Reliability analysis based on doubly-truncated and interval-censored data.

Field data provide important information on product reliability. Interval sampling is widely used for collection of field data, which typically report incident cases during a certain time period. Such sampling scheme induces doubly truncated (DT) data if the exact failure time is known. In many situations, the exact failure date is known only to fall within an interval, leading to doubly truncated and interval censored (DTIC) data. This article considers analysis of DTIC data under parametric failure time models. We consider a conditional likelihood approach and propose interval estimation for parameters and the cumulative distribution functions. Simulation studies show that the proposed method performs well for finite sample size.