Statistical Inference of Component Lifetimes with Location-Scale Distributions from Censored System Failure Data with Known Signature

Statistical inference of the component lifetime distribution is developed when Type-II censored system lifetime data are observed with a known system structure. The component lifetime distributions are assumed to be from either the log-location-scale family of distributions or the location-scale family of distributions. Two estimation methods, the maximum likelihood method, and the regression-based method, are proposed for the model parameters, and the corresponding computational formulae are provided. Construction of confidence intervals for the model parameters is also considered. The methodologies are illustrated with two commonly used lifetime distributions: the Weibull, and the lognormal. Monte Carlo simulations are used to study the performances of the point and interval estimation methods proposed here. Finally, some recommendations are made based on the obtained simulation results.