期刊論文
學年 | 100 |
---|---|
學期 | 2 |
出版(發表)日期 | 2012-06-01 |
作品名稱 | Statistical inference for a lognormal step-stress model with Type-I censoring |
作品名稱(其他語言) | |
著者 | Lin, Chien-tai; Chou, Cheng-chieh |
單位 | 淡江大學數學學系 |
出版者 | Piscataway: Institute of Electrical and Electronics Engineers |
著錄名稱、卷期、頁數 | IEEE Transactions on Reliability 61(2), p.361-377 |
摘要 | 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. |
關鍵字 | Stress;Maximum likelihood estimation;Convergence;Mathematical model;Data models;Simulated annealing;Algorithm design and analysis |
語言 | en_US |
ISSN | 0018-9529 |
期刊性質 | 國外 |
收錄於 | SCI |
產學合作 | |
通訊作者 | Lin, Chien-tai |
審稿制度 | 否 |
國別 | USA |
公開徵稿 | |
出版型式 | ,紙本 |
相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/77038 ) |