Numerical solutions to determine maximum-likelihood estimators of parameters use a variety of techniques such as Newton-Raphson, Hook-Jeeves, and steepest ascent. All of these methods are subject to convergence difficulties that frequently occur in simulation studies. A tested and tried transformation for a variety of likelihood functions, and for the above mentioned numerical techniques, is introduced. The transformation is recommended for situations in which convergence difficulties are encountered
Published in:
Reliability, IEEE Transactions on
(Volume:37
,
Issue:
3
)
Date of Publication: Aug 1988