Abstract
In system reliability, practitioners may be interested in testing the homogeneity of the component lifetime distributions based on system lifetimes from multiple data sources for various reasons, such as identifying the component supplier that provides the most reliable components. In this paper, we develop distribution-free hypothesis testing procedures for the homogeneity of the component lifetime distributions based on system lifetime data when the system structures are known. Several nonparametric testing statistics based on the empirical likelihood method are proposed for testing the homogeneity of two or more component lifetime distributions. The computational approaches to obtain the critical values of the proposed test procedures are provided. The performances of the proposed empirical likelihood ratio test procedures are evaluated and compared to the nonparametric Mann–Whitney U test and some parametric test procedures. The simulation results show that the proposed test procedures provide comparable power performance under different sample sizes and underlying component lifetime distributions, and they are powerful in detecting changes in the shape of the distributions.
Similar content being viewed by others
References
Balakrishnan N, Ng HKT, Navarro J (2011) Exact nonparametric inference for component lifetime distribution based on lifetime data from systems with known signatures. J Nonparametric Stat 23(3):741–752
Balakrishnan N, Ng HKT, Navarro J (2011) Linear inference for type-II censored lifetime data of reliability systems with known signatures. IEEE Trans Reliab 60(2):426–440
Bhattacharya D, Samaniego FJ (2010) Estimating component characteristics from system failure-time data. Naval Res Logist (NRL) 57(4):380–389
Bickel PJ, Doksum KA (2001) Mathematical statistics—basic ideas and selected topics, vol I, 2nd edn. Prentice-Hall, Upper Saddle River
Birnbaum ZW, Saunders SC (1969) A new family of life distributions. J Appl Probab 6(2):319–327
Boyles R, Samaniego F (1987) On estimating component reliability for systems with random redundancy levels. IEEE Trans Reliab 36(4):403–407
Bueno VC (1988) A note on the component lifetime estimation of a multistate monotone system through the system lifetime. Adv Appl Probab 20(3):686–689
Chahkandi M, Ahmadi J, Baratpour S (2014) Non-parametric prediction intervals for the lifetime of coherent systems. Stat Pap 55(4):1019–1034
Chen SX, Keilegom IV (2009) A review on empirical likelihood methods for regression. TEST 18:415–447
Eryilmaz S, Koutras MV, Triantafyllou IS (2011) Signature based analysis of m-consecutive-k-out-of-n: F systems with exchangeable components. Naval Res Logist (NRL) 58(4):344–354
Frenkel I, Khvatskin L (2006) Cost–effective maintenance with preventive replacement of oldest components. W SKRÓCIE, p 37
Guess FM, Usher JS, Hodgson TJ (1991) Estimating system and component reliabilities under partial information on cause of failure. J Stat Plan Inference 29(1–2):75–85
Hall P, ** Y, Samaniego FJ (2015) Nonparametric estimation of component reliability based on lifetime data from systems of varying design. Statistica Sinica 1313–1335
** Y, Hall PG, Jiang J, Samaniego FJ (2017) Estimating component reliability based on failure time data from a system of unknown design. Statistica Sinica 479–499
Kochar S, Mukerjee H, Samaniego FJ (1999) The “signature’’ of a coherent system and its application to comparisons among systems. Naval Res Logist (NRL) 46(5):507–523
Mann HB, Whitney DR (1947) On a test of whether one of two random variables is stochastically larger than the other. Ann Math Stat 50–60
Meeker WQ, Escobar LA, Pascual FG (2022) Statistical methods for reliability data, 2nd edn. Wiley, New York
Meilijson I (1981) Estimation of the lifetime distribution of the parts from the autopsy statistics of the machine. J Appl Probab 18(4):829–838
Miyakawa M (1984) Analysis of incomplete data in competing risks model. IEEE Trans Reliab 33(4):293–296
Nadarajah T, Variyath AM, Loredo-Osti JC (2014) Empirical likelihood based longitudinal data analysis. Open J Stat 10:611–639
Navarro J (2022) Introduction to system reliability theory. Springer, Cham
Navarro J, Rubio R (2009) Computations of signatures of coherent systems with five components. Commun Stat Simul Comput 39(1):68–84
Navarro J, Ruiz JM, Sandoval CJ (2007) Properties of coherent systems with dependent components. Commun Stat Theory Methods 36(1):175–191
Navarro J, Samaniego FJ, Balakrishnan N (2011) Signature-based representations for the reliability of systems with heterogeneous components. J Appl Probab 48(3):856–867
Navarro J, Ng HKT, Balakrishnan N (2012) Parametric inference for component distributions from lifetimes of systems with dependent components. Naval Res Logist (NRL) 59(7):487–496
Ng HKT, Navarro J, Balakrishnan N (2012) Parametric inference from system lifetime data under a proportional hazard rate model. Metrika 75(3):367–388
Nordman DJ, Lahiri SN (2014) A review of empirical likelihood methods for time series. J Stat Plan Inference 155:1–18
Owen AB (1988) Empirical likelihood ratio confidence intervals for a single functional. Biometrika 75(2):237–249
Owen AB (2001) Empirical likelihood. CRC Press, Boca Raton
R Core Team (2022) R: A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria
Samaniego FJ (1985) On closure of the IFR class under formation of coherent systems. IEEE Trans Reliab 34(1):69–72
Samaniego FJ (2007) System signatures and their applications in engineering reliability, vol 110. Springer, Berlin
Usher JS, Hodgson TJ (1988) Maximum likelihood analysis of component reliability using masked system life-test data. IEEE Trans Reliab 37(5):550–555
Wilcoxon F (1992) Individual comparisons by ranking methods. Breakthroughs in statistics. Springer, Berlin, pp 196–202
Wilks SS (1938) The large-sample distribution of the likelihood ratio for testing composite hypotheses. Ann Math Stat 9(1):60–62
Yang Y, Ng HKT, Balakrishnan N (2016) A stochastic expectation-maximization algorithm for the analysis of system lifetime data with known signature. Comput Stat 31(2):609–641
Zhang J (2002) Powerful goodness-of-fit tests based on the likelihood ratio. J R Stat Soc Ser B (Stat Methodol) 64(2):281–294
Zhang J (2006) Powerful two-sample tests based on the likelihood ratio. Technometrics 48(1):95–103
Zhang J, Ng HKT, Balakrishnan N (2015) Tests for homogeneity of distributions of component lifetimes from system lifetime data with known system signatures. Naval Res Logist (NRL) 62(7):550–563
Zhou M (2019) Empirical likelihood method in survival analysis. Chapman and Hall/CRC, Boca Raton
Acknowledgements
The authors would like to thank the Editor, the Associate Editor, and the referees for their valuable comments, which helped to improve the quality of this article. We especially thank the Associate Editor for assisting us in addressing the reviewers’ comments.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Supplementary Information
Below is the link to the electronic supplementary material.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Qu, J., Ng, H.K.T. & Moon, C. Empirical likelihood ratio tests for homogeneity of component lifetime distributions based on system lifetime data. Comput Stat (2023). https://doi.org/10.1007/s00180-023-01421-w
Received:
Accepted:
Published:
DOI: https://doi.org/10.1007/s00180-023-01421-w