On the minimax variance estimators of scale in time to failure models

Abstract

A scale parameter is the principal parameterto be estimated, since it corresponds to oneof the main reliability characteristics, namely the average timeto failure. To provide robustness of scale estimators to grosserrors in the data, we apply the Huber minimax approach in time tofailure models of the statistical reliability theory. The minimaxvariance estimator of scale is obtained in the importantparticular case of the exponential distribution.