The Comparison of the Shape Parameter Estimation in Fatigue Life Model under Type-1 Censorship

The fatigue life model has been recognized as a useful model for survival model associated with reliability studies and life testing experiments. This paper deals with estimating shape parameter in fatigue life model under type-1 censorship. First, the maximum likelihood estimation is used to estimate the shape parameter of fatigue life model when data are type-1 censored. Second, the moment estimation is used to estimate the shape parameter. Third, the generalized maximum likelihood estimation is used to estimate the shape parameter. Fourth, the moment and the generalized maximum likelihood for the maximum likelihood estimation will be compared numerically in the terms of various mission times, parameter values in the sense of asymptotic relative efficiency through Monte Carlo simulation.