کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
805914 905241 2009 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Local parametric sensitivity for mixture models of lifetime distributions
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
پیش نمایش صفحه اول مقاله
Local parametric sensitivity for mixture models of lifetime distributions
چکیده انگلیسی

Mixture models are receiving considerable significance in the last years. Practical situations in reliability and survival analysis may be addressed by using mixture models. When making inferences on them, besides the estimates of the parameters, a sensitivity analysis is necessary. In this paper, a general technique to estimate local prior sensitivities in finite mixtures of distributions from natural exponential families having quadratic variance function (NEF-QVF) is proposed. Those families include some distributions of wide use in reliability theory. An advantage of this method is that it allows a direct implementation of the sensitivity measure estimates and their errors. In addition, the samples that are drawn to estimate the parameters in the mixture model are re-used to estimate the sensitivity measures and their errors. An illustrative application based on insulating fluid failure data is shown.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Reliability Engineering & System Safety - Volume 94, Issue 7, July 2009, Pages 1238–1244
نویسندگان
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