On nonparametric maximum likelihood estimation of a distribution uniformly stochastically smaller than a standard

Javier Rojo and Francisco J. Samaniego

Statistics & Probability Letters, 1991, vol. 11, issue 3, 267-271

Abstract: The class of distributions F which are uniformly stochastically smaller than a known standard G arises naturally when life testing experiments are conducted in an environment more severe or stressful than the environment in which the system has been pretested. The problem of estimating a distribution in this class via nonparametric maximum likelihood is considered. Under the assumption that the standard lifetime distribution G is continuous and strictly increasing, the NPMLE of F is derived in closed form, and its inconsistency is demonstrated.

Keywords: Uniform; stochastic; ordering; dispersive; ordering; failure; rate; nonparametric; maximum; likelihood; inconsistency (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (4)

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