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Non-Parametric Esti...
Non-Parametric Estimators Related to Local Load-Sharing Models
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- Rydén, Patrik (författare)
- Umeå universitet,Institutionen för matematik och matematisk statistik
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(creator_code:org_t)
- 1999
- Engelska.
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Serie: Research report in mathematical statistics, 1653-0829
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Abstract
Ämnesord
Stäng
- We consider the problem of estimating the cumulative distribution function of failure stresses of bundles (i.e. the tensile forces that destroy bundles), constructed of several statistically similar fibres, given a particu-lar kind of censored data. Each bundle consists of several fibres which have their own independent identically distributed failure stresses, and where the force applied on a bundle at any moment is distributed between the fibres in the bundle according to the local load-sharing model. The testing of several bundles generates a special kind of censored data, which is complexly structured. Consistent non-parametric estima-tors of the distribution laws of bundles are obtained by applying the theory of martingales, and by using the observed data. It is showed that ran-dom sampling, with replacement from the statistical data related to each tested bundle, can be used to estimate the accuracy of our non-parametric estimators. Numerical examples illustrate the behavior of the obtained es-timators.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- Non-parametric estimation
- Load-sharing models
- Local load-sharing models
- martingale
- resampling
- life testing
- reliability
Publikations- och innehållstyp
- vet (ämneskategori)
- rap (ämneskategori)