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 language | English |
|---|---|
| Pages (from-to) | 1711-1727 |
| Number of pages | 17 |
| Journal | Communications in Statistics: Simulation and Computation |
| Volume | 41 |
| Issue number | 9 |
| DOIs | |
| State | Published - 2012 |
| Externally published | Yes |
Keywords
- Burr XII distribution
- EM algorithm
- Partially accelerated life test
- Quasi-Newton algorithm