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.

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

The failure times of the 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}\,\!$$

The following picture shows the results in Weibull++.