Unbiased estimation of reliability function from a mixture of two exponential distributions based on a single observation

Keyu Nie, Bikas K. Sinha and A.S. Hedayat

Statistics & Probability Letters, 2017, vol. 127, issue C, 7-13

Abstract: In this paper we investigate an aspect of unbiased estimation of the reliability function, based on a single observation from a mixture of two exponential distributions with known mixing proportions. We introduce a few equivalent versions of unbiased estimators, and find that they give proper estimates only if negative weights on component mixture distributions are allowed.

Keywords: Mixture exponential distributions; Proper mixture; Reliability function; Unbiased estimation; Negative weights (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2017.03.026

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