PDA

View Full Version : MLE using for exact and interval data


Sergey
May 26th, 2005, 07:29 AM
H! At the on-line ReliaSoft book "Life Data Analysis Reference" I have read formulas for Likelihood Function, that SIMULTANEOUSLY use times of exact failures and times of interval failures ( "The Complete Likelihood Function" of the chapter "Data and Data Types" and "Weibull Log-Likelihood Function" of the chapter "Distributions Log-Likelihood Equations"). Is it really possible to use MLE (Maximum Likelihood Estimation) for such "mixed" data, or there are only "common" formulas for software implementation and such data (of different nature) we could not mix in the real MLE estimations? Thanks beforehand. Sergey.

tarik
May 26th, 2005, 09:48 AM
Exact failure times, interval, and suspensions data all can be mixed and analyzed together; in fact this is the way to do it. MLE is, many times, the recommended analysis method when data contains significant amount of suspension and interval data.