Maximum Likelihood Estimation of the Parameters of a Power Rule Model Using the Sequential Unconstrained Minimization Technique (SUMT).

Abstract

In this memorandum the author deals with an application of a modified procedure for SUMT to a maximum likelihood estimation problem which arises in the study by SINGPURWALLA (1975) on accelerated life tests. After a short background to this modification, the author defines what is meant by a factorable programming problem. A simple example of how to rewrite a nonlinear equation into factorable form is given, followed by a detailed restatement of maximizing the likelihood function as a factorable programming problem. The procedure is outlined for using the factorable programming interface with SUMT and illustrate its use is illustrated.

Document Details

Document Type
Technical Report
Publication Date
Mar 31, 1975
Accession Number
ADA012100

Entities

People

  • Faiz A. Al-khayyal

Organizations

  • George Washington University

Tags

DTIC Thesaurus Topics

  • Computer Programming
  • Equations
  • Life Tests
  • Mathematics
  • Maximum Likelihood Estimation

Fields of Study

  • Mathematics

Readers

  • Operations Research
  • Statistical inference.