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