Estimation of Bivariate Exponential Model under Censored Data

We consider a life testing experiment in which several two-component shared parallel systems are put on test, and the test is terminated at a predesigned experiment time. The bivariate data obtained from such a system-level life testing can be classified into three cases: 1) the case of failed two components with known failures times, 2) the case of censored two components, and 3) the case of one censored component and the other failed component of which the failure time might be known or unknown. In this thesis, the likelihood estimators for Freund's bivariate exponential life distribution under above censoring scheme are obtained. Results of comparative studies based on Monte Carlo simulation are presented.