| Title:
|
On estimation of reliability in the exponential case (English) |
| Author:
|
Hurt, Jan |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
21 |
| Issue:
|
4 |
| Year:
|
1976 |
| Pages:
|
263-272 |
| Summary lang:
|
English |
| Summary lang:
|
Czech |
| Summary lang:
|
Russian |
| . |
| Category:
|
math |
| . |
| Summary:
|
Four different estimates of reliability in the exponential case are studied namely the best unbiased, maximum likelihood, Bayes, and the so called naive. Asymptotic normality of the estimators is proved and asymptotic expansions of their expectation and the mean square error are given. Three of these estimators (best unbiased, maximum likelihood, and Bayes) are shown to be efficient and they are studied by using the defficiency concept. () |
| MSC:
|
62E20 |
| MSC:
|
62F10 |
| MSC:
|
62N05 |
| idZBL:
|
Zbl 0354.62079 |
| idMR:
|
MR0468078 |
| DOI:
|
10.21136/AM.1976.103646 |
| . |
| Date available:
|
2008-05-20T18:05:07Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103646 |
| . |
| Reference:
|
[1] Cramér H.: Mathematical methods of statistics.Princeton Univ. Press, Princeton 1946. MR 0016588 |
| Reference:
|
[2] Hodges, Jr. J. L., Lehmann E. L.: Deficiency.Ann. Math. Statist. 41 (1970), 783 - 801. Zbl 0225.62063, MR 0272092, 10.1214/aoms/1177696959 |
| Reference:
|
[3] Hurt J.: Asymptotic expansions of functions of statistics.to appear in Apl. Mat. Zbl 0354.62034, MR 0418309 |
| Reference:
|
[4] Pugh E. L.: The best estimate of reliability in the exponential case.Oper. Res. 11/17 (1963), 57-61. Zbl 0107.14004, 10.1287/opre.11.1.57 |
| Reference:
|
[5] Rao C. R.: Linear statistical inference and its applications.2nd ed., Wiley, New York 1973. Zbl 0256.62002, MR 0346957 |
| . |
