Estimating the critical time of the inverse Gaussian hazard rate

Author

Hsieh, H.K.

Author_Institution

Dept. of Math. & Stat., Massachusetts Univ., Amherst, MA, USA

Volume

39

Issue

3

fYear

1990

fDate

8/1/1990 12:00:00 AM

Firstpage

342

Lastpage

345

Abstract

Methods for estimating the critical time of the hazard rate for an inverse Gaussian lifetime distribution are discussed. The critical time is the point at which (1) the hazard rate starts to decrease, and (2) the mean residual lifetime starts to increase. An algorithm for estimating this critical time is developed. Six methods of estimating parameters are compared in terms of their bias and RMS (root-mean-square) error; two of them are recommended. A table of constants is provided to help estimate the critical time. The jackknife procedure for estimating the bias and standard deviation of the recommended estimators is also considered. A numerical example is included

Keywords

failure analysis; parameter estimation; reliability theory; statistical analysis; RMS error; bias estimation; critical time estimation; hazard rate; inverse Gaussian lifetime distribution; jackknife procedure; mean residual lifetime; parameter estimation; reliability; Error analysis; Gaussian distribution; Hazards; Life estimation; Lifetime estimation; Maximum likelihood estimation; Mean square error methods; Programming; State estimation; Statistical analysis;

fLanguage

English

Journal_Title

Reliability, IEEE Transactions on

Publisher

ieee

ISSN

0018-9529

Type

jour

DOI

10.1109/24.103015

Filename

103015