BOOTSTRAP CONFIDENCE INTERVAL OF OPTIMAL AGE REPLACEMENT POLICY

被引：3

作者：

Tokumoto, Shunsuke ^{[1
]}

Dohi, Tadashi ^{[1
]}

Yun, Won Young ^{[2
]}

机构：

[1] Hiroshima Univ, Grad Sch Engn, 1-4-1 Kagamiyama, Higashihiroshima 7398527, Japan

[2] Pusan Natl Univ, Dept Ind Engn, Kumjeong Ku, Busan 609735, South Korea

来源：

INTERNATIONAL JOURNAL OF RELIABILITY QUALITY AND SAFETY ENGINEERING | 2014年 / 21卷 / 04期

基金：

新加坡国家研究基金会;

关键词：

Age replacement; parametric bootstrap; maximum likelihood estimation; confidence interval; censored data; estimator distribution; higher moments;

D O I：

10.1142/S0218539314500181

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

In this paper, we consider an interval estimation of the age replacement problem, where the underlying failure time probability is given by the two-parameter Weibull distribution. The parametric bootstrap is used to obtain the probability distribution of an estimator for the optimal age replacement time minimizing the expected cost per unit time in the steady state. We focus on both cases with complete and incomplete samples of failure time data, and calculate not only the higher moments of an estimator for the optimal age replacement time but also the confidence interval.

引用

页数：19

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