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June, 1989 Estimating Jointly System and Component Reliabilities Using a Mutual Censorship Approach
Hani Doss, Steven Freitag, Frank Proschan
Ann. Statist. 17(2): 764-782 (June, 1989). DOI: 10.1214/aos/1176347141


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. We 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. We use the theory of counting processes and stochastic integrals to obtain limit theorems that enable the construction of confidence intervals for large samples. Our approach extends and gives a novel application of censoring methodology.


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Hani Doss. Steven Freitag. Frank Proschan. "Estimating Jointly System and Component Reliabilities Using a Mutual Censorship Approach." Ann. Statist. 17 (2) 764 - 782, June, 1989.


Published: June, 1989
First available in Project Euclid: 12 April 2007

zbMATH: 0693.62080
MathSciNet: MR994266
Digital Object Identifier: 10.1214/aos/1176347141

Primary: 62N05
Secondary: 62E20, 62G05

Rights: Copyright © 1989 Institute of Mathematical Statistics


Vol.17 • No. 2 • June, 1989
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