EventsThe 2nd International Online Conference on Mathematics and Applications
Published
This submission belongs to the session S3. Statistics and Operational Research of the event The 2nd International Online Conference on Mathematics and Applications
Published date
04 Jun, 2026
Academic Editor
author-avatarAntonio Di Crescenzo
Citation
Jingchi Wu, Tadashi Dohi, Junjun Zheng, Hiroyuki OKamura, An Empirical Research for Likelihood-free Parameter Estimation Approach for NHPP-Based Software Reliability Models, in Proceedings of The 2nd International Online Conference on Mathematics and Applications, 10 June–12 June 2026, MDPI: Basel, Switzerland
Share
Email
Facebook
Twitter
LinkedIn

An Empirical Research for Likelihood-free Parameter Estimation Approach for NHPP-Based Software Reliability Models

image
image
image
1. Graduate School of Advanced Science and Engineering, Hiroshima University, 1-4-1 Kagamiyama, Higashi-Hiroshima City, Hiroshima, 739-8527, Japan, Japan
Abstract

The non-homogeneous Poisson process (NHPP) is the most widely used stochastic counting model in software reliability. The maximum likelihood estimation (MLE) is useful when the likelihood function of NHPP is available. However, it is well-known that the MLE is bound to fail in the J-shaped distributions, such as in the Weibull and gamma distribution when the shape parameter is less than 1. The maximum likelihood estimator also does not exist inside the parameter space with positive probability. The maximum likelihood equations of the NHPP-based SRM cannot be solved, if and only if the observed time to last software failure is less than twice the mean observed-time-to-failure. Furthermore, in some generalized software reliability models, it is quite hard to obtain the likelihood function in a closed form. Therefore, we apply a likelihood-free estimation approach on NHPP-based software reliability models with finite mean value function. Our method is motivated by the maximum product of spacing estimation which provides the parameter estimation without the likelihood function and intensity function. In contrast to existing likelihood-free parameter estimation methods, such as least squares estimation, our method can yield an estimator that is consistent with the underlying NHPP probability law. We have demonstrated the predictive performance of our method through real-data analysis.

Keywords
Software Reliability
NHPP
Parameter Estimation
Maximum product of spacing estimation
Least Squares Estimation
Maximum Likelihood Estimation
A Bayesian Adaptive Mixture Framework with Convergence Guarantees for Detecting Causal Emergent Features in Multi-Regime Time Series
A Comparative Analysis of Econometric and Deep Learning Models for Exchange Rate Forecasting: Evidence from Sri Lanka