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On the estimation of the parameters for the Littlewood model in software reliability

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  • L. G. Barendregt
  • M. C. van Pul

Abstract

A very well‐known model in software reliability theory is that of Littlewood (1980). The (three) parameters in this model are usually estimated by means of the maximum likelihood method. The system of likelihood equations can have more than one solution. Only one of them will be consistent, however. In this paper we present a different, more analytical approach, exploiting the mathematical properties of the log‐likelihood function itself. Our belief is that the ideas and methods developed in this paper could also be of interest for statisticians working on the estimation of the parameters of the generalised Pareto distribution. For those more generally interested in maximum likelihood the paper provides a ‘practical case’, indicating how complex matters may become when only three parameters are involved. Moreover, readers not familiar with counting process theory and software reliability are given a first introduction.

Suggested Citation

  • L. G. Barendregt & M. C. van Pul, 1995. "On the estimation of the parameters for the Littlewood model in software reliability," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 49(2), pages 165-184, July.
    • Handle: RePEc:bla:stanee:v:49:y:1995:i:2:p:165-184
    DOI: 10.1111/j.1467-9574.1995.tb01463.x
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