Shrinkage estimation of reliability for exponentially distributed lifetimes
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 415-430 |
| Journal / Publication | Communications in Statistics Part B: Simulation and Computation |
| Volume | 25 |
| Issue number | 2 |
| Publication status | Published - 1996 |
Link(s)
Abstract
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.
Research Area(s)
- Exponential distribution, Maximum likelihood estimator, Mean squared error, Reliability, Shrinkage estimator
Citation Format(s)
Shrinkage estimation of reliability for exponentially distributed lifetimes. / Tse, Siu-Keung; Tso, Geoffrey.
In: Communications in Statistics Part B: Simulation and Computation, Vol. 25, No. 2, 1996, p. 415-430.
In: Communications in Statistics Part B: Simulation and Computation, Vol. 25, No. 2, 1996, p. 415-430.
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
