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how do I access likelihood distributions for Life Distributions?

I would like to gain access to likelihood distributions for reliability life distributions, for example defective subpopulation weibull.  specifically I would like to run a monte carlo on a function of the distribution parameters alpha, beta and p.  Thanks in advance.

2 REPLIES 2

Re: how do I access likelihood distributions for Life Distributions?

Are you talking about accessing these values through JSL? If so, here's a script that will show you an example of how to extract those values:

//Create Data Table with random lognormal data
dt = New Table("Example Data");
dt << New Column("X",formula(random log normal()));
dt << Add Rows(300);

//Expression to fit Life Distribution with Log Normal fit & get parameter estimates
fit_and_get = Expr(
LD = dt << Life Distribution(
Y( :X ),
<<Fit Lognormal,
Confidence Interval Method( Wald ),
<<Set Scale( Lognormal ),
<<Suppress Plot( Nonparametric ),
Interval Type( Simultaneous ),
Show Event Plot Frequency Label( 0 ),
<<Set Scriptables(
{Probability Paper(
Profiler(
1,
Confidence Intervals( 1 ),
Term Value( X( 6.97984876476196, Lock( 0 ), Show( 1 ) ) )
)
), Lognormal Distribution(
Profiler(
1,
Confidence Intervals( 1 ),
Term Value( X( 6.98, Lock( 0 ), Show( 1 ) ) )
)
), Lognormal Quantile(
Profiler(
1,
Confidence Intervals( 1 ),
Term Value( Probability( 0.5, Lock( 0 ), Show( 1 ) ) )
)
), Lognormal Hazard(
Profiler(
1,
Confidence Intervals( 1 ),
Term Value( X( 6.98, Lock( 0 ), Show( 1 ) ) )
)
), Lognormal Density(
Profiler(
1,
Confidence Intervals( 0 ),
Term Value( X( 6.98, Lock( 0 ), Show( 1 ) ) )
)
), Custom Estimation( Lognormal, 0 )}
),
SendToReport(
Dispatch(
{"Compare Distributions"},
"Life Distribution",
FrameBox,
{Grid Line Order( 2 ), Reference Line Order( 3 )}
),
Dispatch(
{"Compare Distributions"},
"Distribution Profiler",
OutlineBox,
{Set Summary Behavior( "Collapse" )}
),
Dispatch(
{"Statistics"},
"",
ListBox,
{Set Summary Behavior( "Collapse" )}
)
),
Invisible
);
rprt_win = LD << Report; //get reference to window containing Life Distribution report
params = rprt_win["Parametric Estimate - Lognormal"][TableBox(1)][Number Col Box(1)] << Get as Matrix; //navigate to number col box with parameter estimates & get the values
likelihood = (rprt_win["Parametric Estimate - Lognormal"][TableBox(2)][Number Col Box(1)] << Get as Matrix); //get -2*likelihood
rprt_win << Close Window;
);

//Sim 5 data sets and output values
for(i = 1, i<=5, i++,
dt:X << Eval Formula;
fit_and_get();
Show(params, likelihood);
);

If you run it and look at the log, you'll see 5 different sets of parameter estimates and loglikelihood values

-- Cameron Willden

Re: how do I access likelihood distributions for Life Distributions?

If you want to access the distribution functions for the purpose of a simulation, see Help > Scripting Index > Functions > Probability. The PDF, CDF, and ICDF are available for the common reliability life distribution models.

Learn it once, use it forever!