Competing Risks on Coherent Reliability Systems: Estimation in the Parametric Case

Abstract

A coherent reliability system is a machine composed of a number of components that fails as soon as the set of failed components reaches certain fatal set-thresholds. On failure of the machine, an autopsy report reveals its time of failure and the set of failed components. I use incomplete data methods to obtain maximum likelihood estimates of parameters characterizing the lifetime distributions of the components, based on a sample of autopsy reports.

Key Words:

• EM algorithm