IDEAS home Printed from https://ideas.repec.org/a/sae/risrel/v229y2015i2p119-130.html
   My bibliography  Save this article

Maximum likelihood analysis of multi-stress accelerated life test data of series systems with competing log-normal causes of failure

Author

Listed:
  • Soumya Roy
  • Chiranjit Mukhopadhyay

Abstract

This article presents frequentist inference of accelerated life test data of series systems with independent log-normal component lifetimes. The means of the component log-lifetimes are assumed to depend on the stress variables through a linear stress translation function that can accommodate the standard stress translation functions in the literature. An expectation–maximization algorithm is developed to obtain the maximum likelihood estimates of model parameters. The maximum likelihood estimates are then further refined by bootstrap, which is also used to infer about the component and system reliability metrics at usage stresses. The developed methodology is illustrated by analyzing a real as well as a simulated dataset. A simulation study is also carried out to judge the effectiveness of the bootstrap. It is found that in this model, application of bootstrap results in significant improvement over the simple maximum likelihood estimates.

Suggested Citation

  • Soumya Roy & Chiranjit Mukhopadhyay, 2015. "Maximum likelihood analysis of multi-stress accelerated life test data of series systems with competing log-normal causes of failure," Journal of Risk and Reliability, , vol. 229(2), pages 119-130, April.
    • Handle: RePEc:sae:risrel:v:229:y:2015:i:2:p:119-130
    DOI: 10.1177/1748006X14565841
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.1177/1748006X14565841
    Download Restriction: no
    File URL: https://libkey.io/10.1177/1748006X14565841?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Soumya Roy & Chiranjit Mukhopadhyay, 2014. "Bayesian Accelerated Life Testing under Competing Weibull Causes of Failure," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(10-12), pages 2429-2451, May.
    2. Kim, Jin Seon & Yum, Bong-Jin, 2008. "Selection between Weibull and lognormal distributions: A comparative simulation study," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 477-485, December.
    3. 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.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Balakrishnan, N. & Mitra, Debanjan, 2012. "Left truncated and right censored Weibull data and likelihood inference with an illustration," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4011-4025.
    2. Rajkumar Bhimgonda Patil & Basavraj S Kothavale & Laxman Yadu Waghmode, 2019. "Selection of time-to-failure model for computerized numerical control turning center based on the assessment of trends in maintenance data," Journal of Risk and Reliability, , vol. 233(2), pages 105-117, April.
    3. Manoj Kumar & Sanjay Kumar Singh & Umesh Singh, 2018. "Bayesian inference for Poisson-inverse exponential distribution under progressive type-II censoring with binomial removal," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 9(6), pages 1235-1249, December.
    4. Balakrishnan, N. & Saleh, H.M., 2011. "Relations for moments of progressively Type-II censored order statistics from half-logistic distribution with applications to inference," Computational Statistics & Data Analysis, Elsevier, vol. 55(10), pages 2775-2792, October.
    5. Wu, Shuo-Jye & Kus, Coskun, 2009. "On estimation based on progressive first-failure-censored sampling," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3659-3670, August.
    6. Xiaomin Wan & Liubao Peng & Yuanjian Li, 2015. "A Review and Comparison of Methods for Recreating Individual Patient Data from Published Kaplan-Meier Survival Curves for Economic Evaluations: A Simulation Study," PLOS ONE, Public Library of Science, vol. 10(3), pages 1-21, March.
    7. Altındağ, Ömer & Aydoğdu, Halil, 2021. "Estimation of renewal function under progressively censored data and its applications," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    8. Valiollahi, R. & Raqab, Mohammad Z. & Asgharzadeh, A. & Alqallaf, F.A., 2018. "Estimation and prediction for power Lindley distribution under progressively type II right censored samples," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 149(C), pages 32-47.
    9. Ajinkya Shirurkar & Yogesh Patil & D. Davidson Jebaseelan, 2019. "Reliability improvement of fork biasing spring in MCCB mechanism," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 10(4), pages 491-498, August.
    10. Kousik Maiti & Suchandan Kayal, 2023. "Estimating Reliability Characteristics of the Log-Logistic Distribution Under Progressive Censoring with Two Applications," Annals of Data Science, Springer, vol. 10(1), pages 89-128, February.
    11. Zhao, Guilin & Xing, Liudong, 2021. "Reliability analysis of body sensor networks subject to random isolation time," Reliability Engineering and System Safety, Elsevier, vol. 207(C).
    12. Xun Xiao & Amitava Mukherjee & Min Xie, 2016. "Estimation procedures for grouped data – a comparative study," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(11), pages 2110-2130, August.
    13. Basak, Prasanta & Basak, Indrani & Balakrishnan, N., 2009. "Estimation for the three-parameter lognormal distribution based on progressively censored data," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3580-3592, August.
    14. Manoj Rastogi & Yogesh Tripathi, 2013. "Inference on unknown parameters of a Burr distribution under hybrid censoring," Statistical Papers, Springer, vol. 54(3), pages 619-643, August.
    15. Shahsanaei Fatemeh & Rezaei Sadegh & Pak Abbas, 2012. "A New Two-Parameter Lifetime Distribution with Increasing Failure Rate," Stochastics and Quality Control, De Gruyter, vol. 27(1), pages 1-17, September.
    16. CHEN, Piao & YE, Zhi-Sheng, 2018. "A systematic look at the gamma process capability indices," European Journal of Operational Research, Elsevier, vol. 265(2), pages 589-597.
    17. Shovan Chowdhury, 2019. "Selection between Exponential and Lindley distributions," Working papers 316, Indian Institute of Management Kozhikode.
    18. Park, Sangun & Ng, Hon Keung Tony, 2012. "Missing information and an optimal one-step plan in a Type II progressive censoring scheme," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 396-402.
    19. Neves, Cláudia & Pereira, António, 2010. "Detecting finiteness in the right endpoint of light-tailed distributions," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 437-444, March.
    20. Soumya Roy & Biswabrata Pradhan, 2023. "Inference for log‐location‐scale family of distributions under competing risks with progressive type‐I interval censored data," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(2), pages 208-232, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:risrel:v:229:y:2015:i:2:p:119-130. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.