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Crow-AMSAA Confidence Intervals - Delta Method

Hello,

I am using JMP 16.2.0 to calculate Reliability Growth and am trying to understand the math behind the profiler confidence intervals on the Crow AMSAA models. The help article states that: "The delta method is applied to this expression to obtain an estimate of its variance. This estimate is used to construct a 95% Wald-based confidence interval. The resulting confidence limits are then transformed using the exponential function to give confidence limits for the estimated cumulative number of events at time t." I have not been able to find an example of utilizing the delta method that I can follow. Is there a way to on JMP to look at the formula/math that goes into these calculations?

Thank you!

-John

Reliability Analysis

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