§ 瀏覽學位論文書目資料
  
系統識別號 U0002-2906201715211500
DOI 10.6846/TKU.2017.01051
論文名稱(中文) 混合分配下區間設限樣本的可靠度推論研究
論文名稱(英文) Reliability Inference Based on the Interval-Censored Samples of Mixture Distributions
第三語言論文名稱
校院名稱 淡江大學
系所名稱(中文) 統計學系應用統計學碩士班
系所名稱(英文) Department of Statistics
外國學位學校名稱
外國學位學院名稱
外國學位研究所名稱
學年度 105
學期 2
出版年 106
研究生(中文) 楊瑾棋
研究生(英文) Chin-Chi Yang
學號 604650340
學位類別 碩士
語言別 繁體中文
第二語言別
口試日期 2017-06-28
論文頁數 34頁
口試委員 指導教授 - 蔡宗儒
委員 - 吳柏林
委員 - 林豐澤
關鍵字(中) 混合分配
設限樣本
貝氏估計
馬可夫鏈蒙地卡羅演算法
最大概似估計
關鍵字(英) Mixed distribution
Censored sample
Bayesian estimation
Markov chain Monte Carlo algorithm
Maximum likelihood estimation
第三語言關鍵字
學科別分類
中文摘要
當製造商的元件來自兩個供應商,且個別供應商的元件品質可能不一致時,在混合的比例已知的條件下,本論文採用元件壽命服從韋伯分配的假設,研究在逐步型一區間設限樣本之混合韋伯分配下的參數估計問題,使用 Metropolis-Hasting 馬可夫鏈蒙地卡羅演算法得到模型的參數估計的結果,並以蒙地卡羅模擬評估估計方法的成效。通過模擬結果得到在大樣本下,本論文提出的估計結果相對穩定。
英文摘要
When two suppliers supply components to a manufacturing company and the components from different suppliers could have different levels of quality, the mixed Weibull distributions is considered as the lifetime model of components. Moreover, an analytical Metropolis-Hasting Markov chain Monte Carlo procedure is proposed to estimate the model parameters. A simulation study is carried out to evaluate the performance of the proposed estimation method. Simulation results show that the proposed estimation method perform well with large samples.
第三語言摘要
論文目次
目錄
中文摘要	I
Abstract	II
目錄	III
圖目錄	IV
表目錄	V
第一章 緒論	1
第二章 統計方法	7
  2.1 統計模型	7
  2.2 MCMC演算法	9
第三章 模擬結果	14
第四章 結論	28
參考文獻	29

圖目錄
圖3.1 混合韋伯分配曲線圖 β,θ_1 、θ_2= (a) (3.4,2.3,4.3) (b)  (3.4,2.3,6.3) (c) (3.4,4.3,6.3) (d) (5,2.3,4.3) (e) (5,2.3,6.3) (f) (5,4.3,6.3) (g) (10,2.3,4.3) (h) (10,2.3,6.3) (i) (10,4.3,6.3)。	16

表目錄
表3.1 c= 0.7之 β_1 、θ_1 、β_2 、θ_2 的偏差與均方誤差	19
表3.2 c= 0.7之 β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差	19
表3.3 c= 0.7之 β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差	20
表3.4 c= 0.7之 β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差	20
表3.5 c= 0.7之 β_1 、θ_1 、β_2 、θ_2  的偏差與均方誤差	21
表3.6 c= 0.7之 β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差	21
表3.7 c= 0.7之 β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差	22
表3.8 c= 0.7之 β_1 、θ_1 、β_2 、θ_2  的偏差與均方誤差	22
表3.9 c= 0.7之β_1 、θ_1 、β_2 、θ_2  的偏差與均方誤差	23
表3.10 c= 0.5之 β_1 、θ_1 、β_2 、θ_2  的偏差與均方誤差	23
表3.11 c= 0.5之β_1 、θ_1 、β_2 、θ_2  的偏差與均方誤差	24
表3.12 c= 0.5之β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差	24
表3.13 c= 0.5之 β_1 、θ_1 、β_2 、θ_2  的偏差與均方誤差	25
表3.14 c= 0.5之 β_1 、θ_1 、β_2 、θ_2  的偏差與均方誤差	25
表3.15 c= 0.5之 β_1 、θ_1 、β_2 、θ_2  的偏差與均方誤差	26
表3.16 c= 0.5之 β_1 、θ_1 、β_2 、θ_2  的偏差與均方誤差	26
表3.17 c= 0.5之 β_1 、θ_1 、β_2 、θ_2  的偏差與均方誤差	27
表3.18 c= 0.5之 β_1 、θ_1 、β_2 、θ_(2 )的偏差與均方誤差	27
參考文獻
1.	Samuelson S.O and Kongerud J. (1994) Interval censoring in longitudinal data of respiratory symptoms in aluminium potroom workers: a comparison of methods. Statistics in Medicine 13: 1771-1780.
2.	Sakamoto J., Teramukai S., Kiroaki N. and Yasuo O. (1997) A re-analysis of a randomized clinical trial for gastric cancer using interval censoring. Journal of Clinical Oncology 27: 445–446.
3.	Sun J. (1997) Regression analysis of interval-censored failure time data. Statistics in Medicine 16: 497-504.
4.	Lindsey J.C. and Ryan L. M. (1998) Tutorial in biostatistics methods for interval-censored data. Statistics in Medicine 17: 219-238.
5.	Schick A. and Yu Q. (2000). Consistency of the GMLE with mixed case interval-censored data. Scandinavian Journal of Statistics 27: 45-55.
6.	Gu M.G., Sun L. and Zuo G. (2005). A baseline-free procedure for transformation models under interval censorship. Lifetime Data Analysis 11: 473-488.
7.	Zhang Z. and Zhao Y. (2013). Empirical likelihood for linear transformation models with interval-censored failure time data. Journal of Multivariate Analysis 116: 398-409.
8.	Wang L., McMahan C.S., Hudgens M.G. and Qureshi Z.P. (2016). A flexible, computationally efficient method for fitting the proportional hazards model to interval-censored data. Biometrics 72: 222-231.
9.	Kim J., Kim Y.N. and Kim S.W. (2016) Frailty model approach for the clustered interval-censored data with informative censoring. Journal of the Korean Statistical Society 45: 156-165.
10.	Li C. (2016) Cause-specific hazard regression for competing risks data under interval censoring and left truncation. Computational Statistics and Data Analysis 104: 197-208.
11.	Ma L., Hu T. and Sun J. (2016) Cox regression analysis of dependent interval-censored failure time data. Computational Statistics and Data Analysis 103: 79-90.
12.	Aggarwala R. (2001) Progressive interval censoring: some mathematical results with applications to inference. Communications in Statistics-Theory and Methods 30: 1921-1935.
13.	Wu S.-J., Lin Y.-P. and Chen Y.-J. (2006) Planning step-stress life test with progressively type-I group-censored exponential data. Statistica Neerlandica 60: 46-56.
14.	Wu S.-J. Lin Y.-P. and Chen S.-T. (2008) Optimal step-stress test under type I progressive group-censoring with random removals. Journal of Statistical Planning Inference 138: 817-826.
15.	Lu W. and Tsai T.-R. (2009a) Interval censored sampling plans for gamma lifetime model. European Journal of Operation Research 192: 116-124.
16.	Lu W. and Tsai T.-R. (2009b) Interval censored sampling plans for the log-logistic lifetime model. Journal of Applied Statistics 36(5): 521-536.
17.	Hong C.W., Lee W.C. and Wu J.W. (2012) Computational procedure of performance assessment of lifetime index of products for the Weibull distribution with the progressive first-failure-censored sampling plan. Journal of Applied Mathematics 2012, Article ID 717184: 1-13.
18.	Lin Y.-J. and Lio Y.L. (2012) Bayesian inference under progressive type-I interval censoring. Journal of Applied Statistics 39(8): 1811-1824.
19.	Singh S. and Tripathi Y.M. (2016) Estimating the parameters of an inverse Weibull distribution under progressive type-I interval censoring. Statistical Methodology pp 1–36 DOI: 10.1007/s00362-016-0750-2.
20.	Wu S.-F. and Lin Y.-P. (2016) Computational testing algorithmic procedure of assessment for lifetime performance index of products with one-parameter exponential distribution under progressive type I interval censoring. Mathematics and Computers in Simulation 120: 79-90.
21.	Cai J., Shi Y. and Liu B. (2017) Inference for a series system with dependent masked data under progressive interval censoring. Journal of Applied Statistics 44(1): 3-15.
22.	Nagode M. and Fajdiga M. (2000) An improved algorithm for parameter estimation suitable for mixed Weibull distributions. International Journal of Fatigue 22: 75-80.
23.	Jiang R., Murthy D.N.P. and Ji P. (2001) Models involving two inverse Weibull distributions. Reliability Engineering and System Safety 73: 73-81.
24.	Bučar T., Nagode M., Fajdiga M. (2004) Reliability approximation using finite Weibull mixture distributions. Reliability Engineering and System Safety 84(3): 241-251.
25.	Attardi L., Guida M. and Pulcini G. (2005) A mixed-Weibull regression model for the analysis of automotive warranty data. Reliability Engineering and System Safety 87(2): 265-273.
26.	Nagode M. and Fajdiga M. (2006) An alternative perspective on the mixture estimation problem. Reliability Engineering and System Safety 91(4): 388-397.
27.	Sultan K.S., Ismail M.A. and Al-Moisheer A.S. (2007) Mixture of two inverse Weibull distributions: properties and estimation. Computational Statistics and Data Analysis 51: 5377-5387.
28.	Maqsood A. and Aslam M. (2008) A comparative study to estimate the parameters of mixed-Weibull distribution. Pakistan Journal of Statistics and Operation Research 4(1): 1-8.
29.	Ling D., Huang H.-Z. and Liu Y. (2009) A method for parameter estimation of Mixed Weibull distribution. The proceedings of 2009 Annual Reliability and Maintainability Symposium pp.129 – 133.
30.	Touw A.E. (2009) Bayesian estimation of mixed Weibull distributions. Reliability Engineering and System Safety 94: 463-473.
31.	Castet J.-F. and Saleh J.H. (2010) Single versus mixture Weibull distributions for nonparametric satellite reliability. Reliability Engineering and System Safety 95: 295-300.
32.	Chiodo E. (2012) Parameter estimation of mixed Weibull probability distributions for wind speed related to power statistics. The proceedings of International Symposium on Power Electronics Power Electronics, Electrical Drives, Automation and Motion pp. 582-587.
33.	Gu Y., Ge D. and Xiong Y. (2012) A reliability data analysis method using mixture Weibull distribution model. Applied Mechanics and Materials 148-149: 1449-145.
34.	Ali S. and Aslam M. (2013) Choice of suitable informative prior for the scale parameter of mixture of Laplace distribution using type-I censoring scheme under different loss function. Electronic Journal of Applied Statistical Analysis 6(1): 32-56.
35.	Elmahdy E.E. and Aboutahoun A.W. (2013) A new approach for parameter estimation of finite Weibull mixture distributions for reliability modeling. Applied Mathematical Modelling 37:1800–1810.
36.	Ateya S.F. and Alharthi A.S. (2014) Estimation under a finite mixture of modified Weibull distributions based on censored data via EM algorithm with application. Journal of Statistical Theory and Applications 13(3): 196-204.
37.	Daniyal M. and Aleem M. (2014) On the mixture of Burr XII and Weibull distributions. Journal of Statistics Applications 3(2): 251-267.
38.     Tian Y., Tian M. and Zhu Q. (2014) Estimating a finite mixed exponential distribution under progressively type-II censored data. Communications in Statistics-Theory and Methods 43: 3762–3776.
論文全文使用權限
校內
紙本論文於授權書繳交後3年公開
同意電子論文全文授權校園內公開
校內電子論文於授權書繳交後3年公開
校外
同意授權
校外電子論文於授權書繳交後3年公開

如有問題,歡迎洽詢!
圖書館數位資訊組 (02)2621-5656 轉 2487 或 來信