Search results for: censoring.
9 Effect of Progressive Type-I Right Censoring on Bayesian Statistical Inference of Simple Step–Stress Acceleration Life Testing Plan under Weibull Life Distribution
Authors: Saleem Z. Ramadan
Abstract:
This paper discusses the effects of using progressive Type-I right censoring on the design of the Simple Step Accelerated Life testing using Bayesian approach for Weibull life products under the assumption of cumulative exposure model. The optimization criterion used in this paper is to minimize the expected pre-posterior variance of the Pth percentile time of failures. The model variables are the stress changing time and the stress value for the first step. A comparison between the conventional and the progressive Type-I right censoring is provided. The results have shown that the progressive Type-I right censoring reduces the cost of testing on the expense of the test precision when the sample size is small. Moreover, the results have shown that using strong priors or large sample size reduces the sensitivity of the test precision to the censoring proportion. Hence, the progressive Type-I right censoring is recommended in these cases as progressive Type-I right censoring reduces the cost of the test and doesn't affect the precision of the test a lot. Moreover, the results have shown that using direct or indirect priors affects the precision of the test.
Keywords: Reliability, Accelerated life testing, Cumulative exposure model, Bayesian estimation, Progressive Type-I censoring, Weibull distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21598 A Forward Automatic Censored Cell-Averaging Detector for Multiple Target Situations in Log-Normal Clutter
Authors: Musa'ed N. Almarshad, Saleh A. Alshebeili, Mourad Barkat
Abstract:
A challenging problem in radar signal processing is to achieve reliable target detection in the presence of interferences. In this paper, we propose a novel algorithm for automatic censoring of radar interfering targets in log-normal clutter. The proposed algorithm, termed the forward automatic censored cell averaging detector (F-ACCAD), consists of two steps: removing the corrupted reference cells (censoring) and the actual detection. Both steps are performed dynamically by using a suitable set of ranked cells to estimate the unknown background level and set the adaptive thresholds accordingly. The F-ACCAD algorithm does not require any prior information about the clutter parameters nor does it require the number of interfering targets. The effectiveness of the F-ACCAD algorithm is assessed by computing, using Monte Carlo simulations, the probability of censoring and the probability of detection in different background environments.Keywords: CFAR, Log-normal clutter, Censoring, Probabilityof detection, Probability of false alarm, Probability of falsecensoring.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19157 Inferences on Compound Rayleigh Parameters with Progressively Type-II Censored Samples
Authors: Abdullah Y. Al-Hossain
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This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.
Keywords: Progressive type II censoring, compound Rayleigh failure time distribution, maximum likelihood estimation, Bayes estimation, Lindley's approximation method, Monte Carlo simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23906 Maximum Likelihood Estimation of Burr Type V Distribution under Left Censored Samples
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The paper deals with the maximum likelihood estimation of the parameters of the Burr type V distribution based on left censored samples. The maximum likelihood estimators (MLE) of the parameters have been derived and the Fisher information matrix for the parameters of the said distribution has been obtained explicitly. The confidence intervals for the parameters have also been discussed. A simulation study has been conducted to investigate the performance of the point and interval estimates.
Keywords: Fisher information matrix, confidence intervals, censoring.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17095 Design and Implementation of Real-Time Automatic Censoring System on Chip for Radar Detection
Authors: Imron Rosyadi, Ridha A. Djemal, Saleh A. Alshebeili
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Design and implementation of a novel B-ACOSD CFAR algorithm is presented in this paper. It is proposed for detecting radar target in log-normal distribution environment. The BACOSD detector is capable to detect automatically the number interference target in the reference cells and detect the real target by an adaptive threshold. The detector is implemented as a System on Chip on FPGA Altera Stratix II using parallelism and pipelining technique. For a reference window of length 16 cells, the experimental results showed that the processor works properly with a processing speed up to 115.13MHz and processing time0.29 ┬Ás, thus meets real-time requirement for a typical radar system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31114 Computational Aspects of Regression Analysis of Interval Data
Authors: Michal Cerny
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We consider linear regression models where both input data (the values of independent variables) and output data (the observations of the dependent variable) are interval-censored. We introduce a possibilistic generalization of the least squares estimator, so called OLS-set for the interval model. This set captures the impact of the loss of information on the OLS estimator caused by interval censoring and provides a tool for quantification of this effect. We study complexity-theoretic properties of the OLS-set. We also deal with restricted versions of the general interval linear regression model, in particular the crisp input – interval output model. We give an argument that natural descriptions of the OLS-set in the crisp input – interval output cannot be computed in polynomial time. Then we derive easily computable approximations for the OLS-set which can be used instead of the exact description. We illustrate the approach by an example.
Keywords: Linear regression, interval-censored data, computational complexity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14693 Estimating Regression Parameters in Linear Regression Model with a Censored Response Variable
Authors: Jesus Orbe, Vicente Nunez-Anton
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In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. In this context, most of the studies in the literature can be located in two possible general classes of regression models: models that study the effect the covariates have on the hazard function; and models that study the effect the covariates have on the censored response variable. Proposals in this paper are in the second class of models and, more specifically, on least squares based model approach. Thus, using the bootstrap estimate of the bias, we try to improve the estimation of the regression parameters by reducing their bias, for small sample sizes. Simulation results presented in the paper show that, for reasonable sample sizes and censoring levels, the bias is always smaller for the new proposals.
Keywords: Censored response variable, regression, bias.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14742 On Bayesian Analysis of Failure Rate under Topp Leone Distribution using Complete and Censored Samples
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The article is concerned with analysis of failure rate (shape parameter) under the Topp Leone distribution using a Bayesian framework. Different loss functions and a couple of noninformative priors have been assumed for posterior estimation. The posterior predictive distributions have also been derived. A simulation study has been carried to compare the performance of different estimators. A real life example has been used to illustrate the applicability of the results obtained. The findings of the study suggest that the precautionary loss function based on Jeffreys prior and singly type II censored samples can effectively be employed to obtain the Bayes estimate of the failure rate under Topp Leone distribution.
Keywords: loss functions, type II censoring, posterior distribution, Bayes estimators.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25601 Application of Gamma Frailty Model in Survival of Liver Cirrhosis Patients
Authors: Elnaz Saeedi, Jamileh Abolaghasemi, Mohsen Nasiri Tousi, Saeedeh Khosravi
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Goals and Objectives: A typical analysis of survival data involves the modeling of time-to-event data, such as the time till death. A frailty model is a random effect model for time-to-event data, where the random effect has a multiplicative influence on the baseline hazard function. This article aims to investigate the use of gamma frailty model with concomitant variable in order to individualize the prognostic factors that influence the liver cirrhosis patients’ survival times. Methods: During the one-year study period (May 2008-May 2009), data have been used from the recorded information of patients with liver cirrhosis who were scheduled for liver transplantation and were followed up for at least seven years in Imam Khomeini Hospital in Iran. In order to determine the effective factors for cirrhotic patients’ survival in the presence of latent variables, the gamma frailty distribution has been applied. In this article, it was considering the parametric model, such as Exponential and Weibull distributions for survival time. Data analysis is performed using R software, and the error level of 0.05 was considered for all tests. Results: 305 patients with liver cirrhosis including 180 (59%) men and 125 (41%) women were studied. The age average of patients was 39.8 years. At the end of the study, 82 (26%) patients died, among them 48 (58%) were men and 34 (42%) women. The main cause of liver cirrhosis was found hepatitis 'B' with 23%, followed by cryptogenic with 22.6% were identified as the second factor. Generally, 7-year’s survival was 28.44 months, for dead patients and for censoring was 19.33 and 31.79 months, respectively. Using multi-parametric survival models of progressive and regressive, Exponential and Weibull models with regard to the gamma frailty distribution were fitted to the cirrhosis data. In both models, factors including, age, bilirubin serum, albumin serum, and encephalopathy had a significant effect on survival time of cirrhotic patients. Conclusion: To investigate the effective factors for the time of patients’ death with liver cirrhosis in the presence of latent variables, gamma frailty model with parametric distributions seems desirable.
Keywords: Frailty model, latent variables, liver cirrhosis, parametric distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1058