Maximum Likelihood Performance of Mean Time to Failure for Right-Censored Data

In this paper failure times following Weibull, exponential and log-normal distribution are considered. The parameters of these distributions are estimated by the maximum likelihood method and these values are used to estimate other quantity of interest such as Mean Time to Failure (MTTF), an im...

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Main Authors: Ibrahim, Noor Akma, Ng, Poh Bee
Format: Article
Language:English
English
Published: Institute for Mathematical Research 2009
Online Access:http://psasir.upm.edu.my/id/eprint/12474/
http://psasir.upm.edu.my/id/eprint/12474/1/artikel_4_vol2_no2.pdf
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author Ibrahim, Noor Akma
Ng, Poh Bee
author_facet Ibrahim, Noor Akma
Ng, Poh Bee
author_sort Ibrahim, Noor Akma
building UPM Institutional Repository
collection Online Access
description In this paper failure times following Weibull, exponential and log-normal distribution are considered. The parameters of these distributions are estimated by the maximum likelihood method and these values are used to estimate other quantity of interest such as Mean Time to Failure (MTTF), an important function in a reliability analysis. This study is to look at the performance of maximum likelihood estimate (MLE) under various conditions by considering varying sample size and percentage of censored data. The performance is quantified from the study.
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spelling upm-124742013-05-27T07:52:29Z http://psasir.upm.edu.my/id/eprint/12474/ Maximum Likelihood Performance of Mean Time to Failure for Right-Censored Data Ibrahim, Noor Akma Ng, Poh Bee In this paper failure times following Weibull, exponential and log-normal distribution are considered. The parameters of these distributions are estimated by the maximum likelihood method and these values are used to estimate other quantity of interest such as Mean Time to Failure (MTTF), an important function in a reliability analysis. This study is to look at the performance of maximum likelihood estimate (MLE) under various conditions by considering varying sample size and percentage of censored data. The performance is quantified from the study. Institute for Mathematical Research 2009-06 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/12474/1/artikel_4_vol2_no2.pdf Ibrahim, Noor Akma and Ng, Poh Bee (2009) Maximum Likelihood Performance of Mean Time to Failure for Right-Censored Data. Math Digest : Research Bulletin Institute for Mathematical Research, 2 (2). pp. 18-20. ISSN 1985-2436 English
spellingShingle Ibrahim, Noor Akma
Ng, Poh Bee
Maximum Likelihood Performance of Mean Time to Failure for Right-Censored Data
title Maximum Likelihood Performance of Mean Time to Failure for Right-Censored Data
title_full Maximum Likelihood Performance of Mean Time to Failure for Right-Censored Data
title_fullStr Maximum Likelihood Performance of Mean Time to Failure for Right-Censored Data
title_full_unstemmed Maximum Likelihood Performance of Mean Time to Failure for Right-Censored Data
title_short Maximum Likelihood Performance of Mean Time to Failure for Right-Censored Data
title_sort maximum likelihood performance of mean time to failure for right-censored data
url http://psasir.upm.edu.my/id/eprint/12474/
http://psasir.upm.edu.my/id/eprint/12474/1/artikel_4_vol2_no2.pdf