Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- JMP User Community
- :
- Discussions
- :
- Re: How to calculate reliability growth parameter standard errors?

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

Highlighted

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Mar 22, 2015 9:14 AM
(7514 views)

I am looking to know the formula to calculate the standard errors for reliability growth parameters lamda and beta.

1 ACCEPTED SOLUTION

Accepted Solutions

Highlighted
The covariance matrix for the parameters is estimated using the Fisher information matrix. Although, using MS Excel, I cannot get the estimates to match exactly. They look to be the same up to 2 decimal points.

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

5 REPLIES 5

Highlighted
The covariance matrix for the parameters is estimated using the Fisher information matrix. Although, using MS Excel, I cannot get the estimates to match exactly. They look to be the same up to 2 decimal points.

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Highlighted
##

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Re: How to calculate reliability growth parameter standard errors?

This is described in the Statistical Details section of the Reliability Growth documentation:

Statistical Details for the Reliability Growth Platform

Michael Crotty

Sr Statistical Writer

JMP Development

Sr Statistical Writer

JMP Development

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Re: How to calculate reliability growth parameter standard errors?

Highlighted
##

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Re: How to calculate reliability growth parameter standard errors?

I think this paper might help:

Crow, L. H., (1982), “Confidence Interval Procedures for the Weibull Process with Applications to Reliability Growth,” Technometrics, Feb. 1982, 24:1, 67-72.

Michael Crotty

Sr Statistical Writer

JMP Development

Sr Statistical Writer

JMP Development

Highlighted
##

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Re: How to calculate reliability growth parameter standard errors?

Thank you, Michael. I will review this article.