MODELING LIFETIME DATA WITH APPLICATION TO FATIGUE MODELS

被引:42
作者
CASTILLO, E [1 ]
HADI, AS [1 ]
机构
[1] CORNELL UNIV,ITHACA,NY 14853
关键词
BOOTSTRAP; ESTIMATION; GENERALIZE REVERSED PARETO DISTRIBUTION; ORDER STATISTICS; QUANTILE ESTIMATION; REGRESSION ESTIMATOR;
D O I
10.2307/2291341
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
A new model for the analysis of lifetime data in the presence of a covariate is derived based on physical and statistical considerations. The model depends on five parameters that have clear physical interpretations. Two methods for the estimation of the parameters and of the quantiles are presented: one based on the order statistics and the other a regression estimator. The quantile estimators as well as the estimators of four of the five parameters are given in closed form. The fifth parameter can be estimated independently of the other parameters using either a closed form or a numerically simple algorithm. A simulation study shows that the regression estimators are better for estimating the parameters but the order statistics estimators perform better for the estimation of low quantiles. The methodology is also illustrated by an example of a real life data.
引用
收藏
页码:1041 / 1054
页数:14
相关论文
共 18 条
[1]  
[Anonymous], 1987, ASYMPTOTIC THEORY EX
[2]  
Bastenaire F. A., 1971, ASTM STP, P3
[3]   LIFETIME REGRESSION-MODELS BASED ON A FUNCTIONAL-EQUATION OF PHYSICAL NATURE [J].
CASTILLO, E ;
GALAMBOS, J .
JOURNAL OF APPLIED PROBABILITY, 1987, 24 (01) :160-169
[4]   PARAMETER AND QUANTILE ESTIMATION FOR THE GENERALIZED EXTREME-VALUE DISTRIBUTION [J].
CASTILLO, E ;
HADI, AS .
ENVIRONMETRICS, 1994, 5 (04) :417-432
[5]  
Castillo E., 1985, INT ASS BRIDG STRUCT, V82, P1
[6]  
CASTILLO E, 1995, UNPUB COMPUTATIONAL
[7]  
DARGAHINOUBARY GR, 1992, APPLIED STOCHASTIC M, V8, P17
[8]   COMPUTER-INTENSIVE METHODS IN STATISTICS [J].
DIACONIS, P ;
EFRON, B .
SCIENTIFIC AMERICAN, 1983, 248 (05) :116-&
[9]  
DURHAM S, 1990, PROBAB ENG INFORM SC, V4, P73
[10]   1977 RIETZ LECTURE - BOOTSTRAP METHODS - ANOTHER LOOK AT THE JACKKNIFE [J].
EFRON, B .
ANNALS OF STATISTICS, 1979, 7 (01) :1-26