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ON THE MINIMAX VARIANCE ESTIMATORS OF SCALE IN TIME TO FAILURE MODELS

  • Lee, Jae-Won (Department of Applied Mathematics, Kumoh National University of Technology) ;
  • Shevlyakov, Georgy-L. (Department of Mathematics, St. Petersburg State, Technical University)
  • Published : 2002.02.01

Abstract

A scale parameter is the principal parameter to be estimated, since it corresponds to one of the main reliability characteristics, namely the average time to failure. To provide robustness of scale estimators to gross errors in the data, we apply the Huber minimax approach in time to failure models of the statistical reliability theory. The minimax valiance estimator of scale is obtained in the important particular case of the exponential distribution.

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