Where, Уi is the failure time or censoring time.
Failure Rate
CDF
Reliability
MLE
Where, is the failure time (in t-space) of component i, i=1,..., r or the censoring time (in t-space) of component i, i=r+1,..., n. If there is no censoring (complete data), r = n and the last term in the Likelihood function disappears. The terms
and
are the standard normal probability density and standard normal cumulative distribution.
Least Square
Let us denote : n = total cases, r = uncensored cases, and n - r = k = censored cases
If ,
, then the parameters for
are estimated using the following equations:
In this case, and
.
Note: You can obtain У by minimizing R-squared of least square line fit.
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