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2003 International Conference on Dependable Systems and Networks (DSN'03)
ParEs — A Parameter-Estimation-Tool
San Francisco, California
June 22-June 25
ISBN: 0-7695-1952-0
Felix Engelhard, DaimlerChrysler AG
Stefan Greiner, DaimlerChrysler AG
Reinhard German, University Erlangen-Nuremberg
This paper deals with the parameter estimation of lifetime distributions from available field data. The focus is on extending known methodology such that it is applicable in industrial practice and to put this in a tool which can be used also by statistically unskilled users. In the given case the further aim is to do reliability analysis of car components, but the methodology is not restricted to this application domain. The tool covers a number of distributions relevant for reliability analysis including a particular "bathtub" distribution able to represent the behaviour over different timescales. Furthermore, it is able to deal with large data volumes, clustered and suspended data as typically encountered in practice. The parameter estimation is based on adapted versions of linear regression and maximum-likelihood-estimation. Numerical issues are taken care of, local and global optimisation, and interval arithmetics is used. Methods for the computation of confidence intervals are also provided.
Citation:
Felix Engelhard, Stefan Greiner, Reinhard German, "ParEs — A Parameter-Estimation-Tool," dsn, pp.583, 2003 International Conference on Dependable Systems and Networks (DSN'03), 2003
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