Evaluating the lifetime performance index of products based on generalized order statistics from two-parameter exponential model

Abstract

Assessing the lifetime performance of products is one of the most important topics in the manufacturing industries. In this paper, we assume that the lifetimes of products are independent and have a common two-parameter exponential distribution. The lifetime performance index ( $$C_L$$ ) provides a means for evaluating the performance of a process under a known lower lifetime limit L. We consider a sample of generalized order statistics (GOS), introduced by Kamps (A concept of generalized order statistics. Teubner, Stuttgart, 1995), which contains several models of ordered random variables, e.g. ordinary order statistics, progressively censored order statistics and record values. Then, we obtain the maximum likelihood estimator and the uniformly minimum variance unbiased estimator (UMVUE) of $$C_L$$ on the basis of a GOS sample. These estimators are compared in terms of mean squared error and Pitman measure of closeness criteria. The UMVUE of $$C_L$$ is utilized to develop a novel hypothesis testing procedure in the condition of known L. Finally, in order to illustrate the results, two real data sets due to Lawless (Statistical model and methods for lifetime data, 2nd edn. Wiley, New York, 2003) and Proschan (Technometrics 15:375–383, 1963), and a simulated sample are analyzed.