Inference in step-stress models based on failure rates

Maria Kateri () and Udo Kamps

Statistical Papers, 2015, vol. 56, issue 3, 639-660

Abstract: In step-stress modeling with the cumulative exposure model it is well known that, for underlying exponential distributions, explicit expressions can be obtained for maximum likelihood estimators of parameters as well as for their conditional density functions or conditional moment generation functions, given their existence. Applying a failure rate based approach instead, similar results can be also obtained for underlying lifetime distributions out of a general scale family of distributions, which allows for a flexible modeling. Exemplarily, respective results are presented for Type-I and Type-II censored experiments. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Maximum likelihood estimation; Link function; Exponential distribution; Scale family of distributions (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00362-014-0601-y (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:stpapr:v:56:y:2015:i:3:p:639-660

Ordering information: This journal article can be ordered from
http://www.springer. ... business/journal/362

DOI: 10.1007/s00362-014-0601-y

Access Statistics for this article

Statistical Papers is currently edited by C. Müller, W. Krämer and W.G. Müller

More articles in Statistical Papers from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().