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On estimation based on progressive first-failure-censored sampling

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  • Wu, Shuo-Jye
  • Kus, Coskun

Abstract

In this paper, a new life test plan called a progressive first-failure-censoring scheme is introduced. Maximum likelihood estimates, exact and approximate confidence intervals and an exact confidence region for the parameters of the Weibull distribution are discussed for the new censoring scheme. A numerical example is provided to illustrate the proposed censoring scheme. Some simulation results are presented and used to assess the performance of the proposed estimation methods developed here. The expected time required to complete the proposed life test plan is derived. Finally, a numerical study for comparing among different censoring schemes in terms of expected test time is given.

Suggested Citation

  • Wu, Shuo-Jye & Kus, Coskun, 2009. "On estimation based on progressive first-failure-censored sampling," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3659-3670, August.
    • Handle: RePEc:eee:csdana:v:53:y:2009:i:10:p:3659-3670
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    References listed on IDEAS

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    1. Siu-Keung Tse & Hak-Keung Yuen, 1998. "Expected experiment times for the Weibull distribution under progressive censoring with random removals," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(1), pages 75-83.
    2. Ng, H. K. T. & Chan, P. S. & Balakrishnan, N., 2002. "Estimation of parameters from progressively censored data using EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 371-386, June.
    3. Basak, Indrani & Basak, Prasanta & Balakrishnan, N., 2006. "On some predictors of times to failure of censored items in progressively censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1313-1337, March.
    4. Burkschat, M. & Cramer, E. & Kamps, U., 2006. "On optimal schemes in progressive censoring," Statistics & Probability Letters, Elsevier, vol. 76(10), pages 1032-1036, May.
    5. Shuo‐Jye Wu & Dar‐Hsin Chen & Shyi‐Tien Chen, 2006. "Bayesian inference for Rayleigh distribution under progressive censored sample," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 22(3), pages 269-279, May.
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