1P-Exponential MLE Solution with Right Censored Data

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.




1P-Exponential MLE Solution with Right Censored Data

This example validates the calculations for the MLE solution and Fisher Matrix bound for a 1-parameter exponential distribution with right censored and complete failure data in Weibull++ standard folios.


Reference Case

The formulas on page 166 in the book Statistical Methods for Reliability Data by Dr. Meeker and Dr. Escobar, John Wiley & Sons, 1998.

[math]\displaystyle{ \hat{\theta}=\frac{TTT}{r}\ \ and\ \ se_{\hat{\theta}} = \frac{\hat{\theta}}{\sqrt{r}}\,\! }[/math]


where TTT is the total test time and r is the number of failures.


Data

Number in State State F or S Time to Failure
1 F 16
1 F 34
1 F 53
1 F 75
1 F 93
1 F 120
4 S 200


Result

[math]\displaystyle{ \begin{align} \hat{\theta} =& \frac{TTT}{r} = \frac{16+34+53+75+93+120+4\times 200}{6} = \frac{1191}{6} = 198.5 \\ \\ se_{\hat{\theta}} =& \frac{\theta}{\sqrt{r}} = \frac{198.5}{\sqrt{6}} = 81.037 \\ \end{align}\,\! }[/math]


So the variance of [math]\displaystyle{ \hat{\theta}\,\! }[/math] is 6567.04


Results in Weibull++


1PE rcensored data.png