Statistical inference of Marshall-Olkin bivariate Weibull distribution with three shocks based on progressive interval censored data

ABSTRACT There are several failure modes may cause system failed in reliability and survival analysis. It is usually assumed that the causes of failure modes are independent each other, though this assumption does not always hold. Dependent competing risks modes from Marshall-Olkin bivariate Weibull distribution under Type-I progressive interval censoring scheme are considered in this paper. We derive the maximum likelihood function, the maximum likelihood estimates, the 95% Bootstrap confidence intervals and the 95% coverage percentages of the parameters when shape parameter is known, and EM algorithm is applied when shape parameter is unknown. The Monte-Carlo simulation is given to illustrate the theoretical analysis and the effects of parameters estimates under different sample sizes. Finally, a data set has been analyzed for illustrative purposes.

[1]  B. Efron The jackknife, the bootstrap, and other resampling plans , 1987 .

[2]  Feng-Shou Ko,et al.  Identification of longitudinal biomarkers for survival by a score test derived from a joint model of longitudinal and competing risks data , 2014 .

[3]  Xun Chen,et al.  Statistical Inference of Accelerated Life Testing With Dependent Competing Failures Based on Copula Theory , 2014, IEEE Transactions on Reliability.

[4]  R. Hashemi,et al.  Analysis of dependent competing risks in the presence of progressive hybrid censoring using Marshall-Olkin bivariate Weibull distribution , 2015, Comput. Stat. Data Anal..

[5]  Sanjeev K. Tomer,et al.  Estimation procedures for Maxwell distribution under type-I progressive hybrid censoring scheme , 2015 .

[6]  Joseph D. Conklin Classical Competing Risks , 2002, Technometrics.

[7]  G. D. Lin,et al.  Correlation structure of the Marshall–Olkin bivariate exponential distribution , 2016 .

[8]  J. Ibrahim,et al.  A Semiparametric Mixture Model for Analyzing Clustered Competing Risks Data , 2005, Biometrics.

[9]  Yuhlong Lio,et al.  Parameter estimations for generalized exponential distribution under progressive type-I interval censoring , 2010, Comput. Stat. Data Anal..

[10]  Jason P Fine,et al.  Parametric likelihood inference for interval censored competing risks data. , 2014, Biometrics.

[11]  Debasis Kundu,et al.  Weighted Marshall–Olkin bivariate exponential distribution , 2013 .

[12]  Xu Ancha,et al.  Statistical Analysis of Competing Failure Modes in Accelerated Life Testing Based on Assumed Copulas , 2012 .

[13]  Jorge Alberto Achcar,et al.  The Lindley distribution applied to competing risks lifetime data , 2011, Comput. Methods Programs Biomed..

[14]  Alaa H. Abdel-Hamid,et al.  Bayesian prediction intervals of order statistics based on progressively type-II censored competing risks data from the half-logistic distribution , 2015 .

[15]  Shuo-Jye Wu,et al.  Planning Progressive Type-I Interval Censoring Life Tests With Competing Risks , 2014, IEEE Transactions on Reliability.

[16]  Mansour Saraj,et al.  Inferences on the Competing Risk Reliability Problem for Exponential Distribution Based on Fuzzy Data , 2014, IEEE Transactions on Reliability.

[17]  Chang Ding,et al.  Design of accelerated life test plans under progressive Type II interval censoring with random removals , 2013 .

[18]  Ammar M. Sarhan,et al.  Analysis of Incomplete, Censored Data in Competing Risks Models With Generalized Exponential Distributions , 2007, IEEE Transactions on Reliability.

[19]  H. Block Multivariate Exponential Distribution , 2006 .

[20]  Reza Hashemi,et al.  Analysis of Competing Risks in the Burr XII Model in Presence of Progressive Hybrid Censoring , 2011 .

[21]  D. Kundu,et al.  Analysis of hybrid censored competing risks data , 2014 .

[22]  Yimin Shi,et al.  Inference for a series system with dependent masked data under progressive interval censoring , 2017 .

[23]  Ismihan Bayramoglu,et al.  On Marshall-Olkin type distribution with effect of shock magnitude , 2014, J. Comput. Appl. Math..

[24]  Ismihan Bayramoglu,et al.  Mean residual life and inactivity time of a coherent system subjected to Marshall-Olkin type shocks , 2016, J. Comput. Appl. Math..

[25]  Hon Keung Tony Ng,et al.  Statistical estimation for the parameters of Weibull distribution based on progressively type-I interval censored sample , 2009 .

[26]  Xiao Liu,et al.  Planning of Accelerated Life Tests With Dependent Failure Modes Based on a Gamma Frailty Model , 2012, Technometrics.

[27]  Ismihan Bayramoglu,et al.  The Reliability of Coherent Systems Subjected to Marshall–Olkin Type Shocks , 2015, IEEE Transactions on Reliability.

[28]  Zehui Li,et al.  A New Algorithm for Maximum Likelihood Estimation with Progressive Type-I Interval Censored Data , 2010, Commun. Stat. Simul. Comput..

[29]  K. Ahmadi,et al.  Estimation for the Parameters of Generalized Half-normal Distribution Based on Progressive Type-I Interval Censoring , 2015, Commun. Stat. Simul. Comput..