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Estimating Jointly System and Component Reliabilities Using a Mutual Censorship Approach.
STANFORD UNIV CA DEPT OF STATISTICS
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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 Ft, 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.
APPROVED FOR PUBLIC RELEASE