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Title

Statistical inference for coherent systems with Weibull distributed component lifetimes under complete and incomplete information.

Authors

Jablonka, A.; Cramer, E.; Hermanns, M.

Abstract

Point estimators for the parameters of the component lifetime distribution in coherent systems are evolved assuming to be independently and identically Weibull distributed component lifetimes. We study both complete and incomplete information under continuous monitoring of the essential component lifetimes. First, we prove that the maximum likelihood estimator (MLE) under complete information based on progressively Type‐II censored system lifetimes uniquely exists and we present two approaches to compute the estimates. Furthermore, we consider an ad hoc estimator, a max‐probability plan estimator and the MLE for the parameters under incomplete information. In order to compute the MLEs, we consider a direct maximization of the likelihood and an EM‐algorithm–type approach, respectively. In all cases, we illustrate the results by simulations of the five‐component bridge system and the 10‐component parallel system, respectively.

Subjects

INFERENTIAL statistics; CENSORING (Statistics); WEIBULL distribution; EXPECTATION-maximization algorithms

Publication

Applied Stochastic Models in Business & Industry, 2019, Vol 35, Issue 4, p1011

ISSN

1524-1904

Publication type

Academic Journal

DOI

10.1002/asmb.2440

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