Statistical inference of Poisson censored δ-shock model

In this article, the sufficient statistics, complete statistics, and a uniformly minimum variance unbiased estimate (UMVUE) of the failure parameters of the Poisson censored δ-shock model are obtained, which are based on the sample data of shock arrival time. The maximum likelihood estimates of the shock parameters are also obtained by using the EM algorithm, which is based on the total number of observed shock samples. Finally, the estimation errors and convergence rate of the EM iteration are simulated numerically using Matlab R2016b.