Maximum likelihood estimators based on discrete component lifetimes of a k-out-of-n system View Full Text


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Article Info

DATE

2020-07-05

AUTHORS

Anna Dembińska, Krzysztof Jasiński

ABSTRACT

This paper deals with parametric inference about the independent and identically distributed discrete lifetimes of components of a k-out-of-n system. We consider the maximum likelihood estimation assuming that the available data consists of component failure times observed up to and including the moment of the breakdown of the system. First, we provide general conditions for the almost sure existence of a strongly consistent sequence of maximum likelihood estimators (MLE’s). Then, we focus on three typical discrete failure distributions—the Poisson, binomial and negative binomial distributions—and prove that in these cases the MLE’s are unique, provided they exist, and that they are strongly consistent. Finally, we complete our results by Monte Carlo simulation study. Interestingly, the inference considered in the paper can be viewed as equivalent to one based on Type-II right censored discrete data. Therefore, our results can as well be applied to the case when Type-II right censored sample from a discrete distribution is observed. More... »

PAGES

407-428

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s11749-020-00724-0

DOI

http://dx.doi.org/10.1007/s11749-020-00724-0

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1129018531


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