Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

Bootstrap Confidence Intervals for the Reliability Function of an Exponential Distribution

  • Published : 1997.08.01
Download PDF
⟨ Previous Next ⟩

Abstract

We propose several estimators of the reliability function R of the two-parameter exponential distribution, and then compare those estimator in terms of the mean square error (MSE) through Monte Carlo method. We also consider the parametric bootstrap estimation. Using the parametric bootstrap estimator, we obtain the bootstrap confidence intervals for reliability function and compare the proposed bootstrap confidence intervals in terms of the length and the coverage probability through Monte Carlo method.

Keywords

References

  1. Communications Statistics Simulation v.22 no.2 Classical and Bayesian Estimation of Exponential Reliability under Time Censoring with Replacement Abedin, Z.;Karson, M.
  2. The Annals of Statistics v.7 Bootstrap Methods:Another Look at the Jackknife Efron, B.
  3. Canadian Journal of Statistics v.9 Nonparametric Standard Errors and Confidence Interval Efron, B.
  4. The Annals of Statistics v.10 Transformation Theory: How Normal is a Family of Distributions ? Efron, B.
  5. Biometrika v.72 Boorstrap Confidence Intervals for a Class of Parametric Problems Efron, B.
  6. Journal of the American Statistical Association v.82 Better Boorstrap Confidence Intervals Efron, B.
  7. An Introduction to the Bootstrap Efron, B.;Tishirani, J.R.
  8. Annals of Mathematics Statistics v.25 Some Theorems Relebant to Life Testing from an Exponential Distribution Epstein, B.;Sobel, M.
  9. Journal of Natural Science v.7 Jackknife Estimation of the Reliability Function in an Exponential Distribution Kang, S.B.
  10. Far East Journal Theoretical Statistical v.1 no.1 Bootstrap Confidence Intervals After Bias Correcting Kang, S.B.;Cho, Y.S.
  11. The Kackknife and Bootstrap Shao, J.;Tu, D.
  12. Communication Statistics-Theory and Methods v.22 no.2 Estimation of Parameters of an Expontial Distribution When the Parameter Space is Restricted with an Application to Two-sample Problem Singh, H.N.;Gupta, R.D.
  13. IEEE Transactions of Reliability v.R-34 Bayes Estimation of the Reliability Function of Normal Distribution Sinha, S.K.
  14. Journal of natural Sciences v.6 Jackknife Estimation of the Reliability Function in a Poisson Distribution Woo, J.S.;Kang, S.B.