Article ID Journal Published Year Pages File Type
1149053 Journal of Statistical Planning and Inference 2006 36 Pages PDF
Abstract

Component lifetime parameters of a series system are estimated from system lifetimes and masked cause of failure observations. The time and cause of system failures are assumed to follow a competing risks model. The masking probabilities of the minimum random subsets are not subjected to the symmetry assumption. Sufficient regularity conditions are provided, justifying the maximum likelihood analysis. Maximum likelihood estimates of both the lifetime parameters and masking probabilities are generically computed via an EM algorithm. An appropriate set of asymptotically pivotal quantities are also derived. Such maximum likelihood based estimates are further refined by bootstrap. The developed techniques are illustrated by numerical examples of independent Weibull component lifetimes with distinct scale and shape parameters.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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