Estimating jointly system and component reliabilities using a mutual censorship approach. (English) Zbl 0693.62080

Doss, Hani; Freitag, Steven; Proschan, Frank

Ann. Stat. 17, No. 2, 764-782 (1989).

The authors introduce a method for estimating the distribution of the system lifelength on the basis of a sample of independent systems having the same coherent structure. It is assumed that for every component in each system, either a failure time or a censoring time is recorded. The theory of counting processes and stochastic integrals is used to obtain limit theorems that enable the construction of large sample confidence intervals.

Reviewer: S.N.U.A.Kirmani

MSC:

62N05	Reliability and life testing
62E20	Asymptotic distribution theory in statistics
62G05	Nonparametric estimation

Keywords:

reliability; Kaplan-Meier estimator; martingale central limit theorem; component life distribution; system life distribution; system lifelength; sample of independent systems; coherent structure; failure time; censoring time; counting processes; stochastic integrals; limit theorems; large sample confidence intervals