Normal Distribution with MLE Solution

This example compares the variance and covariance matrix for a Normal distribution with ML estimates.

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

Failure times of components are: 14, 18, 18, 20, 21, 22, 22, 20, 17, 17, 15, 13.


 * $$\Gamma ^{1} = \begin{bmatrix}

0.700 & 0\\ 0 & 0.350 \end{bmatrix}\,\!$$