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On the minimax variance estimators of scale in time to failure models
- Authors
- 이재원; Georgy L. Shevlyakov
- Issue Date
- 2002
- Publisher
- 대한수학회
- Keywords
- minimax approach; robustness; scale parameter; reliability
- Citation
- 대한수학회보, v.39, no.1, pp.23 - 31
- Journal Title
- 대한수학회보
- Volume
- 39
- Number
- 1
- Start Page
- 23
- End Page
- 31
- ISSN
- 1015-8634
- 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.
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Related Researcher
- LEE, JAE WON
- College of Engineering (Department of Mathematics and Big Data Science)