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
國別 USA
公開徵稿
出版型式 ,紙本
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