Parameter estimation for the reliability of load-sharing systems

Consider a multi-component system connected in parallel. In this system, as components fail one by one, the total load or traffic applied to the system is redistributed among the remaining surviving components, which is commonly referred to as load-sharing. This develops parameter estimation methods for these type of systems. A closed-form Maximum Likelihood Estimator (MLE) and Best Unbiased Estimator (BUE) are provided under a general load-sharing rule when the underlying lifetime distribution of the components in the system is exponential. As an extension, it is assumed that the underlying lifetime distribution of the components is Weibull and it is shown that, after the shape parameter is estimated by solving the one-dimensional log-likelihood estimating equation, the closed-form MLE and conditional BUE of the rate parameter are easily obtained. The asymptotic distribution of the proposed MLE is also provided. Illustrative examples and Monte Carlo simulation results are also presented and these substantiate the proposed methods.