A generalized likelihood ratio chart for monitoring type I right-censored Weibull lifetimes

초록

Weibull distribution is a popular distribution for modeling lifetimes because it reflects the characteristics of failure adequately and it models either increasing or decreasing failure rates simply. It is a standard method of the lifetimes test to wait until all samples failed; however, censoring can occur due to some realistic limitations. In this paper, we propose a generalized likelihood ratio (GLR) chart to monitor changes in the scale parameter for type I right-censored Weibull lifetime data. We also compare the performance of the proposed GLR chart with two CUSUM charts proposed earlier using average run length (ARL). Simulation results show that the Weibull GLR chart is effective to detect a wide range of shift sizes when the shape parameter and sample size are large and the censoring rate is not too high.

키워드

ARL; generalized likelihood ratio chart; type I right-censored data; Weibull distribution; LIFE
제목
A generalized likelihood ratio chart for monitoring type I right-censored Weibull lifetimes
저자
Han, Sung Won; Lee, Jaeheon
DOI
10.5351/KJAS.2017.30.5.647
발행일
2017-10
유형
Article
저널명
응용통계연구
권
30
호
5
페이지
647 ~ 663