Weibull mixture estimation based on censored data with applications to clustering in reliability engineering

Abstract

AbstractIt is the purpose of this paper to propose a novel clustering technique tailored to randomly censored data in reliability/survival analysis. It is based on an underlying mixture model of Weibull distributions and consists in estimating its parameters by means of a variant of the Expectation–Maximization method in the presence of random censorship. Beyond the description of the algorithm, model selection issues are addressed and we investigate its performance from an empirical perspective by applying it to possibly strongly censored (synthetic and real) survival data. The experiments carried out provide strong empirical evidence that our algorithm performs better than alternative methods standing as natural competitors in this framework.