Abstract
An important problem in reliability is to define and estimate the optimal burn-in time. For bathtub shaped failure-rate lifetime distributions, the optimal burn-in time is frequently defined as the point where the corresponding mean residual life function achieves its maximum. For this point, we construct an empirical estimator and develop the corresponding statistical inferential theory. Theoretical results are accompanied with simulation studies and applications to real data. Furthermore, we develop a statistical inferential theory for the difference between the minimum point of the corresponding failure rate function and the aforementioned maximum point of the mean residual life function. The difference measures the length of the time interval after the optimal burn-in time during which the failure rate function continues to decrease and thus the burn-in process can be stopped.
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