Lindley Approximation Method for Generalized Process Capability Indices under Progressive Type-II Censoring

Introduction

The gpciLindApproxProgII package provides a Bayesian statistical framework for computing Generalized Process Capability Indices (GPCIs) under Progressive Type-II Censored Data using Lindley’s 3rd-order Approximation Method.

Progressive Type-II Censoring Model

Let \(n\) units be placed on test and \(m\) failure times \(X = (x_1, x_2, \dots, x_m)\) be observed under progressive removal scheme \(R = (R_1, R_2, \dots, R_m)\). The progressive log-likelihood function is:

\[\ell(\theta) = \sum_{i=1}^m \log f(x_i; \theta) + \sum_{i=1}^m R_i \log S(x_i; \theta)\]

Example Analysis

Below is a demonstration of fitting progressive Type-II failure data with custom user functions or built-in distributions.

# Failure times and progressive removal scheme
x <- c(0.5, 1.2, 2.1, 3.4, 4.8)
r <- c(1, 0, 2, 0, 1)

# Fit model using Lindley approximation and chain generation
fit <- lindley_prog_gpci(
  x = x,
  r_removals = r,
  distribution = dist_weibull(),
  USL = 6, LSL = 0,
  chain_length = 200,
  burn_in = 50,
  thinning = 1,
  B = 50
)

# Print Summary Table
summary(fit)
#>     Index MLE_Estimate Lindley_Estimate    Chain_Mean          Bias
#> 1     Cpy 4.953015e-01     4.247116e-01  4.319322e-01 -6.336927e-02
#> 2      Cp 1.000000e+04     1.000000e+04  7.943009e+03 -2.056991e+03
#> 3     Cpk 2.977036e-73    -3.832680e-43 -2.253558e+04 -2.253558e+04
#> 4     Cpu 2.000000e+04     2.000000e+04 -6.749615e+03 -2.674962e+04
#> 5     Cpl 2.977036e-73    -3.832680e-43  2.263563e+04  2.263563e+04
#> 6     Cpm 3.333333e-01     3.333333e-01  2.905193e-01 -4.281401e-02
#> 7    Cpmk 9.923452e-78    -1.277560e-47  6.294600e-04  6.294600e-04
#> 8    CpTk 1.249103e-01     1.102875e-01  9.619533e-02 -2.871494e-02
#> 9    Spmk 2.141650e+03     1.977307e+03  1.205665e+03 -9.359847e+02
#> 10    Cpc 1.000000e+04     1.000000e+04  7.898492e+03 -2.101508e+03
#> 11   CNpk 0.000000e+00     0.000000e+00 -2.496575e-03 -2.496575e-03
#> 12  CNpmc 4.792753e-02     4.136523e-02  3.727376e-02 -1.065377e-02
#> 13 CNpmkc 0.000000e+00     0.000000e+00  2.645444e-04  2.645444e-04
#> 14  Cp_uv 0.000000e+00     0.000000e+00  6.294600e-04  6.294600e-04
#>             MSE   Risk_Value   HPD90_Lower  HPD90_Upper   HPD95_Lower
#> 1  3.958480e-02 4.355839e-02  2.497049e-01 6.979403e-01  2.457917e-01
#> 2  2.016490e+07 2.017312e+07  1.489648e-01 1.000000e+04  1.084682e-01
#> 3  1.015705e+11 1.015706e+11 -1.778083e-02 5.220120e-02 -7.555311e-02
#> 4  1.025546e+11 1.025547e+11 -5.233549e-04 2.000000e+04 -4.565391e-02
#> 5  1.024740e+11          Inf  0.000000e+00 2.713795e-01  0.000000e+00
#> 6  9.706370e-03 1.152640e-02  1.333798e-01 3.333333e-01  9.052583e-02
#> 7  1.617034e-03 1.617430e-03 -1.577846e-02 4.941822e-02 -7.223266e-02
#> 8  1.642190e-03 2.462805e-03  5.530085e-02 1.426485e-01  3.952794e-02
#> 9  1.504394e+06 1.508130e+06  3.936062e-05 2.149340e+03  3.936062e-05
#> 10 2.064314e+07 2.065154e+07  1.375262e-01 1.000000e+04  9.052583e-02
#> 11 5.476034e-03 5.482265e-03 -4.044544e-02 1.050967e-01 -2.057551e-01
#> 12 2.962194e-04 4.095210e-04  1.411590e-02 5.555526e-02  9.868358e-03
#> 13 3.931540e-06 4.001527e-06 -1.723384e-03 5.114271e-09 -1.797293e-03
#> 14 1.617034e-03 1.617430e-03 -1.577846e-02 4.941822e-02 -7.223266e-02
#>     HPD95_Upper   HPD99_Lower  HPD99_Upper    HW_Stat HW_Pvalue HW_Passed
#> 1  8.064298e-01  2.111268e-01 1.152145e+00 0.11517442       0.5      TRUE
#> 2  1.000000e+04  2.942473e-02 1.000000e+04 0.11434753       0.5      TRUE
#> 3  4.851088e-02 -8.016170e-02 2.046875e-01 0.08755075       0.5      TRUE
#> 4  2.000000e+04 -7.555311e-02 2.000000e+04 0.08872816       0.5      TRUE
#> 5  2.989924e-01  0.000000e+00 3.367854e-01 0.08755075       0.5      TRUE
#> 6  3.333333e-01  2.694228e-02 3.333333e-01 0.08862509       0.5      TRUE
#> 7  4.216781e-02 -7.223266e-02 2.040991e-01 0.12142416       0.5      TRUE
#> 8  1.455746e-01  2.093363e-02 1.611541e-01 0.10451257       0.5      TRUE
#> 9  2.440702e+03  3.936062e-05 2.769181e+03 0.09656982       0.5      TRUE
#> 10 1.000000e+04  2.694228e-02 1.000000e+04 0.13407097       0.5      TRUE
#> 11 1.104370e-01 -2.550876e-01 3.115162e-01 0.16002632       0.5      TRUE
#> 12 5.555526e-02  2.949662e-03 5.555526e-02 0.06580612       0.5      TRUE
#> 13 2.578627e-03 -3.247496e-03 8.312902e-03 0.17478519       0.5      TRUE
#> 14 4.216781e-02 -7.223266e-02 2.040991e-01 0.12142416       0.5      TRUE
#>    Convergence_Prob Boot95_Lower Boot95_Upper
#> 1               0.5 3.822584e-01 1.584475e+00
#> 2               0.5 1.000000e+04 1.000000e+04
#> 3               0.5 0.000000e+00 2.601088e-12
#> 4               0.5 2.000000e+04 2.000000e+04
#> 5               0.5 0.000000e+00 2.601088e-12
#> 6               0.5 3.333333e-01 3.333333e-01
#> 7               0.5 0.000000e+00 8.670292e-17
#> 8               0.5 3.395818e-03 1.529376e-01
#> 9               0.5 4.065782e-02 2.399687e+03
#> 10              0.5 1.000000e+04 1.000000e+04
#> 11              0.5 0.000000e+00 0.000000e+00
#> 12              0.5 3.582793e-02 5.555556e-02
#> 13              0.5 0.000000e+00 0.000000e+00
#> 14              0.5 0.000000e+00 7.648203e-17

Plotting Results

plot(fit)