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AuthorBaklizi, Ayman
AuthorAhmed, S. E.
Available date2010-01-07T06:17:37Z
Publication Date2008-08-18
Publication NameStatistics
CitationBaklizi, A., & Ahmed, S. E. (2008). On the estimation of reliabilty function in a Weibull lifetime distribution. Statistics, 42, 4, 351–362
URIhttp://dx.doi.org/10.1080/02331880701878374
URIhttp://hdl.handle.net/10576/10609
AbstractThe estimation of the reliability function of the Weibull lifetime model is considered in the presence of uncertain prior information (not in the form of prior distribution) on the parameter of interest. This information is assumed to be available in some sort of a realistic conjecture. In this article, we focus on how to combine sample and non-sample information together in order to achieve improved estimation performance. Three classes of point estimatiors, namely, the unrestricted estimator, the shrinkage estimator and shrinkage preliminary test estimator (SPTE) are proposed. Their asymptotic biases and mean-squared errors are derived and compared. The relative dominance picture of the estimators is presented. Interestingly, the proposed SPTE dominates the unrestricted estimator in a range that is wider than that of the usual preliminary test estimator. A small-scale simulation experiment is used to examine the small sample properties of the proposed estimators. Our simulation investigations have provided strong evidence that corroborates with asymptotic theory. The suggested estimation methods are applied to a published data set to illustrate the performance of the estimators in a real-life situation.
Languageen
PublisherTaylor & Francis
Subjectreliabilty
Subjectlifetime distribution
Subjectshrinkage estimator
Subjectpreliminary test estimator
Subjectlocal alternatives
Subjectasymptotic biases and mean-squared errors
Subjectmonte carlo simulation
TitleOn the estimation of reliabilty function in a Weibull lifetime distribution
TypeArticle


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