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在存在独立竞争风险的情况下,对渐进删失下的威布尔形状参数进行监测。

Monitoring the Weibull shape parameter under progressive censoring in presence of independent competing risks.

作者信息

Moharib Alsarray Rusul Mohsin, Kazempoor Jaber, Ahmadi Nadi Adel

机构信息

Department of Statistics, College of Administration and Economics, University of Wasit, Wasit, Iraq.

Department of Statistics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran.

出版信息

J Appl Stat. 2021 Nov 25;50(4):945-962. doi: 10.1080/02664763.2021.2003760. eCollection 2023.

Abstract

In this paper, monitoring the Weibull shape parameter arising from progressively censored competing risks data is investigated. The competing risks are assumed to be independent and not identically distributed from the Weibull distributions with different shape and scale parameters. Both the shape parameters can be monitored separately by the proposed control charts using censored and predicted observations. We also introduced a control chart for monitoring both shape parameters simultaneously to detect possible shifts in both opposite and the same directions. In addition, the problem of mask data is discussed and an efficient prediction method is proposed. The behavior of the average run length with and without mask data is investigated through extensive simulations. Furthermore, the effects of sample size, number of failures due to each risk, and censoring scheme on the charts' performance are also studied. Finally, an illustrative example is presented to demonstrate the application of the proposed control charts by investigating a real data set of the failure times of two-component ARC-1 VHF communication transmitter receivers of a single commercial airline. Although this data set has been widely investigated in reliability analysis studies, this is the first time it has been analyzed in a statistical process monitoring setting.

摘要

本文研究了对来自逐步删失竞争风险数据的威布尔形状参数进行监测的问题。假设竞争风险相互独立,且来自具有不同形状和尺度参数的威布尔分布,其分布并不相同。通过使用删失观测值和预测观测值,所提出的控制图可以分别监测两个形状参数。我们还引入了一个用于同时监测两个形状参数的控制图,以检测两个参数在相反方向和相同方向上可能出现的变化。此外,讨论了屏蔽数据的问题,并提出了一种有效的预测方法。通过大量模拟研究了有无屏蔽数据时平均运行长度的行为。此外,还研究了样本量、每种风险导致的失效次数以及删失方案对控制图性能的影响。最后,给出了一个说明性示例,通过研究一家商业航空公司的双组件ARC - 1甚高频通信发射机接收机的失效时间的真实数据集,展示所提出控制图的应用。尽管该数据集在可靠性分析研究中已被广泛研究,但这是首次在统计过程监测环境中对其进行分析。

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