Normal Distribution with MLE Solution

From ReliaWiki
Jump to navigation Jump to search
Weibull Reference Examples Banner.png


New format available! This reference is now available in a new format that offers faster page load, improved display for calculations and images and more targeted search.

As of January 2024, this Reliawiki page will not continue to be updated. Please update all links and bookmarks to the latest references at Weibull examples and Weibull reference examples.




Normal Distribution with MLE Solution

This example validates the calculations for the variance and covariance matrix for a Normal distribution with ML estimates in Weibull++ standard folios.


Reference Case

The data set is from Example 4.17 on page 246 in the book Reliability Engineering by Dr. Elsayed, Addison Wesley Longman, Inc, 1996.


Data

The failure times of the components are: 14, 18, 18, 20, 21, 22, 22, 20, 17, 17, 15, 13.


Result

[math]\displaystyle{ \Gamma ^{1} = \begin{bmatrix} 0.700 & 0\\ 0 & 0.350 \end{bmatrix}\,\! }[/math]


Results in Weibull++

The following picture shows the results in Weibull++.

Normal parameters.png