Du Yuge, Gui Wenhao
Department of Mathematics, Beijing Jiaotong University, Beijing, People's Republic of China.
J Appl Stat. 2021 Jun 10;49(12):3120-3140. doi: 10.1080/02664763.2021.1937961. eCollection 2022.
Marshall-Olkin bivariate exponential distribution is used to statistically infer the adaptive type II progressive hybrid censored data under dependent competition risk model. For complex censored data with only partial failure reasons observed, maximum likelihood estimation and approximate confidence interval based on Fisher information are established. At the same time, Bayesian estimation is performed under the highly flexible Gamma-Dirichlet prior distribution and the highest posterior density interval using Gibbs sampling and Metropolis-Hastings algorithm is obtained. Then the performance of two methods is compared through several indexes. In addition, the Monte Carlo method is used for data simulation of multiple sets of variables to give experimental suggestions. Finally, a practical example is given to illustrate the operability and applicability of the proposed algorithm to efficiently carry out reliability test.
马歇尔 - 奥尔金二元指数分布用于在相依竞争风险模型下对自适应II型渐进混合删失数据进行统计推断。针对仅观察到部分失效原因的复杂删失数据,建立了基于费希尔信息的极大似然估计和近似置信区间。同时,在高度灵活的伽马 - 狄利克雷先验分布下进行贝叶斯估计,并使用吉布斯抽样和梅特罗波利斯 - 黑斯廷斯算法获得最高后验密度区间。然后通过几个指标比较两种方法的性能。此外,采用蒙特卡罗方法对多组变量进行数据模拟,给出实验建议。最后给出一个实际例子来说明所提算法在有效进行可靠性测试方面的可操作性和适用性。