Optimised Shrinkage Testimator of reliability function in a failure-time model

Z.A. Al-Hemyari and Jabar A. Al-Dolami

International Journal of Mathematics in Operational Research, 2012, vol. 4, issue 6, 607-621

Abstract: In this paper, we consider the exponential assumption of the distribution of failure, and we propose an optimised Shrinkage Testimator (ST) of reliability function (R(t)) using complete and censored data. The expressions for the bias, mean squared error and relative efficiency are derived and studied. Simulation, comparisons, and numerical results are reported.

Keywords: optimised shrinkage testimator; reliability function; exponential failure model; Bessel function; relative efficiency; failure distribution. (search for similar items in EconPapers)
Date: 2012
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