Maximum Likelihood Estimation of the Parameters of a Power Rule Model Using the Sequential Unconstrained Minimization Technique (SUMT).
Technical memo. 1 Jan-31 Mar 75,
GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING
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In this memorandum the author deals with an application of a modified procedure for SUMT to a maximum likelihood estimation problem which arises in the study by SINGPURWALLA 1975 on accelerated life tests. After a short background to this modification, the author defines what is meant by a factorable programming problem. A simple example of how to rewrite a nonlinear equation into factorable form is given, followed by a detailed restatement of maximizing the likelihood function as a factorable programming problem. The procedure is outlined for using the factorable programming interface with SUMT and illustrate its use is illustrated.
- Operations Research