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Testing significance of random effects for the gamma degradation model E. S. Chetvertakova, E. V. Chimitova

By: Chetvertakova, Evgeniia SergeevnaContributor(s): Chimitova, Ekaterina VladimirovnaMaterial type: ArticleArticleOther title: Проверка значимости случайного эффекта для деградационной гамма-модели [Parallel title]Subject(s): деградационная гамма-модель | модель с фиксированным эффектом | модель со случайным эффектом | надежность | арсенид-галлиевые лазерыGenre/Form: статьи в журналах Online resources: Click here to access online In: Вестник Томского государственного университета. Управление, вычислительная техника и информатика № 49. С. 92-100Abstract: Gamma degradation models with fixed or random effects are widely used for reliability analysis. In this paper, the problem of testing significance of random effects for the gamma degradation model is considered. We propose two statistical tests which enable to reveal the existence of random effects in degradation data corresponding to the gamma degradation model. The first test is the well known likelihood ratio test and the second one is based on the variance estimate of the random parameter of the “random-effect” gamma degradation model. These tests have been compared in terms of power with Monte-Carlo simulation method. Moreover, the example of GaAs lasers degradation analysis has been considered.
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Gamma degradation models with fixed or random effects are widely used for reliability analysis. In this paper, the problem of testing significance of random effects for the gamma degradation model is considered. We propose two statistical tests which enable to reveal the existence of random effects in degradation data corresponding to the gamma degradation model. The first test is the well known likelihood ratio test and the second one is based on the variance estimate of the random parameter of the “random-effect” gamma degradation model. These tests have been compared in terms of power with Monte-Carlo simulation method. Moreover, the example of GaAs lasers degradation analysis has been considered.

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