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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| Format: | Article |
| Language: | English English |
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Dixie W Publishing Corporation
2010
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| 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 |
| _version_ | 1848842985050996736 |
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| author | Arasan, Jayanthi Ehsani, Samira Kiani, Kaveh |
| author_facet | Arasan, Jayanthi Ehsani, Samira Kiani, Kaveh |
| author_sort | Arasan, Jayanthi |
| building | UPM Institutional Repository |
| collection | Online Access |
| 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. |
| first_indexed | 2025-11-15T08:07:49Z |
| format | Article |
| id | upm-16519 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T08:07:49Z |
| publishDate | 2010 |
| publisher | Dixie W Publishing Corporation |
| recordtype | eprints |
| repository_type | Digital Repository |
| 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 Bootstrap (Statistics) Jackknife (Statistics) English |
| spellingShingle | Bootstrap (Statistics) Jackknife (Statistics) Arasan, Jayanthi Ehsani, Samira Kiani, Kaveh Repairable system model with time dependent covariate |
| title | 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_short | Repairable system model with time dependent covariate |
| title_sort | repairable system model with time dependent covariate |
| topic | Bootstrap (Statistics) Jackknife (Statistics) |
| 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 |