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Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

Statistics and Probability

Wayne State University

Maximum likelihood estimation

2009

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Full-Text Articles in Physical Sciences and Mathematics

Estimating The Parameters Of Rayleigh Cumulative Exposure Model In Simple Step-Stress Testing. Natasha Beretvas Is An, Mohammed Al-Haj Ebrahem, Abedel-Qader Al-Masri Nov 2009

Estimating The Parameters Of Rayleigh Cumulative Exposure Model In Simple Step-Stress Testing. Natasha Beretvas Is An, Mohammed Al-Haj Ebrahem, Abedel-Qader Al-Masri

Journal of Modern Applied Statistical Methods

Assumes the life distribution of a test unit for any stress follows a Rayleigh distribution with scale parameterθ , and that Ln(θ ) is a linear function of the stress level. Maximum likelihood estimators of the parameters under a cumulative exposure model are obtained. The approximate variance estimates obtained from the asymptotic normal distribution of the maximum likelihood estimators are used to construct confidence intervals for the model parameters. A simulation study was conducted to study the performance of the estimators. Simulation results showed that in terms of bias, mean squared error, attainment of the nominal confidence level, symmetry …