A note on stochastic ordering of estimators of exponential reliability

Piotr Nowak

Applicationes Mathematicae (2011)

  • Volume: 38, Issue: 4, page 485-494
  • ISSN: 1233-7234

Abstract

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Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which the maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered there and we prove that the MLEs for those plans are also stochastically ordered. We also give some applications to the estimation of reliability.

How to cite

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Piotr Nowak. "A note on stochastic ordering of estimators of exponential reliability." Applicationes Mathematicae 38.4 (2011): 485-494. <http://eudml.org/doc/279910>.

@article{PiotrNowak2011,
abstract = {Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which the maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered there and we prove that the MLEs for those plans are also stochastically ordered. We also give some applications to the estimation of reliability.},
author = {Piotr Nowak},
journal = {Applicationes Mathematicae},
keywords = {stochastic monotonicity; coupling; exponential distribution; censored samples},
language = {eng},
number = {4},
pages = {485-494},
title = {A note on stochastic ordering of estimators of exponential reliability},
url = {http://eudml.org/doc/279910},
volume = {38},
year = {2011},
}

TY - JOUR
AU - Piotr Nowak
TI - A note on stochastic ordering of estimators of exponential reliability
JO - Applicationes Mathematicae
PY - 2011
VL - 38
IS - 4
SP - 485
EP - 494
AB - Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which the maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered there and we prove that the MLEs for those plans are also stochastically ordered. We also give some applications to the estimation of reliability.
LA - eng
KW - stochastic monotonicity; coupling; exponential distribution; censored samples
UR - http://eudml.org/doc/279910
ER -

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