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    题名: Parameter estimation for the linear hazard rate distribution based on records and inter-record times
    作者: 林千代;Lin, Chien-tai;吳正新;Wu, Sam J. S.;Balakrishnan, N.
    贡献者: 淡江大學數學學系
    关键词: Elemental percentile method;EM algorithm;Least-squares;Maximum likelihood
    日期: 2003-04
    上传时间: 2010-01-28 06:54:38 (UTC+8)
    出版者: Taylor & Francis
    摘要: The linear hazard rate distribution (LHRD) is a two-parameter distribution that contains exponential and generalized Rayleigh distributions as special cases. It has applications in a number of fields including reliability improvement, life testing, and survival analysis. An iterative EM algorithm is presented to compute maximum likelihood estimates (MLEs) for the LHRD based on records and inter-record times. Simulation results indicate that the estimates obtained by maximum likelihood method are better than those obtained by the least-squares type estimation and by the elemental percentile method. We also evaluate the expected values and variances of the MLEs for various sample sizes in order to determine the unbiasing factors of the MLEs which can be utilized in performing tests of exponentiality and also for examining the appropriateness of Rayleigh model to data at hand.
    關聯: Communications in Statistics: Theory and Methods 32(4), pp.729-748
    DOI: 10.1081/STA-120018826
    显示于类别:[數學學系暨研究所] 期刊論文

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