Estimating Jointly System and Component Reliabilities Using a Mutual Censorship Approach.

Abstract

Let F denote the life distribution of a coherent structure of independent components. Suppose that we have a sample of independent systems, all having the same structure. Each system is continuously observed until it fails. For every component in each system, either a failure time or a censoring time is recorded. A failure time is recorded if the component fails before or at the time of system failure; otherwise a censoring time is recorded. The authors introduce a method for finding estimates for F(t), quantiles, and other functionals of F, based on the censorship of the component lives by system failure. They use the theory of counting processes and stochastic integrals to obtain limit theorems that enable the construction of confidence intervals for large samples. This approach extends and gives a novel application of censoring methodology. Keywords: Statistical theory; Asymptotic distribution.

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Document Details

Document Type
Technical Report
Publication Date
Jul 07, 1987
Accession Number
ADA183355

Entities

People

  • Frank Proschan
  • Hani Doss
  • Steven Freitag

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Censorship
  • Consistency
  • Construction
  • Covariance
  • Gaussian Processes
  • Integrals
  • Intervals
  • Mathematical Analysis
  • New York
  • Probability
  • Random Variables
  • Reliability
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Stochastic Processes
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Statistical inference.