Systems are by definition made up of components. Assessments of the reliability characteristics of the system as well as the components in the system are always of interest. Suppose we consider a system which is made up of independent and identically distributed components. In many cases, the lifetimes of the system can be observed from a life testing experiment, but not the lifetimes of the components. A reliability engineer may be interested in knowing about the component’s lifetime distribution in the field, but may only have limited information on the component lifetimes from reliability experiments.