Advanced Modeling and Optimization

Abstract for Paper 3 of Volume 5, Number 2, 2003, pp. 117-133


Maximum Likelihood Estimation of Exponential Parameters of Reliability Systems

G. Arulmozhi
Department of Mathematics and Computer Applications,
P.S.G. College of Technology,
Coimbatore-641 004, India
E-mail: arul_nithya2000@yahoo.com

 



Abstract
This paper presents a stable technique for obtaining the maximum likelihood estimator of parameters of exponential distribution of M components that form 1) series system 2) parallel system and 3) s out of M:G system. The data consists of lifetime of the system only, that it is not known which component caused the system failure and can be applied not only for complete data but for randomly censored data also. The log likelihood function presented can be used for the estimation of two parameter Weibull distribution in all the three cases.

Keywords: Maximum likelihood estimator-Exponential distribution-Reliability models-iterative method.