Accession Number:

ADA009410

Title:

Comparison of Maximum Likelihood and Least Squares Cumulative Estimators for the Gompertz-Makeham Hazard Rate Function.

Descriptive Note:

Final rept.,

Corporate Author:

ARMY MATERIEL COMMAND TEXARKANA TEX INTERN TRAINING CENTER

Personal Author(s):

Report Date:

1975-04-01

Pagination or Media Count:

140.0

Abstract:

This research investigates the use of the cumulative distribution function and least squares analysis for estimating the three parameters of the hazard function, b ke sup-at. The least squares cumulative LSC estimators of the parameters are obtained by solving a system of nonlinear equations using the gradient method of Fletcher-Powell. The small sample property of the estimator is analyzed in a two-way comparison. Through Monte-Carle simulation, sample data sets with five to twenty-five time-to-failure data points are generated by assuming parameter values. The failure times are used as inputs to the LSC program and the resulting estimates are compared to maximum likelihood estimates.

Subject Categories:

  • Statistics and Probability
  • Manufacturing and Industrial Engineering and Control of Production Systems

Distribution Statement:

APPROVED FOR PUBLIC RELEASE