average life prediction based on incomplete data平均寿命预测基于不完整的数据.pdfVIP

Applied Mathematics , 2011, 2, 93-105 doi:10.4236/am.2011.21011 Published Online January 2011 (http://www.SciRP.org/journal/am) Average Life Prediction Based on Incomplete Data* 1 2 1 1 Tang Tang , Lingzhi Wang , Faen Wu , Lichun Wang 1 Department of Mathematics, Beijing Jiaotong University, Beijing, China 2School of Mechanical, Beijing Jiaotong University, Beijing, China E-mail : wlc@ Received May 4, 2010; revised November 18, 2010; accepted November 22, 2010 Abstract The two-parameter exponential distribution can often be used to describe the lifetime of products for exam- ple, electronic components, engines and so on. This paper considers a prediction problem arising in the life test of key parts in high speed trains. Employing the Bayes method, a joint prior is used to describe the va- riability of the parameters but the form of the prior is not specified and only several moment conditions are assumed. Under the condition that the observed samples are randomly right censored, we define a statistic to predict a set of future samples which describes the average life of the second-round samples, firstly, under the condition that the censoring distribution is known and secondly, that it is unknown. For several different priors and life data sets, we demonstrate the coverage frequencies of the proposed prediction intervals as the sample size of the observed and the censoring proportion change. The numerical results show that the pre- diction intervals are efficient and applicable. Keywords: Prediction Interval, Incomplete Data, Bayes Method, Two-Parameter Exponential Distribution 1. Introduction