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Parametric inference for component distributions from lifetimes of systems with dependent components

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  • Jorge Navarro
  • Hon Keung Tony Ng
  • Narayanaswamy Balakrishnan

Abstract

In system reliability analysis, for an n ‐component system, the estimation of the performance of the components in the system is not straightforward in practice, especially when the components are dependent. Here, by assuming the n components in the system to be identically distributed with a common distribution belonging to a scale‐family and the dependence structure between the components being known, we discuss the estimation of the lifetime distributions of the components in the system based on the lifetimes of systems with the same structure. We develop a general framework for inference on the scale parameter of the component lifetime distribution. Specifically, the method of moments estimator (MME) and the maximum likelihood estimator (MLE) are derived for the scale parameter, and the conditions for the existence of the MLE are also discussed. The asymptotic confidence intervals for the scale parameter are also developed based on the MME and the MLE. General simulation procedures for the system lifetime under this model are described. Finally, some examples of two‐ and three‐component systems are presented to illustrate all the inferential procedures developed here. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012

Suggested Citation

  • Jorge Navarro & Hon Keung Tony Ng & Narayanaswamy Balakrishnan, 2012. "Parametric inference for component distributions from lifetimes of systems with dependent components," Naval Research Logistics (NRL), John Wiley & Sons, vol. 59(7), pages 487-496, October.
    • Handle: RePEc:wly:navres:v:59:y:2012:i:7:p:487-496
    DOI: 10.1002/nav.21502
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    References listed on IDEAS

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    1. Debasis Bhattacharya & Francisco J. Samaniego, 2010. "Estimating component characteristics from system failure‐time data," Naval Research Logistics (NRL), John Wiley & Sons, vol. 57(4), pages 380-389, June.
    2. Christian Genest & Johanna Nešlehová & Johanna Ziegel, 2011. "Rejoinder on: Inference in multivariate Archimedean copula models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 290-292, August.
    3. Narayanaswamy Balakrishnan & Hon Ng & Jorge Navarro, 2011. "Exact nonparametric inference for component lifetime distribution based on lifetime data from systems with known signatures," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(3), pages 741-752.
    4. Manuel Franco & M. Ruiz & José Ruiz, 2003. "A note on closure of the ILR and DLR classes under formation of coherent systems," Statistical Papers, Springer, vol. 44(2), pages 279-288, April.
    5. Hon Ng & Jorge Navarro & Narayanaswamy Balakrishnan, 2012. "Parametric inference from system lifetime data under a proportional hazard rate model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(3), pages 367-388, April.
    6. Christian Genest & Johanna Nešlehová & Johanna Ziegel, 2011. "Inference in multivariate Archimedean copula models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 223-256, August.
    7. Belzunce, Félix & Ruiz, José M. & Ruiz, M. Carmen, 2002. "On preservation of some shifted and proportional orders by systems," Statistics & Probability Letters, Elsevier, vol. 60(2), pages 141-154, November.
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    Cited by:

    1. Erhard Cramer & Jorge Navarro, 2015. "Progressive Type‐II censoring and coherent systems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 62(6), pages 512-530, September.
    2. Anna Dembińska & Krzysztof Jasiński, 2021. "Maximum likelihood estimators based on discrete component lifetimes of a k-out-of-n system," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 407-428, June.
    3. Jian Zhang & Hon Keung Tony Ng & Narayanaswamy Balakrishnan, 2015. "Tests for homogeneity of distributions of component lifetimes from system lifetime data with known system signatures," Naval Research Logistics (NRL), John Wiley & Sons, vol. 62(7), pages 550-563, October.
    4. Louis J. M. Aslett & Frank P. A. Coolen & Simon P. Wilson, 2015. "Bayesian Inference for Reliability of Systems and Networks Using the Survival Signature," Risk Analysis, John Wiley & Sons, vol. 35(9), pages 1640-1651, September.

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