Fisher information matrix for the parameter estimates

Reference no: EM131056556

Class B insulation. Use the 220°C data on (log) time to failure of insulation specimens in Table 3.1 of Chapter 7.

(a) Make a lognormal plot of the data, and graphically estimate the lognormal parameters. Using the estimate of u. describe whether the failure rate increases or decreases with age.

(b) (b) Calculate the ML estimates of the parameters and the lognormal median. The referenced tables for singly censored samples may help reduce the effort. as would a computer program.

(d) Calculate the local estimate of the asymptotic covariance matrix of the parameter estimates.

(e) Calculate two-sided approximate 95% confidence limits for the parameters and lognormal median.

(f) Calculate the ML estimate for the 10th percentile of the lognormal distribution.

(g) Calculate the local estimate of the asymptotic variance of the log of the ML estimator (f) of the 10th percentile.

(h) Calculate two-sided approximate 95% confidence limits for the 10th (lognormal) percentile

(i) Using (b) and (f), plot the ML fitted distribution on the lognormal plot from (a). Also, plot the confidence limits from (e) and (h)

(j) Calculate limits for the parameters and lognormal median using exact tables referenced in Section 2.

(k) Repeat (c) through (h) using the first-derivative estimate of Section 6.3 for the Fisher information matrix.

(l)

Table

Reference no: EM131056556

Questions Cloud

Information capacity of a communication channel : Write down shannons formula, which describes the information capacity of a communication channel that is contaminated by noise. Describe each of the terms of the equation.

Data on time to breakdown of an insulating fluid : Insulating fluid (Weibull). Use the 26-kV data on time to breakdown of an insulating fluid in Table 1.1 of Chapter 3. Use a computer program if you have one. (a) Make a Weibull plot of the data, and graphically estimate the Weibull parameters.

What is the speed difference between the two programs : What is the speed difference between the two programs?

What the word diversity means within an educational context : Why diversity among nurses and nurse educators is important and Why understanding learner diversity and styles is important in nursing curriculum.

Fisher information matrix for the parameter estimates : (a) Make a lognormal plot of the data, and graphically estimate the lognormal parameters. Using the estimate of u. describe whether the failure rate increases or decreases with age.

Repeat the test with the modified program : Repeat the test with the modified program and explain the difference.

What is sql data manipulation language : (i) What is a union query? (ii) What is SQL Data Manipulation Language (DML)? (iii) Why is MIS required? (iv) Explain the impact of computer technology on our lifestyle?

Explain advantages and disadvantages of differing budgets : Describe the type of budget process utilized and process put in place by each agency (City counsel presentations, city manger applications, county board of supervisors)

Based on the chi-square approximation : Insulating fluid (exponential). Analyze the 25-kV data on time to breakdown of an insulating fluid in Table 2.1 of Chapter 7. Assume that the distribution is exponential

User Account

All Pages