Stage Life Testing with Missing Stage Information - an EM-Algorithm Approach

We consider a stage life testing model and assume that the information at which levels the failures occurred is not available. In order to find estimates for the lifetime distribution parameters, we propose an EM-algorithm approach which interprets the lack of knowledge about the stages as missing information. Furthermore, we illustrate the implementation difficulties caused by an increasing number of stages. The study is supplemented by a data example as well as simulations.