Process capability analysis has been widely used to monitor the performance of industrial processes. In practice, lifetime performance index C_L is a popular means to assess the performance and potential of their processes, where L is the lower specification limit. This study constructs the maximum likelihood (ML) and the Bayesian estimators of C_L for the exponentiated Frechet (EF) model with progressive first-failure-censoring scheme. These estimates are then used for constructing a confidence interval for C_L. The MLE and the Bayesian estimators of C_L are then utilized to develop a new hypothesis testing procedure in the condition of known L. Finally, we give a practical example and the Monte Carlo simulation study to illustrate the use of the testing procedure under given significance level.
Published in | American Journal of Theoretical and Applied Statistics (Volume 3, Issue 6) |
DOI | 10.11648/j.ajtas.20140306.11 |
Page(s) | 167-176 |
Creative Commons |
This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited. |
Copyright |
Copyright © The Author(s), 2014. Published by Science Publishing Group |
Exponentiated Frechet Distribution, Progressive First-Failure Censored Samples, Lifetime Performance Index, Hypothesis Testing, Maximum Likelihood, Bayes Estimates
[1] | M. Frechet, Sur la loi de probabilit de l'ecart maximum, Ann. Soc. Polon. Math. (Cracovie), 6, (1927), 93-116. |
[2] | S. Kotz, and S. Nadarajah, Extreme Value Distribution: Theory and Applications. Imperial College Press, London, (2000). |
[3] | S. Nadarajah, and S. Kotz, The Exponentiated Type Distributions Acta Appl. Math., 92(2), (2006), 97--111. |
[4] | N. Balakrishnan, and R. Aggarwala, Progressive Censoring: Theory, Methods and Applications. Boston: Birkhauser Publishers, (2000). |
[5] | N. Balakrishnan, Progressive censoring methodology: An appraisal. Test 16, (2007), 211--296. |
[6] | L.G. Johnson, Theory and Technique of Variation Research, Elsevier, Amsterdam, (1964). |
[7] | S.-J. Wu and C. Kus, On estimation based on progressive first-failure censored sampling, Comput. Statist. Data Anal. 53(10), (2009), pp. 3659--3670. |
[8] | S. J. Wu and S. R. Huang, Progressively first-failure censored reliability sampling plans with cost constraint, Computational Statistics and Data Analysis, 56, (2012), 2018-2030. |
[9] | A.A. Soliman, A.H. Abd Ellah, N.A. Abou-Elheggag, and A.A. Modhesh, Estimation from Burr type XII distribution using progressive first failure censored data, Journal of Statistical Computation and Simulation, 83,( 2013), 2270-2290 |
[10] | D.C Montgomery, Introduction to Statistical Quality Control, John Wiley and SonsInc., New York, (1985). |
[11] | V.E Kane, Process capability indices, Journal of Quality Technology 18, (1986), 41 52. |
[12] | L. I. Tong, K. S. Chen, and H. T Chen, Statistical testing for assessing the performance of lifetime index of electronic components with exponential distribution, Journal of Quality Reliability Management, vol. 19, (2002), pp. 812--824, . |
[13] | J.W. Wu, H.M. Lee, and C.L. Lei, Computational testing algorithmic procedure of assessment for lifetime performance index of products with two-parameter exponential distribution, Applied Mathematics and Computation 190, (2007), 116.125 |
[14] | W.C. Lee, J.W. Wu, and C.W. Hong, Assessing the lifetime performance index of products with the exponential distribution under progressively type-II right censored samples, Journal of Computational and Applied Mathematics 231, (2009), 648--656. |
[15] | M.V. Ahmadi, M. Doostparast and J. Ahmadi, Estimating the lifetime performance index with Weibull distribution based on progressive first-failure censoring scheme, Journal of Computational and Applied Mathematics 239, (2013), 93--102. |
[16] | W.C. Lee, J.W. Wu, C.W. Hong, and S.F. Hong, Evaluating the Lifetime Performance Index Based on the Bayesian Estimation for the Rayleigh Lifetime Products with the Upper Record Values, Journal of Applied Mathematics, Volume, (2013), Article ID 547209, 13 pages, http://dx.doi.org/10.1155/2013/547209. |
[17] | M.V. Ahmadi, M. Doostparast and J. Ahmadi, Statistical inference for the lifetime performance index based on generalised order statistics from exponential distribution, International Journal of Systems Science, http://dx.doi.org/10.1080/00207721.2013.809611 |
[18] | M. Ahsanullah Generalized Order Statistics From Exponential Distribution, Journal of Statistical Planning and Inference, 85, (2000), 85--91. |
[19] | G. Casella, and R.L. Berger, Statistical Inference, second ed., Duxbury, Pacific Grove, CA, (2002). |
[20] | D.R. Wingo, Maximum likelihood methods for fitting the Burr type XII distribution to life test data, Biome. J. 25, (1983), pp. 77--84. |
[21] | S.-F. Wu, C.-C. Wu, Y.-L. Chen, Y.-R. Yu, and Y.P. Lin, Interval estimation of a two-parameter Burr-XII distribution under progressive censoring, Statistics 44(1), (2010), pp. 77--88.. |
[22] | N. Balakrishnan, and M. Kateri, On the maximum likelihood estimation of parameters of Weibull distribution based on complete and censored data, Statist. Probab. Lett. 78, (2008), pp. 2971--2975. |
APA Style
Ahmed Abo-Elmagd Soliman, Essam Al-Sayed Ahmed, Ahmed Hamed Abd Ellah, Al-Wageh Ahmed Farghal. (2014). Assessing the Lifetime Performance Index Using Exponentiated Frechet Distribution with the Progressive First-Failure-Censoring Scheme. American Journal of Theoretical and Applied Statistics, 3(6), 167-176. https://doi.org/10.11648/j.ajtas.20140306.11
ACS Style
Ahmed Abo-Elmagd Soliman; Essam Al-Sayed Ahmed; Ahmed Hamed Abd Ellah; Al-Wageh Ahmed Farghal. Assessing the Lifetime Performance Index Using Exponentiated Frechet Distribution with the Progressive First-Failure-Censoring Scheme. Am. J. Theor. Appl. Stat. 2014, 3(6), 167-176. doi: 10.11648/j.ajtas.20140306.11
AMA Style
Ahmed Abo-Elmagd Soliman, Essam Al-Sayed Ahmed, Ahmed Hamed Abd Ellah, Al-Wageh Ahmed Farghal. Assessing the Lifetime Performance Index Using Exponentiated Frechet Distribution with the Progressive First-Failure-Censoring Scheme. Am J Theor Appl Stat. 2014;3(6):167-176. doi: 10.11648/j.ajtas.20140306.11
@article{10.11648/j.ajtas.20140306.11, author = {Ahmed Abo-Elmagd Soliman and Essam Al-Sayed Ahmed and Ahmed Hamed Abd Ellah and Al-Wageh Ahmed Farghal}, title = {Assessing the Lifetime Performance Index Using Exponentiated Frechet Distribution with the Progressive First-Failure-Censoring Scheme}, journal = {American Journal of Theoretical and Applied Statistics}, volume = {3}, number = {6}, pages = {167-176}, doi = {10.11648/j.ajtas.20140306.11}, url = {https://doi.org/10.11648/j.ajtas.20140306.11}, eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.ajtas.20140306.11}, abstract = {Process capability analysis has been widely used to monitor the performance of industrial processes. In practice, lifetime performance index C_L is a popular means to assess the performance and potential of their processes, where L is the lower specification limit. This study constructs the maximum likelihood (ML) and the Bayesian estimators of C_L for the exponentiated Frechet (EF) model with progressive first-failure-censoring scheme. These estimates are then used for constructing a confidence interval for C_L. The MLE and the Bayesian estimators of C_L are then utilized to develop a new hypothesis testing procedure in the condition of known L. Finally, we give a practical example and the Monte Carlo simulation study to illustrate the use of the testing procedure under given significance level.}, year = {2014} }
TY - JOUR T1 - Assessing the Lifetime Performance Index Using Exponentiated Frechet Distribution with the Progressive First-Failure-Censoring Scheme AU - Ahmed Abo-Elmagd Soliman AU - Essam Al-Sayed Ahmed AU - Ahmed Hamed Abd Ellah AU - Al-Wageh Ahmed Farghal Y1 - 2014/10/20 PY - 2014 N1 - https://doi.org/10.11648/j.ajtas.20140306.11 DO - 10.11648/j.ajtas.20140306.11 T2 - American Journal of Theoretical and Applied Statistics JF - American Journal of Theoretical and Applied Statistics JO - American Journal of Theoretical and Applied Statistics SP - 167 EP - 176 PB - Science Publishing Group SN - 2326-9006 UR - https://doi.org/10.11648/j.ajtas.20140306.11 AB - Process capability analysis has been widely used to monitor the performance of industrial processes. In practice, lifetime performance index C_L is a popular means to assess the performance and potential of their processes, where L is the lower specification limit. This study constructs the maximum likelihood (ML) and the Bayesian estimators of C_L for the exponentiated Frechet (EF) model with progressive first-failure-censoring scheme. These estimates are then used for constructing a confidence interval for C_L. The MLE and the Bayesian estimators of C_L are then utilized to develop a new hypothesis testing procedure in the condition of known L. Finally, we give a practical example and the Monte Carlo simulation study to illustrate the use of the testing procedure under given significance level. VL - 3 IS - 6 ER -