Bayesian Methods for Step-Stress Accelerated Test under Gamma Distribution with a Useful Reparametrization and an Industrial Data Application

This paper presents a multiple step-stress accelerated life test using type II censoring. Assuming that the lifetimes of the test item follow the gamma distribution, the maximum likelihood estimation and Bayesian approaches are used to estimate the distribution parameters. In the Bayesian approach,...

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Main Authors: Hassan S. Bakouch, Fernando A. Moala, Shuhrah Alghamdi, Olayan Albalawi
פורמט: Article
שפה:English
יצא לאור: MDPI AG 2024-09-01
סדרה:Mathematics
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גישה מקוונת:https://www.mdpi.com/2227-7390/12/17/2747
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author Hassan S. Bakouch
Fernando A. Moala
Shuhrah Alghamdi
Olayan Albalawi
author_facet Hassan S. Bakouch
Fernando A. Moala
Shuhrah Alghamdi
Olayan Albalawi
author_sort Hassan S. Bakouch
collection DOAJ
description This paper presents a multiple step-stress accelerated life test using type II censoring. Assuming that the lifetimes of the test item follow the gamma distribution, the maximum likelihood estimation and Bayesian approaches are used to estimate the distribution parameters. In the Bayesian approach, new parametrizations can lead to new prior distributions and can be a useful technique to improve the efficiency and effectiveness of Bayesian modeling, particularly when dealing with complex or high-dimensional models. Therefore, in this paper, we present two sets of prior distributions for the parameters of the accelerated test where one of them is based on the reparametrization of the other. The performance of the proposed prior distributions and maximum likelihood approach are investigated and compared by examining the summaries and frequentist coverage probabilities of intervals. We introduce the Markov Chain Monte Carlo (MCMC) algorithms to generate samples from the posterior distributions in order to evaluate the estimators and intervals. Numerical simulations are conducted to examine the approach’s performance and one-sample lifetime data are presented to illustrate the proposed methodology.
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spelling doaj.art-411f64d0f6dd4039aab5a5b8da99da682024-09-13T12:40:34ZengMDPI AGMathematics2227-73902024-09-011217274710.3390/math12172747Bayesian Methods for Step-Stress Accelerated Test under Gamma Distribution with a Useful Reparametrization and an Industrial Data ApplicationHassan S. Bakouch0Fernando A. Moala1Shuhrah Alghamdi2Olayan Albalawi3Department of Mathematics, College of Science, Qassim University, Buraydah 51452, Saudi ArabiaDepartment of Statistics, State University of Sao Paulo, Sao Paulo 19060-900, BrazilDepartment of Mathematical Sciences, Princess Nourah bint Abdulrahman University, Riyadh 11564, Saudi ArabiaDepartment of Statistics, Faculty of Science, University of Tabuk, Tabuk 47512, Saudi ArabiaThis paper presents a multiple step-stress accelerated life test using type II censoring. Assuming that the lifetimes of the test item follow the gamma distribution, the maximum likelihood estimation and Bayesian approaches are used to estimate the distribution parameters. In the Bayesian approach, new parametrizations can lead to new prior distributions and can be a useful technique to improve the efficiency and effectiveness of Bayesian modeling, particularly when dealing with complex or high-dimensional models. Therefore, in this paper, we present two sets of prior distributions for the parameters of the accelerated test where one of them is based on the reparametrization of the other. The performance of the proposed prior distributions and maximum likelihood approach are investigated and compared by examining the summaries and frequentist coverage probabilities of intervals. We introduce the Markov Chain Monte Carlo (MCMC) algorithms to generate samples from the posterior distributions in order to evaluate the estimators and intervals. Numerical simulations are conducted to examine the approach’s performance and one-sample lifetime data are presented to illustrate the proposed methodology.https://www.mdpi.com/2227-7390/12/17/2747step-stress accelerated lifetime testingBayesian analysistype II censoringreparametrizationgamma distributionSimulation
spellingShingle Hassan S. Bakouch
Fernando A. Moala
Shuhrah Alghamdi
Olayan Albalawi
Bayesian Methods for Step-Stress Accelerated Test under Gamma Distribution with a Useful Reparametrization and an Industrial Data Application
Mathematics
step-stress accelerated lifetime testing
Bayesian analysis
type II censoring
reparametrization
gamma distribution
Simulation
title Bayesian Methods for Step-Stress Accelerated Test under Gamma Distribution with a Useful Reparametrization and an Industrial Data Application
title_full Bayesian Methods for Step-Stress Accelerated Test under Gamma Distribution with a Useful Reparametrization and an Industrial Data Application
title_fullStr Bayesian Methods for Step-Stress Accelerated Test under Gamma Distribution with a Useful Reparametrization and an Industrial Data Application
title_full_unstemmed Bayesian Methods for Step-Stress Accelerated Test under Gamma Distribution with a Useful Reparametrization and an Industrial Data Application
title_short Bayesian Methods for Step-Stress Accelerated Test under Gamma Distribution with a Useful Reparametrization and an Industrial Data Application
title_sort bayesian methods for step stress accelerated test under gamma distribution with a useful reparametrization and an industrial data application
topic step-stress accelerated lifetime testing
Bayesian analysis
type II censoring
reparametrization
gamma distribution
Simulation
url https://www.mdpi.com/2227-7390/12/17/2747
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AT shuhrahalghamdi bayesianmethodsforstepstressacceleratedtestundergammadistributionwithausefulreparametrizationandanindustrialdataapplication
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