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Improving estimates of critical lower percentiles by induced censoring

Author

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  • Edwards, David J.
  • Guess, Frank M.
  • León, Ramón V.
  • Young, Timothy M.
  • Crookston, Kevin A.

Abstract

In this article, we present an approach based on induced censoring for improving the estimation of critical lower percentiles. We validate this technique via simulation results and practical industrial insights. Data from product components that have at least two aging periods (e.g., bathtub failure rate) is investigated. When such data are improperly fit by certain reliability distributions, estimates of lower percentiles are impacted by longer-lasting failures, resulting in larger root mean square errors (RMSE) and bias. In lieu of utilizing a more complex bathtub model, we propose induced right censoring of data at various points to substantially reduce RMSE and bias of lower percentile estimates. A technique for finding optimal or near optimal censoring points is discussed and two real world examples illustrate how this works in practice.

Suggested Citation

  • Edwards, David J. & Guess, Frank M. & León, Ramón V. & Young, Timothy M. & Crookston, Kevin A., 2014. "Improving estimates of critical lower percentiles by induced censoring," Reliability Engineering and System Safety, Elsevier, vol. 123(C), pages 47-56.
    • Handle: RePEc:eee:reensy:v:123:y:2014:i:c:p:47-56
    DOI: 10.1016/j.ress.2013.10.001
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    References listed on IDEAS

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    1. Murthy, D.N.P. & Hagmark, P.-E. & Virtanen, S., 2009. "Product variety and reliability," Reliability Engineering and System Safety, Elsevier, vol. 94(10), pages 1601-1608.
    2. Murari Mitra & Sujit Basu, 1995. "Change point estimation in non-monotonic aging models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(3), pages 483-491, September.
    3. Jiang, R. & Murthy, D.N.P., 2009. "Impact of quality variations on product reliability," Reliability Engineering and System Safety, Elsevier, vol. 94(2), pages 490-496.
    4. Crookston, Kevin A. & Mark Young, Timothy & Harper, David & Guess, Frank M., 2011. "Statistical reliability analyses of two wood plastic composite extrusion processes," Reliability Engineering and System Safety, Elsevier, vol. 96(1), pages 172-177.
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    Cited by:

    1. Jia, Xiang & Wang, Dong & Jiang, Ping & Guo, Bo, 2016. "Inference on the reliability of Weibull distribution with multiply Type-I censored data," Reliability Engineering and System Safety, Elsevier, vol. 150(C), pages 171-181.

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