931 resultados para Failure Probability


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In this paper, we proposed a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis and Loukas (1998). The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the maximum lifetime value among all risks. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulas for its reliability and failure rate functions, moments, including the mean and variance, variation coefficient, and modal value. The parameter estimation is based on the usual maximum likelihood approach. We report the results of a misspecification simulation study performed in order to assess the extent of misspecification errors when testing the exponential geometric distribution against our complementary one in the presence of different sample size and censoring percentage. The methodology is illustrated on four real datasets; we also make a comparison between both modeling approaches. (C) 2011 Elsevier B.V. All rights reserved.

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In survival analysis applications, the failure rate function may frequently present a unimodal shape. In such case, the log-normal or log-logistic distributions are used. In this paper, we shall be concerned only with parametric forms, so a location-scale regression model based on the Burr XII distribution is proposed for modeling data with a unimodal failure rate function as an alternative to the log-logistic regression model. Assuming censored data, we consider a classic analysis, a Bayesian analysis and a jackknife estimator for the parameters of the proposed model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the log-logistic and log-Burr XII regression models. Besides, we use sensitivity analysis to detect influential or outlying observations, and residual analysis is used to check the assumptions in the model. Finally, we analyze a real data set under log-Buff XII regression models. (C) 2008 Published by Elsevier B.V.

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The progression to end-stage renal failure is independent of the initial pathogenic mechanism. Metabolic acidosis is a common consequence of chronic renal failure that results from inadequate ammonium excretion and decreased tubular bicarbonate reabsorption. Protoporphyrin IX (PpIX) is the immediate metabolic precursor of the heme molecule. The purpose of this study was to evaluate the levels of erythrocytes protoporphyrin IX at an animal model during progressive renal disease. A total of 36 eight-week-old male Wistar rats were divided into six groups: Normal, 4 and 8 weeks after 5/6 nephrectomy (NX). Renal function was evaluated by creatinine clearance and plasma creatinine levels. The autofluorescence of erythrocytes porphyrin of healthy and NX rats was analyzed using fluorescence spectroscopy. Emission spectra were obtained by exciting the samples at 405 nm. Significant differences between normal and NX rats autofluorescence shape occurred in the 600-700 nm spectral region. A correlation was observed between emission band intensity at 635 nm and progression of renal disease.

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The generalized Birnbaum-Saunders distribution pertains to a class of lifetime models including both lighter and heavier tailed distributions. This model adapts well to lifetime data, even when outliers exist, and has other good theoretical properties and application perspectives. However, statistical inference tools may not exist in closed form for this model. Hence, simulation and numerical studies are needed, which require a random number generator. Three different ways to generate observations from this model are considered here. These generators are compared by utilizing a goodness-of-fit procedure as well as their effectiveness in predicting the true parameter values by using Monte Carlo simulations. This goodness-of-fit procedure may also be used as an estimation method. The quality of this estimation method is studied here. Finally, through a real data set, the generalized and classical Birnbaum-Saunders models are compared by using this estimation method.

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We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.

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The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications. (C) 2010 Elsevier B.V. All rights reserved.

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In this paper, we discuss inferential aspects for the Grubbs model when the unknown quantity x (latent response) follows a skew-normal distribution, extending early results given in Arellano-Valle et al. (J Multivar Anal 96:265-281, 2005b). Maximum likelihood parameter estimates are computed via the EM-algorithm. Wald and likelihood ratio type statistics are used for hypothesis testing and we explain the apparent failure of the Wald statistics in detecting skewness via the profile likelihood function. The results and methods developed in this paper are illustrated with a numerical example.

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The two-parameter Birnbaum-Saunders distribution has been used successfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data for this distribution. In this paper, we address the issue of performing testing inference on the two parameters of the Birnbaum-Saunders distribution under type-II right censored samples. The likelihood ratio statistic and a recently proposed statistic, the gradient statistic, provide a convenient framework for statistical inference in such a case, since they do not require to obtain, estimate or invert an information matrix, which is an advantage in problems involving censored data. An extensive Monte Carlo simulation study is carried out in order to investigate and compare the finite sample performance of the likelihood ratio and the gradient tests. Our numerical results show evidence that the gradient test should be preferred. Further, we also consider the generalized Birnbaum-Saunders distribution under type-II right censored samples and present some Monte Carlo simulations for testing the parameters in this class of models using the likelihood ratio and gradient tests. Three empirical applications are presented. (C) 2011 Elsevier B.V. All rights reserved.

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Birnbaum-Saunders models have largely been applied in material fatigue studies and reliability analyses to relate the total time until failure with some type of cumulative damage. In many problems related to the medical field, such as chronic cardiac diseases and different types of cancer, a cumulative damage caused by several risk factors might cause some degradation that leads to a fatigue process. In these cases, BS models can be suitable for describing the propagation lifetime. However, since the cumulative damage is assumed to be normally distributed in the BS distribution, the parameter estimates from this model can be sensitive to outlying observations. In order to attenuate this influence, we present in this paper BS models, in which a Student-t distribution is assumed to explain the cumulative damage. In particular, we show that the maximum likelihood estimates of the Student-t log-BS models attribute smaller weights to outlying observations, which produce robust parameter estimates. Also, some inferential results are presented. In addition, based on local influence and deviance component and martingale-type residuals, a diagnostics analysis is derived. Finally, a motivating example from the medical field is analyzed using log-BS regression models. Since the parameter estimates appear to be very sensitive to outlying and influential observations, the Student-t log-BS regression model should attenuate such influences. The model checking methodologies developed in this paper are used to compare the fitted models.

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In this paper we introduce the Weibull power series (WPS) class of distributions which is obtained by compounding Weibull and power series distributions where the compounding procedure follows same way that was previously carried out by Adamidis and Loukas (1998) This new class of distributions has as a particular case the two-parameter exponential power series (EPS) class of distributions (Chahkandi and Gawk 2009) which contains several lifetime models such as exponential geometric (Adamidis and Loukas 1998) exponential Poisson (Kus 2007) and exponential logarithmic (Tahmasbi and Rezaei 2008) distributions The hazard function of our class can be increasing decreasing and upside down bathtub shaped among others while the hazard function of an EPS distribution is only decreasing We obtain several properties of the WPS distributions such as moments order statistics estimation by maximum likelihood and inference for a large sample Furthermore the EM algorithm is also used to determine the maximum likelihood estimates of the parameters and we discuss maximum entropy characterizations under suitable constraints Special distributions are studied in some detail Applications to two real data sets are given to show the flexibility and potentiality of the new class of distributions (C) 2010 Elsevier B V All rights reserved

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Birnbaum and Saunders (1969a) introduced a probability distribution which is commonly used in reliability studies For the first time based on this distribution the so-called beta-Birnbaum-Saunders distribution is proposed for fatigue life modeling Various properties of the new model including expansions for the moments moment generating function mean deviations density function of the order statistics and their moments are derived We discuss maximum likelihood estimation of the model s parameters The superiority of the new model is illustrated by means of three failure real data sets (C) 2010 Elsevier B V All rights reserved

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The family of distributions proposed by Birnbaum and Saunders (1969) can be used to model lifetime data and it is widely applicable to model failure times of fatiguing materials. We give a simple matrix formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in Birnbaum-Saunders nonlinear regression models, recently introduced by Lemonte and Cordeiro (2009). The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors, in order to obtain closed-form skewness in a wide range of nonlinear regression models. Empirical and real applications are analyzed and discussed. (C) 2010 Elsevier B.V. All rights reserved.

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In the Eplerenone Post-Acute Myocardial Infarction Heart Failure Efficacy and Survival Study ( n = 6632), eplerenone- associated reduction in all- cause mortality was significantly greater in those with a history of hypertension ( Hx- HTN). There were 4007 patients with Hx- HTN ( eplerenone: n = 1983) and 2625 patients without Hx- HTN ( eplerenone: n = 1336). Propensity scores for eplerenone use, separately calculated for patients with and without Hx- HTN, were used to assemble matched cohorts of 1838 and 1176 pairs of patients. In patients with Hx- HTN, all- cause mortality occurred in 18% of patients treated with placebo ( rate, 1430/ 10 000 person- years) and 14% of patients treated with eplerenone ( rate, 1058/ 10 000 person- years) during 2350 and 2457 years of follow- up, respectively ( hazard ratio [ HR]: 0.71; 95% CI: 0.59 to 0.85; P < 0.0001). Composite end point of cardiovascular hospitalization or cardiovascular mortality occurred in 33% of placebo-treated patients ( 3029/ 10 000 person- years) and 28% of eplerenone- treated patients (2438/10 000 person- years) with Hx- HTN ( HR: 0.82; 95% CI: 0.72 to 0.94; P = 0.003). In patients without Hx- HTN, eplerenone reduced heart failure hospitalization ( HR: 73; 95% CI: 0.55 to 0.97; P = 0.028) but had no effect on mortality ( HR: 0.91; 95% CI: 0.72 to 1.15; P = 0.435) or on the composite end point ( HR: 0.91; 95% CI: 0.76 to 1.10; P = 0.331). Eplerenone should, therefore, be prescribed to all of the post - acute myocardial infarction patients with reduced left ventricular ejection fraction and heart failure regardless of Hx- HTN.

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Drilling fluid`s contact with the productive zone of horizontal or complex wells can reduce well productivity by fluid invasion in the borehole wall. Salted drilling drill-in fluid containing polymers has often been applied in horizontal or complex petroleum wells in the poorly consolidated sandstone reservoirs of the Campos basin, Rio de Janeiro, Brazil. This fluid usually consists of natural polymers such as starch and xanthan gum, which are deposited as a filter cake on the wellbore wall during the drilling. Therefore, the identification of a lift-off mechanism failure, which can be detachment or blistering and pinholing, will enable formulation improvements. increasing the chances of success during filter cake removal in open hole operations. Likewise, knowledge of drill-in drilling fluid adsorption/desorption onto sand can help understand the filter cake-rock adhesion mechanism and consequently filter cake lift-off mechanism failures. The present study aimed to identify the lift-off failure mechanism for this type of fluid filter cake studying adsorption/desorption onto SiO(2) using solutions of natural polymers, lubricants, besides the fluid itself. Ellipsometry was employed to measure this process. The adsorption/desorption studies showed that the adsorbed layer of drilling fluid onto the walls of the rock pores is made up of clusters of polymers, linked by hydrogen bonds, which results in a force of lower cohesion compared to the electrostatic interaction between silica and polymers. Consequently, it was found that the most probable filter cake failure mechanism is rupture (blistering and pinholing), which results in the formation of ducts within the filter cake. (C) 2009 Elsevier B.V. All rights reserved.

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Stolen elections are triggering events that overcome barriers to revolutionary action against electoral authoritarian regimes. They mobilize ordinary citizens, strengthen the opposition, and divide the regime. As neo-institutionalist theories of revolution suggest, the relative openness of electoral authoritarianism inhibits mass protest. But when elections are stolen, regimes undergo “closure,” increasing the probability of protest. The failure of other potential revolutionary precipitants underlines that stolen elections are not merely replaceable final straws. Stolen elections have not only been crucial for the emergence of revolutionary situations, they have shaped outcomes as well. Linking popular mobilization to fraudulent elections has become part of the repertoire of contention of democratic revolutionaries.