SEMINARS
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Fall 2004
STATISTICS
COLLOQUIUM
Friday, October 22, 2004
2:30-3:00—Refreshments
3:00-4:00—Talk
Yost Hall, Room 300
Chiranjit Mukhopadhyay
Visiting Assistant Professor of Statistics, Case Western Reserve University
Maximum Likelihood Analysis of
Masked Series System Lifetime Data
Component lifetime parameters of a series system
are estimated from system lifetimes and masked
cause of failure observations. The time and cause
of system failures are assumed to follow a competing
risks model. The masking probabilities of the
minimum random subsets are not subjected to
the symmetry assumption. Sufficient regularity
conditions are provided, justifying the maximum
likelihood analysis. The maximum likelihood
estimates of both the lifetime parameters and
masking probabilities are generically computed
via an EM algorithm. An appropriate set of
asymptotically pivotal quantities are also derived.
Such maximum likelihood based estimates are
further refined by bootstrap. The developed
techniques are illustrated with two numerical
examples, one with a real data set and other
with a "typical" simulated one, of independent
Weibull component lifetimes with distinct scale
and shape parameters.
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