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EM algorithm for one-shot device testing with competing risks under exponential distribution

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  • Balakrishnan, N.
  • So, H.Y.
  • Ling, M.H.

Abstract

This paper provides an extension of the work of Balakrishnan and Ling [1] by introducing a competing risks model into a one-shot device testing analysis under an accelerated life test setting. An Expectation Maximization (EM) algorithm is then developed for the estimation of the model parameters. An extensive Monte Carlo simulation study is carried out to assess the performance of the EM algorithm and then compare the obtained results with the initial estimates obtained by the Inequality Constrained Least Squares (ICLS) method of estimation. Finally, we apply the EM algorithm to a clinical data, ED01, to illustrate the method of inference developed here.

Suggested Citation

  • Balakrishnan, N. & So, H.Y. & Ling, M.H., 2015. "EM algorithm for one-shot device testing with competing risks under exponential distribution," Reliability Engineering and System Safety, Elsevier, vol. 137(C), pages 129-140.
    • Handle: RePEc:eee:reensy:v:137:y:2015:i:c:p:129-140
    DOI: 10.1016/j.ress.2014.12.014
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    References listed on IDEAS

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    1. Nandi, Swagata & Dewan, Isha, 2010. "An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1559-1569, June.
    2. Ng, H. K. T. & Chan, P. S. & Balakrishnan, N., 2002. "Estimation of parameters from progressively censored data using EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 371-386, June.
    3. Newby, Martin, 2008. "Monitoring and maintenance of spares and one shot devices," Reliability Engineering and System Safety, Elsevier, vol. 93(4), pages 588-594.
    4. Balakrishnan, N. & Ling, M.H., 2012. "EM algorithm for one-shot device testing under the exponential distribution," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 502-509.
    5. Balakrishnan, N. & Ling, M.H., 2014. "Gamma lifetimes and one-shot device testing analysis," Reliability Engineering and System Safety, Elsevier, vol. 126(C), pages 54-64.
    6. Radu V. Craiu, 2004. "Inference based on the EM algorithm for the competing risks model with masked causes of failure," Biometrika, Biometrika Trust, vol. 91(3), pages 543-558, September.
    7. Lee, Hau L & Cohen, Morris A, 1985. "A Multinomial Logit Model for the Spatial Distribution of Hospital Utilization," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(2), pages 159-168, April.
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    Cited by:

    1. Wu, Shuo-Jye & Huang, Syuan-Rong, 2017. "Planning two or more level constant-stress accelerated life tests with competing risks," Reliability Engineering and System Safety, Elsevier, vol. 158(C), pages 1-8.
    2. Zhang, Fode & Shi, Yimin, 2016. "Geometry of exponential family with competing risks and censored data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 234-245.
    3. Man-Ho Ling, 2022. "Optimal Constant-Stress Accelerated Life Test Plans for One-Shot Devices with Components Having Exponential Lifetimes under Gamma Frailty Models," Mathematics, MDPI, vol. 10(5), pages 1-13, March.
    4. Zhu, Xiaojun & Liu, Kai & He, Mu & Balakrishnan, N., 2021. "Reliability estimation for one-shot devices under cyclic accelerated life-testing," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
    5. Wu, Shuo-Jye & Hsu, Chu-Chun & Huang, Syuan-Rong, 2020. "Optimal designs and reliability sampling plans for one-shot devices with cost considerations," Reliability Engineering and System Safety, Elsevier, vol. 197(C).
    6. Zhu, Xiaojun & Balakrishnan, N., 2022. "One-shot device test data analysis using non-parametric and semi-parametric inferential methods and applications," Reliability Engineering and System Safety, Elsevier, vol. 221(C).

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