Template:Weibull likelihood ratio confidence bounds: Difference between revisions

From ReliaWiki
Jump to navigation Jump to search
No edit summary
 
(2 intermediate revisions by one other user not shown)
Line 1: Line 1:
== Likelihood Ratio Confidence Bounds ==
#REDIRECT [[The_Weibull_Distribution#Likelihood_Ratio_Confidence_Bounds]]
 
As covered in [[Confidence Bounds|Chapter 6]], the likelihood confidence bounds are calculated by finding values for <span class="texhtml">θ<sub>1</sub></span> and <span class="texhtml">θ<sub>2</sub></span> that satisfy:
 
::<math> -2\cdot \text{ln}\left( \frac{L(\theta _{1},\theta _{2})}{L(\hat{\theta }_{1}, \hat{\theta }_{2})}\right) =\chi _{\alpha ;1}^{2} </math>
 
This equation can be rewritten as:
 
::<math> L(\theta _{1},\theta _{2})=L(\hat{\theta }_{1},\hat{\theta } _{2})\cdot e^{\frac{-\chi _{\alpha ;1}^{2}}{2}} </math>
 
For complete data, the likelihood function for the Weibull distribution is given by:
::<math> L(\beta ,\eta )=\prod_{i=1}^{N}f(x_{i};\beta ,\eta )=\prod_{i=1}^{N}\frac{ \beta }{\eta }\cdot \left( \frac{x_{i}}{\eta }\right) ^{\beta -1}\cdot e^{-\left( \frac{x_{i}}{\eta }\right) ^{\beta }} </math>
 
For a given value of <span class="texhtml">α</span>, values for <span class="texhtml">β</span> and <span class="texhtml">η</span> can be found which represent the maximum and minimum values that satisfy the above equation. These represent the confidence bounds for the parameters at a confidence level <span class="texhtml">δ</span>, where <span class="texhtml">α = δ</span> for two-sided bounds and <span class="texhtml">α = 2δ − 1</span> for one-sided.
 
Similarly, the bounds on time and reliability can be found by substituting the Weibull reliability equation into the likelihood function so that it is in terms of <span class="texhtml">β</span> and time or reliability, as discussed in [[Confidence Bounds|Chapter 6]]. The likelihood ratio equation used to solve for bounds on time (Type 1) is: 
 
::<math> L(\beta ,t)=\prod_{i=1}^{N}\frac{\beta }{\left( \frac{t}{(-\text{ln}(R))^{ \frac{1}{\beta }}}\right) }\cdot \left( \frac{x_{i}}{\left( \frac{t}{(-\text{ ln}(R))^{\frac{1}{\beta }}}\right) }\right) ^{\beta -1}\cdot \text{exp}\left[ -\left( \frac{x_{i}}{\left( \frac{t}{(-\text{ln}(R))^{\frac{1}{\beta }}} \right) }\right) ^{\beta }\right] </math>
 
The likelihood ratio equation used to solve for bounds on reliability (Type 2) is:
 
::<math> L(\beta ,R)=\prod_{i=1}^{N}\frac{\beta }{\left( \frac{t}{(-\text{ln}(R))^{ \frac{1}{\beta }}}\right) }\cdot \left( \frac{x_{i}}{\left( \frac{t}{(-\text{ ln}(R))^{\frac{1}{\beta }}}\right) }\right) ^{\beta -1}\cdot \text{exp}\left[ -\left( \frac{x_{i}}{\left( \frac{t}{(-\text{ln}(R))^{\frac{1}{\beta }}} \right) }\right) ^{\beta }\right] </math>

Latest revision as of 02:12, 13 August 2012

Redirect to:

Retrieved from "https://www.reliawiki.com/index.php?title=Template:Weibull_likelihood_ratio_confidence_bounds&oldid=31214"