Appendix B: Parameter Estimation

Once a life distribution and a life-stress relationship have been selected, the parameters (i.e. the variables that govern the characteristics of the pdf) need to be determined. Several parameter estimation methods, including probability plotting, least squares and maximum likelihood, are available. This appendix will present an overview of these methods. Because the least squares method for analyzing accelerated life data is very limiting, it will be covered very briefly in this appendix. Interested readers can refer to Nelson [31] for a more detailed discussion of the least squares parameter estimation method.

This chapter includes the following subchapters:

Graphical Method
MLE (Maximum Likelihood) Parameter Estimation
MLE of Accelerated Life Data
Analysis of Censored Data
Appendix B Conclusions