guo_weibull_series_md | R Documentation |
The source of this data set comes from "Estimating Component Reliabilities from Incomplete System Failure Data", Table 2: Example Data for a Series System.
guo_weibull_series_md
A data frame with 30 rows and 4 columns:
Time of failure of series system
Indicates whether component 1 is in the candidate set
Indicates whether component 2 is in the candidate set
Indicates whether component 3 is in the candidate set
When you use likelihood model that assumes a Weibull series system and candidate sets represented by Boolean vectors (x1, x2, x3) that satisfy conditions C1, C2, and C3, the MLE of the shape and scale parameters are:
β1 = 1.2576
η1 = 994.3661
β2 = 1.1635
η2 = 908.9458
β3 = 1.1308
η3 = 840.1141
θ̂ = (β1, η1, β2, η2, β3, η3)
This has a log-likelihood of -228.6851.
H. Guo, F. Szidarovszky, and P. Niu, "Estimating component reliabilities from incomplete system failure data," in 2013 Proceedings Annual Reliability and Maintainability Symposium (RAMS), 2013. Online. Available: https://doi.org/10.1109/rams.2013.6517765
guo_weibull_series_mle
head(guo_weibull_series_md)
loglik <- md_loglike_weibull_series_C1_C2_C3(guo_weibull_series_md
deltavar = NULL) # no right-censoring in this data set
sol <- optim(par = guo_weibull_series_mle$mle,
fn = loglik,
hessian = TRUE,
control = list(parscale = c(1, 1000, 1, 1000, 1, 1000)))
abs(sol$value - guo_weibull_series_mle$loglike) < 1e-4
abs(sol$par - guo_weibull_series_mle$mle) < 1e-4
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