Shrinkage estimation of reliability for exponentially distributed lifetimes

被引：11

作者：

Tse, SK ^{[1
]}

Tso, G ^{[1
]}

机构：

[1] CITY UNIV HONG KONG,DEPT APPL STAT & OPERAT RES,HONG KONG,HONG KONG

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1996年 / 25卷 / 02期

关键词：

exponential distribution; maximum likelihood estimator; mean squared error; reliability; shrinkage estimator;

D O I：

10.1080/03610919608813322

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers the estimation of reliability when the lifetimes are exponentially distributed. Three different versions of shrinkage estimator are considered when a prior estimate of the mean lifetime is given. Simulation results suggest that some shrinkage estimators have smaller bias and mean squared error than those of the maximum likelihood estimator.

引用

页码：415 / 430

页数：16

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