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Inference for a simple step-stress model with progressively censored competing risks data from Weibull distribution

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  • Fen Liu
  • Yimin Shi

Abstract

In reliability analysis, it is common to consider several causes, either mechanical or electrical, those are competing to fail a unit. These causes are called “competing risks.” In this paper, we consider the simple step-stress model with competing risks for failure from Weibull distribution under progressive Type-II censoring. Based on the proportional hazard model, we obtain the maximum likelihood estimates (MLEs) of the unknown parameters. The confidence intervals are derived by using the asymptotic distributions of the MLEs and bootstrap method. For comparison, we obtain the Bayesian estimates and the highest posterior density (HPD) credible intervals based on different prior distributions. Finally, their performance is discussed through simulations.

Suggested Citation

  • Fen Liu & Yimin Shi, 2017. "Inference for a simple step-stress model with progressively censored competing risks data from Weibull distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(14), pages 7238-7255, July.
  • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:14:p:7238-7255
    DOI: 10.1080/03610926.2016.1147585
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    Cited by:

    1. Yicheng Zhou & Zhenzhou Lu & Yan Shi & Kai Cheng, 2019. "The copula-based method for statistical analysis of step-stress accelerated life test with dependent competing failure modes," Journal of Risk and Reliability, , vol. 233(3), pages 401-418, June.

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