Title :
A note on convergence problems in numerical techniques for accelerated life-testing analysis
Author_Institution :
Dept. of Math., Moravian Coll., Bethlehem, PA, USA
fDate :
8/1/1988 12:00:00 AM
Abstract :
Numerical solutions to determine maximum-likelihood estimators of parameters use a variety of techniques such as Newton-Raphson, Hook-Jeeves, and steepest ascent. All of these methods are subject to convergence difficulties that frequently occur in simulation studies. A tested and tried transformation for a variety of likelihood functions, and for the above mentioned numerical techniques, is introduced. The transformation is recommended for situations in which convergence difficulties are encountered
Keywords :
convergence of numerical methods; life testing; parameter estimation; reliability theory; Hook-Jeeves technique; Newton-Raphson technique; accelerated life-testing analysis; convergence problems; maximum-likelihood estimators; numerical techniques; parameter estimation; steepest ascent technique; transformation; Acceleration; Convergence of numerical methods; Educational institutions; Life estimation; Maximum likelihood estimation; Parameter estimation; State estimation; Stress; Testing; Weibull distribution;
Journal_Title :
Reliability, IEEE Transactions on
