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03- Journal of Statistics Applications & Probability
An International Journal


Volumes > Vol. 6 > No. 3


Analysis of Lifetime Performance Index with Compound Rayleigh Distribution in Presence of Progressive First-Failure-Censoring Scheme

PP: 459-470
A. A. Modhesh,
In service (or manufacturing) industries the lifetime performance assessment is important, hence, the lifetime performance index C_{L} is used to measure the potential and performance of a process, where L is the lower specification limit. In this paper, we study different estimators of C_{L} under the Compound Rayleigh distribution with general censored scheme called progressively first-failure-censored Scheme, which is quite useful in many practical situations. The results in the cases of first-failure censoring, progressive Type II censoring, Type II censoring and complete sample are a special cases. The study will apply data transformation technology to constructs a maximum likelihood (ML) and Bayes estimators of C_{L} under the Compound Rayleigh distribution based on the progressively first-failure-censored sample with assuming the conjugate prior distribution and squared-error loss function. ML and Bayes estimators of C_{L} are utilized to develop the new hypothesis testing algorithmic procedure in the condition of known L. Finally, we give two examples and the Monte Carlo simulation to assess the behavior of confidence interval for the lifetime performance index C_{L} under given confidence level γ.

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