STATISTICAL INFERENCE ABOUT AVAILABILITY OF SYSTEM WITH GAMMA LIFETIME AND REPAIR TIME

Author(s):  
MENGYING LU ◽  
JIE MI

Availability is an important measure of performance of repairable system. The steady state system availability has special importance since it demonstrates the performance of a system after it has been operated for long. The statistical inference about the steady state availability are particularly useful for practitioners. Much work has been done in this regard. Most of these researches proposed certain pivotal quantities for constructing confidence intervals of the steady state availability. Assuming both the lifetime and repair time follow gamma distribution with known shape parameters and unknown scale parameters, we propose a pivotal quantity for making inferences, and further derive the likelihood ratio tests. Tables of critical values are given for the convenience of applying the two-sided likelihood ratio test. Confidence intervals are also obtained by converting the acceptance regions.

Technometrics ◽  
1973 ◽  
Vol 15 (1) ◽  
pp. 19 ◽  
Author(s):  
Robert Dumonceaux ◽  
Charles E. Antle ◽  
Gerald Haas

Technometrics ◽  
1973 ◽  
Vol 15 (1) ◽  
pp. 19-27 ◽  
Author(s):  
Robert Dumonceaux ◽  
Charles E. Antle ◽  
Gerald Haas

Author(s):  
Luboš Střelec ◽  
Milan Stehlík

The aim of this paper is to present and discuss the power of the exact likelihood ratio homogeneity testing procedure of the number of components k in the exponential mixture. First we present the likelihood ratio test for homogeneity (ELR), the likelihood ratio test for homogeneity against two-component exponential mixture (ELR2), and finally the likelihood ratio test for homogeneity against three-component exponential mixture (ELR3). Comparative power study of mentioned homogeneity tests against three-component subpopulation alternative is provided. Therein we concentrate on various setups of the scales and weights, which allow us to make conclusions for generic settings. The natural property is observed, namely increase of the power of exact likelihood ratio ELR, ELR2 and ELR3 tests with scale parameters considered in the alternative. We can state that the differences in power of ELR, ELR2 and ELR3 tests are small – therefore using of the computationally simpler ELR2 test is recommended for broad usage rather than computationally more expensive ELR3 test in the cases when unobserved heterogeneity is modelled. Anyhow caution should be taken before automatic usage of ELR3 in more informative settings, since the application of automatic methods hoping that the data will enforce its true structure is deceptive. Application of obtained results in reliability, finance or social sciences is straightforward.


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