Abstract: We established a statistical inference model of the component lifetime for the doubly typeⅡ censored cases  based on the theory and methods of Signature. By using the maximum likelihood estimation and its asymptotic theory, we derived the analytical expression for the point estimation and asymptotic confidence interval estimation of the component lifetime distribution parameters and  obtained the numerical solutions of the relevant estimation by three optimization algorithms. Simulation results show that the likelihood function statistical inference model based on Signature is effective for inference of the component lifetime under the doubly type Ⅱcensored cases.

Key words: system Signature, doubly typeⅡ censored, maximum likelihood estimation (MLE), optimization algorithm