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Parameters Estimation

Parameters Estimation

The joint assessment of ageing and maintenance efficiency is done by estimating the parameters $ \alpha$ and $ \beta$ of the initial intensity, and the maintenance efficiency parameters $ \rho$ or $ \rho_p$ and $ \rho_c$. In MARS, the maximum likelihood method is used. The estimates of $ \theta = (\alpha,\beta,\rho_p,\rho_c)$ maximize the log-likelihood function:

$\displaystyle L_t(\theta) = \sum_{i=1}^{N_t} \ln \lambda_{T_i} - \int_0^t \lambda_s\,ds$ (5)



Stephane Despreaux 2009-06-10