On the estimation of reliabilty function in a Weibull lifetime distribution

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Author Baklizi, Ayman en_US
Author Ahmed, S. E. en_US
Available date 2010-01-07T06:17:37Z en_US
Publication Date 2008-08-18 en_US
Publication Name Statistics
Citation Baklizi, A., & Ahmed, S. E. (2008). On the estimation of reliabilty function in a Weibull lifetime distribution. Statistics, 42, 4, 351–362 en_US
URI http://dx.doi.org/10.1080/02331880701878374 en_US
URI http://hdl.handle.net/10576/10609 en_US
Abstract The 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. en_US
Language en en_US
Publisher Taylor & Francis en_US
Subject reliabilty en_US
Subject lifetime distribution en_US
Subject shrinkage estimator en_US
Subject preliminary test estimator en_US
Subject local alternatives en_US
Subject asymptotic biases and mean-squared errors en_US
Subject monte carlo simulation en_US
Title On the estimation of reliabilty function in a Weibull lifetime distribution en_US
Type Article en_US

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