Bounds for the mean square error of reliability estimation from gamma distribution in presence of an outlier observation
In this paper we discuss the behavlor of the statistic R^(t) , the uniformly minimum variance unbiased (UMVU) estimate for the reliability of gamma distribution with unknown scale parameter σ when an outlier observation is present. Given the outlier effect on σ, we determine bounds for the mean and...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1989-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S0161171289000980 |
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| Summary: | In this paper we discuss the behavlor of the statistic R^(t)
, the uniformly
minimum variance unbiased (UMVU) estimate for the reliability of gamma distribution
with unknown scale parameter σ when an outlier observation is present. Given the
outlier effect on σ, we determine bounds for the mean and mean square error (MSE) of
R(t). A semi-Bayesian approach is discussed when the outlier effect on σ
is treated
as a random variable having a prior distribution of beta type. Results of the
exponential distribution (Sinha [1]) are given as particular cases of our results. |
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| ISSN: | 0161-1712 1687-0425 |