Statistical Inference for a Simple Constant Stress Model Based on Censored Sampling Data From the Kumaraswamy Weibull Distribution

In this paper, constant stress accelerated life tests are discussed based on Type I and Type II censored sampling data from Kumaraswmay Weibull distribution. The maximum likelihood estimators are derived for the unknown parameters. The log linear model is assumed as an accelerated model. In addition, confidence intervals for the model parameters are constructed. Optimum test plans, are developed to minimize the generalized asymptotic variance of the maximum likelihood estimators of the model parameters. Monte Carlo simulation is carried out to illustrate the theoretical results of the maximum likelihood estimates, confidence intervals and optimum test plans.