Template:Bounds on the Parameters FMB ED: Difference between revisions

From ReliaWiki
Jump to navigation Jump to search
(Redirected page to The Exponential Distribution)
 
Line 1: Line 1:
====Bounds on the Parameters====
#REDIRECT [[The Exponential Distribution]]
 
For the failure rate <math>\hat{\lambda }</math> the upper (<math>{{\lambda }_{U}}</math>) and lower (<math>{{\lambda }_{L}}</math>) bounds are estimated by [[Appendix: Weibull References|[30]]]:
 
 
::<math>\begin{align}
  & {{\lambda }_{U}}= & \hat{\lambda }\cdot {{e}^{\left[ \tfrac{{{K}_{\alpha }}\sqrt{Var(\hat{\lambda })}}{\hat{\lambda }} \right]}} \\
&  &  \\
& {{\lambda }_{L}}= & \frac{\hat{\lambda }}{{{e}^{\left[ \tfrac{{{K}_{\alpha }}\sqrt{Var(\hat{\lambda })}}{\hat{\lambda }} \right]}}} 
\end{align}</math>
 
where <math>{{K}_{\alpha }}</math> is defined by:
 
 
::<math>\alpha =\frac{1}{\sqrt{2\pi }}\int_{{{K}_{\alpha }}}^{\infty }{{e}^{-\tfrac{{{t}^{2}}}{2}}}dt=1-\Phi ({{K}_{\alpha }})</math>
 
 
If <math>\delta </math> is the confidence level, then <math>\alpha =\tfrac{1-\delta }{2}</math> for the two-sided bounds, and <math>\alpha =1-\delta </math> for the one-sided bounds.
The variance of <math>\hat{\lambda },</math> <math>Var(\hat{\lambda }),</math> is estimated from the Fisher matrix, as follows:
 
 
::<math>Var(\hat{\lambda })={{\left( -\frac{{{\partial }^{2}}\Lambda }{\partial {{\lambda }^{2}}} \right)}^{-1}}</math>
 
 
where <math>\Lambda </math> is the log-likelihood function of the exponential distribution.
 
Note that no true MLE solution exists for the case of the two-parameter exponential distribution. The mathematics simply break down while trying to simultaneously solve the partial derivative equations for both the <math>\gamma </math> and <math>\lambda </math> parameters, resulting in unrealistic conditions. The way around this conundrum involves setting <math>\gamma ={{t}_{1}},</math> or the first time-to-failure, and calculating <math>\lambda </math> in the regular fashion for this methodology. Weibull++ treats <math>\gamma </math> as a constant when computing bounds, i.e., <math>Var(\hat{\gamma })=0.</math> (See the discussion in [[Appendix:_Log-Likelihood_Equations|the appendix]] for more information.)

Latest revision as of 06:52, 10 August 2012

Redirect to:

Retrieved from "https://www.reliawiki.com/index.php?title=Template:Bounds_on_the_Parameters_FMB_ED&oldid=31017"