance, method of Cramér-von-Mises, method of Anderson–Darling, and Right-tail Anderson–Darling. The performance of the different estimation methods is evaluated in terms of their mean relative estimate and mean squared error using small and large sample sizes through a Monte Carlo simulation study. Finally, two accelerated life test data sets are considered and bootstrap confidence intervals for the unknown parameters, predicted shape parameter, predicted RF, and the MTTF at different stress levels, are obtained.     

Generalized inverted exponential distribution under constant stress accelerated life test: Different estimation methods with application

Estimation of the parameters of generalized inverted exponential distribution is considered under constant stress accelerated life test. Besides the maximum likelihood method, nine different frequentist methods of estimation are used to estimate the unknown parameters. Moreover, the reliability function is estimated under use conditions based on different methods of estimation. We perform extensive simulation experiments to see the performance of the proposed estimators. As an illustration, a real data set is analyzed to demonstrate how the proposed methods may work in practice.     

Robust Regression using Probability Plots for Estimating the Weibull Shape Parameter

The Weibull shape parameter is important in reliability estimation as it characterizes the ageing property of the system. Hence, this parameter has to be estimated accurately. This paper presents a study of the efficiency of using robust regression methods over the ordinary least‐squares regression method based on a Weibull probability plot. The emphasis is on the estimation of the shape parameter of the two‐parameter Weibull distribution. Both the case of small data sets with outliers and the case of data sets with multiple‐censoring are considered. Maximum‐likelihood estimation is also compared with linear regression methods. Simulation results show that robust regression is an effective method in reducing bias and it performs well in most cases. Copyright © 2006 John Wiley & Sons, Ltd.     

Product Spacing of Stress–Strength under Progressive Hybrid Censored for Exponentiated-Gumbel Distribution

Maximum product spacing for stress–strength model based on progressive Type-II hybrid censored samples with different cases has been obtained. This paper deals with estimation of the stress strength reliability model R = P(Y < X) when the stress and strength are two independent exponentiated Gumbel distribution random variables with different shape parameters but having the same scale parameter. The stress–strength reliability model is estimated under progressive Type-II hybrid censoring samples. Two progressive Type-II hybrid censoring schemes were used, Case I: A sample size of stress is the equal sample size of strength, and same time of hybrid censoring, the product of spacing function under progressive Type-II hybrid censoring schemes. Case II: The sample size of stress is a different sample size of strength, in which the life-testing experiment with a progressive censoring scheme is terminated at a random time T ∈ (0,∞). The maximum likelihood estimation and maximum product spacing estimation methods under progressive Type-II hybrid censored samples for the stress strength model have been discussed. A comparison study with classical methods as the maximum likelihood estimation method is discussed. Furthermore, to compare the performance of various cases, Markov chain Monte Carlo simulation is conducted by using iterative procedures as Newton Raphson or conjugate-gradient procedures. Finally, two real datasets are analyzed for illustrative purposes, first data for the breaking strengths of jute fiber, and the second data for the waiting times before the service of the customers of two banks.     

Modelling Insurance Losses with a New Family of Heavy-Tailed Distributions

The actuaries always look for heavy-tailed distributions to model data relevant to business and actuarial risk issues. In this article, we introduce a new class of heavy-tailed distributions useful for modeling data in financial sciences. A specific sub-model form of our suggested family, named as a new extended heavy-tailed Weibull distribution is examined in detail. Some basic characterizations, including quantile function and raw moments have been derived. The estimates of the unknown parameters of the new model are obtained via the maximum likelihood estimation method. To judge the performance of the maximum likelihood estimators, a simulation analysis is performed in detail. Furthermore, some important actuarial measures such as value at risk and tail value at risk are also computed. A simulation study based on these actuarial measures is conducted to exhibit empirically that the proposed model is heavy-tailed. The usefulness of the proposed family is illustrated by means of an application to a heavy-tailed insurance loss data set. The practical application shows that the proposed model is more flexible and efficient than the other six competing models including (i) the two-parameter models Weibull, Lomax and Burr-XII distributions (ii) the three-parameter distributions Marshall-Olkin Weibull and exponentiated Weibull distributions, and (iii) a well-known four-parameter Kumaraswamy Weibull distribution.     

Controlling autocorrelated data in multistage manufacturing processes with an application to textile industry

In recent years, much attention has been given to monitoring multistage processes in order to effectively improve the product reliability. To this end, the output of the process is investigated under special circumstances, and the values corresponding to reliability‐related quality characteristic are measured. However, analyzing reliability data is quite complicated because of their unique features such as being censored and obeying nonnormal distributions. A more sophisticated picture arises when the observations of the process are autocorrelated in some cases, which makes the application of previous control procedures futile. In this paper, the accelerated failure time (AFT) regression models have been modified in order to account for autocorrelated data. Then, a cumulative sum (CUSUM) control chart and an exponentially weighted moving average (EWMA) control chart based on conditional expected values have been proposed to monitor the quality variable with Weibull distribution while taking the effective covariates into consideration. Extensive simulation studies reveal that the CUSUM control chart outperforms its counterpart in detecting out‐of‐control conditions. Finally, a real case study in a textile industry has been provided to investigate the application of the CUSUM control scheme.     

Inference for step-stress plan with Khamis-Higgins model under type-II censored Weibull data

The accelerated life testing (ALT) is frequently used in examining the component reliability and acceptance testing. The ALT is carried out by exposing the unit to higher stress levels in order to observe data faster than those are producing under the normal conditions. The simple step-stress model based on type-II censoring Weibull lifetimes is studied here. In addition, the lifetimes satisfy Khamis-Higgins model assumption. In this paper, Bayesian approaches are developed for estimating the model parameters and predicting times to failure of future censored of the simple step-stress model from Weibull distribution using Khamis-Higgins model. The main goal of this work consists of two parts. First, the Bayesian estimation of the unknown parameters involved in the model is considered by adopting Devroye method to generate log-concave densities within sampling-based algorithm under different loss functions. The Bayes and highest posterior density credible intervals are then established. Second, the estimation of the posterior predictive density of the future lifetimes are discussed to obtain the point and prediction intervals with a given coverage probability. Monte Carlo simulation is performed to check the efficiency of the developed procedures and analyze a real data set for illustrative purposes.     

A flexible Weibull extension

We propose a new two-parameter ageing distribution which is a generalization of the Weibull and study its properties. It has a simple failure rate (hazard rate) function. With appropriate choice of parameter values, it is able to model various ageing classes of life distributions including IFR, IFRA and modified bathtub (MBT). The ranges of the two parameters are clearly demarcated to separate these classes. It thus provides an alternative to many existing life distributions. Details of parameter estimation are provided through a Weibull-type probability plot and maximum likelihood. We also derive explicit formulas for the turning points of the failure rate function in terms of its parameters. This, combined with the parameter estimation procedures, will allow empirical estimation of the turning points for real data sets, which provides useful information for reliability policies.     

Estimation of time‐to‐failure distribution derived from a degradation model using fuzzy clustering

Some life tests are terminated with few or no failures. In such cases, a recent approach is to obtain degradation measurements of product performance that may contain some useful information about product reliability. Generally degradation paths of products are modeled by a nonlinear regression model with random coefficients. If we can obtain the estimates of parameters under the model, then the time‐to‐failure distribution can be estimated. In some cases, the patterns of a few degradation paths are different from those of most degradation paths in a test. Therefore, this study develops a weighted method based on fuzzy clustering procedure to robust estimation of the underlying parameters and time‐to‐failure distribution. The method will be studied on a real data set. Copyright © 2000 John Wiley & Sons, Ltd.     

An experimental comparison of the maximum likelihood estimation and nonlinear least-squares fluorescence lifetime analysis of single molecules

Two procedures based on the weighted least-squares (LS) and the maximum likelihood estimation (MLE) method to confidently analyze single-molecule (SM) fluorescence decays with a total number (N) of 2,500-60,000 counts have been elucidated and experimentally compared by analyzing measured bulk and SM decays. The key observation of this comparison is that the LS systematically underestimates the fluorescence lifetimes by approximately 5%, for the range of 1,000-20,000 events, whereas the MLE method gives stable results over the whole intensity range, even at counts N less than 1,000, where the LS analysis delivers unreasonable values. This difference can be attributed to the different statistics approaches and results from improper weighting of the LS method. As expected from theory, the results of both methods become equivalent above a certain threshold of N detected photons per decay, which is here experimentally determined to be approximately 20,000. In contrast to the bulk lifetime distributions, the SM fluorescence lifetime distributions exhibit standard deviations that are sizably larger than the statistically expected values. This comparison proves the strong influence of the inhomogenuous microenvironment on the photophysical behavior of single molecules embedded in a 10-30-nm thin polymer layer.     

Weighted least‐squares estimation of the shape parameter of the Weibull distribution

The purpose of this paper is to propose the weighted least‐squares procedure for estimating the shape parameter of the Weibull distribution. Results from simulation studies illustrate the mean‐squared error of the weighted least‐squares estimator is smaller than competing procedures in all cases considered. Copyright © 2001 John Wiley & Sons, Ltd.     

Bias correction for the least squares estimator of Weibull shape parameter with complete and censored data

Estimation of the Weibull shape parameter is important in reliability engineering. However, commonly used methods such as the maximum likelihood estimation (MLE) and the least squares estimation (LSE) are known to be biased. Bias correction methods for MLE have been studied in the literature. This paper investigates the methods for bias correction when model parameters are estimated with LSE based on probability plot. Weibull probability plot is very simple and commonly used by practitioners and hence such a study is useful. The bias of the LS shape parameter estimator for multiple censored data is also examined. It is found that the bias can be modeled as the function of the sample size and the censoring level, and is mainly dependent on the latter. A simple bias function is introduced and bias correcting formulas are proposed for both complete and censored data. Simulation results are also presented. The bias correction methods proposed are very easy to use and they can typically reduce the bias of the LSE of the shape parameter to less than half percent.     

Reliability analysis using exponentiated Weibull distribution and inverse power law

Today in reliability analysis, the most used distribution to describe the behavior of devices is the Weibull distribution. Nonetheless, the Weibull distribution does not provide an excellent fit to lifetime datasets that exhibit bathtub shaped or upside‐down bathtub shaped (unimodal) failure rates, which are often encountered in the performance of products such as electronic devices (ED). In this paper, a reliability model based on the exponentiated Weibull distribution and the inverse power law model is proposed, this new model provides a better approach to model the performance and fit of the lifetimes of electronic devices. A case study based on the lifetime of a surface‐mounted electrolytic capacitor is presented in this paper. Besides, it was found that the estimation of the proposed model differs from the Weibull classical model and that affects the mean time to failure (MTTF) of the capacitor under analysis.     

核最小二乘算法检测红外点目标(英文)

对于背景呈非线性变化的复杂图像,用背景预测的方法对红外点目标进行检测时,传统的线性最小二乘法(Least Squares,LS)的效果比较差.文章使用核方法(Kernel Methods,KMs)推导了最小二乘法的非线性版本:核最小二乘算法(Kernel Least Squares,KLS);进一步推导出了更适合动态系统时序预测的指数加权形式的核最小二乘算法(Kemel Exponential wleighted Least Squares,KEWLS).提出了一种基于核方法的红外点目标检测算法,先用KEWLS非线性回归算法预测红外图像背景,再通过自适应门限检测残差图像中的目标,非线性函数回归和红外序列图像检测实验表明核方法较大地改进了算法的非线性函数估计与红外背景预测能力.     

Generalized mixtures of Weibull components

Weibull mixtures have been used extensively in reliability and survival analysis, and they have also been generalized by allowing negative mixing weights, which arise naturally under the formation of some structures of reliability systems. These models provide flexible distributions for modeling dependent lifetimes from heterogeneous populations. In this paper, we study conditions on the mixing weights and the parameters of the Weibull components under which the considered generalized mixture is a well-defined distribution. Specially, we characterize the generalized mixture of two Weibull components. In addition, some reliability properties are established for these generalized two-component Weibull mixture models. One real data set is also analyzed for illustrating the usefulness of the studied model.     

Methods for estimating Weibull parameters for brittle materials

A Monte Carlo simulation is used to obtain the statistical properties of the Weibull parameters estimated by the linear regression, weighted linear regression, maximum likelihood and moments methods, respectively. Results reveal that the estimated Weibull modulus is always biased, which has a much lower accuracy than the scale parameter. The mean square error is adopted as a criterion for the comparison of the estimation methods. It is shown that both the probability estimators and the weight factors have great effects on the estimation precision of the Weibull modulus. The weighted linear regression with a weight factor of W _i =3.3P _i −27.5[1−(1−P _i )^0.025] and a probability estimator of P _i =(i−0.3)/(n+0.4) gives the most accurate estimation for sample sizes of 9–52. The maximum likelihood method recommended for any sample size by previous authors, comes first only for sample sizes larger than or equal to 53; furthermore, it is less conservative than the regression methods, and hence results in a lower safety in reliability predictions.     

Bayesian estimation of mixed Weibull distributions

Estimation of mixed Weibull distribution by maximum likelihood estimation and other methods is frequently difficult due to unstable estimates arising from limited data. Bayesian techniques can stabilize these estimates through the priors, but there is no closed-form conjugate family for the Weibull distribution. This paper reduces the number of numeric integrations required for using Bayesian estimation on mixed Weibull situations from five to two, thus making it a more feasible approach to the typical user. It also examines the robustness of the Bayesian estimates under a variety of different prior distributions. It is found that Bayesian estimation can improve accuracy over the MLE for situations with low mixture ratios so long as the prior on the weak subpopulation's characteristic life has an expected value less than or equal to the true characteristic life.     

Bayesian EWMA control charts based on Exponential and transformed Exponential distributions

In this paper, we proposed the Bayesian exponentially weighted moving average (EWMA) control charts for mean under the nonnormal life time distributions. We used the time between events data which follow the Exponential distribution and proposed the Bayesian EWMA control charts for Exponential distribution and transformed Exponential distributions into Inverse Rayleigh and Weibull distributions. In order to develop the control charts, we used a uniform prior under five different symmetric and asymmetric loss functions (LFs), namely, squared error loss function (SELF), precautionary loss function (PLF), general entropy loss function (GELF), entropy loss function (ELF), and weighted balance loss function (WBLF). The average run length (ARL) and the standard deviation of run length (SDRL) are used to check the performance of the proposed Bayesian EWMA control charts for Exponential and transformed Exponential distributions. An extensive simulation study is conducted to evaluate the proposed Bayesian EWMA control chart for nonnormal distributions. It is observed from the results that the proposed control chart with the Weibull distribution produces the best results among the considered distributions under different LFs. A real data example is presented for implementation purposes.     

Reliability Estimation for Accelerated Life Tests Based on a Cox Proportional Hazard Model with Error Effect

In this paper, a Cox proportional hazard model with error effect applied on the study of an accelerated life test is investigated. Statistical inference under Bayesian methods by using the Markov chain Monte Carlo techniques is performed in order to estimate the parameters involved in the model and predict reliability in an accelerated life testing. The proposed model is applied to the analysis of the knock sensor failure time data in which some observations in the data are censored. The failure times at a constant stress level are assumed to be from a Weibull distribution. The analysis of the failure time data from an accelerated life test is used for the posterior estimation of parameters and prediction of the reliability function as well as the comparisons with the classical results from the maximum likelihood estimation. Copyright © 2017 John Wiley & Sons, Ltd.     

Simultaneous Envelopes for Multivariate Linear Regression

We introduce envelopes for simultaneously reducing the predictors and the responses in multivariate linear regression, so the regression then depends only on estimated linear combinations of X and Y. We use a likelihood-based objective function for estimating envelopes and then propose algorithms for estimation of a simultaneous envelope as well as for basic Grassmann manifold optimization. The asymptotic properties of the resulting estimator are studied under normality and extended to general distributions. We also investigate likelihood ratio tests and information criteria for determining the simultaneous envelope dimensions. Simulation studies and real data examples show substantial gain over the classical methods, like partial least squares, canonical correlation analysis, and reduced-rank regression. This article has supplementary material available online.