Inference from multiple samples of Weibull sequential order statistics

Stefan Bedbur, Marcus Johnen and Udo Kamps

Journal of Multivariate Analysis, 2019, vol. 169, issue C, 381-399

Abstract: In a set-up of independent samples of sequential order statistics from Weibull distributions, which may describe a load-sharing lifetime experiment, statistical inference is considered for scale parameters and a common shape parameter. A representation of the corresponding Fisher information matrix is stated, and the joint maximum likelihood estimator is shown to be strongly consistent and asymptotically efficient. Multivariate tests are developed and analyzed, including tests on homogeneity of the scale parameters, which indicate whether the model of common order statistics has to be rejected, and tests on an underlying exponential distribution. Some results are applied to two real data sets known from the literature. In a load-sharing interpretation and within the model of sequential order statistics, the intention is to detect, confirm and quantify load-sharing effects based on multiple samples.

Keywords: Common shape parameter; Homogeneity test; Load-sharing system; Maximum likelihood estimation; Weibull distribution (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.jmva.2018.10.010

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