Estimating reliability in discrete distributions

  • Moon, Yeung-Gil (Department of Tourism Quality Management, Kangwon Tourism College) ;
  • Lee, Chang-Soo (Department of Flight Operation, Kyungwoon University)
  • Received : 2011.04.26
  • Accepted : 2011.06.11
  • Published : 2011.08.01

Abstract

We shall introduce a general probability mass function which includes several discrete probability mass functions. Especially, when the random variable X is Poisson, binomial, and negative binomial random variables as some special cases of the introduced distribution, the maximum likelihood estimator (MLE) and the uniformly minimum variance unbiased estimator (UMVUE) of the probability P(X ${\leq}$ t) are considered. And the efficiencies of the MLE and the UMVUE of the reliability ar compared each other.

Keywords

References

  1. Ali, M. M. and Woo, J. (2010). Estimation of tail probability and reliability in exponentiated Pareto case. Pakistan Journal of Statistics, 26, 39-47.
  2. Bowers, N. J., Gerber, H. U., Hickman, J. C., Jones, D. A. and Nesbitts, C. J. (1997). Actuarial mathe- matics, The Society of Actuaries, Schaumburg, Illinois.
  3. McCool, J. I. (1991). Inference on P(X < Y ) in theWeibull case. Communications in Statistics-Simulation and Computation, 20, 129-148. https://doi.org/10.1080/03610919108812944
  4. Moon, Y. G. and Lee, C. S. (2009). Inference on reliability P(X < Y ) in the gamma case. Journal of the Korean Data & Information Science Society, 20, 219-223.
  5. Lee, C. C. and Lee, C. S. (2010). Reliability and ratio in a right truncated Rayleigh distribution. Journal of the Korean Data & Information Science Society, 21, 195-200.
  6. Lee, C. S. andWon, H. Y. (2006). Inference on reliability in an exponentiated uniform distribution. Journal of the Korean Data & Information Sciences Society, 17, 507-513.
  7. Woo, J. (2007). On reliability and UMVUE of right-tail probability in a half-normal variable. Journal of the Korean Data & Information Science Society, 18, 259-267.
  8. Woo, J. (2008). Reliability in two independent Levy and uniform-exponential distribution. Journal of the Korean Data & Information Science Society, 19, 635-644.