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

Yung Fu Cheng, Fu Kwun Wang*

*此作品的通信作者

研究成果: 期刊稿件文章同行評審

21 引文 斯高帕斯(Scopus)

摘要

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.

原文英語
頁(從 - 到)1711-1727
頁數17
期刊Communications in Statistics: Simulation and Computation
41
發行號9
DOIs
出版狀態已出版 - 2012
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