Exact Nonparametric Meta-Analysis of Lifetime Data From Systems With Known Signatures

In this paper, a mixture representation is derived for the pooled system lifetimes arising from a life-test on two or more independent samples. The components of each system are assumed to have the same common absolutely continuous distribution, but the system signature may vary between the samples. These mixtures are then used for developing exact nonparametric inference in the form of confidence intervals for quantiles of component or system lifetimes, as well as prediction intervals for future component or system lifetimes. Examples are finally provided to illustrate the developed methods. It is noted that testing with systems rather than components directly can reduce the expected number of failures while maintaining nominal coverage probability.