Title :
Estimation of the Change Point for Failure-Censored Data via Bayesian Information Criterion
Author :
Tamura, Nobuyuki ; Yuge, Tetsushi ; Yanagi, Shigeru
Author_Institution :
Dept. of Electr. & Electron. Eng., Nat. Defense Acad., Yokosuka
Abstract :
This paper considers an estimation problem of the change point for failure-censored data. The data follow an exponential distribution and its parameter changes with progress of time. The time point when the parameter changes is referred to as a change point. We apply Bayesian information criterion (BIC) to the estimation of the change point of the parameter. Simulation analysis is conducted to investigate the accuracy of the estimate.
Keywords :
exponential distribution; failure analysis; life testing; parameter estimation; Bayesian information criterion; change point estimation; exponential distribution; failure-censored data; Analytical models; Bayesian methods; Data engineering; Exponential distribution; Life testing; Manufacturing processes; Maximum likelihood estimation; Performance evaluation; Production; Reliability engineering; BIC; change point; failure-censored data;
Conference_Titel :
Secure System Integration and Reliability Improvement, 2008. SSIRI '08. Second International Conference on
Conference_Location :
Yokohama
Print_ISBN :
978-0-7695-3266-0
Electronic_ISBN :
978-0-7695-3266-0
DOI :
10.1109/SSIRI.2008.40
