1P-Exponential MLE Solution with Right Censored Data
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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.
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
So the variance of [math] \hat{\theta}\,\! [/math] is 6567.04
Results in Weibull++