Examining life-testing experiments on a product or material usually requires a long time of monitoring. To reduce the testing period, units can be tested under more severe than normal conditions, which are called accelerated life tests (ALTs). The objective of this study is to investigate the problem of point and interval estimations of the Lomax distribution under constant stress partially ALTs based on progressive first failure type-II censored samples. The point estimates of unknown parameters and the acceleration factor are obtained by using maximum likelihood and Bayesian approaches. Since reliability data are censored, the maximum likelihood estimates (MLEs) are derived utilizing the general expectation-maximization (EM) algorithm. In the process of Bayesian inference, the Bayes point estimates as well as the highest posterior density credible intervals of the model parameters and acceleration factor, are reported. This is done by using the Markov Chain Monte Carlo (MCMC) technique concerning both symmetric (squared error) and asymmetric (linear-exponential and general entropy) loss functions. Monte Carlo simulation studies are performed under different sizes of samples for comparison purposes. Finally, the proposed methods are applied to oil breakdown times of insulating fluid under two high-test voltage stress level data.
Citation: Mohamed S. Eliwa, Essam A. Ahmed. Reliability analysis of constant partially accelerated life tests under progressive first failure type-II censored data from Lomax model: EM and MCMC algorithms[J]. AIMS Mathematics, 2023, 8(1): 29-60. doi: 10.3934/math.2023002
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Examining life-testing experiments on a product or material usually requires a long time of monitoring. To reduce the testing period, units can be tested under more severe than normal conditions, which are called accelerated life tests (ALTs). The objective of this study is to investigate the problem of point and interval estimations of the Lomax distribution under constant stress partially ALTs based on progressive first failure type-II censored samples. The point estimates of unknown parameters and the acceleration factor are obtained by using maximum likelihood and Bayesian approaches. Since reliability data are censored, the maximum likelihood estimates (MLEs) are derived utilizing the general expectation-maximization (EM) algorithm. In the process of Bayesian inference, the Bayes point estimates as well as the highest posterior density credible intervals of the model parameters and acceleration factor, are reported. This is done by using the Markov Chain Monte Carlo (MCMC) technique concerning both symmetric (squared error) and asymmetric (linear-exponential and general entropy) loss functions. Monte Carlo simulation studies are performed under different sizes of samples for comparison purposes. Finally, the proposed methods are applied to oil breakdown times of insulating fluid under two high-test voltage stress level data.
Let q be a positive integer. For each integer a with 1⩽a<q,(a,q)=1, we know that there exists one and only one ˉa with 1⩽ˉa<q such that aˉa≡1(q). Let r(q) be the number of integers a with 1⩽a<q for which a and ˉa are of opposite parity.
D. H. Lehmer (see [1]) posed the problem to investigate a nontrivial estimation for r(q) when q is an odd prime. Zhang [2,3] gave some asymptotic formulas for r(q), one of which reads as follows:
r(q)=12ϕ(q)+O(q12d2(q)log2q). |
Zhang [4] generalized the problem over short intervals and proved that
∑a≤Na∈R(q)1=12Nϕ(q)q−1+O(q12d2(q)log2q), |
where
R(q):={a:1⩽a⩽q,(a,q)=1,2∤a+ˉa}. |
Let n⩾2 be a fixed positive integer, q⩾3 and c be two integers with (n,q)=(c,q)=1. Let 0<δ1,δ2≤1. Lu and Yi [5] studied the Lehmer problem in the sense of short intervals as
rn(δ1,δ2,c;q):=∑a⩽δ1q∑ˉa⩽δ2qaˉa≡cmodqn∤a+ˉa1, |
and obtained an interesting asymptotic formula,
rn(δ1,δ2,c;q)=(1−n−1)δ1δ2ϕ(q)+O(q12d6(q)log2q). |
Liu and Zhang [6] r-th residues and roots, and obtained two interesting mean value formulas. Guo and Yi [7] found the Lehmer problem also has good distribution properties on Beatty sequences. For fixed real numbers α and β, the associated non-homogeneous Beatty sequence is the sequence of integers defined by
Bα,β:=(⌊αn+β⌋)∞n=1, |
where ⌊t⌋ denotes the integer part of any t∈R. Such sequences are also called generalized arithmetic progressions. If α is irrational, it follows from a classical exponential sum estimate of Vinogradov [8] that Bα,β contains infinitely many prime numbers; in fact, one has the asymptotic estimate
#{ prime p⩽x:p∈Bα,β}∼α−1π(x) as x→∞ |
where π(x) is the prime counting function.
We define type τ=τ(α) for any irrational number α by the following definition:
τ:=sup{t∈R:lim infn→∞nt‖αn‖=0}. |
Based on the results obtained, we consider the high-dimensional Lehmer problem related to Beatty sequences over incomplete intervals in this paper. That is,
rn(δ1,δ2,⋯,δk,c,α,β;q):=∑x1⩽δ1q⋯∑xk⩽δkqx1⋯xk≡cmodqx1,⋯xk−1∈Bα,βn∤x1+⋯+xk1,(0<δ1,δ2,⋯,δk≤1), |
and where k = 2, we get the result of [7].
By using the properties of Beatty sequences and the estimates for hyper Kloosterman sums, we obtain the following result.
Theorem 1.1. Let k≥2 be a fixed positive integer, q≥n3 and c be two integers with (n,q)=(c,q)=1, and δ1,δ2,⋯,δk be real numbers satisfying 0<δ1,δ2,⋯,δk≤1. Let α>1 be an irrational number of finite type. Then, we have the following asymptotic formula:
rn(δ1,δ2,⋯,δk,c,α,β;q)=(1−n−1)α−(k−1)δ1δ2⋯δkϕk−1(q)+O(qk−1−1τ+1+ε), |
where ϕ(⋅) is the Euler function, ε is a sufficiently small positive number, and the implied constant only depends on n.
Notation. In this paper, we denote by ⌊t⌋ and {t} the integral part and the fractional part of t, respectively. As is customary, we put
e(t):=e2πit and {t}:=t−⌊t⌋. |
The notation ‖t‖ is used to denote the distance from the real number t to the nearest integer; that is,
‖t‖:=minn∈Z|t−n|. |
Let χ0 be the principal character modulo q. The letter p always denotes a prime. Throughout the paper, ε always denotes an arbitrarily small positive constant, which may not be the same at different occurrences; the implied constants in symbols O,≪ and ≫ may depend (where obvious) on the parameters α,n,ε but are absolute otherwise. For given functions F and G, the notations F≪G, G≫F and F=O(G) are all equivalent to the statement that the inequality |F|⩽C|G| holds with some constant C>0.
To complete the proof of the theorem, we need the following several definitions and lemmas.
Definition 2.1. For an arbitrary set S, we use 1S to denote its indicator function:
1S(n):={1ifn∈S,0ifn∉S. |
We use 1α,β to denote the characteristic function of numbers in a Beatty sequence:
1α,β(n):={1ifn∈Bα,β,0ifn∉Bα,β. |
Lemma 2.2. Let a,q be integers, δ∈(0,1) be a real number, θ be a rational number. Let α be an irrational number of finite type τ and H=qε>0. We have
∑a≤δqa∈Bα,β′1=α−1δϕ(q)+O((ϕ(q))ττ+1+ε), |
and
∑a⩽δqa∈Bα,βe(θa)=α−1∑a⩽δ1qe(θa)+O(‖θ‖−1q−ε+qε). |
Taking
H=‖θ‖−1τ+1+ε, |
we have
∑a⩽δqa∈Bα,βe(θa)=α−1∑a⩽δ1qe(θa)+O(‖θ‖−(ττ+1+ε)). |
Proof. This is Lemma 2.4 and Lemma 2.5 of [7].
Lemma 2.3. Let
Kl(r1,r2,⋯,rk;q)=∑x1⩽q−1⋯∑xk−1⩽q−1e(r1x1+⋯+rk−1xk−1+rk¯x1⋯xk−1p). |
Then
Kl(r1,r2,⋯,rk;q)≪qk−12kω(q)(r1,rk,q)12⋯(rk−1,rk,q)12 |
where (a,b,c) is the greatest common divisor of a,b and c.
Proof. See [9].
Lemma 2.4. Assume that U is a positive real number, K is a positive integer and that a and b are two real numbers. If
a=sr+θr2,(r,s)=1,r≥1,|θ|≤1, |
then
∑k⩽Kmin(U,1‖ak+b‖)≪(Kr+1)(U+rlogr). |
Proof. The proof is given in [10].
We begin by the definition
rn(δ1,δ2,⋯,δk,c,α,β;q)=S1−S2, |
where
S1:=∑x1⩽δ1q⋯∑xk⩽δkqx1⋯xk≡cmodqx1,⋯xk−1∈Bα,β1, |
and
S2:=∑x1⩽δ1q⋯∑xk⩽δkqx1⋯xk≡cmodqx1,⋯xk−1∈Bα,βn∣x1+⋯+xk1. |
By the Definition 2.1, Lemma 2.2 and congruence properties, we have
S1=∑x1⩽δ1q⋯∑xk⩽δkqx1⋯xk≡cmodq1α,β(x1)⋯1α,β(xk−1)=1ϕ(q)∑x1⩽δ1q⋯∑xk⩽δkq∑χmodqχ(x1)⋯χ(xk)χ(¯c)1α,β(x1)⋯1α,β(xk−1)=S11+S12, |
where
S11:=1ϕ(q)∑′x1⩽δ1q⋯∑′xk⩽δkq1α,β(x1)⋯1α,β(xk−1), |
and
S12:=1ϕ(q)∑χmodqχ≠χ0χ(¯c)(∑x1⩽δ1q⋯∑xk⩽δkqχ(x1)⋯χ(xk)1α,β(x1)⋯1α,β(xk−1)). |
For S2, it follows that
S2=1ϕ(q)∑x1⩽δ1q⋯∑xk⩽δkqn∣x1+⋯+xk∑χmodqχ(x1)⋯χ(xk)χ(¯c)1α,β(x1)⋯1α,β(xk−1)=S21+S22, |
where
S21:=1ϕ(q)∑′x1⩽δ1q⋯∑′xk⩽δkqn∣x1+⋯+xk1α,β(x1)⋯1α,β(xk−1), |
and
S22:=1ϕ(q)∑χmodqχ≠χ0χ(¯c)∑x1⩽δ1q⋯∑xk⩽δkqn∣x1+⋯+xkχ(x1)⋯χ(xk−1)1α,β(x1)⋯1α,β(xk−1). |
From the classical bound
∑a≤δq′1=δϕ(q)+O(d(q)) |
and Lemma 2.2, we have
S11=1ϕ(q)(∑′x1⩽δ1q1α,β(x1))⋯(∑′xk−1⩽δk−1q1α,β(xk−1))(∑′xk⩽δkq1)=(δk+O(d(q)ϕ(q)))k−1∏i=1(α−1δiϕ(q)+O((ϕ(q))ττ+1+ε))=α−(k−1)ϕk−1(q)k−1∏i=1δi+O(qk−1−1τ+1+ε). | (3.1) |
From Lemma 2.2, we obtain
S21=1ϕ(q)(∑′x1⩽δ1q1α,β(x1))⋯(∑′xk−1⩽δk−1q1α,β(xk−1))(∑′xk⩽δkqn∣xk+(x1+⋯+xk−1)1)=1ϕ(q)(∑′x1⩽δ1q1α,β(x1))⋯(∑′xk−1⩽δk−1q1α,β(xk−1))(∑xk⩽δkqxk≡−(x1+⋯+xk−1)modn∑d∣(xk,q)μ(d))=1ϕ(q)(∑′x1⩽δ1q1α,β(x1))⋯(∑′xk−1⩽δk−1q1α,β(xk−1))(∑d∣qμ(d)∑xk⩽δkqd∣xkxk≡−(x1+⋯+xk−1)modn1)=1ϕ(q)(∑′x1⩽δ1q1α,β(x1))⋯(∑′xk−1⩽δk−1q1α,β(xk−1))(∑d∣qμ(d)(δkqnd+O(1)))=1ϕ(q)(δkϕ(q)n+O(d(q)))k−1∏i=1(α−1δiϕ(q)+O((ϕ(q))ττ+1+ε))=α−(k−1)n−1ϕk−1(q)k−1∏i=1δi+O(qk−1−1τ+1+ε). | (3.2) |
By the properties of exponential sums,
S22=1nϕ(q)∑χmodqχ≠χ0χ(¯c)(∑x1⩽δ1q⋯∑xk⩽δk−1qχ(x1)⋯χ(xk)1α,β(x1)⋯1α,β(xk−1))×(n∑l=1e(x1+⋯+xknl))=1nϕ(q)∑χmodqχ≠χ0χ(¯c)n∑l=1k−1∏i=1(∑xi⩽δiq1α,β(xi)χ(xi)e(xinl))(∑xk⩽δkqχ(xk)e(xknl)). | (3.3) |
Let
G(r,χ):=q∑h=1χ(h)e(rhq) |
be the Gauss sum, and we know that for χ≠χ0,
χ(xi)=1qq∑r=1G(r,χ)e(−xirq)=1qq−1∑r=1G(r,χ)e(−xirq), |
and
ln−rq≠0 |
for 1⩽l⩽n,1⩽r⩽q−1 and (n,q)=1.
Therefore,
∑xk⩽δkqχ(xk)e(xknl)=1qq−1∑rk=1G(rk,χ)f(δk,l,rk;n,q)e(rkq−lh)−1, | (3.4) |
where
f(δ,l,r;n,p):=1−e((ln−rq)⌊δq⌋) |
and
|f(δk,l,rk;n,q)|⩽2. |
For xi(1⩽i⩽k−1), using Lemma 2.2, we also have
∑xi⩽δiq1α,β(xi)χ(xi)e(xinl)=1q∑xi⩽δiq1α,β(xi)q−1∑ri=1G(ri,χ)e((ln−riq)xi)=1qq−1∑ri=1G(ri,χ)∑xi⩽δiq1α,β(xi)e((ln−riq)xi)=1qq−1∑ri=1G(ri,χ)(α−1∑a⩽δiqe((ln−riq)xi)+O(q−ε‖ln−riq‖+qε))=1qαq−1∑ri=1G(ri,χ)(f(δi,l,ri;n,q)e(riq−ln)−1+O(q−ε‖ln−riq‖+qε)). | (3.5) |
Let
S23=1nϕ(q)∑χmodqχ≠χ0χ(¯c)n∑l=1k−1∏i=1(1qαq−1∑ri=1G(ri,χ)f(δi,l,ri;n,q)e(riq−ln)−1)(1qq−1∑rk=1G(rk,χ)f(δk,l,rk;n,q)e(rkq−ln)−1)=1nϕ(q)qkαk−1n∑l=1q−1∑r1=1⋯q−1∑rk=1f(δ1,l,r1;n,q)⋯f(δk,l,rk;n,q)(e(r1q−ln)−1)⋯(e(rkq−ln)−1)×∑χmodqχ≠χ0χ(¯c)G(r1,χ)⋯G(rk,χ). | (3.6) |
From the definition of Gauss sum and Lemma 2.3, we know that
∑χmodqχ(¯c)G(r1,χ)⋯G(rk,χ)=q−1∑h1=1⋯q−1∑hk=1∑χmodqχ(¯c)χ(h1)⋯χ(hk)e(r1h1+⋯+rkhkq)=ϕ(q)q−1∑h1=1⋯q−1∑hk=1h1⋯hk≡cmodqe(r1h1+⋯+rkhkq)=ϕ(q)q−1∑h1=1⋯q−1∑hk=1e(r1h1+⋯rk−1hk−1+rkc¯h1⋯hk−1q)=ϕ(q)Kl(r1,r2,⋯,rkc;q)≪ϕ(q)qk−12kω(q)(r1,rkc,q)12⋯(rk−1,rkc,q)12≪ϕ(q)qk−12kω(q)(r1,q)⋯(rk,q). | (3.7) |
By Mobius inversion, we get
G(r,χ0)=q∑h=1′e(rhq)=μ(q(r,q))φ(q)φ(q/(r,q))≪(r,q), |
and
χ0(¯c)G(r1,χ0)⋯G(rk,χ0)≪(r1,q)⋯(rk,q). |
Hence,
∑χmodqχ≠χ0χ(¯c)G(r1,χ)⋯G(rk,χ)=∑χmodqχ(¯c)G(r1,χ)⋯G(rk,χ)−χ0(¯c)G(r1,χ0)⋯G(rk,χ0)≪ϕ(q)qk−12kω(q)(r1,q)⋯(rk,q). | (3.8) |
From (3.8) we may deduce the following result:
S23≪kω(q)nqk+12αk−1n∑l=1(q−1∑r=1(r,q)|e(rq−ln)−1|)k≪kω(q)nqk+12αk−1n∑l=1(q−1∑r=1(r,q)|sinπ(rq−ln)|)k≪kω(q)nqk+12αk−1n∑l=1(q−1∑r=1(r,q)‖rq−ln‖)k=kω(q)nqk+12αk−1n∑l=1(∑d∣qd<q∑r≤q−1(r,q)=dd‖rq−ln‖)k=kω(q)nqk+12αk−1n∑l=1(∑d∣qd<qd∑m≤q−1d(m,q)=11‖mdq−ln‖)k=kω(q)nqk+12αk−1n∑l=1(∑d∣qd<qd∑k∣qμ(k)∑m≤q−1kd1‖mkdq−ln‖)k. |
It is easy to see
‖mkdq−ln‖=‖mkn−l(q/d)(q/d)n‖≥1(q/d)n, |
and we obtain
S23≪kω(q)nϕ(q)qk+12αk−1n∑l=1(∑d∣qd<qd∑k∣q∑m≤q−1kdmin(qnd,1‖mkdq−ln‖))k. |
Let kd/q=h0/q0, where q0≥1,(h0,q0)=1, and we will easily obtain q/(kd)≤q0≤q/d. By using Lemma 2.4, we have
S23≪kω(q)nqk+12αk−1n∑l=1(∑d∣qd<qd∑k∣q((q−1)/(kd)q0+1)(qnd+q0logq0))k≪kω(q)nqk+12αk−1n∑l=1(∑d∣qd<qd∑k∣q((q−1)/(kd)q/(kd)+1)(qnd+qdlogqd))k≪kω(q)qk−12αk−1(∑d∣qd<q∑k∣qn+logq)k≪qk−12d2k(q)(logq+n)k. |
Let
S24:=q(k−1)(−ε)nϕ(q)∑χmodqχ≠χ0χ(¯c)n∑l=1k−1∏i=1(1qαq−1∑ri=1G(ri,χ)1‖ln−riq‖)(1qq−1∑rk=1G(rk,χ)f(δk,l,rk;n,q)e(rkq−ln)−1) |
and
S25:=q(k−1)(ε)nϕ(q)∑χmodqχ≠χ0χ(¯c)n∑l=1k−1∏i=1(1qαq−1∑ri=1G(ri,χ))(1qq−1∑rk=1G(rk,χ)f(δk,l,rk;n,q)e(rkq−ln)−1). |
By the same argument of S23, it follows that
S24≪qk−12−εd2k(q)(logq+n)k, |
S25≪qk−32+ε(logq+n). |
Since n≪q13, we have
S25≪S24≪S23≪qk−12+εnk≪qk−2+ε. | (3.9) |
Taking n=1, we get
S12≪qk−12+ε. | (3.10) |
With (3.1), (3.2), (3.9) and (3.10), the proof is complete.
This paper considers the high-dimensional Lehmer problem related to Beatty sequences over incomplete intervals. And we give an asymptotic formula by the properties of Beatty sequences and the estimates for hyper Kloosterman sums.
This work is supported by Natural Science Foundation No. 12271422 of China. The authors would like to express their gratitude to the referee for very helpful and detailed comments.
The authors declare that there are no conflicts of interest regarding the publication of this paper.
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