Normal Distribution with MLE Solution
This example validates the calculations for the variance and covariance matrix for a Normal distribution with ML estimates in Weibull++ standard folios.
Reference Case
The data set is from Example 4.17 on page 246 in the book Reliability Engineering by Dr. Elsayed, Addison Wesley Longman, Inc, 1996.
Data
The failure times of the components are: 14, 18, 18, 20, 21, 22, 22, 20, 17, 17, 15, 13.
Result
Results in Weibull++
The following picture shows the results in Weibull++.