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Preprints, Working Papers, ... Year : 2012

EM and Stochastic EM algorithms for reliability mixture models under random censoring

Abstract

Mixture models in reliability bring a useful compromise between parametric and nonparametric models, when several failure modes are suspected. The classical methods for estimation in mixture models rarely handle the additional difficulty coming from the fact that lifetime data are often censored, in a deterministic or random way. We present in this paper several iterative methods based on EM and Stochastic EM methodology, that allow us to estimate parametric or semiparametric mixture models for randomly right censored lifetime data, provided they are identifiable. We consider different levels of completion for the (incomplete) observed data, and provide genuine or EM-like algorithms for several situations. In particular, we show that in censored semiparametric situations, a stochastic step is the only practical solution allowing computation of nonparametric estimates of the unknown survival function. The effectiveness of the new proposed algorithms are demonstrated in simulation studies and an actual dataset example.
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Dates and versions

hal-00685823 , version 1 (06-04-2012)
hal-00685823 , version 2 (10-06-2013)

Identifiers

  • HAL Id : hal-00685823 , version 2

Cite

Laurent Bordes, Didier Chauveau. EM and Stochastic EM algorithms for reliability mixture models under random censoring. 2012. ⟨hal-00685823v2⟩
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