Maximum likelihood estimation of Weibull parameters for two independent competing risk

A stable technique for obtaining the maximum-likelihood estimate of Weibull parameters of the life distributions of two components that form a series system is presented. The technique requires much more computation than the procedure of H. Kanie and Y. Nonaka (1985). Simulation results, however, show that the standard deviation of the estimated values of the Weibull parameters is greatly reduced. This technique does not require the concomitant indicator and can be applied not only for complete data but for randomly censored data.>