IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v79y2009i5p1770-1777.html
   My bibliography  Save this article

The life-span prediction of a system connected in series

Author

Listed:
  • Wang, Lichun
  • Wang, Xuan

Abstract

This article considers the prediction problem of the life-span of a system whose components connected in series and the lifetime of the components follows the exponential distribution with probability density f(x;θ)=θ−1exp⁡(−x/θ)I(x>0). Employing the Bayes method, a prior distribution G(θ) is used to describe the variability of θ but the form of G(θ) is not specified and only one moment condition is assumed. Suppose the observed lifetimes of components are rightly censored, we define a prediction statistic to predict the life-span of the series-wound system which consists of some untested components, firstly, under the condition that the censoring distribution is known and secondly, that it is unknown. For several different priors, we investigate the coverage frequencies of the proposed prediction intervals as the sample size and the censorship proportion change. The simulation study shows that our predictions are efficient and applicable.

Suggested Citation

  • Wang, Lichun & Wang, Xuan, 2009. "The life-span prediction of a system connected in series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1770-1777.
  • Handle: RePEc:eee:matcom:v:79:y:2009:i:5:p:1770-1777
    DOI: 10.1016/j.matcom.2008.09.008
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378475408003157
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.matcom.2008.09.008?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Qiao, Hongzhu & Tsokos, Chris P., 1994. "Parameter estimation of the Weibull probability distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 37(1), pages 47-55.
    2. Kundu, Debasis & Gupta, Rameshwar D., 2008. "Generalized exponential distribution: Bayesian estimations," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1873-1883, January.
    3. Qiao, Hongzhu & Tsokos, Chris P., 1995. "Estimation of the three parameter Weibull probability distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(1), pages 173-185.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. El-Adll, Magdy E., 2011. "Predicting future lifetime based on random number of three parameters Weibull distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(9), pages 1842-1854.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Riccardo Rebonato & Valerio Gaspari, 2006. "Analysis of drawdowns and drawups in the US$ interest-rate market," Quantitative Finance, Taylor & Francis Journals, vol. 6(4), pages 297-326.
    2. Azeem Ali & Sanku Dey & Haseeb Ur Rehman & Zeeshan Ali, 2019. "On Bayesian reliability estimation of a 1-out-of-k load sharing system model of modified Burr-III distribution," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 10(5), pages 1052-1081, October.
    3. Pang, Wan-Kai & Hou, Shui-Hung & Yu, Wing-Tong, 2007. "On a proper way to select population failure distribution and a stochastic optimization method in parameter estimation," European Journal of Operational Research, Elsevier, vol. 177(1), pages 604-611, February.
    4. Saieed Ateya, 2014. "Maximum likelihood estimation under a finite mixture of generalized exponential distributions based on censored data," Statistical Papers, Springer, vol. 55(2), pages 311-325, May.
    5. Lemonte, Artur J., 2013. "A new exponential-type distribution with constant, decreasing, increasing, upside-down bathtub and bathtub-shaped failure rate function," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 149-170.
    6. S. Mirhosseini & M. Amini & D. Kundu & A. Dolati, 2015. "On a new absolutely continuous bivariate generalized exponential distribution," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(1), pages 61-83, March.
    7. Emilio Gómez-Déniz & Yuri A. Iriarte & Yolanda M. Gómez & Inmaculada Barranco-Chamorro & Héctor W. Gómez, 2021. "Statistical Inference for a General Family of Modified Exponentiated Distributions," Mathematics, MDPI, vol. 9(23), pages 1-18, November.
    8. Rui Hua & Wenhao Gui, 2022. "Inference for copula-based dependent competing risks model with step-stress accelerated life test under generalized progressive hybrid censoring," Computational Statistics, Springer, vol. 37(5), pages 2399-2436, November.
    9. Cheng, Yung-Hsiang & Tsao, Hou-Lei, 2010. "Rolling stock maintenance strategy selection, spares parts' estimation, and replacements' interval calculation," International Journal of Production Economics, Elsevier, vol. 128(1), pages 404-412, November.
    10. Muhammad Mohsin & Hannes Kazianka & Jürgen Pilz & Albrecht Gebhardt, 2014. "A new bivariate exponential distribution for modeling moderately negative dependence," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(1), pages 123-148, March.
    11. Yu-Jau Lin & Y. L. Lio, 2012. "Bayesian inference under progressive type-I interval censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(8), pages 1811-1824, April.
    12. Heba S. Mohammed & Saieed F. Ateya & Essam K. AL-Hussaini, 2017. "Estimation based on progressive first-failure censoring from exponentiated exponential distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(8), pages 1479-1494, June.
    13. Francesca Condino & Filippo Domma & Giovanni Latorre, 2018. "Likelihood and Bayesian estimation of $$P(Y{," Statistical Papers, Springer, vol. 59(2), pages 467-485, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:79:y:2009:i:5:p:1770-1777. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.