EM algorithm for one-shot device testing under the exponential distribution

The EM algorithm is a powerful technique for determining the maximum likelihood estimates (MLEs) in the presence of binary data since the maximum likelihood estimators of the parameters cannot be expressed in a closed-form. In this paper, we consider one-shot devices that can be used only once and are destroyed after use, and so the actual observation is on the conditions rather than on the real lifetimes of the devices under test. Here, we develop the EM algorithm for such data under the exponential distribution for the lifetimes. Due to the advances in manufacturing design and technology, products have become highly reliable with long lifetimes. For this reason, accelerated life tests are performed to collect useful information on the parameters of the lifetime distribution. For such a test, the Bayesian approach with normal prior was proposed recently by Fan et al. (2009). Here, through a simulation study, we show that the EM algorithm and the mentioned Bayesian approach are both useful techniques for analyzing such binary data arising from one-shot device testing and then make a comparative study of their performance and show that, while the Bayesian approach is good for highly reliable products, the EM algorithm method is good for moderate and low reliability situations. (C) 2011 Elsevier B.V. All rights reserved.