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Order Restricted Bayesian Analysis of a Simple Step Stress Model

Author

Listed:
  • Debashis Samanta

    (Rabindra Mahavidyalaya)

  • Debasis Kundu

    (Indian Institute of Technology Kanpur)

  • Ayon Ganguly

    (Indian Institute of Technology Guwahati)

Abstract

In this article we consider a simple step stress set up under the cumulative exposure model assumption. At each stress level the lifetime distribution of the experimental units are assumed to follow the generalized exponential distribution. We provide the order restricted Bayesian inference of the model parameters by considering the fact that the expected lifetime of the experimental units are larger in lower stress level. Analysis and the related results are extended to different censoring schemes also. The Bayes estimates and the associated credible intervals of the unknown parameters are constructed using importance sampling technique. We perform extensive simulation experiments both for the complete and censored samples to see the performances of the proposed estimators. We analyze two simulated and one real data sets for illustrative purposes. An optimal value of the stress changing time is obtained by minimizing the total posterior coefficient of variations of the unknown parameters.

Suggested Citation

  • Debashis Samanta & Debasis Kundu & Ayon Ganguly, 2018. "Order Restricted Bayesian Analysis of a Simple Step Stress Model," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(2), pages 195-221, November.
    • Handle: RePEc:spr:sankhb:v:80:y:2018:i:2:d:10.1007_s13571-017-0139-9
    DOI: 10.1007/s13571-017-0139-9
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    References listed on IDEAS

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    1. Abdel-Hamid, Alaa H. & AL-Hussaini, Essam K., 2009. "Estimation in step-stress accelerated life tests for the exponentiated exponential distribution with type-I censoring," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1328-1338, February.
    2. A. Childs & B. Chandrasekar & N. Balakrishnan & D. Kundu, 2003. "Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(2), pages 319-330, June.
    3. Saralees Nadarajah, 2011. "The exponentiated exponential distribution: a survey," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(3), pages 219-251, September.
    4. Yao Zhang & William Q. Meeker, 2005. "Bayesian life test planning for the Weibull distribution with given shape parameter," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 61(3), pages 237-249, June.
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    Cited by:

    1. Benjamin Laumen & Erhard Cramer, 2021. "k‐step stage life testing," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 75(2), pages 203-233, May.

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