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Inference with progressively censored k-out-of-n system lifetime data

Author

Listed:
  • M. Hermanns

    (RWTH Aachen University)

  • E. Cramer

    (RWTH Aachen University)

Abstract

A system with n independent components which works if and only if a least k of its n components work is called a k-out-of-n system. For exponentially distributed component lifetimes, we obtain point and interval estimators for the scale parameter of the component lifetime distribution of a k-out-of-n system when the system failure time is observed only. In particular, we prove that the maximum likelihood estimator (MLE) of the scale parameter based on progressively Type-II censored system lifetimes is unique. Further, we propose a fixed-point iteration procedure to compute the MLE for k-out-of-n systems data. In addition, we illustrate that the Newton–Raphson method does not converge for any initial value. Finally, exact confidence intervals for the scale parameter are constructed based on progressively Type-II censored system lifetimes.

Suggested Citation

  • M. Hermanns & E. Cramer, 2018. "Inference with progressively censored k-out-of-n system lifetime data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(4), pages 787-810, December.
    • Handle: RePEc:spr:testjl:v:27:y:2018:i:4:d:10.1007_s11749-017-0569-8
    DOI: 10.1007/s11749-017-0569-8
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    References listed on IDEAS

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    1. 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.
    2. Glen, Andrew G., 2010. "Accurate estimation with one order statistic," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1434-1441, June.
    3. N. Balakrishnan, 2007. "Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 211-259, August.
    4. N. Balakrishnan, 2007. "Rejoinder on: Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 290-296, August.
    5. Erhard Cramer & Udo Kamps, 1996. "Sequential order statistics and k-out-of-n systems with sequentially adjusted failure rates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(3), pages 535-549, September.
    6. Balakrishnan, N. & Cramer, E. & Kamps, U., 2001. "Bounds for means and variances of progressive type II censored order statistics," Statistics & Probability Letters, Elsevier, vol. 54(3), pages 301-315, October.
    7. Biswabrata Pradhan & Debasis Kundu, 2009. "On progressively censored generalized exponential distribution," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(3), pages 497-515, November.
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    Cited by:

    1. 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.

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