TY - JOUR
T1 - Estimating the Burr XII parameters in constant-stress partially accelerated life tests under multiple censored data
AU - Cheng, Yung Fu
AU - Wang, Fu Kwun
PY - 2012
Y1 - 2012
N2 - 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.
AB - 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.
KW - Burr XII distribution
KW - EM algorithm
KW - Partially accelerated life test
KW - Quasi-Newton algorithm
UR - http://www.scopus.com/inward/record.url?scp=84862893710&partnerID=8YFLogxK
U2 - 10.1080/03610918.2011.617478
DO - 10.1080/03610918.2011.617478
M3 - 文章
AN - SCOPUS:84862893710
SN - 0361-0918
VL - 41
SP - 1711
EP - 1727
JO - Communications in Statistics: Simulation and Computation
JF - Communications in Statistics: Simulation and Computation
IS - 9
ER -