Estimation of Distribution Functions Using Data from Different Environments |
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Authors: | Li Linxiong |
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Affiliation: | (1) Department of Mathematics, University of New Orleans, New Orleans, LA, 70148 |
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Abstract: | Suppose that when a unit operatesin a certain environment, its lifetime has distribution G,and when the unit operates in another environment, its lifetimehas a different distribution, say F. Moreover, supposethe unit is operated for a certain period of time in the firstenvironment and is then transferred to the second environment.Thus we observe a censored lifetime in the first environmentand a failure time of a ``used' unit in the second environment.We propose an EM algorithm approach for obtaining a self-consistentestimator of F. Moreover, suppose using observations from both environments.The case where failure times are subject to right censoring isconsidered as well. We also establish the maximum likelihoodestimator of F. Moreover, suppose when the unit is repairable. Applicationand simulation studies are presented to illustrate the methodsderived. |
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Keywords: | censored data EM algorithm minimum repair MLE product limit estimator self-consistent estimator |
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