Let x 1,x 2,… be independent identically distributed (i.i.d.) random variables, in which x n=0 or 1 and the probability of ｛x n=1｝ is p. Here p is unknown. Let τ be any finite stopping ...Let x 1,x 2,… be independent identically distributed (i.i.d.) random variables, in which x n=0 or 1 and the probability of ｛x n=1｝ is p. Here p is unknown. Let τ be any finite stopping time for (x n,n1). For any sequential sample (x 1,x 2,…,x τ ) and γ∈(0,1), we have given an optimal confidence limit of p with confidence level γ . Some related problems are also discussed.展开更多
On the basis of strict mathematical description about Failure_Free Period Life Test (FFPLT), the statistical properties of the tests and optimal confidence limit of the parameter are discussed in detail and correspond...On the basis of strict mathematical description about Failure_Free Period Life Test (FFPLT), the statistical properties of the tests and optimal confidence limit of the parameter are discussed in detail and corresponding calculating formulae are found out.展开更多
Based on the zero-failure data of 30 Chinese 1. 5 MW wind turbine gearboxes( WTGs),the optimal confidence limit method was developed to predict the reliability and reliability lifetime of WTG. Firstly,Bayesian method ...Based on the zero-failure data of 30 Chinese 1. 5 MW wind turbine gearboxes( WTGs),the optimal confidence limit method was developed to predict the reliability and reliability lifetime of WTG. Firstly,Bayesian method and classical probability estimation method were introduced to estimate the value interval of shape parameter considering the engineering practice. Secondly,taking this value interval into the optimal confidence limit method,the reliability and reliability lifetime of WTG could be obtained under different confidence levels. Finally,the results of optimal confidence limit method and Bayesian method were compared. And the comparison results show that the rationality of this estimated range.Meantime, the rule of confidence level selection in the optimal confidence limit method is provided, and the reliability and reliability lifetime prediction of WTG can be acquired.展开更多
AIM:To describe confidence interval calculation for antidotal potency ratios using bootstrap method.METHODS:We can easily adapt the nonparametric bootstrap method which was invented by Efron to construct confidence in...AIM:To describe confidence interval calculation for antidotal potency ratios using bootstrap method.METHODS:We can easily adapt the nonparametric bootstrap method which was invented by Efron to construct confidence intervals in such situations like this.The bootstrap method is a resampling method in which the bootstrap samples are obtained by resampling from the original sample.RESULTS:The described confidence interval calculation using bootstrap method does not require the sampling distribution antidotal potency ratio.This can serve as a substantial help for toxicologists,who are directed to employ the Dixon up-and-down method with the application of lower number of animals to determine lethal dose 50 values for characterizing the investigated toxic molecules and eventually for characterizing the antidotal protections by the test antidotal systems.CONCLUSION:The described method can serve as a useful tool in various other applications.Simplicity ofthe method makes it easier to do the calculation using most of the programming software packages.展开更多
Life data frequently arise in many reliability studies,such as accelerated life tests studies.This paper considers the part of life data where failure and censoring observations may exist.To develop statistical method...Life data frequently arise in many reliability studies,such as accelerated life tests studies.This paper considers the part of life data where failure and censoring observations may exist.To develop statistical methods and theory for the analysis of these data,a new approach was proposed to obtain the exact lower and upper confidence limits for the mean life of the exponential distribution with Type-I censoring data.It is assumed that the acceleration factor is a random variable,and that the distribution of the acceleration factor is known from some empirical information or the meta analysis.A method for constructing the lower and upper confidence limits for the parameter based on an ordering relation among the sample space was proposed.Simulation studies and analyses of two examples suggest that the proposed method performed well.展开更多
Equivalent ways commonly used in engineering works are not effective to estimate the reliability of tandem system based on L-M method. One modified L-M method is an important means to estimate the reliability of CNC l...Equivalent ways commonly used in engineering works are not effective to estimate the reliability of tandem system based on L-M method. One modified L-M method is an important means to estimate the reliability of CNC lathes. A method of using two named confidence limits for the estimation is put forward. Fitting resuits of the sub-systems of CNC machine tools are estimated. And the scattered level of confidence limits facing the reliability matrix of sub-systems can be clearly seen.展开更多
Stress-strength model is a basic and important tool for reliability analysis.There are few methods to assess the confidence limit of interference reliability when the distribution parameters of stress and strength are...Stress-strength model is a basic and important tool for reliability analysis.There are few methods to assess the confidence limit of interference reliability when the distribution parameters of stress and strength are all unknown.A new assessment method of interference reliability is proposed and the estimates of the distribution parameters are accordingly given.The lower confidence limit of interference reliability with given confidence can be obtained with the method even though the parameters are all unknown.Simulation studies and an engineering application are conducted to validate the method,which suggest that the method provides precise estimates even for sample size of approximately.展开更多
A renewable component with exponential failure and repair times is considered, and its instantaneous availability at time t is denoted by A（t）. This paper proposes two methods for constructing lower confidence limit...A renewable component with exponential failure and repair times is considered, and its instantaneous availability at time t is denoted by A（t）. This paper proposes two methods for constructing lower confidence limits of A（t） with Chebyshev inequation and generalized p-value approach.展开更多
Most failures or instabilities of geotechnical structures commonly result from shear failure in soil. In addition, many infrastructures are constructed within the unsaturated zone. Therefore, the determination of shea...Most failures or instabilities of geotechnical structures commonly result from shear failure in soil. In addition, many infrastructures are constructed within the unsaturated zone. Therefore, the determination of shear strength of unsaturated soil is crucial in geotechnical design. The soil-water characteristic curve(SWCC) is commonly used to estimate the shear strength of unsaturated soil because the direct measurement is time-consuming and costly. However, the uncertainty associated with the determined SWCC is rarely considered in the estimation of the shear strength. In this paper, the uncertainties of SWCC resulted from different factors are reviewed and discussed. The variability of the estimated shear strength for the unsaturated soil due to the uncertainty of SWCC associated with the best fit process is quantified by using the upper and lower bounds of the determined SWCC. On the other hand, the uncertainties of the estimated shear strength due to different initial void ratios or different confining pressures are quantified by adopting different SWCCs. As a result, it is recommended that the measured SWCC from the conventional Tempe cell or pressure plate needs to be corrected by considering different stress levels in the estimation of the shear strength of unsaturated soil.展开更多
This paper considers the well known problem of estimating reliability in discrete reliability growth context with sequence of dichotomous success-failure outcomes. More precisely, the authors generalize the simple ord...This paper considers the well known problem of estimating reliability in discrete reliability growth context with sequence of dichotomous success-failure outcomes. More precisely, the authors generalize the simple order relationship constraint with some coefficients. The authors prove that under some mild conditions, the generalized constraint MLE problem can be transformed to a traditional isotonic problem. The authors also study the lower confidence limit estimation of reliability with sample space ranking method. A simulation is conducted to illustrate the superiority of the proposed method.展开更多
The log-Weibull distribution is a variant of the three-parameter Weibull distribution. The probability plot of a distribution model is desired since it can help to decide on whether the model is appropriate for fittin...The log-Weibull distribution is a variant of the three-parameter Weibull distribution. The probability plot of a distribution model is desired since it can help to decide on whether the model is appropriate for fitting a given dataset and can provide the initial estimate of the model parameters. The decision on the appropriateness of a distribution is somehow subjective. This paper presents a probability plot of the log-Weibull distribution(LWPP). The distribution of the probability plot correlation coefficient is studied. From this distribution, a lower confidence limit is determined for determining whether the probability plot correlation coefficient derived from a given data set is large enough. The appropriateness and usefulness of this study are illustrated by two real-world examples.展开更多
A machine, or other type of 'system' , can often be divided into several subsystems (components)and these subsystems again can be divided into sevreral subsystems (second generation). This process forms a sy...A machine, or other type of 'system' , can often be divided into several subsystems (components)and these subsystems again can be divided into sevreral subsystems (second generation). This process forms a system tree. To assess the reliability of the machine based on data from the trials of components of the machine, virtual system method is employed. It is proved in the paper that the lower confident limit of the reliability of the machine set by the virtual system method is level consistent and asymptotically optimal while the one set by Lindstrom-Maddens method is not.展开更多
文摘Let x 1,x 2,… be independent identically distributed (i.i.d.) random variables, in which x n=0 or 1 and the probability of ｛x n=1｝ is p. Here p is unknown. Let τ be any finite stopping time for (x n,n1). For any sequential sample (x 1,x 2,…,x τ ) and γ∈(0,1), we have given an optimal confidence limit of p with confidence level γ . Some related problems are also discussed.
文摘On the basis of strict mathematical description about Failure_Free Period Life Test (FFPLT), the statistical properties of the tests and optimal confidence limit of the parameter are discussed in detail and corresponding calculating formulae are found out.
基金National Natural Science Foundation of China(No.51265025)
文摘Based on the zero-failure data of 30 Chinese 1. 5 MW wind turbine gearboxes( WTGs),the optimal confidence limit method was developed to predict the reliability and reliability lifetime of WTG. Firstly,Bayesian method and classical probability estimation method were introduced to estimate the value interval of shape parameter considering the engineering practice. Secondly,taking this value interval into the optimal confidence limit method,the reliability and reliability lifetime of WTG could be obtained under different confidence levels. Finally,the results of optimal confidence limit method and Bayesian method were compared. And the comparison results show that the rationality of this estimated range.Meantime, the rule of confidence level selection in the optimal confidence limit method is provided, and the reliability and reliability lifetime prediction of WTG can be acquired.
文摘AIM:To describe confidence interval calculation for antidotal potency ratios using bootstrap method.METHODS:We can easily adapt the nonparametric bootstrap method which was invented by Efron to construct confidence intervals in such situations like this.The bootstrap method is a resampling method in which the bootstrap samples are obtained by resampling from the original sample.RESULTS:The described confidence interval calculation using bootstrap method does not require the sampling distribution antidotal potency ratio.This can serve as a substantial help for toxicologists,who are directed to employ the Dixon up-and-down method with the application of lower number of animals to determine lethal dose 50 values for characterizing the investigated toxic molecules and eventually for characterizing the antidotal protections by the test antidotal systems.CONCLUSION:The described method can serve as a useful tool in various other applications.Simplicity ofthe method makes it easier to do the calculation using most of the programming software packages.
基金Supported in part by the National Natural Science Foundation of China(Grant No.11171007)。
文摘Life data frequently arise in many reliability studies,such as accelerated life tests studies.This paper considers the part of life data where failure and censoring observations may exist.To develop statistical methods and theory for the analysis of these data,a new approach was proposed to obtain the exact lower and upper confidence limits for the mean life of the exponential distribution with Type-I censoring data.It is assumed that the acceleration factor is a random variable,and that the distribution of the acceleration factor is known from some empirical information or the meta analysis.A method for constructing the lower and upper confidence limits for the parameter based on an ordering relation among the sample space was proposed.Simulation studies and analyses of two examples suggest that the proposed method performed well.
基金Sponsored by the National Natural Science Foundation of China(Grant No.40774048)
文摘Equivalent ways commonly used in engineering works are not effective to estimate the reliability of tandem system based on L-M method. One modified L-M method is an important means to estimate the reliability of CNC lathes. A method of using two named confidence limits for the estimation is put forward. Fitting resuits of the sub-systems of CNC machine tools are estimated. And the scattered level of confidence limits facing the reliability matrix of sub-systems can be clearly seen.
文摘Stress-strength model is a basic and important tool for reliability analysis.There are few methods to assess the confidence limit of interference reliability when the distribution parameters of stress and strength are all unknown.A new assessment method of interference reliability is proposed and the estimates of the distribution parameters are accordingly given.The lower confidence limit of interference reliability with given confidence can be obtained with the method even though the parameters are all unknown.Simulation studies and an engineering application are conducted to validate the method,which suggest that the method provides precise estimates even for sample size of approximately.
文摘A renewable component with exponential failure and repair times is considered, and its instantaneous availability at time t is denoted by A（t）. This paper proposes two methods for constructing lower confidence limits of A（t） with Chebyshev inequation and generalized p-value approach.
基金Project supported by the National Natural Science Foundation of China(No.51878160)the National Key Research and Development Program of China(No.2017YFC00703408)the Research Funding from China Huaneng Group Co.Ltd.(No.HNKJ19-H17)。
文摘Most failures or instabilities of geotechnical structures commonly result from shear failure in soil. In addition, many infrastructures are constructed within the unsaturated zone. Therefore, the determination of shear strength of unsaturated soil is crucial in geotechnical design. The soil-water characteristic curve(SWCC) is commonly used to estimate the shear strength of unsaturated soil because the direct measurement is time-consuming and costly. However, the uncertainty associated with the determined SWCC is rarely considered in the estimation of the shear strength. In this paper, the uncertainties of SWCC resulted from different factors are reviewed and discussed. The variability of the estimated shear strength for the unsaturated soil due to the uncertainty of SWCC associated with the best fit process is quantified by using the upper and lower bounds of the determined SWCC. On the other hand, the uncertainties of the estimated shear strength due to different initial void ratios or different confining pressures are quantified by adopting different SWCCs. As a result, it is recommended that the measured SWCC from the conventional Tempe cell or pressure plate needs to be corrected by considering different stress levels in the estimation of the shear strength of unsaturated soil.
基金supported by the Natural Science Foundation of China under Grant No.11171007/A011103
文摘This paper considers the well known problem of estimating reliability in discrete reliability growth context with sequence of dichotomous success-failure outcomes. More precisely, the authors generalize the simple order relationship constraint with some coefficients. The authors prove that under some mild conditions, the generalized constraint MLE problem can be transformed to a traditional isotonic problem. The authors also study the lower confidence limit estimation of reliability with sample space ranking method. A simulation is conducted to illustrate the superiority of the proposed method.
基金the National Natural Science Foundation of China(No.71371035)
文摘The log-Weibull distribution is a variant of the three-parameter Weibull distribution. The probability plot of a distribution model is desired since it can help to decide on whether the model is appropriate for fitting a given dataset and can provide the initial estimate of the model parameters. The decision on the appropriateness of a distribution is somehow subjective. This paper presents a probability plot of the log-Weibull distribution(LWPP). The distribution of the probability plot correlation coefficient is studied. From this distribution, a lower confidence limit is determined for determining whether the probability plot correlation coefficient derived from a given data set is large enough. The appropriateness and usefulness of this study are illustrated by two real-world examples.
文摘A machine, or other type of 'system' , can often be divided into several subsystems (components)and these subsystems again can be divided into sevreral subsystems (second generation). This process forms a system tree. To assess the reliability of the machine based on data from the trials of components of the machine, virtual system method is employed. It is proved in the paper that the lower confident limit of the reliability of the machine set by the virtual system method is level consistent and asymptotically optimal while the one set by Lindstrom-Maddens method is not.
