Accession Number : ADA012100

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

Descriptive Note : Technical memo. 1 Jan-31 Mar 75,

Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING

Personal Author(s) : Al-Khayyal,Faiz A.

Report Date : 31 MAR 1975

Pagination or Media Count : 26

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.

Descriptors :   *Nonlinear programming, Statistical analysis, Computer programs, Optimization, Accelerated testing, Life tests

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE