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Some Algorithms to Fit some Reliability Mixture Models under Censoring

In: Proceedings of COMPSTAT'2010

Author

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  • Laurent Bordes

    (Université de Pau et des Pays de l’Adour, UMR CNRS 5142, Laboratoire de Mathématiques et de leurs Applications)

  • Didier Chauveau

    (Université d’Orléans, UMR CNRS 6628 - MAPMO)

Abstract

Estimating the unknown parameters of a reliability mixture model may be a more or less intricate problem, especially if durations are censored. We present several iterative methods based on Monte Carlo simulation that allow to fit parametric or semiparametric mixture models provided they are identifiable. We show for example that the well-known data augmentation algorithm may be used successfully to fit semiparametric mixture models under right censoring. Our methods are illustrated by a reliability example.

Suggested Citation

  • Laurent Bordes & Didier Chauveau, 2010. "Some Algorithms to Fit some Reliability Mixture Models under Censoring," Springer Books, in: Yves Lechevallier & Gilbert Saporta (ed.), Proceedings of COMPSTAT'2010, pages 243-252, Springer.
  • Handle: RePEc:spr:sprchp:978-3-7908-2604-3_22
    DOI: 10.1007/978-3-7908-2604-3_22
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