Approximating the risk for time-to-failure models through using statistics of extremes

1999 ◽  
Vol 65 (1) ◽  
pp. 77-81 ◽  
Author(s):  
Lori R Johnson-Payton ◽  
Yacov Y Haimes ◽  
James H Lambert
2014 ◽  
Vol 670-671 ◽  
pp. 1477-1481
Author(s):  
Hao Nan Tong ◽  
Qiu Ying Li

Reliability assessment of Highly Reliable Software is significant in the software reliability engineering because of the small-size failure data. A novel model based on bootstrapping method and statistics of extremes for highly reliable software reliability assessment was presented. Correlation coefficient method was applied in order to determine the extreme distribution pattern to which the failure data belongs. The bootstrapping method based on residual error was used to estimate the parent distribution parameters. Software reliability and mean-time-to-failure (MTTF) at the end of reliability test were assessed. Experimental results show the model has a higher accuracy in the small-size sample situation. The validity of the proposed method is examined.


2021 ◽  
Vol 13 (1) ◽  
Author(s):  
Edward Baumann ◽  
Pedro A Forero ◽  
Gray Selby ◽  
Charles Hsu

F1000Research ◽  
2021 ◽  
Vol 10 ◽  
pp. 1042
Author(s):  
Madiha Liaqat ◽  
Shahid Kamal ◽  
Florian Fischer ◽  
Waqas Fazil

Background: Censoring frequently occurs in disease data analysis, which is a key characteristic of time to failure modeling. Typically, time to failure studies are conducted through non-parametric and semi-parametric modelling techniques. Parametric models provide more efficient estimates, but are seldomly used, because of some of the limitations and assumptions which need to be fulfilled to apply them. The aim of this study is to illustrate the theoretical and application limitations and performance of different flexible and standard parametric models to evaluate the prognostic value for mortality risk of breast cancer after recurrence among women. Methods: This article describes the theoretical properties of flexible parametric models and compares their performances to standard parametric models, by studying mortality in women diagnosed with breast cancer. We describe how time to failure data may be analyzed with nonlinear flexible models. In this regard, we apply fractional polynomials, spline models, piecewise exponential models, and piecewise exponential additive mixed models. We also illustrate properties of standard parametric models. All analyses have been conducted with multiple covariates to identify significant predictors. Information criteria have been used to evaluate performances of models. Results: Fractional polynomial and spline-based generalized additive models work well in capturing local fluctuations. Parameter estimation with a piecewise exponential additive mixed model (PAMM) as an extension of the piecewise exponential modelling (PEM) approach automatically penalizes model complexity, which is very helpful to avoid over fitting. Conclusions: Flexible parametric time to failure models are more efficient than standard parametric time to failure models. By incorporating time dependent covariates, PAMM is a good approach to perform in-depth studies of predictors over different finite intervals of follow-up time. Until now, this approach is rarely used in time to failure right censored studies.


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