DocumentCode :
1348558
Title :
Some Properties of Distributions Useful in the Study of Rare Events
Author :
Mosleh, A. ; Apostolakis, G.
Author_Institution :
University of California, Los Angeles; Pickard, Lowe and Garrick, Inc.; 17840 Skypark Blvd.; Irvine, CA 92714 USA.
Issue :
1
fYear :
1982
fDate :
4/1/1982 12:00:00 AM
Firstpage :
87
Lastpage :
94
Abstract :
This paper presents techniques that facilitate estimation of the parameters of a gamma or beta distribution when two percentiles or one percentile and the mean value are known. Similarly, when the values of the parameters are known, simple techniques are developed to estimate the percentiles. These techniques apply when the random variable is small, e.g., when these distributions are the state-of-knowledge distributions of failure rates (failures per hour or demand). A further result of the paper is that, for distributions with one shape parameter, the mean value possesses a minimum, when an upper percentile is held constant. Expressions for these minima are derived for several useful distributions.
Keywords :
Bayesian methods; Frequency estimation; Inductors; Parameter estimation; Psychology; Random variables; Risk analysis; Safety; Shape; Statistical distributions; Parameters; Probability distributions; Rare events;
fLanguage :
English
Journal_Title :
Reliability, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9529
Type :
jour
DOI :
10.1109/TR.1982.5221242
Filename :
5221242
Link To Document :
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