DocumentCode :
1183409
Title :
Estimation in the 2-parameter exponential distribution with prior information
Author :
Kourouklis, Stavros
Author_Institution :
Dept. of Math., Patras Univ., Greece
Volume :
43
Issue :
3
fYear :
1994
fDate :
9/1/1994 12:00:00 AM
Firstpage :
446
Lastpage :
450
Abstract :
This paper proposes a class of estimators for the scale parameter and for the mean of a 2-parameter exponential distribution, which is important in life testing and reliability theory, given a prior estimate of the scale parameter. The class of estimators for the scale parameter is motivated by the work of Jani (1991). These estimators have smaller mean square error than the classical estimators for all values of the location parameter, and for values of the scale parameter in a neighborhood of the prior estimate. Numerical computations indicate that certain of these estimators substantially improve the classical estimators for values of the scale parameter near the prior estimate, especially for small sample sizes
Keywords :
life testing; reliability theory; 2-parameter exponential distribution estimation; life testing; mean square error; prior information; reliability theory; scale parameter; Art; Exponential distribution; Life testing; Maximum likelihood estimation; Mean square error methods; Probability; Reliability theory; Statistical distributions; Time measurement;
fLanguage :
English
Journal_Title :
Reliability, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9529
Type :
jour
DOI :
10.1109/24.326444
Filename :
326444
Link To Document :
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