Bayesian predictive interval for the Pareto distribution based on ranked set sample

• Main Authors: Yi-Ying Wang, 王顗熒
• Other Authors: Jong-Wuu Wu
• Format: Others
• Language: zh-TW
• Published: 2005
• Online Access: http://ndltd.ncl.edu.tw/handle/54900644244501062668

碩士 === 淡江大學 === 統計學系碩士班 === 93 === In the researching of Products’ reliability, the result of life testing is used as the basis for the evaluation and improvement of reliability. During life testing, however, the future observation in an ordered sample is often expected to be predicted so as to determine whether the life testing experiment be redesigned or used as the reference for other decisions. In most literatures, the exponential distribution is widely used as a model of lifetime data. The distribution is characterized by a constant failure rate. But in a population of component there could be a ubiquitous variation in failure rate because of small fluctuations in manufacturing tolerances so that a component selected at random can be regarded as belonging to a random subpopulation. Let the lifetime of a particular component have an exponential distribution with failure rate and let the failure rate follow a Gamma distribution, then the failure time of a component selected at random from such a mixed population has a Pareto distribution of the second kind. This paper presents that under a ranked set sample from a Pareto distribution, we adopted Bayesian method only based on the only to obtain the prediction intervals of the future Type II censored lifetime observations.