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Applications of the Em Algorithm to the Analysis of Life Length Data

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  • Jose Ramon G. Albert
  • Laurence A. Baxter

Abstract

The parameters of the life length distribution of a given component are to be estimated. The observations on which inference is to be based are field data which are incomplete in some fashion. Thus, for example, the reported life length may include a period of unknown duration during which the component is not in use, the life length distribution may be affected by an unobserved environmental factor or the component may be part of a larger system, and failure mode analysis reveals only the module containing the failed component, not its identity. It is shown how the EM algorithm can be used to calculate the maximum likelihood estimates of the parameters of interest in these instances. The methodology is applied to some data on the life lengths of electronic components used in the telecommunications industry, yielding values that are similar to those obtained from complete observations on comparable components.

Suggested Citation

  • Jose Ramon G. Albert & Laurence A. Baxter, 1995. "Applications of the Em Algorithm to the Analysis of Life Length Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 44(3), pages 323-341, September.
    • Handle: RePEc:bla:jorssc:v:44:y:1995:i:3:p:323-341
    DOI: 10.2307/2986040
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    Cited by:

    1. K. Sultan & A. Al-Moisheer, 2013. "Updating a nonlinear discriminant function estimated from a mixture of two inverse Weibull distributions," Statistical Papers, Springer, vol. 54(1), pages 163-175, February.
    2. Karl Mosler & Christoph Scheicher, 2008. "Homogeneity testing in a Weibull mixture model," Statistical Papers, Springer, vol. 49(2), pages 315-332, April.

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