Journal Article

E-Bayesian and H-Bayesian Inferences for a Simple Step-Stress Model with Competing Failure Model under Progressively Type-II Censoring

Wang, Ying, Chen, Yan, Yan, Zaizai

2022

Overview

In this paper, we discuss the statistical analysis of a simple step-stress accelerated competing failure model under progressively Type-II censoring. It is assumed that there is more than one cause of failure, and the lifetime of the experimental units at each stress level follows exponential distribution. The distribution functions under different stress levels are connected through the cumulative exposure model. The maximum likelihood, Bayesian, Expected Bayesian, and Hierarchical Bayesian estimations of the model parameters are derived based on the different loss function. Based on Monte Carlo Simulations. We also get the average length and the coverage probability of the 95% confidence intervals and highest posterior density credible intervals of the parameters. From the numerical studies, it can be seen that the proposed Expected Bayesian estimations and Hierarchical Bayesian estimations have better performance in terms of the average estimates and mean squared errors, respectively. Finally, the methods of statistical inference discussed here are illustrated with a numerical example.

• Publisher: MDPI AG,MDPI
• Subject: Bayesian analysis / Bayesian estimate / Bayesian statistical decision theory / Censoring (Statistics) / competing risk model / Confidence intervals / cumulative exposure model / Distribution functions / expected Bayesian estimation / Failure / Failure analysis / hierarchical Bayesian estimation / Lifetime / Mathematical models / Methods / Parameters / Probability distribution functions / Random variables / Statistical analysis / Statistical inference / Statistical methods / step-stress accelerated life test / Stress / Working hours