DocumentCode
2311994
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
fYear
2008
fDate
14-17 July 2008
Firstpage
207
Lastpage
208
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/SSIRI.2008.40
Filename
4579827
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