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STATISTICAL ANALYSIS BASED ON SMALL SIZE OF DATA

Research Project

Project/Area Number 07680475
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 社会システム工学
Research InstitutionMUSASHI INSTITUTE OF TECHNOLOGY

Principal Investigator

YOKOYAMA Shinichiro  MUSASHI INSTITUTE OF TECHNOLOGY,ENGINEERING,PROFESSOR, 工学部, 教授 (50158375)

Project Period (FY) 1995 – 1996
Project Status Completed (Fiscal Year 1996)
Budget Amount *help
¥1,500,000 (Direct Cost: ¥1,500,000)
Fiscal Year 1996: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 1995: ¥800,000 (Direct Cost: ¥800,000)
KeywordsSTATISTICAL DATA ANALYSIS / SMALL SIZE OF DATA / OUTLIER / WELBULL DISTRIBUTION / PARAMETER ESTIMATION / BOOTSTRAP METHOD / PRACTICAL USE / 加速寿命試験法 / 異常値(外れ値) / モーメント法 / ワイブル分布
Research Abstract

In recent year, an environment problems and problems of the safety of product come to appear. A social responsibility to the enterprise and the activity of consumer protection are increased. Under such a background, it is necessary that reliability and safety of products are analyzed with small size of data. On the one hand, the Weibull distribution is widely used in life testing and reliability theory. In the reliability analysis of filed data, it is well known that there are two difficult situations when we try to estimate Weibull parameters. It is one case of difficulties that number of sample is very small. The other one is presence of outliers. Our tools to solve these problems are called "Bootstrap Parameter Estimation Method" and "DS Outliers Detection Method".
Bootstrap Parameter Estimation Method is proposed by authors, and this method creates the robust estimator for outliers and also this estimator provide high accuracy when the sample size is very small. The practical outliers discordancy test for Weibull population is not proposed. Then we propose a new outliers discordancy procedure i.e., DS outliers detection method. The detection step of this procedure is very simple, and this procedure shows the high power even for the case when many outliers are present. In this research it is described that removing the outliers gives more accurate estimates than using the robust estimator.
Furthermore, in this research the new procedure of Weibull parameter estimation with suspended data is proposed. This procedure has 2 steps to get the accurate estimator. It is described that proposed 2-step estimation method gives good accuracy than the usual estimators.

Report

(3 results)
  • 1996 Annual Research Report   Final Research Report Summary
  • 1995 Annual Research Report
  • Research Products

    (16 results)

All Other

All Publications (16 results)

  • [Publications] 深沢嘉彦・関哲朗・横山真一郎: "加速寿命試験における少数データに基づく寿命分布の推定に関する研究" 日本経営工学会 平成7年度秋季研究大会予稿集. 53-54 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Tetsurou SEKI and Shin-ichiro YOKOYAMA: "Robust Parameter-Estimation Using the Bootstrap Method for the 2-Parameter Weibull Distribution" IEEE Tran.on Reliability. 45,1. 34-41 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 関哲朗・横山真一郎: "Weibull母数の推定における外れ値混入の影響" 日本経営工学会 平成8年度秋季研究大会予稿集. 193-194 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Tetsurou SEKI and Shin-ichiro YOKOYAMA: "2-step Procedure of Weibull Parameter Estimation" International Symposium on Statistical Methods for Quality & Reliability. (発表予定). (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Tetsurou SEKI and Shin-ichiro YOKOYAMA: "Some Contributions to the Inference of Weibull Parameters" 14th International Conference on Production Research. (発表予定). (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Yoshihiko FUKASAWA,Tetsurou SEKI and Shin-ichiro YOKOYAMA: "Estimation of the Life Time Distribution for Accelerate Life Testing" Proc., JIMA. 53-54 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Tetsurou SEKI and Shin-ichiro YOKOYAMA: "Robust Parameter-Estimation Using the Bootstrap Method for the 2-Parameter Weibull Distribution" IEEE Tran.on Rel.45,1. 34-41 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Tetsurou SEKI and Shin-ichiro YOKOYAMA: "Influence on the Statistical Inference for the Weibull Parameters" Proc., JIMA. 193-194 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Tetsurou SEKI and Shin-ichiro YOKOYAMA: "2-step Procedure of Weibull Parameter Estimation" Int.Symp.Statis.Method Qual.& Rel.(in print). (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Tetsurou SEKI and Shin-ichiro YOKOYAMA: "Some Contributions to the Inference of Weibull Parameters" 14th ICPR. (in print). (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 関哲朗・横山眞一郎: "Weibull母数の推定における外れ値混入の影響" 日本経営工学会平成8年度秋季研究大会予稿集. 193-194 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] Tetsurou Seki and Shin-ichiro Yokoyoma: "Robust Parameter-Estimation Using the Bootstrap Method for the 2-Parameter Weibull Distribution" IEEE Transaction on Reliability. 45. 34-41 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] Tetsurou Seki and Shin-ichiro Yokoyoma: "2-step Procedure of Weibull Parameter Estimation" International Symposium on Statistical Methods for Quality & Reliability. (発表予定). (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] Tetsurou Seki and Shin-ichiro Yokoyoma: "Some Contributions to the Inference of Weibull Parameters" 14 th International Conference on Production Research (ICPR '97). (発表予定). (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] 深沢嘉彦,関哲朗,横山真一郎: "加速寿命試験における少数データに基づく寿命分布の推定に関する研究" 日本経営工学会 平成7年度秋季研究大会予稿集. 53-54 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] 関哲朗,横山真一郎: "Robust Parameter Estimation Using the Bootstrap Method for the 2-Parameter Weibull Distribution" IEEE Trans. on Reliability. (掲載予定). (1996)

    • Related Report
      1995 Annual Research Report

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Published: 1995-04-01   Modified: 2016-04-21  

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