| Abstract: | A Weibull process/non-homogeneous Poisson process is commonly used to analyze the failure behavior of repairable systems. The object of the present study is to obtain exact estimates of the failure intensity of this model at the time of n failures. The resulting MLE estimate is biased and the corrected version for biasedness along with some approximate estimates is given. An analytical and numerical comparison of the relative efficiencies of the MLE of the exact biased, approximated biased, exact unbiased and approximated unbiased of the intensity function is presented. It will be shown that for small n (n < 30) there is quite a large relative difference between the mean squared errors of the exact and approximate estimates of the intensity function. Real failure data are used to illustrate the difference between the exact and approximate estimates of the intensity function. |
