The research presents the reliability. It is defined as the probability of accomplishing any part of the system within a specified time and under the same circumstances. On the theoretical side, the reliability, the reliability function, and the cumulative function of failure are studied within the one-parameter Raleigh distribution. This research aims to discover many factors that are missed the reliability evaluation which causes constant interruptions of the machines in addition to the problems of data. The problem of the research is that there are many methods for estimating the reliability function but no one has suitable qualifications for most of these methods in the data such as the presence of anomalous values or extreme values or the appropriate distribution of these data is unknown. Therefore, the data need methods through which can be dealt with this problem. Two of the estimation methods have been used: the robust (estimator M) method and the nonparametric Kernel method. These estimation methods are derived to arrive at the formulas of their capabilities. A comparison of these estimations is made using the simulation method as it is implemented. Simulation experiments using different sample sizes and each experiment is repeated (1000) times to achieve the objective. The results are compared by using one of the most important statistical measures which is the mean of error squares (MSE). The best estimation method has been reached is the robust (M estimator) method. It has been shown that the estimation of the reliability function gradually decreases with time, and this is identical to the properties of this function.
This article deals with estimations of system Reliability for one component, two and s-out-of-k stress-strength system models with non-identical component strengths which are subjected to a common stress, using Exponentiated Exponential distribution with common scale parameter. Based on simulation, comparison studies are made between the ML, PC and LS estimators of these system reliabilities when scale parameter is known.
This paper discusses reliability R of the (2+1) Cascade model of inverse Weibull distribution. Reliability is to be found when strength-stress distributed is inverse Weibull random variables with unknown scale parameter and known shape parameter. Six estimation methods (Maximum likelihood, Moment, Least Square, Weighted Least Square, Regression and Percentile) are used to estimate reliability. There is a comparison between six different estimation methods by the simulation study by MATLAB 2016, using two statistical criteria Mean square error and Mean Absolute Percentage Error, where it is found that best estimator between the six estimators is Maximum likelihood estimation method.
The objective of this study is to examine the properties of Bayes estimators of the shape parameter of the Power Function Distribution (PFD-I), by using two different prior distributions for the parameter θ and different loss functions that were compared with the maximum likelihood estimators. In many practical applications, we may have two different prior information about the prior distribution for the shape parameter of the Power Function Distribution, which influences the parameter estimation. So, we used two different kinds of conjugate priors of shape parameter θ of the <
... Show MoreIn the current study, the researchers have been obtained Bayes estimators for the shape and scale parameters of Gamma distribution under the precautionary loss function, assuming the priors, represented by Gamma and Exponential priors for the shape and scale parameters respectively. Moment, Maximum likelihood estimators and Lindley’s approximation have been used effectively in Bayesian estimation.
Based on Monte Carlo simulation method, those estimators are compared depending on the mean squared errors (MSE’s). The results show that, the performance of Bayes estimator under precautionary loss function with Gamma and Exponential priors is better than other estimates in all cases.
Abstract
The research Compared two methods for estimating fourparametersof the compound exponential Weibull - Poisson distribution which are the maximum likelihood method and the Downhill Simplex algorithm. Depending on two data cases, the first one assumed the original data (Non-polluting), while the second one assumeddata contamination. Simulation experimentswere conducted for different sample sizes and initial values of parameters and under different levels of contamination. Downhill Simplex algorithm was found to be the best method for in the estimation of the parameters, the probability function and the reliability function of the compound distribution in cases of natural and contaminateddata.
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Abstract
We produced a study in Estimation for Reliability of the Exponential distribution based on the Bayesian approach. These estimates are derived using Bayesian approaches. In the Bayesian approach, the parameter of the Exponential distribution is assumed to be random variable .we derived bayes estimators of reliability under four types when the prior distribution for the scale parameter of the Exponential distribution is: Inverse Chi-squar
... Show MoreThis paper demonstrates the construction of a modern generalized Exponential Rayleigh distribution by merging two distributions with a single parameter. The "New generalized Exponential-Rayleigh distribution" specifies joining the Reliability function of exponential pdf with the Reliability function of Rayleigh pdf, and then adding a shape parameter for this distribution. Finally, the mathematical and statistical characteristics of such a distribution are accomplished
Estimation of the tail index parameter of a one - parameter Pareto model has wide important by the researchers because it has awide application in the econometrics science and reliability theorem.
Here we introduce anew estimator of "generalized median" type and compare it with the methods of Moments and Maximum likelihood by using the criteria, mean square error.
The estimator of generalized median type performing best over all.
This paper includes the estimation of the scale parameter of weighted Rayleigh distribution using well-known methods of estimation (classical and Bayesian). The proposed estimators were compared using Monte Carlo simulation based on mean squared error (MSE) criteria. Then, all the results of simulation and comparisons were demonstrated in tables.
In general, researchers and statisticians in particular have been usually used non-parametric regression models when the parametric methods failed to fulfillment their aim to analyze the models precisely. In this case the parametic methods are useless so they turn to non-parametric methods for its easiness in programming. Non-parametric methods can also used to assume the parametric regression model for subsequent use. Moreover, as an advantage of using non-parametric methods is to solve the problem of Multi-Colinearity between explanatory variables combined with nonlinear data. This problem can be solved by using kernel ridge regression which depend o
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