Statistical Inference in Dependent Component Hybrid Systems with Masked Data

Complex systems are usually composed of simple hybrid systems. In this paper, we consider statistical inference for two fundamental hybrid systems: series-parallel and parallel-series systems based on masked data. Assuming dependent lifetimes of components modelled by Marshall and Olkin’s bivariate exponential distribution in the system, we present maximum likelihood and interval estimation of parameters of interest. Intensive simulation studies are performed to demonstrate the efficiency of the methods.

[1]  Ammar M. Sarhan,et al.  Estimation of components reliability in a parallel system using masked system life data , 2003, Appl. Math. Comput..

[2]  F. Guess,et al.  Exact maximum likelihood estimation using masked system data , 1993 .

[3]  J. S. Usher Weibull component reliability-prediction in the presence of masked data , 1996, IEEE Trans. Reliab..

[4]  Frank M. Guess,et al.  Bayes estimation of component-reliability from masked system-life data , 1996, IEEE Trans. Reliab..

[5]  Awad I. El-Gohary Bayes estimation of parameters in a three non-independent component series system with time dependent failure rate , 2004, Appl. Math. Comput..

[6]  Shi Yi-min Parameter Estimation of the Aerospace Power Supply System Using Masked Lifetime Data , 2009 .

[7]  Ammar M. Sarhan The Bayes procedure in exponential reliability family models using conjugate convex tent prior family , 2001, Reliab. Eng. Syst. Saf..

[8]  Shi Yi-min Statistic Analysis of the Reliability for Power Supply of Spacecraft with Masked System Life Test Data , 2010 .

[9]  Jerald F. Lawless,et al.  Statistical Models and Methods for Lifetime Data. , 1983 .

[10]  Debasis Kundu,et al.  Bayes estimators for reliability measures in geometric distribution model using masked system life test data , 2008, Comput. Stat. Data Anal..

[11]  Narayanaswamy Balakrishnan,et al.  Exact nonparametric inference for component lifetime distribution based on lifetime data from systems with known signatures , 2011 .

[12]  Serkan Eryilmaz Review of recent advances in reliability of consecutive k-out-of-n and related systems , 2010 .

[13]  Francisco J. Samaniego,et al.  System Signatures and Their Applications in Engineering Reliability , 2007 .

[14]  Gordon Johnston,et al.  Statistical Models and Methods for Lifetime Data , 2003, Technometrics.

[15]  I. Olkin,et al.  A Multivariate Exponential Distribution , 1967 .

[16]  Frank M. Guess,et al.  Bayesian inference for masked system lifetime data , 1995 .

[17]  Necip Doganaksoy,et al.  Interval estimation from censored and masked system-failure data , 1991 .

[18]  S. Rahman Reliability Engineering and System Safety , 2011 .

[19]  Thorn J. Hodgson,et al.  Maximum likelihood analysis of component reliability using masked system life-test data , 1988 .

[20]  Ammar M. Sarhan Parameter estimations in linear failure rate model using masked data , 2004, Appl. Math. Comput..

[21]  F. Coolen,et al.  Generalizing the signature to systems with multiple types of components , 2013, SOCO 2013.