Repairable system model with time dependent covariate

In this paper we extend a repairable system model that incorporates both time trend and renewal-type behavior to include a time dependent covariate. We calculated the bias, standard error andrmse of the parameter estimates of this model at different sample sizes using simulated data.Following that,...

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Main Authors:	Arasan, Jayanthi, Ehsani, Samira, Kiani, Kaveh
Format:	Article
Language:	English English
Published:	Dixie W Publishing Corporation 2010
Online Access:	http://psasir.upm.edu.my/id/eprint/16519/ http://psasir.upm.edu.my/id/eprint/16519/1/Repairable%20system%20model%20with%20time%20dependent%20covariate.pdf

id	upm-16519
recordtype	eprints
spelling	upm-165192015-11-04T01:39:37Z http://psasir.upm.edu.my/id/eprint/16519/ Repairable system model with time dependent covariate Arasan, Jayanthi Ehsani, Samira Kiani, Kaveh In this paper we extend a repairable system model that incorporates both time trend and renewal-type behavior to include a time dependent covariate. We calculated the bias, standard error andrmse of the parameter estimates of this model at different sample sizes using simulated data.Following that, we studied several alternative computer intensive methods of constructingconfidence interval estimates for the parameters of the general model. Alternative methodsrelieve us from making assumptions and having to depend solely on the traditional methods derived from asymptotic statistical theory. In addition, the high capability of modern daycomputers makes these methods easily applicable and practical. Several parametric bootstrap methods and jackknife confidence interval procedures were compared to the Wald interval via coverage probability study. The results clearly show that the B-t and jackknife techniques work much better than other methods when sample sizes are moderate and low. The Wald intervals was found to be highly asymmetrical and only starts to work when sample sizes are rather large. Dixie W Publishing Corporation 2010 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/16519/1/Repairable%20system%20model%20with%20time%20dependent%20covariate.pdf Arasan, Jayanthi and Ehsani, Samira and Kiani, Kaveh (2010) Repairable system model with time dependent covariate. Journal of Applied Probability and Statistics, 5 (2). pp. 129-143. ISSN 1930-6792 English
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Putra Malaysia
building	UPM Institutional Repository
collection	Online Access
language	English English
description	In this paper we extend a repairable system model that incorporates both time trend and renewal-type behavior to include a time dependent covariate. We calculated the bias, standard error andrmse of the parameter estimates of this model at different sample sizes using simulated data.Following that, we studied several alternative computer intensive methods of constructingconfidence interval estimates for the parameters of the general model. Alternative methodsrelieve us from making assumptions and having to depend solely on the traditional methods derived from asymptotic statistical theory. In addition, the high capability of modern daycomputers makes these methods easily applicable and practical. Several parametric bootstrap methods and jackknife confidence interval procedures were compared to the Wald interval via coverage probability study. The results clearly show that the B-t and jackknife techniques work much better than other methods when sample sizes are moderate and low. The Wald intervals was found to be highly asymmetrical and only starts to work when sample sizes are rather large.
format	Article
author	Arasan, Jayanthi Ehsani, Samira Kiani, Kaveh
spellingShingle	Arasan, Jayanthi Ehsani, Samira Kiani, Kaveh Repairable system model with time dependent covariate
author_facet	Arasan, Jayanthi Ehsani, Samira Kiani, Kaveh
author_sort	Arasan, Jayanthi
title	Repairable system model with time dependent covariate
title_short	Repairable system model with time dependent covariate
title_full	Repairable system model with time dependent covariate
title_fullStr	Repairable system model with time dependent covariate
title_full_unstemmed	Repairable system model with time dependent covariate
title_sort	repairable system model with time dependent covariate
publisher	Dixie W Publishing Corporation
publishDate	2010
url	http://psasir.upm.edu.my/id/eprint/16519/ http://psasir.upm.edu.my/id/eprint/16519/1/Repairable%20system%20model%20with%20time%20dependent%20covariate.pdf
first_indexed	2018-09-07T13:45:53Z
last_indexed	2018-09-07T13:45:53Z
_version_	1610956620472254464

Repairable system model with time dependent covariate

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