Bayesian estimation of generalized exponential distribution under noninformative priors

The generalized exponential distribution, proposed by Gupta and Kundu (1999), is a good alternative to standard lifetime distributions as exponential, Weibull or gamma. Several authors have considered the problem of Bayesian estimation of the parameters of generalized exponential distribution, assuming independent gamma priors and other informative priors. In this paper, we consider a Bayesian analysis of the generalized exponential distribution by assuming the conventional non-informative prior distributions, as Jeffreys and reference prior, to estimate the parameters. These priors are compared with independent gamma priors for both parameters. The comparison is carried out by examining the frequentist coverage probabilities of Bayesian credible intervals. We shown that maximal data information prior implies in an improper posterior distribution for the parameters of a generalized exponential distribution. It is also shown that the choice of a parameter of interest is very important for the reference prior. The different choices lead to different reference priors in this case. Numerical inference is illustrated for the parameters by considering data set of different sizes and using MCMC (Markov Chain Monte Carlo) methods.

The Poisson-exponential distribution: a Bayesian approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The Poisson-exponential lifetime distribution

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. © 2010 Elsevier B.V. All rights reserved.

The Poisson-exponential regression model under different latent activation schemes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A aplicação da distribuição exponencial geométrica estendida para modelagem de dados pluviométricos

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

THEORY OF ELECTRICAL CHARACTERISTICS OF A SCHOTTKY-BARRIER HAVING EXPONENTIALLY DISTRIBUTED IMPURITY STATES AND METAL-INSULATOR METAL STRUCTURES

The metal-insulator or metal-amorphous semiconductor blocking contact is still not well understood. Here, we discuss the steady state characteristics of a non-intimate metal-insulator Schottky barrier. We consider an exponential distribution (in energy) of impurity states in addition to impurity states at a single energy level within the depletion region. We present analytical expressions for the electrical potential, field, thickness of depletion region, capacitance, and charge accumulated in the depletion region. We also discuss ln I versus V(ap) data. Finally, we compare the characteristics in three cases: (i) impurity states at only a single energy level; (ii) uniform energy distribution of impurity states; and (iii) exponential energy distribution of impurity states.In general, the electrical characteristics of Schottky barriers and metal-insulator-metal structures with Schottky barriers depend strongly on the energy distribution of impurity states.

Economic design of two-stage (X)over-bar charts: the Markov chain approach

When the (X) over bar chart is in use, samples are regularly taken from the process, and their means are plotted on the chart. In some cases, it is too expensive to obtain the X values, but not the values of a correlated variable Y. This paper presents a model for the economic design of a two-stage control chart, that is. a control chart based on both performance (X) and surrogate (Y) variables. The process is monitored by the surrogate variable until it signals an out-of-control behavior, and then a switch is made to the (X) over bar chart. The (X) over bar chart is built with central, warning. and action regions. If an X sample mean falls in the central region, the process surveillance returns to the (Y) over bar chart. Otherwise. The process remains under the (X) over bar chart's surveillance until an (X) over bar sample mean falls outside the control limits. The search for an assignable cause is undertaken when the performance variable signals an out-of-control behavior. In this way, the two variables, are used in an alternating fashion. The assumption of an exponential distribution to describe the length of time the process remains in control allows the application of the Markov chain approach for developing the cost function. A study is performed to examine the economic advantages of using performance and surrogate variables. (C) 2003 Elsevier B.V. All rights reserved.

Adaptive control charts: A Markovian approach for processes subject to independent disturbances

Recent studies have shown that adaptive X control charts are quicker than traditional X charts in detecting small to moderate shifts in a process. In this article, we propose a joint statistical design of adaptive X and R charts having all design parameters varying adaptively. The process is subjected to two independent assignable causes. One cause changes the process mean and the other changes the process variance. However, the occurrence of one kind of assignable cause does not preclude the occurrence of the other. It is assumed that the quality characteristic is normally distributed and the time that the process remains in control has exponential distribution. Performance measures of these adaptive control charts are obtained through a Markov chain approach. (c) 2005 Elsevier B.V. All rights reserved.

Economic design of (X)over-bar charts with variable parameters: the Markov chain approach

This paper presents an economic design of (X) over bar control charts with variable sample sizes, variable sampling intervals, and variable control limits. The sample size n, the sampling interval h, and the control limit coefficient k vary between minimum and maximum values, tightening or relaxing the control. The control is relaxed when an (X) over bar value falls close to the target and is tightened when an (X) over bar value falls far from the target. A cost model is constructed that involves the cost of false alarms, the cost of finding and eliminating the assignable cause, the cost associated with production in an out-of-control state, and the cost of sampling and testing. The assumption of an exponential distribution to describe the length of time the process remains in control allows the application of the Markov chain approach for developing the cost function. A comprehensive study is performed to examine the economic advantages of varying the (X) over bar chart parameters.

Theory of non-steady state electrical characteristics of metal-insulator-metal structures with schottky barriers and exponentially distributed impurity states

We discuss non-steady state electrical characteristics of a metal-insulator-metal structure. We consider an exponential distribution (in energy) of impurity states in addition to impurity states at a single energy level within the depletion region. We discuss thermal as well as isothermal characteristics and present an expression for the temperature of maximum current (Tm) and a method to calculate the density of exponentially distributed impurity states. We plot the theoretical curves for various sets of parameters and the variation of Tm, and Im (maximum current) with applied potential for various impurity distributions. The present model can explain the available experimental results. Finally we compare the non-steady state characteristics in three cases: (i) impurity states only at a single energy level, (ii) uniform energetic distribution of impurity states, and (iii) exponential energetic distribution of impurity states.

X̄ chart with variable sample size and sampling intervals

Recent theoretical studies have shown that the X̄ chart with variable sampling intervals (VSI) and the X̄ chart with variable sample size (VSS) are quicker than the traditional X̄ chart in detecting shifts in the process. This article considers the X̄ chart with variable sample size and sampling intervals (VSSI). It is assumed that the amount of time the process remains in control has exponential distribution. The properties of the VSSI X̄ chart are obtained using Markov chains. The VSSI X̄ chart is even quicker than the VSI or VSS X̄ charts in detecting moderate shifts in the process.

Distribuição estatística de um indexo econômico em mercado emergente - Bolsa de valores de São Paulo (IBOVESPA)

Pós-graduação em Física - IGCE

Metodologia para análise e interpretação de alarmes em tempo real de sistemas de distribuição de energia elétrica

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Estimação Bayesiana dos parâmetros da distribuição Exponencial Generalizada Bivariada

Pós-graduação em Matematica Aplicada e Computacional - FCT

Extensões da distribuição de Lindley para análise de dados de sobrevivência

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)