Estimating the Burr XII parameters in constant-stress partially accelerated life tests under multiple censored data

Yung Fu Cheng, Fu Kwun Wang*

*Corresponding author for this work

Research output: Contribution to journalJournal Article peer-review

21 Scopus citations

Abstract

In this article, we present the performance of the maximum likelihood estimates of the Burr XII parameters for constant-stress partially accelerated life tests under multiple censored data. Two maximum likelihood estimation methods are considered. One method is based on observed-data likelihood function and the maximum likelihood estimates are obtained by using the quasi-Newton algorithm. The other method is based on complete-data likelihood function and the maximum likelihood estimates are derived by using the expectation- maximization (EM) algorithm. The variance-covariance matrices are derived to construct the confidence intervals of the parameters. The performance of these two algorithms is compared with each other by a simulation study. The simulation results show that the maximum likelihood estimation via the EM algorithm outperforms the quasi-Newton algorithm in terms of the absolute relative bias, the bias, the root mean square error and the coverage rate. Finally, a numerical example is given to illustrate the performance of the proposed methods.

Original languageEnglish
Pages (from-to)1711-1727
Number of pages17
JournalCommunications in Statistics: Simulation and Computation
Volume41
Issue number9
DOIs
StatePublished - 2012
Externally publishedYes

Keywords

  • Burr XII distribution
  • EM algorithm
  • Partially accelerated life test
  • Quasi-Newton algorithm

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