Simultaneous confidence regions for the parameters of damage processes

DOI10.1007/BF02926397MaRDI QIDQ1324974zbMATH OpenFDO

Authors Waltraud Kahle

Publication date 7 July 1994

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02926397

zbMATH Keywords

asymptotic normality of maximum-likelihood estimationsBartlett adjustment to the likelihood ratio statisticconfidence estimationconvergence ratedamage processesimproved confidence estimationlifetime-distributionsmixtureobservations of process incrementsprocess observation at discrete time pointsreliabilitysimultaneous confidence regionssmall samplesWiener process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Markov processes: estimation; hidden Markov models (62M05) Reliability and life testing (62N05)

Review text

In many cases the reliability of a product is affected by damage processes. These include processes of wear, corrosion and crack-growth. This paper describes statistical methods for confidence estimation of the parameters of the Wiener process as a model of the damage process. It is shown that for independent, not necessarily identically distributed observations of process increments, for observations of lifetime- distributions and for a mixture of these observations the assumptions of asymptotic normality of maximum-likelihood estimations (MLE) are fulfilled. The asymptotic normality of MLE is used to find simultaneous confidence regions for parameters of the damage process or, what is the same, for the resulting life-time distribution. Some ways to improve the convergence rate to asymptotic normality for small samples are developed.

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Cites work

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• scientific article; zbMATH DE number 4036977 (Why is no real title available?)
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• On the corrections to the likelihood ratio statistics
• Zuverlässigkeitsmodelle auf der Grundlage stochastischer Modelle von Verschleiß prozessen

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(8)

• Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations
• Maximum modulus confidence bands
• Analysis of time-to-failure data for a repairable system subject to degradation
• scientific article; zbMATH DE number 4147307 (Why is no real title available?)
• scientific article; zbMATH DE number 1218889 (Why is no real title available?)
• scientific article; zbMATH DE number 1275304 (Why is no real title available?)
• scientific article; zbMATH DE number 1531982 (Why is no real title available?)
• On approximate confidence intervals for the damage total based on a bivariate Poisson model

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