Estimating distributions with increasing failure rate in an imperfect repair model.

Abstract

A failed system is repaired minimally if after failure, it is restored to the working condition of an identical system of the same age. We extend the nonparametric maximum likelihood estimator (MLE) of a system's lifetime distribution function to test units that are known to have an increasing failure rate. Such items comprise a significant portion of working components in industry. The order-restricted MLE is shown to be consistent. Similar results hold for the Brown-Proschan imperfect repair model, which dictates that a failed component is repaired perfectly with some unknown probability, and is otherwise repaired minimally. The estimators derived are motivated and illustrated by failure data in the nuclear industry. Failure times for groups of emergency diesel generators and motor-driven pumps are analyzed using the order-restricted methods. The order-restricted estimators are consistent and show distinct differences from the ordinary MLEs. Simulation results suggest significant improvement in reliability estimation is available in many cases when component failure data exhibit the IFR property.