Reliability analysis of a class of exponential distribution under record values

被引：10

作者：

Wang, Liang ^{[1
]}

Shi, Yimin ^{[2
]}

机构：

[1] Xidian Univ, Dept Math, Xian 710071, Peoples R China

[2] NW Polytech Univ, Dept Appl Math, Xian 710072, Peoples R China

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2013年 / 239卷

基金：

美国国家卫生研究院;

关键词：

Exponential family; Records; Frequentist estimation; Bayes analysis; Loss function; Monte Carlo simulation; ASYMMETRIC LOSS; PREDICTION; PARAMETERS; MODEL;

D O I：

10.1016/j.cam.2012.09.004

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper the estimation of the parameters as well as survival and hazard functions for a class of an exponential family are presented by using Bayesian and non-Bayesian approaches under record values. Maximum likelihood and interval estimation are derived for the model parameters, and Bayes estimators of reliability performances are obtained under symmetric and asymmetric loss functions, when the parameters have discrete and continuous priors, respectively. Finally, two numerical examples are presented to illustrate the proposed results. An algorithm is introduced to generate record data, then the numerical example is given by using Monte Carlo simulation and different estimates results are compared. (c) 2012 Elsevier B.V. All rights reserved.

引用

页码：367 / 379

页数：13

共 19 条

[1] New biased estimators under the LINEX loss function [J].