Inference for Type-I and Type-II Hybrid Censored Minimal Repair and Record Data

被引:1
作者
Berzborn, Moritz [1 ]
Cramer, Erhard [1 ]
机构
[1] Rhein Westfal TH Aachen, Inst Stat, D-52056 Aachen, Germany
关键词
Minimal repair data; Record values; Hybrid censoring; Maximum likelihood estimation; Non-homogeneous Poisson process; Stochastic monotonicity; Exponential distribution; EXACT LIKELIHOOD INFERENCE; EXPONENTIAL-DISTRIBUTION; NONPARAMETRIC METAANALYSIS; CONFIDENCE-INTERVALS; RELIABILITY; PARAMETERS; SCHEMES; SYSTEMS; SAMPLES; MODELS;
D O I
10.1007/s42519-023-00351-6
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, hybrid censoring mechanisms are applied to minimal repair and record data. Based on the derivation of the joint distribution of such data under hybrid censoring, likelihood inference is discussed. For illustration, Type-I and Type-II hybrid censoring schemes are considered for exponential distributions. In particular, the exact (conditional) distribution of the maximum likelihood estimator is obtained for an exponential distribution. This result is used to construct exact (conditional) confidence intervals using the method of pivoting the cumulative distribution function. Finally, the results are illustrated using two data sets taken from the literature on minimal repair models. Although the discussion of the results is in terms of minimal repair models, the results can be applied directly to record value data. By utilizing a connection of minimal repair times to occurrence times of non-homogeneous Poisson processes, a nonparametric estimate for the intensity rate of the process and the underlying lifetime distribution under hybrid censoring is also proposed. The paper is supplemented by simulational results.
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页数:38
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