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Testing goodness of fit to the increasing failure rate family with censored data
Authors:Thomas Santner  Robert Tenga
Affiliation:1. School of Operations Research and Industrial Engineering, Cornell University, Ithaca, New York I4853;2. Research Department, Naval Weapons Center, China Lake, California 93555
Abstract:One important thrust in the reliability literature is the development of statistical procedures under various “restricted family” model assumptions such as the increasing failure rate (IFR) and decreasing failure rate (DFR) distributions. However, relatively little work has been done on the problem of testing fit to such families as a null hypothesis. Barlow and Campo proposed graphical methods for assessing goodness of fit to the IFR model in single-sample problems. For the same problem with complete data, Tenga and Santner studied several analytic tests of the null hypothesis that the common underlying distribution is IFR versus the alternative that it is not IFR for complete data. This article considers the same problem for the case of four types of censored data: (i) Type I (time) censoring, (ii) Type I1 (order statistic) censoring, (iii) a hybrid of Type I and Type I1 censoring, and (iv) random censorship. The least favorable distributions of several intuitive test statistics are derived for each of the four types of censoring so that valid small-sample-size α tests can be constructed from them. Properties of these tests are investigated.
Keywords:
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