Abstract

Analysis of Strength Distributions of Multi-Modal Failures
Using the EM Algorithm


Analysis of various multi-modal strength distributions are studied by using competing risks models. This multi-modality may arise due to several kinds of defects in a material. The fracture of a material is controlled by the weakest defect of all the defects, the so-called weakest-link theory, which is also commonly referred to as competing risks in the statistics literature. These multi-modal problems can also be further complicated due to possible censoring. In practice, censoring is very common because of time and cost considerations on experiments. Moreover, in certain situations, it is observed that the mode of failure is not properly identified due to lack of appropriate diagnostics, expensive and time-consuming autopsy, etc. This is known as the masking problem. Several studies have been carried out, but they have mainly focused on bi-modal Weibull distributions with no censoring or masking considered.

      In this paper, we deal with the strength distribution of multi-modal failures when censoring and masking are present. We provide the EM-type parameter estimator for a variety of strength distributions including exponential, Weibull, lognormal and inverse Gaussian distributions, along with useful R programs for computation. The applicability of this method is illustrated for several real-data examples.

Key Words: Competing risks, censoring, masking, EM algorithm, MLE, missing data, likelihood function, exponential, Weibull, lognormal, inverse Gaussian (Wald).


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